Journal of Applied Econometrics

Article	Citations
Issue Information	199
Beyond Truth‐Telling: A Replication Study on School Choice	64
Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies	58
Exploiting News Analytics for Volatility Forecasting	57
Joint Estimation and Bandwidth Selection in Partially Parametric Models	45
Deniers and Compliers: Unpacking the Heterogeneous Effectiveness of U.S. Stay‐at‐Home Mandates During the COVID‐19 Pandemic	43
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	42
Tracking Economic Activity With Alternative High‐Frequency Data	35
The US structural transformation and regional convergence: Racial heterogeneity	26
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	25
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset	24
Short T dynamic panel data models with individual, time and interactive effects	23
A Random Forest–Based Panel Data Approach for Program Evaluation	23
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	21
A maximum likelihood bunching estimator of the elasticity of taxable income	20
US Monetary Policy and Indeterminacy	19
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Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	18
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	18
Regression with an imputed dependent variable	18
Addressing sample selection bias for machine learning methods	18
Identification and forecasting of bull and bear markets using multivariate returns	17
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	17
Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	16
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	16

Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	16
Revisiting the effects of conventional and unconventional monetary policies	15
Empirical evidence on the Euler equation for investment in the US	15
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	14
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Issue Information	13
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New evidence on the importance of instruction time for student achievement on international assessments	13
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	13
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Macroeconomic forecasting in a multi‐country context	12
Estimating separable matching models	12
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics	12
Testing random assignment to peer groups	12
Large Datasets for the Euro Area and Its Member Countries and the Dynamic Effects of the Common Monetary Policy	11
On the real‐time predictive content of financial condition indices for growth	11
Issue Information	10
Hours worked and the US distribution of real annual earnings 1976–2019	10
Issue Information	10
Partial identification and inference for conditional distributions of treatment effects	10
Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students	9
Robust forecast superiority testing with an application to assessing pools of expert forecasters	9
Heterogeneous autoregressions in short T panel data models	9
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	9
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	9
Inattention and the impact of monetary policy	9
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Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	9
Should we trust cross‐sectional multiplier estimates?	8
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Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	8
Identifying program benefits when participation is misreported	8
Terrorism and education: Evidence from instrumental variables estimators	8
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions	8
Macroeconomic forecasting in times of crises	8
Joint Inference for the Regression Discontinuity Effect and Its External Validity	8
Issue Information	8
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
Bayesian Model Averaging in Causal Instrumental Variable Models	8
Panel data nowcasting: The case of price–earnings ratios	8
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	7
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	7
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	7
Tests for equal forecast accuracy under heteroskedasticity	7
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	7
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A Reassessment of Likelihood Approximation by Integration on Sparse Grids	6
Revisiting the Ancient Origins of Gender Inequality	6
Disease and development—The predicted mortality instrument revisited	6

Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	6
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	6
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	6
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Estimating Macroeconomic News and Surprise Shocks	6
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	6
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	5
Inference in difference‐in‐differences: How much should we trust in independent clusters?	5
Inflation expectations and nonlinearities in the Phillips curve	5
Fiscal Policy Regimes in Resource‐Rich Economies	5
Agglomerative hierarchical clustering for selecting valid instrumental variables	5
Issue Information	5
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	5
Exploring skill distribution tails through stochastic dominance	5
Interacting Treatments With Endogenous Takeup	5
Estimating Interaction Effects With Panel Data	5
Oil prices in the real economy	5
Forecasting low‐frequency macroeconomic events with high‐frequency data	5
Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023)	5
Nowcasting Euro area GDP with news sentiment: A tale of two crises	4
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Your Season of Birth Tells much of you and your Background European Edition	4
From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks	4
Testing for multiple level shifts with an integrated or stationary noise component	4
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Issue Information	4
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	4
The shale oil boom and the US economy: Spillovers and time‐varying effects	4
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	4
Correlated Errors Challenge Vulnerable Growth	4
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Quantile‐Based Test for Heterogeneous Treatment Effects	4
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	4
Conditional Randomization Tests for the Specification of Interference Structure	4
Identifying factors via automatic debiased machine learning	4
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies	3
Correction to “Heterogeneity and Dynamics in Network Models”	3
Real‐time macroeconomic projection using narrative central bank communication	3
Mandatory seatbelt laws and traffic fatalities: A reassessment	3
Revisiting the effect of growing up in a recession on attitudes towards redistribution	3
Issue Information	3
The PCDID Approach to Treatment Effects Estimation: A Further Investigation	3
Employment reconciliation and nowcasting	3
Housing Supply Elasticities: A Structural Vector Autoregression Approach	3
Fiscal targets. A guide to forecasters?	3
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	3
Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe	3
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US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
The Peer Effect on Future Wages in the Workplace	3
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	3
Minimum Wages and Teenage Childbearing in the United States	3
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	3
A high‐dimensional multinomial logit model	2
Approximating grouped fixed effects estimation via fuzzy clustering regression	2
Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Peer Effects in Binary Outcomes: Strategic Complementarity and Taste for Conformity With Endogenous Networks	2
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	2
The multifaceted impact of US trade policy on financial markets	2
Dynamic Effects of Persistent Shocks	2
Noisy monetary policy announcements	2
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
Nonparametric Identification of Incomplete Information Discrete Games With Non‐Equilibrium Behaviors	2
Regression discontinuity design with multivalued treatments	2
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	2
Common and Idiosyncratic Inflation	2
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories‐Based Approach	2
Issue Information	2
Identifying News Shocks From Forecasts	2
The propagation of business expectations within the European Union	2
Forecasting Related Time Series	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
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Nowcasting from cross‐sectionally dependent panels	1
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
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Censored density forecasts: Production and evaluation	1

Peer desirability and academic achievement	1
Long‐run predictability tests are even worse than you thought	1
Informing DSGE Models Through Dynamic Factor Models	1
Manipulation Test for Multidimensional RDD	1
Expecting the unexpected: Stressed scenarios for economic growth	1
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
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Global financial uncertainty	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Advance layoff notices and aggregate job loss	1
Issue Information	1
Recent changes in the nature of the distribution dynamics of the US county incomes	1
News or animal spirits? Consumer confidence and economic activity: Redux	1
Prediction Intervals of Panel Data Approach for Programme Evaluation	1
Understanding trend inflation through the lens of the goods and services sectors	1
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference	1
Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Estimating Network Externalities in Undirected Link Formation Games	1
Issue Information	1
Equity‐premium prediction: Attention is all you need	1
Issue Information	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Partial identification and inference in duration models with endogenous censoring	1