Publications
by members of
Melbourne Business School
University of Melbourne
Melbourne, Australia
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Software components |
Working papers
Undated material is listed at the end2023
- Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023.
"Monetary policy shocks and exchange rate dynamics in small open economies,"
School of Economics and Public Policy Working Papers
2023-04 Classification-C3, University of Adelaide, School of Economics and Public Policy.
- Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023. "Monetary policy shocks and exchange rate dynamics in small open economies," Working Papers No 10/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Firmin Doko Tchatoka & Qazi Haque & Madison Terrell, 2022. "Monetary policy shocks and exchange rate dynamics in small open economies," CAMA Working Papers 2022-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023.
"Oil and the Stock Market Revisited: A mixed functional VAR approach,"
Working Papers
No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers 2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer, 2023.
"The Drivers of Emission Reductions in the European Carbon Market,"
Working Papers
No 08/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer, 2023. "The Drivers of Emission Reductions in the European Carbon Market," CAMA Working Papers 2023-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023. "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers No 11/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie L. Cross & Aubrey Poon & Dan Zhu, 2023. "Uncertainty and the Term Structure of Interest Rates," Working Papers No 12/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
2021
- Winkelmann, Lars & Yao, Wenying, 2021. "Tests for jumps in yield spreads," Discussion Papers 2021/15, Free University Berlin, School of Business & Economics.
- Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021.
"Quantifying time-varying forecast uncertainty and risk for the real price of oil,"
Working Paper
2021/3, Norges Bank.
- Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
- Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
- Jamie L. Cross & Chenghan Hou & Gary Koop, 2021. "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers No 04/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021.
"The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil,"
Working Papers
No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022. "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 882-895, August.
- Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2020. "The role of precautionary and speculative demand in the global market for crude oil," CAMA Working Papers 2020-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Cross, James L. & Nguyen, Bao H. & Tran, Trung Duc, 2020. "The role of precautionary and speculative demand in the global market for crude oil," Working Papers 2020-02, University of Tasmania, Tasmanian School of Business and Economics.
- Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
2020
- Rub'en Loaiza-Maya & Michael Stanley Smith & David J. Nott & Peter J. Danaher, 2020.
"Fast and Accurate Variational Inference for Models with Many Latent Variables,"
Papers
2005.07430, arXiv.org, revised Apr 2021.
- Loaiza-Maya, Rubén & Smith, Michael Stanley & Nott, David J. & Danaher, Peter J., 2022. "Fast and accurate variational inference for models with many latent variables," Journal of Econometrics, Elsevier, vol. 230(2), pages 339-362.
- Gomis-Porqueras, Pedro & Rafiq, Shuddhasattwa & Yao, Wenying, 2020.
"The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets,"
MPRA Paper
102781, University Library of Munich, Germany.
- Gomis-Porqueras Pedro & Rafiq Shuddhasattwa & Yao Wenying, 2023. "The impact of forward guidance and large-scale asset purchase programs on commodity markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 519-551, September.
- Winkelmann, Lars & Yao, Wenying, 2020. "Cojump anchoring," Discussion Papers 2020/17, Free University Berlin, School of Business & Economics.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020.
"Inflation expectations and the pass-through of oil prices,"
Working Paper
2020/5, Norges Bank.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2023. "Inflation Expectations and the Pass-Through of Oil Prices," The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 733-743, May.
- Knut Are Aastveit & Hilde Christiane Bj�rnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," Working Papers No 03/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," CAMA Working Papers 2020-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2019
- Tiziano Arduini & Alberto Bisin & Onur Özgür & Eleonora Patacchini, 2019.
"Dynamic Social Interactions and Health Risk Behavior,"
NBER Working Papers
26223, National Bureau of Economic Research, Inc.
- Patacchini, Eleonora & Bisin, Alberto, 2019. "Dynamic Social Interactions and Health Risk Behavior," CEPR Discussion Papers 13918, C.E.P.R. Discussion Papers.
- Ando, Tomohiro & Bai, Jushan & Nishimura, Mitohide & Yu, Jun, 2019. "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers 15-2019, Singapore Management University, School of Economics.
2018
- Michael Stanley Smith & Thomas S. Shively, 2018.
"Econometric Modeling of Regional Electricity Spot Prices in the Australian Market,"
Papers
1804.08218, arXiv.org.
- Smith, Michael Stanley & Shively, Thomas S., 2018. "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, vol. 74(C), pages 886-903.
- Jamie L. Cross & Chenghan Hou & Bao H. Nguyen, 2018. "On the China factor in international oil markets: A regime switching approach," Working Papers No 11/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers No 12/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach," CAMA Working Papers 2018-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018.
"Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts,"
CAMA Working Papers
2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.
- Ando, Tomohiro & Bai, Jushan, 2018.
"Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity,"
MPRA Paper
88765, University Library of Munich, Germany.
- Tomohiro Ando & Jushan Bai, 2020. "Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 266-279, January.
2017
- Andalón, Mabel & Gibson, John, 2017.
"The 'Soda Tax' is Unlikely to Make Mexicans Lighter: New Evidence on Biases in Elasticities of Demand for Soda,"
IZA Discussion Papers
10765, Institute of Labor Economics (IZA).
- Mabel Andalon & John Gibson, 2017. "The 'Soda Tax' is Unlikely to Make Mexicans Lighter: New Evidence on Biases in Elasticities of Demand for Soda," Working Papers in Economics 17/07, University of Waikato.
- Ruben Loaiza-Maya & Michael Stanley Smith, 2017. "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series," Papers 1712.09150, arXiv.org, revised Jul 2018.
- Rub'en Loaiza-Maya & Michael S. Smith & Worapree Maneesoonthorn, 2017.
"Time Series Copulas for Heteroskedastic Data,"
Papers
1701.07152, arXiv.org.
- Rubén Loaiza‐Maya & Michael S. Smith & Worapree Maneesoonthorn, 2018. "Time series copulas for heteroskedastic data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 332-354, April.
2016
- Andrew John & Ian King, 2016.
"Secret Search,"
Discussion Papers Series
571, School of Economics, University of Queensland, Australia.
- Andrew John & Ian King, 2020. "Secret Search," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(1), pages 3-35, February.
2015
- Mindruta , Denisa & Pimentel , Joao & Hoetker , Glenn, 2015. "Institutions and the Direction of Innovative Search: Change and Persistence Between and Within Countries," HEC Research Papers Series 1095, HEC Paris.
- Frankel, David M., 2015.
"Insuring Customers of a Unionized Firm Against Loss of Network Benefits,"
Staff General Research Papers Archive
38580, Iowa State University, Department of Economics.
- Frankel, David M., 2015. "Insuring customers of a unionized firm against loss of network benefits," ISU General Staff Papers 201502030800001036, Iowa State University, Department of Economics.
- Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015.
"High frequency characterization of Indian banking stocks,"
Working Papers
2015-04, University of Tasmania, Tasmanian School of Business and Economics.
- Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018. "High-frequency Characterisation of Indian Banking Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 213-238, August.
- Yao, Wenying & Tian, Jing, 2015. "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers 2015-05, University of Tasmania, Tasmanian School of Business and Economics.
2014
- Andalon, Mabel & Azevedo, Joao Pedro & Rodriguez-Castelan, Carlos & Sanfelice, Viviane & Valderrama, Daniel, 2014.
"Weather shocks and health at birth in Colombia,"
Policy Research Working Paper Series
7081, The World Bank.
- Andalón, Mabel & Azevedo, João Pedro & Rodríguez-Castelán, Carlos & Sanfelice, Viviane & Valderrama-González, Daniel, 2016. "Weather Shocks and Health at Birth in Colombia," World Development, Elsevier, vol. 82(C), pages 69-82.
- Mabel Andalón & Jenny Williams & Michael Grossman, 2014.
