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Publications

by members of

University of Melbourne → Melbourne Business School

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

2026

  1. Tomohiro Ando & Tadao Hoshino & Ruey Tsay, 2026, "Quantile Vector Autoregression without Crossing," Papers, arXiv.org, number 2601.04663, Jan, revised Jul 2026.
  2. Fu Ouyang & Thomas T. Yang & Wenying Yao, 2026, "Uncovering Sparse Financial Networks with Information Criteria," Papers, arXiv.org, number 2601.03598, Jan, revised Jan 2026.

2025

  1. Tomohiro Ando & Tadao Hoshino, 2025, "Dynamic Network Autoregressive Models for Functional Panel Data," Papers, arXiv.org, number 2502.13431, Feb, revised Jul 2026.
  2. Tomohiro Ando & Jushan Bai & Kunpeng Li & Yong Song, 2025, "Bayesian inference for dynamic spatial quantile models with interactive effects," Papers, arXiv.org, number 2503.00772, Mar, revised Jun 2025.
  3. Ando, Tomohiro & Bailey, Natalia & Rambaldi, Alicia & Shukla, Jyoti & Tirumala, Raghu & Tiwari, Piyush, 2025, "Towards sustainable housing market: A simple distributional analysis of Australia," MPRA Paper, University Library of Munich, Germany, number 126530, Oct.
  4. Hilde C. Bjørnland & Jamie L. Cross & Jonas Hölz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2025, Mar.

2024

  1. Mabel Andalón & Catherine de Fontenay & Donna K. Ginther & Kwanghui Lim, 2024, "The Rise of Teamwork and Career Prospects in Academic Science," NBER Working Papers, National Bureau of Economic Research, Inc, number 32827, Aug.
  2. Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
  3. Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024, "Taylor Rules with Endogenous Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2024, May.
  4. Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen, 2024, "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2024, Jul.
  5. Jamie L. Cross & Aubrey Poon & Wenying Yao & Dan Zhu, 2024, "A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2024, Jul.
  6. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2024, Dec.
  7. Jamie Cross & Lennart Hoogerheide & Herman van Dijk, 2024, "Time-Varying Factor Model Components for Effective Momentum Strategy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-068/III, Nov.
  8. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024, "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-074/III, Dec.

2023

  1. Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023, "Monetary policy shocks and exchange rate dynamics in small open economies," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2023-04 Classification-C3, Jul.
  2. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2023, Feb.
  3. Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023, "Oil and the Stock Market Revisited: A mixed functional VAR approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2023, Mar.
  4. Øistein Røisland & Tommy Sveen & Ragnar Torvik, 2023, "The interplay between monetary and fiscal policy in a small open economy," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2023, Aug.
  5. Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer, 2023, "The Drivers of Emission Reductions in the European Carbon Market," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2023, Sep.
  6. Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023, "A Bayesian DSGE Approach to Modelling Cryptocurrency," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2023, Sep.
  7. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023, "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2023, Jun.
  8. Jamie L. Cross & Aubrey Poon & Dan Zhu, 2023, "Uncertainty and the Term Structure of Interest Rates," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 12/2023, Oct.
  9. Nalan Basturk & Jamie Cross & Peter de Knijff & Lennart Hoogerheide & Paul Labonne & Herman K van Dijk, 2023, "BayesMultiMode: Bayesian Mode Inference in R," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-041/III, Jul.
  10. Lars Winkelmann & Wenying Yao, 2023, "Tests for Jumps in Yield Spreads," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0024, Sep, DOI: 10.48462/opus4-5073.

2021

  1. Ando, Tomohiro & Bai, Jushan, 2021, "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper, University Library of Munich, Germany, number 111431, Dec.
  2. 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, Norges Bank, number 2021/3, Jun.
  3. Jamie L. Cross & Chenghan Hou & Gary Koop, 2021, "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2021, Jun.
  4. 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, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2021, Nov.

