Journal of Applied Econometrics

Article	Citations
Issue Information	203
Tracking Economic Activity With Alternative High‐Frequency Data	146
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	121
Exploiting News Analytics for Volatility Forecasting	88
A maximum likelihood bunching estimator of the elasticity of taxable income	67
US Monetary Policy and Indeterminacy	54
The US structural transformation and regional convergence: Racial heterogeneity	54
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	41
Regression with an imputed dependent variable	38
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	33
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	30
A Random Forest–Based Panel Data Approach for Program Evaluation	30
Nowcasting tail risk to economic activity at a weekly frequency	29
Addressing sample selection bias for machine learning methods	26
Short T dynamic panel data models with individual, time and interactive effects	26
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	24
Identification and forecasting of bull and bear markets using multivariate returns	21
Empirical evidence on the Euler equation for investment in the US	21
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Issue Information	19
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	15
Revisiting the effects of conventional and unconventional monetary policies	15
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	14
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	14
New evidence on the importance of instruction time for student achievement on international assessments	14

Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	14
Oil prices, gasoline prices, and inflation expectations	13
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	13
Correction	12
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	12
Issue Information	11
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Issue Information	11
Macroeconomic forecasting in a multi‐country context	11
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	10
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Testing random assignment to peer groups	10
Estimating separable matching models	10
Inattention and the impact of monetary policy	9
On the real‐time predictive content of financial condition indices for growth	9
Issue Information	9
Partial identification and inference for conditional distributions of treatment effects	9
Issue Information	9
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
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
Identifying program benefits when participation is misreported	7
Terrorism and education: Evidence from instrumental variables estimators	7
Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Issue Information	7
Hours worked and the US distribution of real annual earnings 1976–2019	7
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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Matching theory and evidence on Covid‐19 using a stochastic network SIR model	6
Panel data nowcasting: The case of price–earnings ratios	6
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	6
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	6
Macroeconomic forecasting in times of crises	6
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	6
Tests for equal forecast accuracy under heteroskedasticity	6
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	5
Featured Cover	5
Inflation expectations and nonlinearities in the Phillips curve	5
Revisiting the Ancient Origins of Gender Inequality	5
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How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	5
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	5
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	5
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	5
Disease and development—The predicted mortality instrument revisited	5

The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
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Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	5
Issue Information	4
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Your Season of Birth Tells much of you and your Background European Edition	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
Nowcasting Euro area GDP with news sentiment: A tale of two crises	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
Quantile‐Based Test for Heterogeneous Treatment Effects	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
Real estate agents' influence on housing search	4
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	4
Interacting Treatments With Endogenous Takeup	4
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The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	4
Oil prices in the real economy	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
The shale oil boom and the US economy: Spillovers and time‐varying effects	4
Exploring skill distribution tails through stochastic dominance	4
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	3
Real‐time macroeconomic projection using narrative central bank communication	3
Revisiting the effect of growing up in a recession on attitudes towards redistribution	3
Employment reconciliation and nowcasting	3
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
Identifying factors via automatic debiased machine learning	3
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US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
Minimum Wages and Teenage Childbearing in the United States	3
Issue Information	3
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	3
Issue Information	3
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Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	3
Correlated Errors Challenge Vulnerable Growth	3
Issue Information	3
Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe	3
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	3
Mandatory seatbelt laws and traffic fatalities: A reassessment	3
Correction to “Heterogeneity and Dynamics in Network Models”	3
Making text count: Economic forecasting using newspaper text	3
Testing for multiple level shifts with an integrated or stationary noise component	3
The PCDID Approach to Treatment Effects Estimation: A Further Investigation	3
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The Peer Effect on Future Wages in the Workplace	3
The multifaceted impact of US trade policy on financial markets	2
Dynamic Effects of Persistent Shocks	2
Regression discontinuity design with multivalued treatments	2
Long‐run predictability tests are even worse than you thought	2
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	2
Issue Information	2
A high‐dimensional multinomial logit model	2
Common and Idiosyncratic Inflation	2
Approximating grouped fixed effects estimation via fuzzy clustering regression	2
Fiscal targets. A guide to forecasters?	2
Recent changes in the nature of the distribution dynamics of the US county incomes	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Optimal forecast under structural breaks	2
Correction	2
Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication	2
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	2
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	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
Noisy monetary policy announcements	2
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The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	1
Advance layoff notices and aggregate job loss	1
Issue Information	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
Global financial uncertainty	1
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Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1
Equity‐premium prediction: Attention is all you need	1
Peer desirability and academic achievement	1

Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
The propagation of business expectations within the European Union	1
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Partial identification and inference in duration models with endogenous censoring	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
Understanding trend inflation through the lens of the goods and services sectors	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
Manipulation Test for Multidimensional RDD	1
Censored density forecasts: Production and evaluation	1
Informing DSGE Models Through Dynamic Factor Models	1
Issue Information	1
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Nowcasting from cross‐sectionally dependent panels	1
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Expecting the unexpected: Stressed scenarios for economic growth	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
News or animal spirits? Consumer confidence and economic activity: Redux	1