"Empowering Women: The Effect of Schooling on Young Women's Knowledge and Use of Contraception,"
NBER Working Papers
19961, National Bureau of Economic Research, Inc.
- Andalón, Mabel & Williams, Jenny & Grossman, Michael, 2014. "Empowering Women: The Effect of Schooling on Young Women's Knowledge and Use of Contraception," IZA Discussion Papers 7900, Institute of Labor Economics (IZA).
- Frankel, David M., 2014. "Optimal Insurance for Small Stakeholders," Staff General Research Papers Archive 37551, Iowa State University, Department of Economics.
- George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014.
"Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations,"
Monash Econometrics and Business Statistics Working Papers
22/14, Monash University, Department of Econometrics and Business Statistics.
- George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016. "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
- Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
- Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
- Ando, Tomohiro & Bai, Jushan, 2014.
"A simple new test for slope homogeneity in panel data models with interactive effects,"
MPRA Paper
60795, University Library of Munich, Germany.
- Ando, Tomohiro & Bai, Jushan, 2015. "A simple new test for slope homogeneity in panel data models with interactive effects," Economics Letters, Elsevier, vol. 136(C), pages 112-117.
2013
- Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher, 2013.
"From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior,"
Monash Econometrics and Business Statistics Working Papers
5/13, Monash University, Department of Econometrics and Business Statistics.
- Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher, 2014. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 14-29, January.
- Frankel, David M., 2013.
"Recurrent Crises in Global Games,"
Staff General Research Papers Archive
36072, Iowa State University, Department of Economics.
- Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
- Bai, Jushan & Ando, Tomohiro, 2013.
"Panel data models with grouped factor structure under unknown group membership,"
MPRA Paper
52782, University Library of Munich, Germany.
- Tomohiro Ando & Jushan Bai, 2016. "Panel Data Models with Grouped Factor Structure Under Unknown Group Membership," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 163-191, January.
- Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
2012
- D.S. Poskitt & Wenying Yao, 2012. "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers 11/12, Monash University, Department of Econometrics and Business Statistics.
- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012.
"Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,"
Tinbergen Institute Discussion Papers
12-098/III, Tinbergen Institute.
- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
2011
- Morten Bennedsen & Sven Feldmann & David Dreyer Lassen, 2011. "Lobbying and Bribes - A Survey-Based Analysis of the Demand for Influence and Corruption," CESifo Working Paper Series 3496, CESifo.
- Andalón, Mabel & Fields, Gary S., 2011. "A Labor Market Approach to the Crisis of Health Care Professionals in Africa," IZA Discussion Papers 5483, Institute of Labor Economics (IZA).
- Onur Ozgur & Alberto Bisin, 2011.
"Dynamic linear economies with social interactions,"
Levine's Working Paper Archive
786969000000000036, David K. Levine.
- ÖZGÜR, Onur & BISIN, Alberto, 2011. "Dynamic linear economies with social interactions," Cahiers de recherche 2011-03, Universite de Montreal, Departement de sciences economiques.
- ÖZGÜR, Onur & BISIN, Alberto, 2011. "Dynamic Linear Economies with Social Interactions," Cahiers de recherche 04-2011, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Frankel, David M. & Jin, Yu, 2011.
"Securitization and Lending Competition,"
Staff General Research Papers Archive
34868, Iowa State University, Department of Economics.
- David M. Frankel & Yu Jin, 2015. "Securitization and Lending Competition," Review of Economic Studies, Oxford University Press, vol. 82(4), pages 1383-1408.
- Frankel, David M. & Jin, Yu, 2011. "Securitization and lending competition," ISU General Staff Papers 201111280800001101, Iowa State University, Department of Economics.
- Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
2010
- Mariana Blanco & Bogachan Celen & Andrew Schotter, 2010. "On blame-freeness and reciprocity: an experimental study," Documentos de Trabajo 7270, Universidad del Rosario.
- Onur Ozgur, 2010.
"Local Interactions,"
CIRANO Working Papers
2010s-37, CIRANO.
- ÖZGÜR, Onur, 2010. "Local Interactions," Cahiers de recherche 2010-06, Universite de Montreal, Departement de sciences economiques.
- ÖZGÜR, Onur, 2010. "Local Interactions," Cahiers de recherche 14-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- David M. Frankel, 2010. "Rent Seeking and Economic Fragility," Levine's Bibliography 661465000000000159, UCLA Department of Economics.
- Frankel, David M., 2010. "Shocks and Crises in the Long Run," Staff General Research Papers Archive 31687, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2010.
"Measuring School Segregation,"
Staff General Research Papers Archive
31808, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2011. "Measuring school segregation," Journal of Economic Theory, Elsevier, vol. 146(1), pages 1-38, January.
- Frankel, David M. & Volij, Oscar, 2011. "Measuring school segregation," ISU General Staff Papers 201101010800001040, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2010. "Measuring school segregation," ISU General Staff Papers 201008040700001130, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2011. "Measuring School Segregation," Staff General Research Papers Archive 35115, Iowa State University, Department of Economics.
2009
- Morten Bennedsen & Sven E. Feldmann & David Dreyer Lassen, 2009. "Strong Firms Lobby, Weak Firms Bribe: A survey-based analysis of the demand for influence and corruption," EPRU Working Paper Series 2009-08, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
2008
- Andalón, Mabel & Pagés, Carmen, 2008. "Minimum Wages in Kenya," IZA Discussion Papers 3390, Institute of Labor Economics (IZA).
- David M. Frankel & Oscar Volij, 2008.
"Scale-Invariant Measures of Segregation,"
Working Papers
0814, Ben-Gurion University of the Negev, Department of Economics.
- David Frankel & Oscar Volij, 2005. "Scale-Invariant Measures of Segregation," Economic theory and game theory 018, Oscar Volij.
- Frankel, David M. & Volij, Oscar, 2008.
"An Axiomatization of the Multigroup Atkinson Segregation Indices,"
Staff General Research Papers Archive
12902, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2008. "An axiomatization of the multigroup Atkinson segregation indices," ISU General Staff Papers 200804140700001164, Iowa State University, Department of Economics.
2007
- Bennedsen, Morten & Feldmann, Sven E., 2007.
"Lobbying Bureaucrats,"
Working Papers
04-2004, Copenhagen Business School, Department of Economics.
- Morten Bennedsen & Sven E. Feldmann, 2006. "Lobbying Bureaucrats," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(4), pages 643-668, December.
- Bogachan Celen & Kyle Hyndman, 2007.
"Endogenous Network Formation in the Laboratory,"
Departmental Working Papers
0701, Southern Methodist University, Department of Economics.
- Celen, Bogachan & Hyndman, Kyle, 2006. "Endogenous Network Formation In the Laboratory," MPRA Paper 1440, University Library of Munich, Germany.
- Bogachan Celen & Shachar Kariv & Andrew Schotter, 2007. "An Experimental Test of Advice and Social Functioning," Working Papers 0021, New York University, Center for Experimental Social Science.
- Onur Ozgur & Alberto Bisin, 2007. "Dynamic Social Interactions: Identification and Characterization," 2007 Meeting Papers 402, Society for Economic Dynamics.
- David M. Frankel & Oscar Volij, 2007.
"Measuring Segregation,"
Working Papers
0703, Ben-Gurion University of the Negev, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2010. "Measuring Segregation," Staff General Research Papers Archive 32130, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2007. "Measuring Segregation," Staff General Research Papers Archive 12818, Iowa State University, Department of Economics.
- Oscar Volij & David Frankel, 2004. "Measuring Segregation," Econometric Society 2004 North American Summer Meetings 210, Econometric Society.
- David Frankel & Oscar Volij, 2005. "Measuring Segregation," Economic theory and game theory 017, Oscar Volij.
