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Journal of Applied Econometrics, Volume 31, Issue 6, September/October 2016


Exponent of Cross-Sectional Dependence: Estimation and Inference  by Natalia Bailey, George Kapetanios and M. Hashem Pesaran

Panicca: Panic on Cross-Section Averages by Simon Reese and Joakim Westerlund

Error Correction Testing in Panels with Common Stochastic Trends by Christian Gengenbach, Jean-Pierre Urbain and Joakim Westerlund

Daily House Price Indices: Construction, Modeling, and Longer-run Predictions by Tim Bollerslev, Andrew J. Patton and Wenjing Wang

Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling  by Siddhartha Chib and Liana Jacobi

Accounting for the Political Uncertainty Factor  by Eric M. Scheffel

State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries  by Stefanos Dimitrakopoulos and Michalis Kolossiatis

Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts  by Christoph Frey and Frieder Mokinski

Determination of Long-run and Short-run Dynamics in EC-VARMA Models via Canonical Correlations by George Athanasopoulos, Donald S. Poskitt, Farshid Vahid and Wenying Yao

Effect of Online Dating on Assortative Mating: Evidence from South Korea by Soohyung Lee

Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model  by Arnab Mukherji, Satrajit Roychoudhury, Pulak Ghosh and Sarah Brown

Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models  by Helmut Herwartz, Nadja Klein and Christoph Strumann

Reassessing the Relative Power of the Yield Spread in Forecasting Recessions  by Dean Croushore and Katherine Marsten


Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth  by Christos S. Savva


Courtesy: WOL

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