Journal of Applied Econometrics

Article	Citations
Exploiting News Analytics for Volatility Forecasting	165
Issue Information	117
Tracking Economic Activity With Alternative High‐Frequency Data	90
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	64
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	62
A maximum likelihood bunching estimator of the elasticity of taxable income	47
Short T dynamic panel data models with individual, time and interactive effects	43
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	42
Nowcasting tail risk to economic activity at a weekly frequency	40
US Monetary Policy and Indeterminacy	39
The US structural transformation and regional convergence: Racial heterogeneity	38
Addressing sample selection bias for machine learning methods	32
Common factors of commodity prices	31
Information gains from using short‐dated options for measuring and forecasting volatility	29
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	28
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	28
Regression with an imputed dependent variable	22
Inferring financial bubbles from option data	22
A Random Forest–Based Panel Data Approach for Program Evaluation	21
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	20
Empirical evidence on the Euler equation for investment in the US	18
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	18
	17
Declining discount rates in Singapore's market for privately developed apartments	17
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	16

Identification and forecasting of bull and bear markets using multivariate returns	15
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	15
Measurement of factor strength: Theory and practice	15
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	14
Issue Information	14
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	13
New evidence on the importance of instruction time for student achievement on international assessments	13
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	12
Oil prices, gasoline prices, and inflation expectations	12
Revisiting the effects of conventional and unconventional monetary policies	12
Correction	11
Issue Information	11
	10
	10
Estimating separable matching models	10
Macroeconomic forecasting in a multi‐country context	10
Issue Information	10
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors	9
On the real‐time predictive content of financial condition indices for growth	8
Issue Information	8
Terrorism and education: Evidence from instrumental variables estimators	8
Testing random assignment to peer groups	8
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	8
Partial identification and inference for conditional distributions of treatment effects	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Issue Information	8
Dependence‐robust inference using resampled statistics	8
Inattention and the impact of monetary policy	8
Should we trust cross‐sectional multiplier estimates?	7
Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil	7
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	7
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	7
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	7
Hours worked and the US distribution of real annual earnings 1976–2019	7
Heterogeneous autoregressions in short T panel data models	7
Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Macroeconomic forecasting in times of crises	6
	6
Expanding health insurance for the elderly of the Philippines	6
Issue Information	6
Tests for equal forecast accuracy under heteroskedasticity	6
Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results	6
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	5
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	5
Featured Cover	5
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	5
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	5
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
Identifying program benefits when participation is misreported	5

Disease and development—The predicted mortality instrument revisited	5
Panel data nowcasting: The case of price–earnings ratios	5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
	5
Labour supply, service intensity, and contracts: Theory and evidence on physicians	5
	4
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Permutation tests for equality of distributions of functional data	4
Real estate agents' influence on housing search	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	4
	4
Measuring real activity using a weekly economic index	4
Oil prices in the real economy	4
Exploring skill distribution tails through stochastic dominance	4
Interacting Treatments With Endogenous Takeup	4
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	4
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Inflation expectations and nonlinearities in the Phillips curve	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
	3
Issue Information	3
The shale oil boom and the US economy: Spillovers and time‐varying effects	3
	3
Agglomerative hierarchical clustering for selecting valid instrumental variables	3
Issue Information	3
Small world: Narrow, wide, and long replication of Goyal, van der Leij and Moraga‐Gonzélez (JPE 2006) and a comparison of EconLit and Scopus	3
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
Testing for multiple level shifts with an integrated or stationary noise component	3
Quantile‐Based Test for Heterogeneous Treatment Effects	3
Nowcasting Euro area GDP with news sentiment: A tale of two crises	3
Inference in difference‐in‐differences: How much should we trust in independent clusters?	3
Semiparametric estimation and variable selection for single‐index copula models	3
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction	3
Identifying factors via automatic debiased machine learning	3
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	3
Making text count: Economic forecasting using newspaper text	3
	3
(Un)expected monetary policy shocks and term premia	3
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	3
Revisiting the effect of growing up in a recession on attitudes towards redistribution	2
Nonparametric tests of tail behavior in stochastic frontier models	2
Peer Effects in Binary Outcomes: Strategic Complementarity and Taste for Conformity With Endogenous Networks	2
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	2
Approximating grouped fixed effects estimation via fuzzy clustering regression	2
Issue Information	2
Dynamic evaluation of job search assistance	2
Employment reconciliation and nowcasting	2
Regression discontinuity design with multivalued treatments	2
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	2
Fiscal targets. A guide to forecasters?	2
Correlated Errors Challenge Vulnerable Growth	2
	2
A high‐dimensional multinomial logit model	2
The propagation of business expectations within the European Union	2
The deposits channel revisited	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Dynamic Effects of Persistent Shocks	2
The Peer Effect on Future Wages in the Workplace	2
Ranking intersecting distribution functions	2
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	2
Real‐time macroeconomic projection using narrative central bank communication	2
International spillovers of forward guidance shocks	2
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	2
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	2
Correction	2
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
Noisy monetary policy announcements	2
Minimum Wages and Teenage Childbearing in the United States	2
Issue Information	2
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization	2
Mandatory seatbelt laws and traffic fatalities: A reassessment	2
The multifaceted impact of US trade policy on financial markets	2
Correction to “Heterogeneity and Dynamics in Network Models”	2
	2

Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)	2
Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators	2
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	1
Nowcasting from cross‐sectionally dependent panels	1
Global financial uncertainty	1
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Issue Information	1
Informing DSGE Models Through Dynamic Factor Models	1
Understanding trend inflation through the lens of the goods and services sectors	1
Censored density forecasts: Production and evaluation	1
Long‐run predictability tests are even worse than you thought	1
Optimal forecast under structural breaks	1
Tracking and specialization of high schools: Heterogeneous effects of school choice	1
Covariate distribution balance via propensity scores	1
A flexible stochastic production frontier model with panel data	1
Partial identification and inference in duration models with endogenous censoring	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
How does the financial market update beliefs about the real economy? Evidence from the oil market	1
What time use surveys can (and cannot) tell us about labor supply	1
	1
Manipulation Test for Multidimensional RDD	1
Advance layoff notices and aggregate job loss	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Recent changes in the nature of the distribution dynamics of the US county incomes	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
Issue Information	1
Aggregate consumption and wealth in the long run: The impact of financial liberalization	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	1
Early‐life famine exposure, hunger recall, and later‐life health	1
Recurrent conditional heteroskedasticity	1
	1
The economics of state fragmentation: Assessing the economic impact of secession	1
News or animal spirits? Consumer confidence and economic activity: Redux	1
Expecting the unexpected: Stressed scenarios for economic growth	1
	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
Peer desirability and academic achievement	1
Issue Information	1
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	1
Equity‐premium prediction: Attention is all you need	1
Consumer inflation expectations, income changes and economic downturns	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1