- Frankel, David M. & Volij, Oscar, 2007. "Measuring segregation," ISU General Staff Papers 200703190700001179, Iowa State University, Department of Economics.
- Frankel, David M., 2007.
"Adaptive Expectations and Stock Market Crashes,"
Staff General Research Papers Archive
12817, Iowa State University, Department of Economics.
- David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
- David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
- Frankel, David M., 2008. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 31688, Iowa State University, Department of Economics.
- Frankel, David M., 2007.
"How Does Family Structure Affect Children's Outcomes? Evidence from the Civil War,"
Staff General Research Papers Archive
12819, Iowa State University, Department of Economics.
- Frankel, David M., 2006. "How does family structure affect children's outcomes? Evidence from the civil war," ISU General Staff Papers 200605190700001180, Iowa State University, Department of Economics.
2005
- Hoetker, Glenn & Agarwal, Rajshree, 2005. "Death Hurts, But It Isn't Fatal: The Postexit Diffusion of Knowledge Created by Innovative Companies," Working Papers 05-0100, University of Illinois at Urbana-Champaign, College of Business.
- Onur Ozgur, 2005.
"A Model of Dynamic Liquidity Contracts,"
Microeconomics
0502004, University Library of Munich, Germany.
- Onur Ozgur, 2005. "A Model of Dynamic Liquidity Contracts," 2005 Meeting Papers 251, Society for Economic Dynamics.
- Onur Ozgur & Alberto Bisin, 2005. "The Local Dynamics of Culture," 2005 Meeting Papers 238, Society for Economic Dynamics.
- Alexander L. Wolman & A. Andrew John, 2005. "Sychronization and Staggering in a Model of State-Dependent Pricing," Computing in Economics and Finance 2005 456, Society for Computational Economics.
2004
- Hoetker, Glenn, 2004. "Confounded Coefficients: Accurately Comparing Logit and Probit Coefficients across Groups," Working Papers 03-0100, University of Illinois at Urbana-Champaign, College of Business.
- Hoetker, Glenn & Mellewigt, Thomas, 2004.
"Choice and Performance of Governance Mechanisms: Matching Contractual and Relational Governance to Sources of Asset Specificity,"
Working Papers
04-0118, University of Illinois at Urbana-Champaign, College of Business.
- Glenn Hoetker & Thomas Mellewigt, 2004. "Choice and performance of governance mechanisms: Matching contractual and relational governance to sources of asset specificity," Industrial Organization 0411008, University Library of Munich, Germany.
- Denzil Fiebig & Michael Smith & Remy Cottet, 2004. "Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia," Econometric Society 2004 Australasian Meetings 333, Econometric Society.
- David M. Frankel, 2004. "Was the Late 19th Century a Golden Age of Racial Integration?," Econometric Society 2004 North American Summer Meetings 167, Econometric Society.
- Joshua Gans & Catherine de Fontenay, 2004.
"Vertical Integration in the Presence of Upstream Competition,"
Econometric Society 2004 North American Winter Meetings
7, Econometric Society.
- Catherine C. de Fontenay & Joshua S. Gans, 2005. "Vertical Integration in the Presence of Upstream Competition," RAND Journal of Economics, The RAND Corporation, vol. 36(3), pages 544-572, Autumn.
- Catherine C. de Fontenay & Joshua S. Gans, 2004. "Vertical Integration in the Presence of Upstream Competition," Department of Economics - Working Papers Series 904, The University of Melbourne.
- Catherine de Fontenay & Joshua Gans, 2004. "Sequential Bilateral Bargaining and the Shapley value," Econometric Society 2004 Australasian Meetings 84, Econometric Society.
- A. Andrew John & Alexander L. Wolman, 2004. "An inquiry into the existence and uniqueness of equilibrium with state-dependent pricing," Working Paper 04-04, Federal Reserve Bank of Richmond.
2002
- Bennedsen, Morten & Feldmann, Sven E., 2002.
"Lobbying and Legislative Organization The Effect of the Vote of Confidence Procedure,"
Working Papers
01-2002, Copenhagen Business School, Department of Economics.
- Bennedsen Morten & Feldmann Sven E., 2002. "Lobbying and Legislative Organization: The Effect of the Vote of Confidence Procedure," Business and Politics, De Gruyter, vol. 4(2), pages 1-18, August.
- Swaminathan, Anand & Hoetker, Glenn & Mitchell, Will, 2002. "Network Structure and Business Survival: The Case of U.S. Automobile Component Suppliers," Working Papers 02-0105, University of Illinois at Urbana-Champaign, College of Business.
- Hoetker, Glenn, 2002. "How Much You Know versus How Well I Know You: Selecting a Supplier for a Technically Innovative Component," Working Papers 02-0106, University of Illinois at Urbana-Champaign, College of Business.
- Hoetker, Glenn, 2002. "Do Modular Products Lead to Modular Organizations?," Working Papers 02-0130, University of Illinois at Urbana-Champaign, College of Business.
- Frankel, David M. & Pauzner, Ady, 2002.
"Expectations and the Timing of Neighborhood Change,"
Staff General Research Papers Archive
11921, Iowa State University, Department of Economics.
- Frankel, David M. & Pauzner, Ady, 2002. "Expectations and the Timing of Neighborhood Change," Journal of Urban Economics, Elsevier, vol. 51(2), pages 295-314, March.
2001
- David M. Frankel & Stephen Morris & Ady Pauzner, 2001.
"Equilibrium Selection in Global Games with Strategic Complementarities,"
Cowles Foundation Discussion Papers
1336, Cowles Foundation for Research in Economics, Yale University.
- Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003. "Equilibrium selection in global games with strategic complementarities," Journal of Economic Theory, Elsevier, vol. 108(1), pages 1-44, January.
- David M. Frankel & Stephen Morris & Ady Pauzner, 2000. "Equilibrium Selection in Global Games with Strategic Complementarities," Econometric Society World Congress 2000 Contributed Papers 1490, Econometric Society.
- Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003. "Equilibrium Selection in Global Games with Strategic Complementarities," ISU General Staff Papers 200301010800001098, Iowa State University, Department of Economics.
- Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003. "Equilibrium Selection in Global Games with Strategic Complementarities," Staff General Research Papers Archive 11920, Iowa State University, Department of Economics.
- Frankel, D.M., 2001.
"Shocks and Business Cycles,"
Papers
2001-10, Tel Aviv.
- Frankel David M & Burdzy Krzysztof, 2005. "Shocks and Business Cycles," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 5(1), pages 1-88, March.
- Frankel, David M. & Burdzy, Krzysztof, 2005. "Shocks and Business Cycles," Staff General Research Papers Archive 12274, Iowa State University, Department of Economics.
- Frankel, D.M., 2001. "Payoff Shocks and Equilibrium Selection with Endogenous Flexibility," Papers 2001-9, Tel Aviv.
2000
- Bennedsen, Morten & Feldmann, Sven E., 2000.
"Informational Lobbying And Political Contributions,"
Working Papers
08-2000, Copenhagen Business School, Department of Economics.
- Bennedsen, Morten & Feldmann, Sven E., 2006. "Informational lobbying and political contributions," Journal of Public Economics, Elsevier, vol. 90(4-5), pages 631-656, May.
- Morten Bennedsen & Sven E. Feldmann, 2000. "Informational Lobbying and Political Contributions," CIE Discussion Papers 2000-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
- Morten Bennedsen & Sven E. Feldmann, 2000.
"Lobbying Legislatures,"
CIE Discussion Papers
2000-04, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
- Morten Bennedsen & Sven E. Feldmann, 2002. "Lobbying Legislatures," Journal of Political Economy, University of Chicago Press, vol. 110(4), pages 919-948, August.
- Bennedsen, Morten & Feldmann, Sven E., 2000. "Lobbying Legislatures," Working Papers 07-2000, Copenhagen Business School, Department of Economics.
