Journal of Applied Econometrics

Title Publication Date Language Citations
Speculation in the Oil Market2014/03/18English165
Multivariate high‐frequency‐based volatility (HEAVY) models2011/08/04English164
Forecasting exchange rates using feedforward and recurrent neural networks1995/10/01English163
How large is the bias in self‐reported disability?2004/01/01English161
A general test for time dependence in parameters2004/05/17English160
Anticipating Long-Term Stock Market Volatility2014/08/12English158
On the forecasting accuracy of multivariate GARCH models2011/04/26English154
Are output growth‐rate distributions fat‐tailed? some evidence from OECD countries2008/08/01English154
To criticize the critics: An objective bayesian analysis of stochastic trends1991/10/01English149
Introducing the euro‐sting: Short‐term indicator of euro area growth2010/05/04English147
Estimating the effect of a gasoline tax on carbon emissions2011/10/24English147
Is infrastructure capital productive? A dynamic heterogeneous approach2014/01/08English146
Modelling low income transitions2004/09/01English146
Capital accumulation and growth: a new look at the empirical evidence2010/11/01English146
Numerical distribution functions for unit root and cointegration tests1996/11/01English144
THE GROWTH AFTERMATH OF NATURAL DISASTERS2011/10/28English144
Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging2008/08/01English143
Bayesian Graphical Models for STructural Vector Autoregressive Processes2015/02/11English142
Continuous‐time models, realized volatilities, and testable distributional implications for daily stock returns2010/01/27English142
Exponent of Cross‐Sectional Dependence: Estimation and Inference2015/07/16English141
Structural breaks and GARCH models of exchange rate volatility2008/01/01English141
Estimating market power in a two‐sided market: The case of newspapers2007/12/01English139
The effects of subjective survival on retirement and Social Security claiming2004/01/01English138
Monitoring structural change in dynamic econometric models2005/01/01English136
Forecasting US output growth using leading indicators: an appraisal using MIDAS models2009/10/14English135
Distance, trade and FDI: a Hausman–Taylor SUR approach2004/03/01English134
Bayesian VARs: Specification Choices and Forecast Accuracy2013/03/26English133
Unravelling financial market linkages during crises2007/01/01English131
What Drives Oil Prices? Emerging Versus Developed Economies2014/09/01English129
Exact inference in the inequality constrained normal linear regression model1986/04/01English129