Frontmatter of Quantitative Economics Vol. 16 Iss. 3
p. i-ii
Quantitative Economics
Journal of the Econometric Society
Edited by: Bernard Salanié • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics
Volume 16, Issue 3 (July 2025)
Forecasting with shadow rate VARs
Andrea Carriero|Todd E. Clark|Massimiliano Marcellino|Elmar Mertens
p. 795-822
Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model
Donald W. K. Andrews|Ming Li
p. 823-858
Earnings Risk and Heterogeneous Expected Earnings Profiles
Scott Drewianka|Phillip Oberg
p. 859-897
Dynamic Ordered Panel Logit Models
Bo E. Honoré|Chris Muris|Martin Weidner
p. 899-945
Asymmetric Transmission of Oil Supply News
Mario Forni|Alessandro Franconi|Luca Gambetti|Luca Sala
p. 947-979
Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints
Shosei Sakaguchi
p. 981-1022
A Unified Empirical Framework to Study Neighborhood Segregation
Gregorio Caetano|Vikram Maheshri
p. 1023-1057
Testing Mean Stationarity of Intraday Volatility Curves
Torben G. Andersen|Yingwen Tan|Viktor Todorov|Zhiyuan Zhang
p. 1059-1091
