Journal of Applied Econometrics

Article	Citations
Issue Information	171
Tracking Economic Activity With Alternative High‐Frequency Data	122
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	93
Exploiting News Analytics for Volatility Forecasting	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	48
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	45
Common factors of commodity prices	42
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	42
Short T dynamic panel data models with individual, time and interactive effects	40
US Monetary Policy and Indeterminacy	39
The US structural transformation and regional convergence: Racial heterogeneity	33
Addressing sample selection bias for machine learning methods	31
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	30
Regression with an imputed dependent variable	28
A Random Forest–Based Panel Data Approach for Program Evaluation	24
Nowcasting tail risk to economic activity at a weekly frequency	22
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	21
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	19
Empirical evidence on the Euler equation for investment in the US	19
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	18
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Declining discount rates in Singapore's market for privately developed apartments	16
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	15
Identification and forecasting of bull and bear markets using multivariate returns	13

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

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Permutation tests for equality of distributions of functional data	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	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
Real estate agents' influence on housing search	4
Exploring skill distribution tails through stochastic dominance	4
Oil prices in the real economy	4
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
Measuring real activity using a weekly economic index	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach	4
Inflation expectations and nonlinearities in the Phillips curve	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
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Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	3
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	3
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Making text count: Economic forecasting using newspaper text	3
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators	3
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
International spillovers of forward guidance shocks	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
Quantile‐Based Test for Heterogeneous Treatment Effects	3
Inference in difference‐in‐differences: How much should we trust in independent clusters?	3
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Issue Information	3
Correlated Errors Challenge Vulnerable Growth	3
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Nowcasting Euro area GDP with news sentiment: A tale of two crises	3
Semiparametric estimation and variable selection for single‐index copula models	3
Issue Information	3
Interacting Treatments With Endogenous Takeup	3
The shale oil boom and the US economy: Spillovers and time‐varying effects	3
Testing for multiple level shifts with an integrated or stationary noise component	3
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	3
Identifying factors via automatic debiased machine learning	3
Approximating grouped fixed effects estimation via fuzzy clustering regression	2
Fiscal targets. A guide to forecasters?	2
Employment reconciliation and nowcasting	2
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	2
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Mandatory seatbelt laws and traffic fatalities: A reassessment	2
Ranking intersecting distribution functions	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
Dynamic Effects of Persistent Shocks	2
Dynamic evaluation of job search assistance	2
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	2
Minimum Wages and Teenage Childbearing in the United States	2
Issue Information	2
Real‐time macroeconomic projection using narrative central bank communication	2
A high‐dimensional multinomial logit model	2
The multifaceted impact of US trade policy on financial markets	2
The deposits channel revisited	2
Nonparametric tests of tail behavior in stochastic frontier models	2
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	2
Issue Information	2
Correction to “Heterogeneity and Dynamics in Network Models”	2
Revisiting the effect of growing up in a recession on attitudes towards redistribution	2
Correction	2
The Peer Effect on Future Wages in the Workplace	2
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
Noisy monetary policy announcements	2
Regression discontinuity design with multivalued treatments	2
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What time use surveys can (and cannot) tell us about labor supply	1
Long‐run predictability tests are even worse than you thought	1
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	1
Optimal forecast under structural breaks	1
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
News or animal spirits? Consumer confidence and economic activity: Redux	1
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Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1

Issue Information	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
Consumer inflation expectations, income changes and economic downturns	1
Manipulation Test for Multidimensional RDD	1
Issue Information	1
Issue Information	1
Aggregate consumption and wealth in the long run: The impact of financial liberalization	1
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Nowcasting from cross‐sectionally dependent panels	1
How does the financial market update beliefs about the real economy? Evidence from the oil market	1
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Peer desirability and academic achievement	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1
The economics of state fragmentation: Assessing the economic impact of secession	1
Expecting the unexpected: Stressed scenarios for economic growth	1
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Global financial uncertainty	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
The propagation of business expectations within the European Union	1
Informing DSGE Models Through Dynamic Factor Models	1
Recent changes in the nature of the distribution dynamics of the US county incomes	1
Advance layoff notices and aggregate job loss	1
Censored density forecasts: Production and evaluation	1
Equity‐premium prediction: Attention is all you need	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	1
Partial identification and inference in duration models with endogenous censoring	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
Understanding trend inflation through the lens of the goods and services sectors	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1