- David M. Frankel, 2000.
"The Retail Price of Inequality,"
Econometric Society World Congress 2000 Contributed Papers
0577, Econometric Society.
- Frankel, David M. & Gould, Eric D., 2001. "The Retail Price of Inequality," Journal of Urban Economics, Elsevier, vol. 49(2), pages 219-239, March.
- Frankel, D.M., 1996. "The (Retail) Price of Inequality," Papers 23-96, Tel Aviv.
- Frankel, David M. & Gould, Eric, 2001. "The Retail Price of Inequality," Staff General Research Papers Archive 11922, Iowa State University, Department of Economics.
- David M. Frankel, 2000. "Dynamic Equilibrium Selection: A General Uniqueness Result," Econometric Society World Congress 2000 Contributed Papers 1526, Econometric Society.
- Frankel, David M. & Pauzner, Ady, 2000.
"Resolving Indeterminacy in Dynamic Settings: The Role of Shocks,"
Staff General Research Papers Archive
11924, Iowa State University, Department of Economics.
- David Frankel & Ady Pauzner, 2000. "Resolving Indeterminacy in Dynamic Settings: The Role of Shocks," The Quarterly Journal of Economics, Oxford University Press, vol. 115(1), pages 285-304.
1999
- Morten Bennedsen & Sven Feldmann, 1999. "Legislative Structure, Incentives, and Informational Lobbying," Working Papers 9927, Harris School of Public Policy Studies, University of Chicago.
- de Fontenay, C. & Gans, J.S., 1999. "Extending Market Power through Vertical Integration," Papers 99/2, New South Wales - School of Economics.
- de Fontenay, C. & Meagher, K.J., 1999. "Returns to Scale in One-Shot Information Processing When Hours Count," Papers 99/8, New South Wales - School of Economics.
- de Fontenay, C., 1999. "Institutions, Market Power and the Big Push: the Case of Agro-Exports in Northern Honduras," Papers 99/11, New South Wales - School of Economics.
1998
- Morten Bennedsen & Sven Feldmann, 1998. "Persuasion Through the Purse: How Political Contributions Crowd Out Information," Working Papers 9801, Harris School of Public Policy Studies, University of Chicago.
- Smith, M. & Kohn, R., 1998.
"Nonparametric Seemingly Unrelated Regression,"
Monash Econometrics and Business Statistics Working Papers
7/98, Monash University, Department of Econometrics and Business Statistics.
- Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
- Smith, M. & Yau, P. & Shively, T. & Kohn, R., 1998. "Estimating Long-Term Trends in Tropospheric Ozone Levels," Monash Econometrics and Business Statistics Working Papers 2/98, Monash University, Department of Econometrics and Business Statistics.
- Frankel, David M., 1998.
"Transitional Dynamics of Optimal Capital Taxation,"
Staff General Research Papers Archive
11926, Iowa State University, Department of Economics.
- Frankel, David M., 1998. "Transitional Dynamics of Optimal Capital Taxation," Macroeconomic Dynamics, Cambridge University Press, vol. 2(4), pages 492-503, December.
- Frankel, David M., 1998.
"Creative Bargaining,"
Staff General Research Papers Archive
11927, Iowa State University, Department of Economics.
- Frankel, David M., 1998. "Creative Bargaining," Games and Economic Behavior, Elsevier, vol. 23(1), pages 43-53, April.
1997
- Smith, M. & Naik, N.Y., 1997. "Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns," Monash Econometrics and Business Statistics Working Papers 6/97, Monash University, Department of Econometrics and Business Statistics.
- Burdzy, K & Frankel, D-M & Pauzner, A, 1997.
"Fast Equilibrium Selection by Rational Players Living in a Changing World,"
Papers
7-97, Tel Aviv.
- Burdzy, Krzysztof & Frankel, David M & Pauzner, Ady, 2001. "Fast Equilibrium Selection by Rational Players Living in a Changing World," Econometrica, Econometric Society, vol. 69(1), pages 163-189, January.
- Frankel, David M. & Burdzy, Krzysztof & Pauzner, Ady, 2001. "Fast Equilibrium Selection by Rational Players Living in a Changing World," Staff General Research Papers Archive 11923, Iowa State University, Department of Economics.
- Burdzy, K & Frankel, D-M & Pauzner, A, 1997. "On the Time and Direction of Stochastic Bifurcation," Papers 8-97, Tel Aviv.
- A. Andrew John & Kei-Mu Yi, 1997. "Language, learning, and location," Staff Reports 26, Federal Reserve Bank of New York.
1996
- Smith, M. & Wong, C.M. & Kohn, R., 1996.
"Additive Nonparametric Regression with Autocorrelated Errors,"
Monash Econometrics and Business Statistics Working Papers
19/96, Monash University, Department of Econometrics and Business Statistics.
- Michael Smith & Chi‐Ming Wong & Robert Kohn, 1998. "Additive nonparametric regression with autocorrelated errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 311-331.
1995
- Frankel, D.M., 1995.
"A Pecuniary Reason for Income Mixing,"
Papers
20-95, Tel Aviv.
- Frankel, David M., 1998. "A Pecuniary Reason for Income Mixing," Journal of Urban Economics, Elsevier, vol. 44(1), pages 158-169, July.
- Frankel, David M., 1998. "A Pecuniary Reason for Income Mixing," Staff General Research Papers Archive 11925, Iowa State University, Department of Economics.
- Frankel, D.M., 1995. "A Simple Model of Creative Bargaining," Papers 22-95, Tel Aviv.
1991
- Frankel, David M., 1991. "Class, Social Networks, and Labour Party Support in Great Britain," Staff General Research Papers Archive 11928, Iowa State University, Department of Economics.
1990
- John, A. & Pecchenino, R. & Schmmelpfennig, D. & Schreft, S., 1990.
"External Increasing Returns , Short-Lived Agents and Long- Lived Waste,"
Papers
8903, Michigan State - Econometrics and Economic Theory.
- Rowena A. Pecchenino & D. Schimmelpfennig & Stacey L. Schreft, 1990. "External increasing returns, short-lived agents and long-lived waste," Working Paper 91-02, Federal Reserve Bank of Richmond.
1988
- John, A., 1988. "Macroeconomic Externalities From Search And Imperfect Competition," Papers 8807, Michigan State - Econometrics and Economic Theory.
1986
- John Andrew & William D. Nordhaus, 1986.
"The Share Economy: A Symposium,"
Cowles Foundation Discussion Papers
783, Cowles Foundation for Research in Economics, Yale University.
- Nordhaus, William & John, Andrew, 1986. "The share economy: A symposium," Journal of Comparative Economics, Elsevier, vol. 10(4), pages 414-415, December.
1985
- Russell Cooper & John Andrew, 1985.
"Coordinating Coordination Failures in Keynesian Models,"
Cowles Foundation Discussion Papers
745R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1985.
- Russell Cooper & Andrew John, 1988. "Coordinating Coordination Failures in Keynesian Models," The Quarterly Journal of Economics, Oxford University Press, vol. 103(3), pages 441-463.
Undated
- Smith, M. & Chi-Ming Wong & Kohn, R., "undated". "Additive Nonparametric Regression for Time Series," Statistics Working Paper _008, Australian Graduate School of Management.
- Smith, M. & Sheather S. & Kohn, R., "undated". "Finite sample performance of robust Bayesian regression," Statistics Working Paper _011, Australian Graduate School of Management.
- Smith, M. & Mathur, S. & Kohn, R., "undated".
"Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data,"
Statistics Working Paper
_010, Australian Graduate School of Management.
- Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, vol. 49(3), pages 229-244, September.
- Smith, M. & Mathur, S.K. & Kohn, R., 1997. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers 13/97, Monash University, Department of Econometrics and Business Statistics.
