Journal of Applied Econometrics

Article	Citations
Issue Information	190
Exploiting News Analytics for Volatility Forecasting	135
Tracking Economic Activity With Alternative High‐Frequency Data	116
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	75
A maximum likelihood bunching estimator of the elasticity of taxable income	67
Addressing sample selection bias for machine learning methods	50
The US structural transformation and regional convergence: Racial heterogeneity	49
US Monetary Policy and Indeterminacy	46
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	38
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	37
Regression with an imputed dependent variable	33
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	30
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	27
A Random Forest–Based Panel Data Approach for Program Evaluation	26
Nowcasting tail risk to economic activity at a weekly frequency	24
Short T dynamic panel data models with individual, time and interactive effects	23
Common factors of commodity prices	21
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	20
	18
Identification and forecasting of bull and bear markets using multivariate returns	17
Empirical evidence on the Euler equation for investment in the US	17
Issue Information	15
Revisiting the effects of conventional and unconventional monetary policies	15
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	13

Oil prices, gasoline prices, and inflation expectations	13
New evidence on the importance of instruction time for student achievement on international assessments	12
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	12
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	11
Issue Information	11
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	11
Issue Information	11
Correction	11
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	10
Macroeconomic forecasting in a multi‐country context	10
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Testing random assignment to peer groups	9
Estimating separable matching models	9
On the real‐time predictive content of financial condition indices for growth	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Hours worked and the US distribution of real annual earnings 1976–2019	8
Issue Information	8
Issue Information	8
Identifying factor‐augmented vector autoregression models via changes in shock variances	8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	8
Inattention and the impact of monetary policy	8
Terrorism and education: Evidence from instrumental variables estimators	8
Partial identification and inference for conditional distributions of treatment effects	8
Heterogeneous autoregressions in short T panel data models	7
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Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	7
Should we trust cross‐sectional multiplier estimates?	7
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	7
Issue Information	7
Macroeconomic forecasting in times of crises	6
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	6
Tests for equal forecast accuracy under heteroskedasticity	6
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	6
Panel data nowcasting: The case of price–earnings ratios	6
Expanding health insurance for the elderly of the Philippines	6
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	5
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
Identifying program benefits when participation is misreported	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
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	5
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
Featured Cover	5
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	5
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Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Real estate agents' influence on housing search	4

Agglomerative hierarchical clustering for selecting valid instrumental variables	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
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Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Interacting Treatments With Endogenous Takeup	4
Semiparametric estimation and variable selection for single‐index copula models	4
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Inflation expectations and nonlinearities in the Phillips curve	4
Oil prices in the real economy	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
Exploring skill distribution tails through stochastic dominance	4
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Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors	3
The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation	3
Quantile‐Based Test for Heterogeneous Treatment Effects	3
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Identifying factors via automatic debiased machine learning	3
Mandatory seatbelt laws and traffic fatalities: A reassessment	3
Real‐time macroeconomic projection using narrative central bank communication	3
Correlated Errors Challenge Vulnerable Growth	3
The shale oil boom and the US economy: Spillovers and time‐varying effects	3
Issue Information	3
Nowcasting Euro area GDP with news sentiment: A tale of two crises	3
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models	3
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Minimum Wages and Teenage Childbearing in the United States	3
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects	3
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Making text count: Economic forecasting using newspaper text	3
Your Season of Birth Tells much of you and your Background European Edition	3
Small world: Narrow, wide, and long replication of Goyal, van der Leij and Moraga‐Gonzélez (JPE 2006) and a comparison of EconLit and Scopus	3
Issue Information	3
Testing for multiple level shifts with an integrated or stationary noise component	3
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi	3
The Peer Effect on Future Wages in the Workplace	3
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM	3
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Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach	2
The multifaceted impact of US trade policy on financial markets	2
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	2
Revisiting the effect of growing up in a recession on attitudes towards redistribution	2
Correction	2
Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe	2
Recent changes in the nature of the distribution dynamics of the US county incomes	2
Issue Information	2
Regression discontinuity design with multivalued treatments	2
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers	2
A high‐dimensional multinomial logit model	2
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	2
Issue Information	2
Issue Information	2
Approximating grouped fixed effects estimation via fuzzy clustering regression	2
Optimal forecast under structural breaks	2
Peer Effects in Binary Outcomes: Strategic Complementarity and Taste for Conformity With Endogenous Networks	2
Noisy monetary policy announcements	2
Fiscal targets. A guide to forecasters?	2
Employment reconciliation and nowcasting	2
Correction to “Heterogeneity and Dynamics in Network Models”	2
Dynamic Effects of Persistent Shocks	2
Long‐run predictability tests are even worse than you thought	2
Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication	2
The heterogeneous role of party affiliation in the runner‐up effect	2
Expecting the unexpected: Stressed scenarios for economic growth	1
Issue Information	1
Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages	1
Global financial uncertainty	1
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings	1
Peer desirability and academic achievement	1
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts	1
Nonparametric tests of tail behavior in stochastic frontier models	1
Equity‐premium prediction: Attention is all you need	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
Model Averaging and Double Machine Learning	1
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	1
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Nowcasting from cross‐sectionally dependent panels	1
Censored density forecasts: Production and evaluation	1
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States	1
Issue Information	1
Belief Shocks and Implications of Expectations About Growth‐at‐Risk	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
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference	1
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	1
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	1
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet	1
	1
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	1
Advance layoff notices and aggregate job loss	1
Informing DSGE Models Through Dynamic Factor Models	1
Issue Information	1
The propagation of business expectations within the European Union	1
Manipulation Test for Multidimensional RDD	1
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	1
Understanding trend inflation through the lens of the goods and services sectors	1