Journal of Applied Econometrics

Article	Citations
Issue Information	178
Beyond Truth‐Telling: A Replication Study on School Choice	136
Joint Estimation and Bandwidth Selection in Partially Parametric Models	100
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	60
Exploiting News Analytics for Volatility Forecasting	59
Tracking Economic Activity With Alternative High‐Frequency Data	49
A maximum likelihood bunching estimator of the elasticity of taxable income	38
The US structural transformation and regional convergence: Racial heterogeneity	37
Nowcasting tail risk to economic activity at a weekly frequency	36
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	36
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	35
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset	33
US Monetary Policy and Indeterminacy	28
Short T dynamic panel data models with individual, time and interactive effects	26
Addressing sample selection bias for machine learning methods	25
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	24
A Random Forest–Based Panel Data Approach for Program Evaluation	23
Regression with an imputed dependent variable	18
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	18
Identification and forecasting of bull and bear markets using multivariate returns	17
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Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	16
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	16
Issue Information	16
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	16

Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	15
New evidence on the importance of instruction time for student achievement on international assessments	15
Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	14
Oil prices, gasoline prices, and inflation expectations	14
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Issue Information	14
Empirical evidence on the Euler equation for investment in the US	14
Revisiting the effects of conventional and unconventional monetary policies	14
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Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	12
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics	12
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Macroeconomic forecasting in a multi‐country context	11
Testing random assignment to peer groups	11
On the real‐time predictive content of financial condition indices for growth	10
Estimating separable matching models	10
Terrorism and education: Evidence from instrumental variables estimators	9
Hours worked and the US distribution of real annual earnings 1976–2019	9
Issue Information	9
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	9
Inattention and the impact of monetary policy	9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	9
Partial identification and inference for conditional distributions of treatment effects	9
Issue Information	9
Panel data nowcasting: The case of price–earnings ratios	8
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	8
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	8
Macroeconomic forecasting in times of crises	8
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
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Matching theory and evidence on Covid‐19 using a stochastic network SIR model	8
Issue Information	8
Heterogeneous autoregressions in short T panel data models	8
Should we trust cross‐sectional multiplier estimates?	8
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The Conventional Impulse Response Prior in VAR Models With Sign Restrictions	7
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Tests for equal forecast accuracy under heteroskedasticity	7
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	7
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	7
Identifying program benefits when participation is misreported	7
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	7
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Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	6
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	6
Disease and development—The predicted mortality instrument revisited	6
Estimating Interaction Effects With Panel Data	6
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	6

A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	6
Inflation expectations and nonlinearities in the Phillips curve	6
Revisiting the Ancient Origins of Gender Inequality	6
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	6
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	5
Exploring skill distribution tails through stochastic dominance	5
Oil prices in the real economy	5
Issue Information	5
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	5
Interacting Treatments With Endogenous Takeup	5
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	5
The shale oil boom and the US economy: Spillovers and time‐varying effects	4
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	4
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Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
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From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks	4
Quantile‐Based Test for Heterogeneous Treatment Effects	4
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
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	4
Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023)	4
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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
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
Correlated Errors Challenge Vulnerable Growth	4
Issue Information	4
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	3
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
Correction to “Heterogeneity and Dynamics in Network Models”	3
Mandatory seatbelt laws and traffic fatalities: A reassessment	3
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	3
Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication	3
A high‐dimensional multinomial logit model	3
Common and Idiosyncratic Inflation	3
Revisiting the effect of growing up in a recession on attitudes towards redistribution	3
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	3
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Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe	3
Issue Information	3
Dynamic Effects of Persistent Shocks	3
Regression discontinuity design with multivalued treatments	3
Fiscal targets. A guide to forecasters?	3
The Peer Effect on Future Wages in the Workplace	3
Employment reconciliation and nowcasting	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
The multifaceted impact of US trade policy on financial markets	3
Noisy monetary policy announcements	3
Approximating grouped fixed effects estimation via fuzzy clustering regression	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
Minimum Wages and Teenage Childbearing in the United States	3
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
Optimal forecast under structural breaks	2
Nonparametric Identification of Incomplete Information Discrete Games With Non‐Equilibrium Behaviors	2
Censored density forecasts: Production and evaluation	2
The propagation of business expectations within the European Union	2
Recent changes in the nature of the distribution dynamics of the US county incomes	2
Issue Information	2
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	2
Issue Information	2
Advance layoff notices and aggregate job loss	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Peer Effects in Binary Outcomes: Strategic Complementarity and Taste for Conformity With Endogenous Networks	2
Long‐run predictability tests are even worse than you thought	2
Issue Information	2
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	2
Recurrent conditional heteroskedasticity	1
Partial identification and inference in duration models with endogenous censoring	1
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1
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Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1

Informing DSGE Models Through Dynamic Factor Models	1
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Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
Issue Information	1
The benefits of forecasting inflation with machine learning: New evidence	1
Covariate distribution balance via propensity scores	1
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference	1
Forecasting Related Time Series	1
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Global financial uncertainty	1
Equity‐premium prediction: Attention is all you need	1
Nowcasting from cross‐sectionally dependent panels	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
Peer desirability and academic achievement	1
Was Harold Zurcher myopic after all? Replicating Rust's engine replacement estimates	1
Issue Information	1
A flexible stochastic production frontier model with panel data	1
Prediction Intervals of Panel Data Approach for Programme Evaluation	1
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech	1
Understanding trend inflation through the lens of the goods and services sectors	1
News or animal spirits? Consumer confidence and economic activity: Redux	1
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
Issue Information	1
Expecting the unexpected: Stressed scenarios for economic growth	1
Environmental Regulations and Air Pollution in India: A Reexamination	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
Manipulation Test for Multidimensional RDD	1
Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension	1
Model Averaging and Double Machine Learning	1