- Smith, M. & Kohn, R., "undated".
"Nonparametric Regression using Bayesian Variable Selection,"
Statistics Working Paper
_009, Australian Graduate School of Management.
- Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
Journal articles
2023
- Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023. "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, vol. 236(1).
- Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023.
"Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
- Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
- Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2023.
"Inflation Expectations and the Pass-Through of Oil Prices,"
The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 733-743, May.
- Knut Are Aastveit & Hilde Christiane Bj�rnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," Working Papers No 03/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," CAMA Working Papers 2020-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," Working Paper 2020/5, Norges Bank.
- Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
- Tomohiro Ando & Jushan Bai, 2023. "Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 983-994, July.
2022
- Cheng, Tingting & Liu, Junli & Yao, Wenying & Zhao, Albert Bo, 2022. "The impact of COVID-19 pandemic on the volatility connectedness network of global stock market," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022.
"The role of precautionary and speculative demand in the global market for crude oil,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 882-895, August.
- Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021. "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2020. "The role of precautionary and speculative demand in the global market for crude oil," CAMA Working Papers 2020-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Na Guo & Bo Zhang & Jamie L. Cross, 2022. "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 316-330, March.
- Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
- Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin, 2022. "Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks," Management Science, INFORMS, vol. 68(4), pages 2401-2431, April.
2021
- Peter M DeMarzo & David M Frankel & Yu Jin, 2021. "Portfolio Liquidity and Security Design with Private Information [Strategic liquidity supply and security design]," Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5841-5885.
- Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2021. "Forecasting the volatility of asset returns: The informational gains from option prices," International Journal of Forecasting, Elsevier, vol. 37(2), pages 862-880.
- Cross, Jamie L. & Hou, Chenghan & Trinh, Kelly, 2021. "Returns, volatility and the cryptocurrency bubble of 2017–18," Economic Modelling, Elsevier, vol. 104(C).
- Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021. "On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee ," Energy Economics, Elsevier, vol. 95(C).
- Andrew John & Onur Özgür, 2021. "Linguistic Diversity in the very Long Run," The Economic Journal, Royal Economic Society, vol. 131(635), pages 1186-1214.
2020
- Shao, Shuai & Kauermann, Göran & Smith, Michael Stanley, 2020. "Whether, when and which: Modelling advanced seat reservations by airline passengers," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 490-514.
- Rubén Loaiza-Maya & Michael Stanley Smith, 2020. "Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 470-486, April.
- Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020. "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 314-330, September.
- Dinesh Gajurel & Mardi Dungey & Wenying Yao & Nagaratnam Jeyasreedharan, 2020. "Jump Risk in the US Financial Sector," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 331-349, September.
- Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020. "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, vol. 219(2), pages 456-477.
- Cross, Jamie L. & Hou, Chenghan & Poon, Aubrey, 2020. "Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity," International Journal of Forecasting, Elsevier, vol. 36(3), pages 899-915.
- Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020.
"Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.
- Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jamie L. Cross & Aubrey Poon, 2020. "On the contribution of international shocks in Australian business cycle fluctuations," Empirical Economics, Springer, vol. 59(6), pages 2613-2637, December.
- Tomohiro Ando & Jushan Bai, 2020.
"Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 266-279, January.
- Ando, Tomohiro & Bai, Jushan, 2018. "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper 88765, University Library of Munich, Germany.
- Andrew John & Ian King, 2020.
"Secret Search,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(1), pages 3-35, February.
- Andrew John & Ian King, 2016. "Secret Search," Discussion Papers Series 571, School of Economics, University of Queensland, Australia.
2019
- Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019. "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 20-40.
- Ando, Tomohiro & Sueishi, Naoya, 2019. "Regularization parameter selection for penalized empirical likelihood estimator," Economics Letters, Elsevier, vol. 178(C), pages 1-4.
2018
- Smith, Michael Stanley & Maneesoonthorn, Worapree, 2018. "Inversion copulas from nonlinear state space models with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 34(3), pages 389-407.
- Rubén Loaiza‐Maya & Michael S. Smith & Worapree Maneesoonthorn, 2018.
"Time series copulas for heteroskedastic data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 332-354, April.
- Rub'en Loaiza-Maya & Michael S. Smith & Worapree Maneesoonthorn, 2017. "Time Series Copulas for Heteroskedastic Data," Papers 1701.07152, arXiv.org.
- Smith, Michael Stanley & Shively, Thomas S., 2018.
"Econometric modeling of regional electricity spot prices in the Australian market,"
Energy Economics, Elsevier, vol. 74(C), pages 886-903.
- Michael Stanley Smith & Thomas S. Shively, 2018. "Econometric Modeling of Regional Electricity Spot Prices in the Australian Market," Papers 1804.08218, arXiv.org.
- de Fontenay, Catherine & Wood, Callum, 2018. "Is microfinance raising village income? The issue of excess entry," Economics Letters, Elsevier, vol. 165(C), pages 17-20.
- Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018.
"High-frequency Characterisation of Indian Banking Stocks,"
Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 213-238, August.
- Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015. "High frequency characterization of Indian banking stocks," Working Papers 2015-04, University of Tasmania, Tasmanian School of Business and Economics.
- Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018. "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, vol. 57(C), pages 36-52.
- Tomohiro Ando, 2018. "Merchant selection and pricing strategy for a platform firm in the online group buying market," Annals of Operations Research, Springer, vol. 263(1), pages 209-230, April.
- Saburo Ohno & Tomohiro Ando, 2018. "Stock return predictability: A factor-augmented predictive regression system with shrinkage method," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 29-60, January.
- Tomohiro Ando & Jushan Bai, 2018. "Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency," Econometric Reviews, Taylor & Francis Journals, vol. 37(3), pages 183-211, March.
2017
- Çelen, Boğaçhan & Schotter, Andrew & Blanco, Mariana, 2017. "On blame and reciprocity: Theory and experiments," Journal of Economic Theory, Elsevier, vol. 169(C), pages 62-92.
- Frankel, David M., 2017. "Efficient ex-ante stabilization of firms," Journal of Economic Theory, Elsevier, vol. 170(C), pages 112-144.
- Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017. "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 1-19.
- Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017. "On weak identification in structural VARMA models," Economics Letters, Elsevier, vol. 156(C), pages 1-6.
- D. S. Poskitt & Wenying Yao, 2017. "Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 407-419, July.
- Tomohiro Ando & Jushan Bai, 2017. "Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1182-1198, July.
2016
- Andalón, Mabel & Azevedo, João Pedro & Rodríguez-Castelán, Carlos & Sanfelice, Viviane & Valderrama-González, Daniel, 2016.
"Weather Shocks and Health at Birth in Colombia,"
World Development, Elsevier, vol. 82(C), pages 69-82.
- Andalon, Mabel & Azevedo, Joao Pedro & Rodriguez-Castelan, Carlos & Sanfelice, Viviane & Valderrama, Daniel, 2014. "Weather shocks and health at birth in Colombia," Policy Research Working Paper Series 7081, The World Bank.
- Michael S. Smith & Shaun P. Vahey, 2016. "Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 416-434, July.
- Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016. "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, vol. 4(2), pages 1-15, June.
- George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016.
"Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
- George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
- Tomohiro Ando & Jushan Bai, 2016.
"Panel Data Models with Grouped Factor Structure Under Unknown Group Membership,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 163-191, January.
- Bai, Jushan & Ando, Tomohiro, 2013. "Panel data models with grouped factor structure under unknown group membership," MPRA Paper 52782, University Library of Munich, Germany.
- Leon Zolotoy & Andrew John, 2016. "What Cost of Capital Should You Use? The Market Has an Answer," Journal of Applied Corporate Finance, Morgan Stanley, vol. 28(3), pages 95-102, September.
2015
- Smith, Michael Stanley, 2015. "Copula modelling of dependence in multivariate time series," International Journal of Forecasting, Elsevier, vol. 31(3), pages 815-833.