2020

  1. Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020, "Inflation expectations and the pass-through of oil prices," Working Paper, Norges Bank, number 2020/5, Jun.
  2. Bo Zhang & Jamie Cross & Na Guo, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2020, Nov.
  3. 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, arXiv.org, number 2005.07430, May, revised Apr 2021.
  4. Gomis-Porqueras, Pedro & Rafiq, Shuddhasattwa & Yao, Wenying, 2020, "The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets," MPRA Paper, University Library of Munich, Germany, number 102781, Aug.
  5. Winkelmann, Lars & Yao, Wenying, 2020, "Cojump anchoring," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/17, DOI: 10.17169/refubium-28418.

2019

  1. Tomohiro Ando & Jushan Bai & Mitohide Nishimura & Jun Yu, 2019, "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2019, Jul.
  2. Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019, "New Kid on the Block? China vs the US in World Oil Markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2019, Apr.
  3. Tiziano Arduini & Alberto Bisin & Onur Özgür & Eleonora Patacchini, 2019, "Dynamic Social Interactions and Health Risk Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 26223, Sep.

2018

  1. Ando, Tomohiro & Bai, Jushan, 2018, "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper, University Library of Munich, Germany, number 88765, Jun.
  2. Jamie L. Cross & Chenghan Hou & Bao H. Nguyen, 2018, "On the China factor in international oil markets: A regime switching approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2018.
  3. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018, "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 12/2018, Nov.
  4. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018, "International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-16, Apr.
  5. 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, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
  6. Michael Stanley Smith & Thomas S. Shively, 2018, "Econometric Modeling of Regional Electricity Spot Prices in the Australian Market," Papers, arXiv.org, number 1804.08218, Apr.

2017

  1. 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, IZA Network @ LISER, number 10765, May.
  2. Ruben Loaiza-Maya & Michael Stanley Smith, 2017, "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series," Papers, arXiv.org, number 1712.09150, Dec, revised Jul 2018.
  3. Rub'en Loaiza-Maya & Michael S. Smith & Worapree Maneesoonthorn, 2017, "Time Series Copulas for Heteroskedastic Data," Papers, arXiv.org, number 1701.07152, Jan.

2016

  1. Andrew John & Ian King, 2016, "Secret Search," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 571, Sep.
    • 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, volume 61, issue 1, pages 3-35, February, DOI: 10.1111/iere.12415.

2015

  1. Frankel, David M., 2015, "Insuring Customers of a Unionized Firm Against Loss of Network Benefits," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 38580, Feb.
  2. 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, HEC Paris, number 1095, Oct.
  3. Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015, "High frequency characterization of Indian banking stocks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-04, Feb.
  4. 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, University of Tasmania, Tasmanian School of Business and Economics, number 2015-05.

2014

  1. 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, IZA Network @ LISER, number 7900, Jan.
  2. 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, The World Bank, number 7081, Nov.
  3. Ando, Tomohiro & Bai, Jushan, 2014, "A simple new test for slope homogeneity in panel data models with interactive effects," MPRA Paper, University Library of Munich, Germany, number 60795, Dec.
  4. Frankel, David M., 2014, "Optimal Insurance for Small Stakeholders," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37551, Apr.
  5. 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, Monash University, Department of Econometrics and Business Statistics, number 22/14.
  6. Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014, "Forecasting with EC-VARMA models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-07, Feb, revised 22 Feb 2014.
  7. 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, University of Tasmania, Tasmanian School of Business and Economics, number 2014-14.

2013

  1. Bai, Jushan & Ando, Tomohiro, 2013, "Panel data models with grouped factor structure under unknown group membership," MPRA Paper, University Library of Munich, Germany, number 52782, Dec.
  2. 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, University Library of Munich, Germany, number 52785, Jul, revised Dec 2013.
  3. Frankel, David M., 2013, "Recurrent Crises in Global Games," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36072, Mar.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 5/13.

2012

  1. 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, Tinbergen Institute, number 12-098/III, Sep.
  2. D.S. Poskitt & Wenying Yao, 2012, "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/12, Apr.

