Journal of Applied Econometrics

Article	Citations
Standard Errors for Difference‐in‐Difference Regression	143
Estimating household consumption insurance	92
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	76
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields	51
A high‐dimensional multinomial logit model	44
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	41
	37
The economics of state fragmentation: Assessing the economic impact of secession	37
Exploiting News Analytics for Volatility Forecasting	36
Tracking Economic Activity With Alternative High‐Frequency Data	35
	31
Featured Cover	29
Issue Information	28
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	27
Expecting the unexpected: Stressed scenarios for economic growth	22
The multifaceted impact of US trade policy on financial markets	19
Disease and development—The predicted mortality instrument revisited	18
Issue Information	18
Forecast uncertainty, disagreement, and the linear pool	16
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	16
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	15
Understanding trend inflation through the lens of the goods and services sectors	14
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates	14
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence	13
Issue Information	13

Fiscal targets. A guide to forecasters?	12
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	12
Subspace shrinkage in conjugate Bayesian vector autoregressions	11
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	11
Labour supply, service intensity, and contracts: Theory and evidence on physicians	11
Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries*	10
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Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	10
Are there no wage returns to compulsory schooling in Germany? A reassessment	9
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	9
Ranking intersecting distribution functions	9
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	8
A regularization approach to common correlated effects estimation	8
Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results	8
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	8
Correction	8
A maximum likelihood bunching estimator of the elasticity of taxable income	7
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	7
Short T dynamic panel data models with individual, time and interactive effects	7
Modelling Volatility Cycles: The MF2‐GARCH Model	7
US Monetary Policy and Indeterminacy	7
Addressing sample selection bias for machine learning methods	7
Approximating grouped fixed effects estimation via fuzzy clustering regression	6
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	6
Understanding women's wage growth using indirect inference with importance sampling	6
Gains from trade: Demand, supply, and idiosyncratic shocks	6
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A flexible stochastic production frontier model with panel data	6
Early‐life famine exposure, hunger recall, and later‐life health	6
Regression with an imputed dependent variable	6
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	5
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Revisiting Sweden's comprehensive school reform: Effects on education and earnings	5
Inflation expectations and nonlinearities in the Phillips curve	5
Issue Information	5
Featured Cover	5
	5
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	5
Quantifying investor narratives and their role during COVID‐19	5
Dynamic evaluation of job search assistance	4
The US structural transformation and regional convergence: Racial heterogeneity	4
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	4
Dynamic Effects of Persistent Shocks	4
Partial identification and inference in duration models with endogenous censoring	4
The boosted Hodrick‐Prescott filter is more general than you might think	4
Issue Information	4
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization	4
Model Averaging and Double Machine Learning	4
Migration in China: To work or to wed?	4

Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension	4
Information gains from using short‐dated options for measuring and forecasting volatility	4
Inferring financial bubbles from option data	4
Dynamic treatment effects of job training	4
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	4
Quantiles of the gain distribution of an early childhood intervention	4
Common factors of commodity prices	4
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	4
Sudden stop: Supply and demand shocks in the German natural gas market	4
Transitory and permanent shocks in the global market for crude oil	3
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	3
Forward guidance and expectation formation: A narrative approach	3
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	3
Nowcasting tail risk to economic activity at a weekly frequency	3
How is machine learning useful for macroeconomic forecasting?	3
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	3
Issue Information	3
Measuring real activity using a weekly economic index	3
How to estimate a vector autoregression after March 2020	3
Multiple Structural Breaks in Interactive Effects Panel Data Models	3
Issue Information	3
Covariate distribution balance via propensity scores	3
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	3
The government spending multiplier at the zero lower bound: International evidence from historical data	3
Recurrent conditional heteroskedasticity	3
The benefits of forecasting inflation with machine learning: New evidence	3
When are instruments generated from geographic characteristics in bilateral relationships invalid?	2
A Bayesian approach to account for misclassification in prevalence and trend estimation	2
Empirical evidence on the Euler equation for investment in the US	2
The demand for money at the zero interest rate bound	2
Issue Information	2
The effect of plough agriculture on gender roles: A machine learning approach	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Oil prices in the real economy	2
Raiders of the lost high‐frequency forecasts: New data and evidence on the efficiency of the Fed's forecasting	2
	2
Permutation tests for equality of distributions of functional data	2
Difference‐in‐Differences With a Misclassified Treatment	2
Outlier robust inference in the instrumental variable model with applications to causal effects	2
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	2
Productivity effects of internationalisation through the domestic supply chain	2
Revisiting the effects of conventional and unconventional monetary policies	2
Contagious switching	2
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	2
Forecasting low‐frequency macroeconomic events with high‐frequency data	2
The deposits channel revisited	2
Oil prices, gasoline prices, and inflation expectations	2
	2
Agglomerative hierarchical clustering for selecting valid instrumental variables	2
Issue Information	2
Workplace heterogeneity and wage inequality in Denmark	2
Identification and forecasting of bull and bear markets using multivariate returns	2
Identification of dynamic latent factor models of skill formation with translog production	2
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	1
Nowcasting Norwegian household consumption with debit card transaction data	1
	1
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics	1
Macroeconomic forecasting in a multi‐country context	1
Noisy monetary policy announcements	1
The role of observed and unobserved heterogeneity in the duration of unemployment	1
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach	1
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization	1
Heavy tailed but not Zipf: Firm and establishment size in the United States	1
Real estate agents' influence on housing search	1
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	1
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	1
Semiparametric estimation and variable selection for single‐index copula models	1
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction	1
Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach	1
Inference in difference‐in‐differences: How much should we trust in independent clusters?	1
Testing random assignment to peer groups	1
Interacting Treatments With Endogenous Takeup	1
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties	1
New evidence on the importance of instruction time for student achievement on international assessments	1
Focused Bayesian prediction	1
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	1
(Un)expected monetary policy shocks and term premia	1
Cyclical labour income risk in Great Britain	1
Exploring skill distribution tails through stochastic dominance	1
Regression discontinuity design with multivalued treatments	1

Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek's mixture model approach to combining survey and register data	1
	1
Sparse change‐point VAR models	1
Measurement of factor strength: Theory and practice	1
Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings	1
Sample selection in linear panel data models with heterogeneous coefficients	1
Binary Response Model With Many Weak Instruments	1
Counterfactual analysis under partial identification using locally robust refinement	1
Long‐run predictability tests are even worse than you thought	1
The stability and economic relevance of output gap estimates	1
Issue Information	1
Declining discount rates in Singapore's market for privately developed apartments	1
US weekly economic index: Replication and extension	1
Was Harold Zurcher myopic after all? Replicating Rust's engine replacement estimates	1
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	1
News media versus FRED‐MD for macroeconomic forecasting	1
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China	1
Aggregate consumption and wealth in the long run: The impact of financial liberalization	1