- David M. Frankel & Yu Jin, 2015.
"Securitization and Lending Competition,"
Review of Economic Studies, Oxford University Press, vol. 82(4), pages 1383-1408.
- Frankel, David M. & Jin, Yu, 2011. "Securitization and Lending Competition," Staff General Research Papers Archive 34868, Iowa State University, Department of Economics.
- Frankel, David M. & Jin, Yu, 2011. "Securitization and lending competition," ISU General Staff Papers 201111280800001101, Iowa State University, Department of Economics.
- Ando, Tomohiro & Bai, Jushan, 2015.
"A simple new test for slope homogeneity in panel data models with interactive effects,"
Economics Letters, Elsevier, vol. 136(C), pages 112-117.
- Ando, Tomohiro & Bai, Jushan, 2014. "A simple new test for slope homogeneity in panel data models with interactive effects," MPRA Paper 60795, University Library of Munich, Germany.
- Tomohiro Ando & Jushan Bai, 2015. "Asset Pricing with a General Multifactor Structure," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(3), pages 556-604.
2014
- Brindisi, Francesco & Çelen, Boğaçhan & Hyndman, Kyle, 2014. "The effect of endogenous timing on coordination under asymmetric information: An experimental study," Games and Economic Behavior, Elsevier, vol. 86(C), pages 264-281.
- Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher, 2014.
"From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 14-29, January.
- Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher, 2013. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior," Monash Econometrics and Business Statistics Working Papers 5/13, Monash University, Department of Econometrics and Business Statistics.
- Tomohiro Ando, 2014. "Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 454-465, March.
- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014.
"Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.
- Tomohiro Ando & Ruey S. Tsay, 2014. "A Predictive Approach for Selection of Diffusion Index Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 68-99, June.
- Tomohiro Ando & Ker-Chau Li, 2014. "A Model-Averaging Approach for High-Dimensional Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 254-265, March.
2013
- Mabel Andalón, 2013. "Clean Indoor Air Policies and Smoking in Mexico," Economic Papers, The Economic Society of Australia, vol. 32(1), pages 10-31, March.
- Mestekemper, Thomas & Kauermann, Göran & Smith, Michael S., 2013. "A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting," International Journal of Forecasting, Elsevier, vol. 29(1), pages 1-12.
2012
- Georgy Artemov & Sven Feldmann & Simon Loertscher, 2012. "For the Student: Matching and Economic Design," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 45(1), pages 134-141, February.
- Boğaçhan Çelen & Saltuk Özertürk, 2012. "Acquisition Of Information To Diversify Contractual Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(1), pages 133-156, February.
- Bogaçhan Çelen & Kyle Hyndman, 2012. "Social Learning Through Endogenous Information Acquisition: An Experiment," Management Science, INFORMS, vol. 58(8), pages 1525-1548, August.
- Boğaçhan Çelen & Erkut Özbay, 2012. "Introduction to a festschrift for Andrew Schotter," Review of Economic Design, Springer;Society for Economic Design, vol. 16(2), pages 89-91, September.
- Boğaçhan Çelen & Kyle Hyndman, 2012. "An experiment of social learning with endogenous timing," Review of Economic Design, Springer;Society for Economic Design, vol. 16(2), pages 251-268, September.
- Michael S. Smith & Quan Gan & Robert J. Kohn, 2012. "Modelling dependence using skew t copulas: Bayesian inference and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 500-522, April.
- Michael S. Smith & Mohamad A. Khaled, 2012. "Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 290-303, March.
- Frankel, David M., 2012.
"Recurrent crises in global games,"
Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
- Frankel, David M., 2013. "Recurrent Crises in Global Games," Staff General Research Papers Archive 36072, Iowa State University, Department of Economics.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
- Paul Kim & Tomohiro Ando, 2012. "Oil and metal price movements and BRIC macro-economy: an empirical analysis," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 8(2), pages 187-206.
2011
- Mabel Andalón, 2011. "Oportunidades to reduce overweight and obesity in Mexico?," Health Economics, John Wiley & Sons, Ltd., vol. 20(S1), pages 1-18, September.
- Peter J. Danaher & Michael S. Smith, 2011. "Modeling Multivariate Distributions Using Copulas: Applications in Marketing," Marketing Science, INFORMS, vol. 30(1), pages 4-21, 01-02.
- Danaher, Peter J. & Dagger, Tracey S. & Smith, Michael S., 2011. "Forecasting television ratings," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1215-1240, October.
- Peter J. Danaher & Michael S. Smith, 2011. "Rejoinder--Estimation Issues for Copulas Applied to Marketing Data," Marketing Science, INFORMS, vol. 30(1), pages 25-28, 01-02.
- Smith, Michael S. & Kauermann, Göran, 2011. "Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1846-1862.
- Frankel, David M. & Volij, Oscar, 2011.
"Measuring school segregation,"
Journal of Economic Theory, Elsevier, vol. 146(1), pages 1-38, January.
- Frankel, David M. & Volij, Oscar, 2011. "Measuring school segregation," ISU General Staff Papers 201101010800001040, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2010. "Measuring school segregation," ISU General Staff Papers 201008040700001130, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2011. "Measuring School Segregation," Staff General Research Papers Archive 35115, Iowa State University, Department of Economics.
- Frankel, David M. & Volij, Oscar, 2010. "Measuring School Segregation," Staff General Research Papers Archive 31808, Iowa State University, Department of Economics.
- Tomohiro Ando & Ruey S. Tsay, 2011.
"Quantile regression models with factor‐augmented predictors and information criterion,"
Econometrics Journal, Royal Economic Society, vol. 14(1), pages 1-24, February.
- Tomohiro Ando & Ruey S. Tsay, 2011. "Quantile regression models with factor‐augmented predictors and information criterion," Econometrics Journal, Royal Economic Society, vol. 14, pages 1-24, February.
2010
- Panagiotelis, Anastasios & Smith, Michael, 2010. "Bayesian skew selection for multivariate models," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1824-1839, July.
- Smith, Michael & Min, Aleksey & Almeida, Carlos & Czado, Claudia, 2010. "Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1467-1479.
- de Fontenay, Catherine C. & Gans, Joshua S. & Groves, Vivienne, 2010. "Exclusivity, competition and the irrelevance of internal investment," International Journal of Industrial Organization, Elsevier, vol. 28(4), pages 336-340, July.
- Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
- Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
- Zellner, Arnold & Ando, Tomohiro, 2010. "Rejoinder," International Journal of Forecasting, Elsevier, vol. 26(2), pages 439-442, April.
- Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.
2009
- Ando, Tomohiro, 2009. "Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1925-1939, April.
- Ando, Tomohiro, 2009. "Bayesian portfolio selection using a multifactor model," International Journal of Forecasting, Elsevier, vol. 25(3), pages 550-566, July.
- Ando, Tomohiro, 2009. "Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1717-1726, September.
- Tomohiro Ando & Sadanori Konishi, 2009. "Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 331-353, June.
- Tomohiro Ando & Ruey S. Tsay, 2009.
"Model selection for generalized linear models with factor‐augmented predictors,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 207-235, May.
- T. Ando & R. S. Tsay, 2009. "‘Model selection for generalized linear models with factor‐augmented predictors’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 243-246, May.
2008
- Alan Moran, 2008. "The emergence of Australia's electricity market," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 29(1/2), pages 88-108.
- Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models," Journal of Econometrics, Elsevier, vol. 143(2), pages 291-316, April.
- Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, vol. 24(4), pages 710-727.
- David M. Frankel, 2008.
"Adaptive Expectations And Stock Market Crashes,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
- David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
- Frankel, David M., 2008. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 31688, Iowa State University, Department of Economics.
- Frankel, David M., 2007. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 12817, Iowa State University, Department of Economics.