2011

  1. Andalón, Mabel & Fields, Gary S., 2011, "A Labor Market Approach to the Crisis of Health Care Professionals in Africa," IZA Discussion Papers, IZA Network @ LISER, number 5483, Feb.
  2. 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, Tinbergen Institute, number 11-137/4, Sep.
  3. 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, CESifo, number 3496.
  4. Frankel, David M. & Jin, Yu, 2011, "Securitization and Lending Competition," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34868, Nov.
  5. Onur Ozgur & Alberto Bisin, 2011, "Dynamic linear economies with social interactions," Levine's Working Paper Archive, David K. Levine, number 786969000000000036, Apr.
  6. ÖZGÜR, Onur, 2011, "A Model of Dynamic Liquidity Contracts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2011-06.

2010

  1. Mariana Blanco & Bogachan Celen & Andrew Schotter, 2010, "On blame-freeness and reciprocity: an experimental study," Documentos de Trabajo, Universidad del Rosario, number 7270, Jun.
  2. David M. Frankel, 2010, "Rent Seeking and Economic Fragility," Levine's Bibliography, UCLA Department of Economics, number 661465000000000159, Sep.
  3. Frankel, David M., 2010, "Shocks and Crises in the Long Run," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31687, Jul.
  4. Frankel, David M. & Volij, Oscar, 2010, "Measuring School Segregation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31808, Aug.
  5. Onur Ozgur, 2010, "Local Interactions," CIRANO Working Papers, CIRANO, number 2010s-37, Sep.

2009

  1. 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, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2009-08, Nov.

2008

  1. Andalón, Mabel & Pagés, Carmen, 2008, "Minimum Wages in Kenya," IZA Discussion Papers, IZA Network @ LISER, number 3390, Mar.
  2. David M. Frankel & Oscar Volij, 2008, "Scale-Invariant Measures of Segregation," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0814.
  3. Frankel, David M. & Volij, Oscar, 2008, "An Axiomatization of the Multigroup Atkinson Segregation Indices," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12902, Apr.

2007

  1. Bogachan Celen & Kyle Hyndman, 2007, "Endogenous Network Formation in the Laboratory," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0701, Jan.
  2. Bogachan Celen & Shachar Kariv & Andrew Schotter, 2007, "An Experimental Test of Advice and Social Functioning," Working Papers, New York University, Center for Experimental Social Science, number 0021, Feb.
  3. Bennedsen, Morten & Feldmann, Sven E., 2007, "Lobbying Bureaucrats," Working Papers, Copenhagen Business School, Department of Economics, number 04-2004, Jan.
  4. David M. Frankel & Oscar Volij, 2007, "Measuring Segregation," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0703.
  5. Frankel, David M., 2007, "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12817, May.
  6. Frankel, David M., 2007, "How Does Family Structure Affect Children's Outcomes? Evidence from the Civil War," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12819, May.
  7. Onur Ozgur & Alberto Bisin, 2007, "Dynamic Social Interactions: Identification and Characterization," 2007 Meeting Papers, Society for Economic Dynamics, number 402.

2005

  1. Hoetker, Glenn & Agarwal, Rajshree, 2005, "Death Hurts, But It Isn't Fatal: The Postexit Diffusion of Knowledge Created by Innovative Companies," Working Papers, University of Illinois at Urbana-Champaign, College of Business, number 05-0100.
  2. Alexander L. Wolman & A. Andrew John, 2005, "Sychronization and Staggering in a Model of State-Dependent Pricing," Computing in Economics and Finance 2005, Society for Computational Economics, number 456, Nov.
  3. Onur Ozgur & Alberto Bisin, 2005, "The Local Dynamics of Culture," 2005 Meeting Papers, Society for Economic Dynamics, number 238.

