Journal of Applied Econometrics

Article	Citations
Issue Information	182
Tracking Economic Activity With Alternative High‐Frequency Data	146
Beyond Truth‐Telling: A Replication Study on School Choice	60
Joint Estimation and Bandwidth Selection in Partially Parametric Models	59
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	51
Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies	40
Exploiting News Analytics for Volatility Forecasting	40
The US structural transformation and regional convergence: Racial heterogeneity	39
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	38
Nowcasting tail risk to economic activity at a weekly frequency	35
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	34
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset	32
US Monetary Policy and Indeterminacy	29
Regression with an imputed dependent variable	25
Short T dynamic panel data models with individual, time and interactive effects	24
Addressing sample selection bias for machine learning methods	23
A Random Forest–Based Panel Data Approach for Program Evaluation	21
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	19
A maximum likelihood bunching estimator of the elasticity of taxable income	18
Issue Information	17
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	17
Identification and forecasting of bull and bear markets using multivariate returns	17
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Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	16
New evidence on the importance of instruction time for student achievement on international assessments	16

Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	15
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	15
Revisiting the effects of conventional and unconventional monetary policies	15
Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	15
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	14
Empirical evidence on the Euler equation for investment in the US	14
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
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Issue Information	13
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics	12
Macroeconomic forecasting in a multi‐country context	12
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Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	12
Estimating separable matching models	12
On the real‐time predictive content of financial condition indices for growth	11
Testing random assignment to peer groups	10
Issue Information	10
	9
Heterogeneous autoregressions in short T panel data models	9
Hours worked and the US distribution of real annual earnings 1976–2019	9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	9
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	9
Robust forecast superiority testing with an application to assessing pools of expert forecasters	9
Terrorism and education: Evidence from instrumental variables estimators	9
Partial identification and inference for conditional distributions of treatment effects	9
Inattention and the impact of monetary policy	9
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	9
Issue Information	9
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
Identifying program benefits when participation is misreported	8
Macroeconomic forecasting in times of crises	8
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	8
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Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	8
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions	8
Issue Information	8
Tests for equal forecast accuracy under heteroskedasticity	8
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	8
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	7
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	7
Bayesian Model Averaging in Causal Instrumental Variable Models	7
Panel data nowcasting: The case of price–earnings ratios	7
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	7
Joint Inference for the Regression Discontinuity Effect and Its External Validity	7
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Estimating Macroeconomic News and Surprise Shocks	6
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	6
Estimating Interaction Effects With Panel Data	6
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	6

How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	6
	6
Inflation expectations and nonlinearities in the Phillips curve	6
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	6
Revisiting the Ancient Origins of Gender Inequality	6
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	6
Disease and development—The predicted mortality instrument revisited	6
Exploring skill distribution tails through stochastic dominance	5
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	5
Interacting Treatments With Endogenous Takeup	5
Agglomerative hierarchical clustering for selecting valid instrumental variables	5
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
Issue Information	5
Oil prices in the real economy	5
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	5
Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023)	5
Your Season of Birth Tells much of you and your Background European Edition	4
Making text count: Economic forecasting using newspaper text	4
Identifying factors via automatic debiased machine learning	4
The shale oil boom and the US economy: Spillovers and time‐varying effects	4
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Nowcasting Euro area GDP with news sentiment: A tale of two crises	4
Testing for multiple level shifts with an integrated or stationary noise component	4
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Forecasting low‐frequency macroeconomic events with high‐frequency data	4
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	4
Issue Information	4
From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks	4
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	4
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	4
Quantile‐Based Test for Heterogeneous Treatment Effects	4
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The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	3
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Revisiting the effect of growing up in a recession on attitudes towards redistribution	3
Common and Idiosyncratic Inflation	3
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories‐Based Approach	3
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	3
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	3
A high‐dimensional multinomial logit model	3
Real‐time macroeconomic projection using narrative central bank communication	3
The PCDID Approach to Treatment Effects Estimation: A Further Investigation	3
Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies	3
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe	3
Dynamic Effects of Persistent Shocks	3
Approximating grouped fixed effects estimation via fuzzy clustering regression	3
Mandatory seatbelt laws and traffic fatalities: A reassessment	3
Employment reconciliation and nowcasting	3
Correction to “Heterogeneity and Dynamics in Network Models”	3
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
Correlated Errors Challenge Vulnerable Growth	3
Minimum Wages and Teenage Childbearing in the United States	3
The Peer Effect on Future Wages in the Workplace	3
The multifaceted impact of US trade policy on financial markets	3
Fiscal targets. A guide to forecasters?	3
Issue Information	3
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	2
Optimal forecast under structural breaks	2
Long‐run predictability tests are even worse than you thought	2
Issue Information	2
Censored density forecasts: Production and evaluation	2
Recent changes in the nature of the distribution dynamics of the US county incomes	2
Issue Information	2
Noisy monetary policy announcements	2
Regression discontinuity design with multivalued treatments	2
The propagation of business expectations within the European Union	2
Issue Information	2
Advance layoff notices and aggregate job loss	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
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	2
Nonparametric Identification of Incomplete Information Discrete Games With Non‐Equilibrium Behaviors	2
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	2
Equity‐premium prediction: Attention is all you need	2
A flexible stochastic production frontier model with panel data	1

Issue Information	1
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
Global financial uncertainty	1
Manipulation Test for Multidimensional RDD	1
Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Informing DSGE Models Through Dynamic Factor Models	1
Expecting the unexpected: Stressed scenarios for economic growth	1
Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension	1
Covariate distribution balance via propensity scores	1
Issue Information	1
Partial identification and inference in duration models with endogenous censoring	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
	1
Prediction Intervals of Panel Data Approach for Programme Evaluation	1
Issue Information	1
News or animal spirits? Consumer confidence and economic activity: Redux	1
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Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Nowcasting from cross‐sectionally dependent panels	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1
The benefits of forecasting inflation with machine learning: New evidence	1
Recurrent conditional heteroskedasticity	1
Understanding trend inflation through the lens of the goods and services sectors	1
Forecasting Related Time Series	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Peer desirability and academic achievement	1
	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference	1
Model Averaging and Double Machine Learning	1