- Catherine C. De Fontenay & Joshua S. Gans, 2008. "A bargaining perspective on strategic outsourcing and supply competition," Strategic Management Journal, Wiley Blackwell, vol. 29(8), pages 819-839, August.
- Tomohiro Ando, 2008. "Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 763-780, December.
- John, A.Andrew & Wolman, Alexander L., 2008. "Steady-state equilibrium with state-dependent pricing," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 383-405, March.
2007
- Boǧaçhan Çelen & Saltuk Özertürk, 2007. "Implications of Executive Hedge Markets for Firm Value Maximization," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 16(2), pages 319-349, June.
- Glenn Hoetker & Anand Swaminathan & Will Mitchell, 2007. "Modularity and the Impact of Buyer-Supplier Relationships on the Survival of Suppliers," Management Science, INFORMS, vol. 53(2), pages 178-191, February.
- Smith, Michael & Fahrmeir, Ludwig, 2007. "Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 417-431, June.
- Tomohiro Ando, 2007. "Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models," Biometrika, Biometrika Trust, vol. 94(2), pages 443-458.
2006
- Bennedsen, Morten & Feldmann, Sven E., 2006.
"Informational lobbying and political contributions,"
Journal of Public Economics, Elsevier, vol. 90(4-5), pages 631-656, May.
- Morten Bennedsen & Sven E. Feldmann, 2000. "Informational Lobbying and Political Contributions," CIE Discussion Papers 2000-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
- Bennedsen, Morten & Feldmann, Sven E., 2000. "Informational Lobbying And Political Contributions," Working Papers 08-2000, Copenhagen Business School, Department of Economics.
- Morten Bennedsen & Sven E. Feldmann, 2006.
"Lobbying Bureaucrats,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(4), pages 643-668, December.
- Bennedsen, Morten & Feldmann, Sven E., 2007. "Lobbying Bureaucrats," Working Papers 04-2004, Copenhagen Business School, Department of Economics.
- Thomas Mellewigt & Glenn Hoetker & Antoinette Weibel, 2006. "Editorial. Governing Interorganizational Relationships: Balancing Formal Governance Mechanisms and Trust," management revue. Socio-economic Studies, Rainer Hampp Verlag, vol. 17(1), pages 5-8.
- Tom Ginsburg & Glenn Hoetker, 2006. "The Unreluctant Litigant? An Empirical Analysis of Japan’s Turn to Litigation," The Journal of Legal Studies, University of Chicago Press, vol. 35(1), pages 31-59, January.
- Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006. "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, vol. 127(1), pages 74-116, March.
- Michael Smith & Andrew Pitts, 2006. "Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 425-451.
2005
- Boğaçhan Çelen & Shachar Kariv, 2005. "An experimental test of observational learning under imperfect information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(3), pages 677-699, October.
- Douglas Gale & Onur Özgür, 2005. "Are Bank Capital Ratios too High or too Low? Incomplete Markets and Optimal Capital Structure," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 690-700, 04/05.
- Frankel David M & Burdzy Krzysztof, 2005.
"Shocks and Business Cycles,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 5(1), pages 1-88, March.
- Frankel, D.M., 2001. "Shocks and Business Cycles," Papers 2001-10, Tel Aviv.
- Frankel, David M. & Burdzy, Krzysztof, 2005. "Shocks and Business Cycles," Staff General Research Papers Archive 12274, Iowa State University, Department of Economics.
- Catherine C. de Fontenay & Joshua S. Gans, 2005.
"Vertical Integration in the Presence of Upstream Competition,"
RAND Journal of Economics, The RAND Corporation, vol. 36(3), pages 544-572, Autumn.
- Joshua Gans & Catherine de Fontenay, 2004. "Vertical Integration in the Presence of Upstream Competition," Econometric Society 2004 North American Winter Meetings 7, Econometric Society.
- Catherine C. de Fontenay & Joshua S. Gans, 2004. "Vertical Integration in the Presence of Upstream Competition," Department of Economics - Working Papers Series 904, The University of Melbourne.
- de Fontenay, Catherine C. & Gans, Joshua S., 2005. "Optional fixed fees in multilateral vertical relations," Economics Letters, Elsevier, vol. 88(2), pages 184-189, August.
- De Fontenay Catherine C. & Gans Joshua S., 2005. "Vertical Integration and Competition Between Networks," Review of Network Economics, De Gruyter, vol. 4(1), pages 1-15, March.
2004
- Celen, Bogachan & Kariv, Shachar, 2004. "Observational learning under imperfect information," Games and Economic Behavior, Elsevier, vol. 47(1), pages 72-86, April.
- Bogaçhan Çelen & Shachar Kariv, 2004. "Distinguishing Informational Cascades from Herd Behavior in the Laboratory," American Economic Review, American Economic Association, vol. 94(3), pages 484-498, June.
- de Fontenay, Catherine C. & Gans, Joshua S., 2004. "Can vertical integration by a monopsonist harm consumer welfare?," International Journal of Industrial Organization, Elsevier, vol. 22(6), pages 821-834, June.
- de Fontenay, Catherine C., 2004. "The dual role of market power in the Big Push: from evidence to theory," Journal of Development Economics, Elsevier, vol. 75(1), pages 221-238, October.
- Sadanori Konishi, 2004. "Bayesian information criteria and smoothing parameter selection in radial basis function networks," Biometrika, Biometrika Trust, vol. 91(1), pages 27-43, March.
2003
- Cottet R. & Smith M., 2003. "Bayesian Modeling and Forecasting of Intraday Electricity Load," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 839-849, January.
- Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003.
"Equilibrium selection in global games with strategic complementarities,"
Journal of Economic Theory, Elsevier, vol. 108(1), pages 1-44, January.
- David M. Frankel & Stephen Morris & Ady Pauzner, 2000. "Equilibrium Selection in Global Games with Strategic Complementarities," Econometric Society World Congress 2000 Contributed Papers 1490, Econometric Society.
- David M. Frankel & Stephen Morris & Ady Pauzner, 2001. "Equilibrium Selection in Global Games with Strategic Complementarities," Cowles Foundation Discussion Papers 1336, Cowles Foundation for Research in Economics, Yale University.
- Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003. "Equilibrium Selection in Global Games with Strategic Complementarities," ISU General Staff Papers 200301010800001098, Iowa State University, Department of Economics.
- Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003. "Equilibrium Selection in Global Games with Strategic Complementarities," Staff General Research Papers Archive 11920, Iowa State University, Department of Economics.
- Catherine C. de Fontenay & Joshua S. Gans, 2003. "Organizational Design and Technology Choice under Intrafirm Bargaining: Comment," American Economic Review, American Economic Association, vol. 93(1), pages 448-455, March.
2002
- Morten Bennedsen & Sven E. Feldmann, 2002.
"Lobbying Legislatures,"
Journal of Political Economy, University of Chicago Press, vol. 110(4), pages 919-948, August.
- Bennedsen, Morten & Feldmann, Sven E., 2000. "Lobbying Legislatures," Working Papers 07-2000, Copenhagen Business School, Department of Economics.
- Morten Bennedsen & Sven E. Feldmann, 2000. "Lobbying Legislatures," CIE Discussion Papers 2000-04, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
- Bennedsen Morten & Feldmann Sven E., 2002.
"Lobbying and Legislative Organization: The Effect of the Vote of Confidence Procedure,"
Business and Politics, De Gruyter, vol. 4(2), pages 1-18, August.
- Bennedsen, Morten & Feldmann, Sven E., 2002. "Lobbying and Legislative Organization The Effect of the Vote of Confidence Procedure," Working Papers 01-2002, Copenhagen Business School, Department of Economics.
- Smith M. & Kohn R., 2002. "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1141-1153, December.
- Frankel, David M. & Pauzner, Ady, 2002.
