The Journal of Applied Econometrics is an international journal published bi-monthly, plus ;1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed.As an authoritative, professional, and influential academic journal, it is an important publication in the field of applied econometrics.
《应用计量经济学杂志》是一本国际期刊，旨在发表高质量的文章，探讨现有和新的计量经济学技术在经济学和相关学科中的各种问题中的应用，涵盖计量、估计、测试、预测和政策分析等主题。重点是谨慎和严格地应用计量经济学技术，并对结果进行适当的解释。文章强调了经济内容。作为一个权威的、专业的、有影响力的学术期刊，是应用计量经济学领域的重要出版物。
Simultaneous confidence bands: Theory, implementation, and an application to SVARs
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2656
Macroeconomic forecast accuracy in a data‐rich environment
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2725
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2659
Switching generalized autoregressive score copula models with application to systemic risk
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2650
Structural VARs and noninvertible macroeconomic models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2665
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2696
The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2647
Selecting structural innovations in DSGE models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2664
Real‐time forecast combinations for the oil price
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2673
CCE in fixed-T panels
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2707
Decomposing the Effects of Monetary Policy Using an External Instruments SVAR
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2721
Estimating the U.S. output gap with state‐level data
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2705
Measuring the natural rate of interest: A note on transitory shocks
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2671
Commodity Prices and Fiscal Policy Design: Procyclical Despite a Rule
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2669
The Two-Sample Linear Regression Model with Interval-Censored Covariates
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2654
The Informativeness of Estimation Moments
来源期刊：Journal of Applied EconometricsDOI：10.1920/wp.cem.2020320
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2663
Does global inflation help forecast inflation in industrialized countries
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2704
Panel parametric, semiparametric, and nonparametric construction of counterfactuals
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2702
Steady‐state modeling and macroeconomic forecasting quality
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2657
Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2731
The cyclicality of R&D investment revisited
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2667
Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2658
The signal quality of grades across academic fields
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2684
Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2703
Private returns to R&D in the presence of spillovers, revisited
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2662
Extreme Returns and Intensity of Trading
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2738
Monetary policy, housing rents, and inflation dynamics
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2679
A robust approach to estimating production functions: Replication of the ACF procedure
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2697
Two Applications of wild bootstrap methods to Improve Inference in cluster-IV models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2710
Dynamic specification tests for dynamic factor models
来源期刊：Journal of Applied EconometricsDOI：10.1002/jae.2678
Telling tales from the tails: High-dimensional tail interdependence
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2708
Information flows and stock market volatility
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2649
Likelihood evaluation of models with occasionally binding constraints
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2729
Structural changes in heterogeneous panels with endogenous regressors
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2712
Heterogeneity in risk aversion and risk sharing regressions
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2686
Tests of Asset Pricing with Time-Varying Factor Loads
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2687
Measurement Error in Discrete Health Facility Choice Models: an Example from Urban Senegal.
来源期刊：Journal of applied econometricsDOI：10.1002/JAE.2739
Testing for time variation in the natural rate of interest
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2698
Bubbles and crises: Replicating the Anundsen et al. (2016) results
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2695
(Under)Mining local residential property values: A semiparametric spatial quantile autoregression
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2655
Systemic Risk and Bank Business Models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2666
The approximate solution of finite‐horizon discrete‐choice dynamic programming models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2648
