Journal of Applied Econometrics

Article	Citations
How to estimate a vector autoregression after March 2020	65
Negative interest rate policy and the yield curve	47
How is machine learning useful for macroeconomic forecasting?	38
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices	35
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China	32
Oil prices, gasoline prices, and inflation expectations	25
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics	23
Exchange rate predictability and dynamic Bayesian learning	20
News media versus FRED‐MD for macroeconomic forecasting	20
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization	20
Measuring real activity using a weekly economic index	19
Supply flexibility in the shale patch: Evidence from North Dakota	19
Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing	18
Common factors of commodity prices	18
The global component of inflation volatility	17
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?	17
Measurement of factor strength: Theory and practice	17
The informativeness of estimation moments	16
Nowcasting tail risk to economic activity at a weekly frequency	16
Making text count: Economic forecasting using newspaper text	14
Fueling conflict? (De)escalation and bilateral aid	14
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone	14
Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data	13
The role of precautionary and speculative demand in the global market for crude oil	13
How far can we forecast? Statistical tests of the predictive content	13

Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)	12
A regularization approach to common correlated effects estimation	11
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere	10
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	10
The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network	10
Focused Bayesian prediction	9
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	9
Change point estimation in panel data with time‐varying individual effects	8
Direct and indirect effects of continuous treatments based on generalized propensity score weighting	8
Prediction regions for interval‐valued time series	8
Are there no wage returns to compulsory schooling in Germany? A reassessment	8
Measuring the slowly evolving trend in US inflation with professional forecasts	8
Inferring financial bubbles from option data	8
Replicating the Levitt and Porter estimates of drunk driving	8
If not now, when? The timing of childbirth and labor market outcomes	8
Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments	8
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	7
Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions	7
The government spending multiplier at the zero lower bound: International evidence from historical data	7
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	7
Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models	6
On the real‐time predictive content of financial condition indices for growth	6
Commodity prices and inflation risk	6
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models	6
Family planning in a life‐cycle model with income risk	6
Global financial uncertainty	6
Composite likelihood methods for large Bayesian VARs with stochastic volatility	6
A distributional synthetic control method for policy evaluation	6
Combining shrinkage and sparsity in conjugate vector autoregressive models	5
The deposits channel revisited	5
Real‐time detection of regimes of predictability in the US equity premium	5
Cointegration and control: Assessing the impact of events using time series data	5
The evolution of the US family income–schooling relationship and educational selectivity	5
Inflation expectations and nonlinearities in the Phillips curve	5
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations	5
ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R	5
Order‐invariant tests for proper calibration of multivariate density forecasts	5
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	5
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	4
The price of forced attendance	4
Who benefits from privileged peers? Evidence from siblings in schools	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models	4
Recurrent conditional heteroskedasticity	4
Consumer inflation expectations, income changes and economic downturns	4
Comparing econometric methods to empirically evaluate activation programs for job seekers	4
Declining discount rates in Singapore's market for privately developed apartments	4
Early child development and parents' labor supply	4
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields	4
Tracking and specialization of high schools: Heterogeneous effects of school choice	4

Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek's mixture model approach to combining survey and register data	4
Complementary Bayesian method of moments strategies	4
Individual forecaster perceptions of the persistence of shocks to GDP	3
Interpretation of point forecasts with unknown directive	3
Identification of dynamic latent factor models of skill formation with translog production	3
Endogenous health groups and heterogeneous dynamics of the elderly	3
Nonparametric tests of tail behavior in stochastic frontier models	3
Regression with an imputed dependent variable	3
Social interactions and social preferences in social networks	3
The economics of state fragmentation: Assessing the economic impact of secession	3
Forecast uncertainty, disagreement, and the linear pool	3
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	3
Equity‐premium prediction: Attention is all you need	3
Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data	3
Short T dynamic panel data models with individual, time and interactive effects	3
Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set	3
Understanding women's wage growth using indirect inference with importance sampling	3
Permutation tests for equality of distributions of functional data	3
Ranking intersecting distribution functions	3
Expanding health insurance for the elderly of the Philippines	3
Do words hurt more than actions? The impact of trade tensions on financial markets	3
Forecasting low‐frequency macroeconomic events with high‐frequency data	3
Perceived and actual option values of college enrollment	3
Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators	3
Information gains from using short‐dated options for measuring and forecasting volatility	3
Testing random assignment to peer groups	3
Migration in China: To work or to wed?	3
New evidence on the importance of instruction time for student achievement on international assessments	3
Estimating household consumption insurance	3
Dynamic treatment effects of job training	2
The role of startups for local labor markets	2
Differencing versus nondifferencing in factor‐based forecasting	2
International spillovers of forward guidance shocks	2
Dependence‐robust inference using resampled statistics	2
Inattention and the impact of monetary policy	2
Small world: Narrow, wide, and long replication of Goyal, van der Leij and Moraga‐Gonzélez (JPE 2006) and a comparison of EconLit and Scopus	2
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction	2
When are instruments generated from geographic characteristics in bilateral relationships invalid?	2
Covariate distribution balance via propensity scores	2
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	2
Testing monotonicity of conditional treatment effects under regression discontinuity designs	2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	2
Normal but skewed?	2
Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil	2
Macroeconomic forecasting in a multi‐country context	2
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors	2
Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence	2
Productivity effects of internationalisation through the domestic supply chain	2
Dynamic evaluation of job search assistance	2
Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results	2
Revisiting the effect of growing up in a recession on attitudes towards redistribution	2
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	2
Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)	2
Trade openness and growth: A network‐based approach	2
The role of observed and unobserved heterogeneity in the duration of unemployment	2
Sparse change‐point VAR models	2
Is deflation costly after all? The perils of erroneous historical classifications	2
Early‐life famine exposure, hunger recall, and later‐life health	2
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	1
Nowcasting from cross‐sectionally dependent panels	1
Subspace shrinkage in conjugate Bayesian vector autoregressions	1
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates	1
Labour supply, service intensity, and contracts: Theory and evidence on physicians	1
Generalized band spectrum estimation with an application to the New Keynesian Phillips curve	1
Extremal connectedness of hedge funds	1
US weekly economic index: Replication and extension	1
	1
(Un)expected monetary policy shocks and term premia	1
Transitory and permanent shocks in the global market for crude oil	1
Efficient minimum distance estimation of Pareto exponent from top income shares	1
Forward guidance and expectation formation: A narrative approach	1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty	1
	1
When can we ignore measurement error in the running variable?	1
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates	1
Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results	1
The multifaceted impact of US trade policy on financial markets	1
Identifying factor‐augmented vector autoregression models via changes in shock variances	1
An automated prior robustness analysis in Bayesian model comparison	1
Multiple testing with covariate adjustment in experimental economics	1

Optimal forecast under structural breaks	1
Cyclical labour income risk in Great Britain	1
A Bayesian approach to account for misclassification in prevalence and trend estimation	1
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	1
Revisiting Sweden's comprehensive school reform: Effects on education and earnings	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Understanding trend inflation through the lens of the goods and services sectors	1
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models: A replication in a narrow sense	1
The shale oil revolution and the global oil supply curve	1
Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings	1
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	1
Heavy tailed but not Zipf: Firm and establishment size in the United States	1
Real estate agents' influence on housing search	1
Contagious switching	1
Testing for overconfidence statistically: A moment inequality approach	1