"Expectations and the Timing of Neighborhood Change,"
Journal of Urban Economics, Elsevier, vol. 51(2), pages 295-314, March.
- Frankel, David M. & Pauzner, Ady, 2002. "Expectations and the Timing of Neighborhood Change," Staff General Research Papers Archive 11921, Iowa State University, Department of Economics.
- Catherine De Fontenay & Tue Gørgens & Haoming Liu, 2002. "The Role of Mobility in Offsetting Inequality: A Nonparametric Exploration of the CPS," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 48(3), pages 347-370, September.
- Glomm, Gerhard & John, Andrew, 2002. "Homelessness and labor markets," Regional Science and Urban Economics, Elsevier, vol. 32(5), pages 591-606, September.
2001
- Burdzy, Krzysztof & Frankel, David M & Pauzner, Ady, 2001.
"Fast Equilibrium Selection by Rational Players Living in a Changing World,"
Econometrica, Econometric Society, vol. 69(1), pages 163-189, January.
- Frankel, David M. & Burdzy, Krzysztof & Pauzner, Ady, 2001. "Fast Equilibrium Selection by Rational Players Living in a Changing World," Staff General Research Papers Archive 11923, Iowa State University, Department of Economics.
- Burdzy, K & Frankel, D-M & Pauzner, A, 1997. "Fast Equilibrium Selection by Rational Players Living in a Changing World," Papers 7-97, Tel Aviv.
- Frankel, David M. & Gould, Eric D., 2001.
"The Retail Price of Inequality,"
Journal of Urban Economics, Elsevier, vol. 49(2), pages 219-239, March.
- David M. Frankel, 2000. "The Retail Price of Inequality," Econometric Society World Congress 2000 Contributed Papers 0577, Econometric Society.
- Frankel, D.M., 1996. "The (Retail) Price of Inequality," Papers 23-96, Tel Aviv.
- Frankel, David M. & Gould, Eric, 2001. "The Retail Price of Inequality," Staff General Research Papers Archive 11922, Iowa State University, Department of Economics.
- Catherine de Fontenay & Kieron J. Meagher, 2001. "original papers : Returns to scale in one-shot information processing when hours count," Review of Economic Design, Springer;Society for Economic Design, vol. 6(1), pages 113-124.
2000
- Smith, Michael, 2000. "Modeling and Short-term Forecasting of New South Wales Electricity System Load," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 465-478, October.
- Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000.
"Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data,"
Journal of Business Research, Elsevier, vol. 49(3), pages 229-244, September.
- Smith, M. & Mathur, S. & Kohn, R., "undated". "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper _010, Australian Graduate School of Management.
- Smith, M. & Mathur, S.K. & Kohn, R., 1997. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers 13/97, Monash University, Department of Econometrics and Business Statistics.
- Smith, Michael & Kohn, Robert, 2000.
"Nonparametric seemingly unrelated regression,"
Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
- Smith, M. & Kohn, R., 1998. "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers 7/98, Monash University, Department of Econometrics and Business Statistics.
- David Frankel & Ady Pauzner, 2000.
"Resolving Indeterminacy in Dynamic Settings: The Role of Shocks,"
The Quarterly Journal of Economics, Oxford University Press, vol. 115(1), pages 285-304.
- Frankel, David M. & Pauzner, Ady, 2000. "Resolving Indeterminacy in Dynamic Settings: The Role of Shocks," Staff General Research Papers Archive 11924, Iowa State University, Department of Economics.
- Russell Cooper & Andrew John, 2000. "Imperfect competition and macroeconomics : Theory and quantitative implications," Cahiers d'Économie Politique, Programme National Persée, vol. 37(1), pages 289-328.
1998
- Michael Smith & Chi‐Ming Wong & Robert Kohn, 1998.
"Additive nonparametric regression with autocorrelated errors,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 311-331.
- Smith, M. & Wong, C.M. & Kohn, R., 1996. "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers 19/96, Monash University, Department of Econometrics and Business Statistics.
- Frankel, David M., 1998.
"Transitional Dynamics of Optimal Capital Taxation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 2(4), pages 492-503, December.
- Frankel, David M., 1998. "Transitional Dynamics of Optimal Capital Taxation," Staff General Research Papers Archive 11926, Iowa State University, Department of Economics.
- Frankel, David M., 1998.
"Creative Bargaining,"
Games and Economic Behavior, Elsevier, vol. 23(1), pages 43-53, April.
- Frankel, David M., 1998. "Creative Bargaining," Staff General Research Papers Archive 11927, Iowa State University, Department of Economics.
- Frankel, David M., 1998.
"A Pecuniary Reason for Income Mixing,"
Journal of Urban Economics, Elsevier, vol. 44(1), pages 158-169, July.
- Frankel, D.M., 1995. "A Pecuniary Reason for Income Mixing," Papers 20-95, Tel Aviv.
- Frankel, David M., 1998. "A Pecuniary Reason for Income Mixing," Staff General Research Papers Archive 11925, Iowa State University, Department of Economics.
1997
- A. Andrew John & Rowena A. Pecchenino, 1997. "International and Intergenerational Environmental Externalities," Scandinavian Journal of Economics, Wiley Blackwell, vol. 99(3), pages 371-387, September.
1996
- Smith, Michael & Kohn, Robert, 1996.
"Nonparametric regression using Bayesian variable selection,"
Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
- Smith, M. & Kohn, R., "undated". "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
1995
- John, A. & Pecchenino, R. & Schimmelpfennig, D. & Schreft, S., 1995. "Short-lived agents and the long-lived environment," Journal of Public Economics, Elsevier, vol. 58(1), pages 127-141, September.
1994
- John, A & Pecchenino, R, 1994. "An Overlapping Generations Model of Growth and the Environment," Economic Journal, Royal Economic Society, vol. 104(427), pages 1393-1410, November.
1993
- John, A Andrew & Pecchenino, Rowena A & Schreft, Stacey L, 1993. "The Macroeconomics of Dr. Strangelove," American Economic Review, American Economic Association, vol. 83(1), pages 43-62, March.
1991
- John, Andrew, 1991. "Employment Fluctuations in a Share Economy," Oxford Economic Papers, Oxford University Press, vol. 43(1), pages 75-84, January.
1989
- John, Andrew, 1989. "Incentives, cooperation and risk sharing: Economic and psychological perspectives on employment contracts : , Ed., Totowa, NJ: Rowman and Littlefield, 1987. xvi + 239 pp., index, $45.00," Journal of Comparative Economics, Elsevier, vol. 13(4), pages 617-620, December.
1988
- Russell Cooper & Andrew John, 1988.
"Coordinating Coordination Failures in Keynesian Models,"
The Quarterly Journal of Economics, Oxford University Press, vol. 103(3), pages 441-463.
- Russell Cooper & John Andrew, 1985. "Coordinating Coordination Failures in Keynesian Models," Cowles Foundation Discussion Papers 745R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1985.
1986
- Nordhaus, William & John, Andrew, 1986.
"The share economy: A symposium,"
Journal of Comparative Economics, Elsevier, vol. 10(4), pages 414-415, December.
- John Andrew & William D. Nordhaus, 1986. "The Share Economy: A Symposium," Cowles Foundation Discussion Papers 783, Cowles Foundation for Research in Economics, Yale University.
1983
- Andrew John, 1983. "The Major-General Theory," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 6(1), pages 122-124, September.
Software components
2007
- Glenn Hoetker, 2007. "COMPLOGIT: Stata module to compare logit coefficients across groups," Statistical Software Components S456828, Boston College Department of Economics.
2003
- Glenn Hoetker, 2003. "MKCORR: Stata module to generate correlation table formatted for easy inclusion in articles," Statistical Software Components S434601, Boston College Department of Economics, revised 19 Mar 2014.