Journal of Applied Econometrics

Copyright © 2005 John Wiley & Sons, Ltd.

Volume 20, Issue 5 (July/August 2005)

Articles in the Current Issue:

Research Article Aggregate vs. disaggregate data analysis - a paradox in the estimation of a money demand function of Japan under the low interest rate policy (p 579-601) Cheng Hsiao, Yan Shen, Hiroshi Fujiki Published Online: 31 Mar 2005 DOI: 10.1002/jae.806 Abstract | References | Full Text: HTML , PDF (Size: 236K) Save Article

Principal components at work: the empirical analysis of monetary policy with large data sets (p 603-620) Carlo A. Favero, Massimiliano Marcellino, Francesca Neglia Published Online: 27 Jul 2005 DOI: 10.1002/jae.815 Abstract | References | Full Text: HTML , PDF (Size: 219K) Save Article

Nonlinearity in the Fed's monetary policy rule (p 621-639) Dong Heon Kim, Denise R. Osborn, Marianne Sensier Published Online: 31 Mar 2005 DOI: 10.1002/jae.792 Abstract | References | Full Text: HTML , PDF (Size: 190K) Save Article

Inefficiency and heterogeneity in Turkish banking: 1990-2000 (p 641-664) Mahmoud A. El-Gamal, Hulusi Inanoglu Published Online: 27 Jul 2005 DOI: 10.1002/jae.835 Abstract | References | Full Text: HTML , PDF (Size: 195K) Save Article

Markov switching causality and the money-output relationship (p 665-683) Zacharias Psaradakis, Morten O. Ravn, Martin Sola Published Online: 27 Jul 2005 DOI: 10.1002/jae.819 Abstract | References | Full Text: HTML , PDF (Size: 234K) Save Article

Replication Section Validating multiple structural change models-a case study (p 685-690) Achim Zeileis, Christian Kleiber Published Online: 27 Jul 2005 DOI: 10.1002/jae.856 Abstract | References | Full Text: HTML , PDF (Size: 74K) Save Article

Software Review A guided tour of TSMod 4.03 (p 691-698) Ana-Maria Fuertes, Marwan Izzeldin, Anthony Murphy Published Online: 27 Jul 2005 DOI: 10.1002/jae.825 Abstract | References | Full Text: HTML , PDF (Size: 84K) Save Article