Journal of Applied Econometrics

Title Publication Date Language Citations
From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?2008/04/01English354
A simple framework for analysing bull and bear markets2002/10/08English342
Growth, technological interdependence and spatial externalities: theory and evidence2007/08/30English337
A new coincident index of business cycles based on monthly and quarterly series2002/10/22English334
Loss function‐based evaluation of DSGE models2000/11/01English323
Estimating global bank network connectedness2017/07/31English309
Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models2010/01/27English308
Flexible parametric estimation of duration and competing risk models1990/01/01English304
The dynamics of health in the British Household Panel Survey2004/07/01English301
Forecast comparisons in unstable environments2010/05/04English294
Volatility persistence and stock valuations: Some empirical evidence using garch1988/10/01English292
On the effect of prior assumptions in Bayesian model averaging with applications to growth regression2009/04/27English288
Semiparametric efficiency bounds1990/04/01English287
An empirical analysis of self‐employment in the U.K.1986/01/01English281
Bayesian treatment of the independent student-t linear model1993/12/01English280
The relationship between R&D collaboration, subsidies and R&D performance: Empirical evidence from Finland and Germany2007/12/01English277
The transmission of US shocks to Latin America2005/01/01English276
Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models1989/12/01English275
How do respondents process stated choice experiments? Attribute consideration under varying information load2006/09/01English268
A nonlinear approach to US GNP1995/04/01English267
Estimation of multivariate models for time series of possibly different lengths2006/03/01English261
Econometric methods for fractional response variables with an application to 401(k) plan participation rates1996/11/01English257
RStudio: A Platform‐Independent IDE for R and Sweave2011/10/26English257
THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET2012/06/26English255
GO‐GARCH: a multivariate generalized orthogonal GARCH model2002/09/01English255
Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous2015/02/24English253
Forecasting with Medium and Large Bayesian VARS2011/10/17English249
Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach2005/01/01English233
Threshold arch models and asymmetries in volatility1993/01/01English228
Macroeconomic forecasting and structural change2011/07/14English227