2004

  1. Catherine de Fontenay & Joshua Gans, 2004, "Sequential Bilateral Bargaining and the Shapley value," Econometric Society 2004 Australasian Meetings, Econometric Society, number 84, Aug.
  2. Joshua Gans & Catherine de Fontenay, 2004, "Vertical Integration in the Presence of Upstream Competition," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 7, Aug.
  3. David M. Frankel, 2004, "Was the Late 19th Century a Golden Age of Racial Integration?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 167, Aug.
  4. Hoetker, Glenn, 2004, "Confounded Coefficients: Accurately Comparing Logit and Probit Coefficients across Groups," Working Papers, University of Illinois at Urbana-Champaign, College of Business, number 03-0100, Oct.
  5. Hoetker, Glenn & Mellewigt, Thomas, 2004, "Choice and Performance of Governance Mechanisms: Matching Contractual and Relational Governance to Sources of Asset Specificity," Working Papers, University of Illinois at Urbana-Champaign, College of Business, number 04-0118, Nov.
  6. A. Andrew John & Alexander L. Wolman, 2004, "An inquiry into the existence and uniqueness of equilibrium with state-dependent pricing," Working Paper, Federal Reserve Bank of Richmond, number 04-04.
  7. 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, Econometric Society, number 333, Aug.

2002

  1. Bennedsen, Morten & Feldmann, Sven E., 2002, "Lobbying and Legislative Organization The Effect of the Vote of Confidence Procedure," Working Papers, Copenhagen Business School, Department of Economics, number 01-2002, Jan.
  2. Frankel, David M. & Pauzner, Ady, 2002, "Expectations and the Timing of Neighborhood Change," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11921, Jan.
  3. Swaminathan, Anand & Hoetker, Glenn & Mitchell, Will, 2002, "Network Structure and Business Survival: The Case of U.S. Automobile Component Suppliers," Working Papers, University of Illinois at Urbana-Champaign, College of Business, number 02-0105, Feb.
  4. Hoetker, Glenn, 2002, "How Much You Know versus How Well I Know You: Selecting a Supplier for a Technically Innovative Component," Working Papers, University of Illinois at Urbana-Champaign, College of Business, number 02-0106.
  5. Hoetker, Glenn, 2002, "Do Modular Products Lead to Modular Organizations?," Working Papers, University of Illinois at Urbana-Champaign, College of Business, number 02-0130.

2001

  1. David M. Frankel & Stephen Morris & Ady Pauzner, 2001, "Equilibrium Selection in Global Games with Strategic Complementarities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1336, Nov.
  2. Frankel, D.M., 2001, "Shocks and Business Cycles," Papers, Tel Aviv, number 2001-10.
  3. Frankel, D.M., 2001, "Payoff Shocks and Equilibrium Selection with Endogenous Flexibility," Papers, Tel Aviv, number 2001-9.

2000

  1. Bennedsen, Morten & Feldmann, Sven E., 2000, "Lobbying Legislatures," Working Papers, Copenhagen Business School, Department of Economics, number 07-2000, Jun.
  2. Bennedsen, Morten & Feldmann, Sven E., 2000, "Informational Lobbying And Political Contributions," Working Papers, Copenhagen Business School, Department of Economics, number 08-2000, Jun.
  3. David M. Frankel, 2000, "The Retail Price of Inequality," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0577, Aug.
  4. David M. Frankel, 2000, "Dynamic Equilibrium Selection: A General Uniqueness Result," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1526, Aug.
  5. Frankel, David M. & Pauzner, Ady, 2000, "Resolving Indeterminacy in Dynamic Settings: The Role of Shocks," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11924, Jan.

1999

  1. de Fontenay, C., 1999, "Institutions, Market Power and the Big Push: the Case of Agro-Exports in Northern Honduras," Papers, New South Wales - School of Economics, number 99/11.
  2. de Fontenay, C. & Gans, J.S., 1999, "Extending Market Power through Vertical Integration," Papers, New South Wales - School of Economics, number 99/2.
  3. de Fontenay, C. & Meagher, K.J., 1999, "Returns to Scale in One-Shot Information Processing When Hours Count," Papers, New South Wales - School of Economics, number 99/8.
  4. Morten Bennedsen & Sven Feldmann, 1999, "Legislative Structure, Incentives, and Informational Lobbying," Working Papers, Harris School of Public Policy Studies, University of Chicago, number 9927, Dec.

