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Search: isPartOf:"Journal of Applied Econometrics"
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48
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33
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31
Koop, Gary
25
Koopman, Siem Jan
23
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22
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Kumbhakar, Subal C.
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Li, Mingliang
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12
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Journal of applied econometrics
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Journal of Applied Econometrics
1,533
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JOURNAL OF APPLIED ECONOMETRICS
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JOURNAL OF APPLIED ECONOMETRICS,J. Appl. Econ. 24: 1057–1093 (2009)
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2711
Replication of the results in 'learning about heterogeneity in returns to schooling'
Chan, Joshua C.C.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 439
Persistent link: https://www.econbiz.de/10006960021
Saved in:
2712
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-438
Persistent link: https://www.econbiz.de/10006960022
Saved in:
2713
Partially overlapping time series: a new model for volatility dynamics in commodity futures
Smith, Aaron
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10006960023
Saved in:
2714
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 345-376
Persistent link: https://www.econbiz.de/10006960024
Saved in:
2715
Valuation ratios and long-horizon stock price predictability
Rapach, David E.
;
Wohar, Mark E.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 327-344
Persistent link: https://www.econbiz.de/10006960025
Saved in:
2716
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311
Persistent link: https://www.econbiz.de/10006960264
Saved in:
2717
Nonlinearity and the permanent effects of recessions
Kim, Chang-Jin
;
Morley, James
;
Piger, Jeremy
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10006960265
Saved in:
2718
Convergence in the trends and cycles of Euro-zone income
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10006960266
Saved in:
2719
How well do Markov switching models describe actual business cycles? The case of synchronization
Smith, Penelope A.
;
Summers, Peter M.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 253-274
Persistent link: https://www.econbiz.de/10006960267
Saved in:
2720
The transmission of US shocks to Latin America
Canova, Fabio
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 229-252
Persistent link: https://www.econbiz.de/10006960268
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