Journal of Applied Econometrics

Article	Citations
Issue Information	199
Tracking Economic Activity With Alternative High‐Frequency Data	141
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	118
Exploiting News Analytics for Volatility Forecasting	82
A maximum likelihood bunching estimator of the elasticity of taxable income	67
The US structural transformation and regional convergence: Racial heterogeneity	53
US Monetary Policy and Indeterminacy	51
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	40
Regression with an imputed dependent variable	37
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	33
A Random Forest–Based Panel Data Approach for Program Evaluation	29
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	29
Nowcasting tail risk to economic activity at a weekly frequency	27
Short T dynamic panel data models with individual, time and interactive effects	24
Addressing sample selection bias for machine learning methods	24
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	22
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Empirical evidence on the Euler equation for investment in the US	21
Identification and forecasting of bull and bear markets using multivariate returns	20
Issue Information	18
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	15
Revisiting the effects of conventional and unconventional monetary policies	15
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	14
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	14
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	13

Oil prices, gasoline prices, and inflation expectations	12
Issue Information	12
New evidence on the importance of instruction time for student achievement on international assessments	12
Correction	12
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	12
Issue Information	11
Macroeconomic forecasting in a multi‐country context	11
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Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	11
Estimating separable matching models	10
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Testing random assignment to peer groups	10
Issue Information	9
Issue Information	9
Inattention and the impact of monetary policy	9
On the real‐time predictive content of financial condition indices for growth	9
Terrorism and education: Evidence from instrumental variables estimators	8
Hours worked and the US distribution of real annual earnings 1976–2019	8
Heterogeneous autoregressions in short T panel data models	8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	8
Partial identification and inference for conditional distributions of treatment effects	8
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	8
Should we trust cross‐sectional multiplier estimates?	8
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	7
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Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
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Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Tests for equal forecast accuracy under heteroskedasticity	6
Issue Information	6
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	6
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	6
Identifying program benefits when participation is misreported	6
Macroeconomic forecasting in times of crises	6
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	6
Expanding health insurance for the elderly of the Philippines	6
Panel data nowcasting: The case of price–earnings ratios	6
Featured Cover	5
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	5
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
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How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	5
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Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	5
Disease and development—The predicted mortality instrument revisited	5
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	5
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4

Interacting Treatments With Endogenous Takeup	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
	4
Exploring skill distribution tails through stochastic dominance	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
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Oil prices in the real economy	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Issue Information	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
Real estate agents' influence on housing search	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
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Quantile‐Based Test for Heterogeneous Treatment Effects	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	3
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	3
Mandatory seatbelt laws and traffic fatalities: A reassessment	3
Revisiting the effect of growing up in a recession on attitudes towards redistribution	3
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Issue Information	3
Testing for multiple level shifts with an integrated or stationary noise component	3
Making text count: Economic forecasting using newspaper text	3
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Correlated Errors Challenge Vulnerable Growth	3
The PCDID Approach to Treatment Effects Estimation: A Further Investigation	3
Correction to “Heterogeneity and Dynamics in Network Models”	3
Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe	3
Minimum Wages and Teenage Childbearing in the United States	3
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Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
The shale oil boom and the US economy: Spillovers and time‐varying effects	3
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	3
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
Issue Information	3
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	3
The Peer Effect on Future Wages in the Workplace	3
Identifying factors via automatic debiased machine learning	3
Your Season of Birth Tells much of you and your Background European Edition	3
Nowcasting Euro area GDP with news sentiment: A tale of two crises	3
A high‐dimensional multinomial logit model	2
Real‐time macroeconomic projection using narrative central bank communication	2
Fiscal targets. A guide to forecasters?	2
Regression discontinuity design with multivalued treatments	2
Recent changes in the nature of the distribution dynamics of the US county incomes	2
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	2
Issue Information	2
Dynamic Effects of Persistent Shocks	2
Correction	2
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	2
Employment reconciliation and nowcasting	2
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	2
The propagation of business expectations within the European Union	2
Noisy monetary policy announcements	2
Peer Effects in Binary Outcomes: Strategic Complementarity and Taste for Conformity With Endogenous Networks	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication	2
Common and Idiosyncratic Inflation	2
Issue Information	2
Approximating grouped fixed effects estimation via fuzzy clustering regression	2
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	2
Nonparametric tests of tail behavior in stochastic frontier models	2
Long‐run predictability tests are even worse than you thought	2
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
Optimal forecast under structural breaks	2
The multifaceted impact of US trade policy on financial markets	2
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Informing DSGE Models Through Dynamic Factor Models	1
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
Peer desirability and academic achievement	1
Manipulation Test for Multidimensional RDD	1
Partial identification and inference in duration models with endogenous censoring	1
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
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Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
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Equity‐premium prediction: Attention is all you need	1
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	1

Issue Information	1
Nowcasting from cross‐sectionally dependent panels	1
Dynamic treatment effects of job training	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
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Advance layoff notices and aggregate job loss	1
	1
Issue Information	1
Censored density forecasts: Production and evaluation	1
News or animal spirits? Consumer confidence and economic activity: Redux	1
Global financial uncertainty	1
Model Averaging and Double Machine Learning	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
Expecting the unexpected: Stressed scenarios for economic growth	1
Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1