JOURNAL OF APPLIED ECONOMETRICS

Switching generalized autoregressive score copula models with application to systemic risk

Structural VARs and noninvertible macroeconomic models

To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?

The puzzling effects of monetary policy in VARs: Invalid identification or missing information?

Selecting structural innovations in DSGE models

Real‐time forecast combinations for the oil price

CCE in fixed-T panels

Decomposing the Effects of Monetary Policy Using an External Instruments SVAR

Estimating the U.S. output gap with state‐level data

Measuring the natural rate of interest: A note on transitory shocks

Commodity Prices and Fiscal Policy Design: Procyclical Despite a Rule

The Two-Sample Linear Regression Model with Interval-Censored Covariates

The Informativeness of Estimation Moments

Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference

Does global inflation help forecast inflation in industrialized countries

Panel parametric, semiparametric, and nonparametric construction of counterfactuals

Steady‐state modeling and macroeconomic forecasting quality

Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance

The cyclicality of R&D investment revisited

Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India

The signal quality of grades across academic fields

Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach

Private returns to R&D in the presence of spillovers, revisited

Extreme Returns and Intensity of Trading

Monetary policy, housing rents, and inflation dynamics

A robust approach to estimating production functions: Replication of the ACF procedure

Two Applications of wild bootstrap methods to Improve Inference in cluster-IV models

Dynamic specification tests for dynamic factor models

Telling tales from the tails: High-dimensional tail interdependence

Information flows and stock market volatility

Likelihood evaluation of models with occasionally binding constraints

Structural changes in heterogeneous panels with endogenous regressors

Heterogeneity in risk aversion and risk sharing regressions

Tests of Asset Pricing with Time-Varying Factor Loads

Measurement Error in Discrete Health Facility Choice Models: an Example from Urban Senegal.

Testing for time variation in the natural rate of interest

Bubbles and crises: Replicating the Anundsen et al. (2016) results

(Under)Mining local residential property values: A semiparametric spatial quantile autoregression

Systemic Risk and Bank Business Models

The approximate solution of finite‐horizon discrete‐choice dynamic programming models