1998

  1. Morten Bennedsen & Sven Feldmann, 1998, "Persuasion Through the Purse: How Political Contributions Crowd Out Information," Working Papers, Harris School of Public Policy Studies, University of Chicago, number 9801, Mar.
  2. Frankel, David M., 1998, "Transitional Dynamics of Optimal Capital Taxation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11926, Jan.
  3. Frankel, David M., 1998, "Creative Bargaining," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11927, Jan.
  4. Smith, M. & Kohn, R., 1998, "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/98.
  5. Smith, M. & Yau, P. & Shively, T. & Kohn, R., 1998, "Estimating Long-Term Trends in Tropospheric Ozone Levels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/98.

1997

  1. Burdzy, K & Frankel, D-M & Pauzner, A, 1997, "Fast Equilibrium Selection by Rational Players Living in a Changing World," Papers, Tel Aviv, number 7-97.
  2. Burdzy, K & Frankel, D-M & Pauzner, A, 1997, "On the Time and Direction of Stochastic Bifurcation," Papers, Tel Aviv, number 8-97.
  3. A. Andrew John & Kei-Mu Yi, 1997, "Language, learning, and location," Staff Reports, Federal Reserve Bank of New York, number 26.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 6/97.

1996

  1. Smith, M. & Wong, C.M. & Kohn, R., 1996, "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/96.

1995

  1. Frankel, D.M., 1995, "A Pecuniary Reason for Income Mixing," Papers, Tel Aviv, number 20-95.
  2. Frankel, D.M., 1995, "A Simple Model of Creative Bargaining," Papers, Tel Aviv, number 22-95.

1991

  1. Frankel, David M., 1991, "Class, Social Networks, and Labour Party Support in Great Britain," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11928, Sep.

1990

  1. John, A. & Pecchenino, R. & Schmmelpfennig, D. & Schreft, S., 1990, "External Increasing Returns , Short-Lived Agents and Long- Lived Waste," Papers, Michigan State - Econometrics and Economic Theory, number 8903.

1988

  1. John, A., 1988, "Macroeconomic Externalities From Search And Imperfect Competition," Papers, Michigan State - Econometrics and Economic Theory, number 8807.

1986

  1. John Andrew & William D. Nordhaus, 1986, "The Share Economy: A Symposium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 783, Feb.

1985

  1. Russell Cooper & John Andrew, 1985, "Coordinating Coordination Failures in Keynesian Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 745R, Apr, revised Jul 1985.

Undated

  1. Smith, M. & Chi-Ming Wong & Kohn, R., undated, "Additive Nonparametric Regression for Time Series," Statistics Working Paper, Australian Graduate School of Management, number _008.
  2. Smith, M. & Sheather S. & Kohn, R., undated, "Finite sample performance of robust Bayesian regression," Statistics Working Paper, Australian Graduate School of Management, number _011.
  3. Smith, M. & Mathur, S. & Kohn, R., undated, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper, Australian Graduate School of Management, number _010.
  4. Smith, M. & Kohn, R., undated, "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper, Australian Graduate School of Management, number _009.

Journal articles

2025

  1. Daisung Jang & Jack Zhang & Hillary Anger Elfenbein, 2025, "Menstrual cycle effects on cognitive performance: A meta-analysis," PLOS ONE, Public Library of Science, volume 20, issue 3, pages 1-25, March, DOI: 10.1371/journal.pone.0318576.

2024

  1. Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M., 2024, "Scenario-based quantile connectedness of the U.S. interbank liquidity risk network," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105786.
  2. Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K., 2024, "Bayesian mode inference for discrete distributions in economics and finance," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111579.
  3. Tavares Garcia, Francisco & Cross, Jamie L., 2024, "The impact of monetary policy on income inequality: Does inflation targeting matter?," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105006.
  4. Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024, "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102497.
  5. Lars Winkelmann & Wenying Yao, 2024, "Tests for Jumps in Yield Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 946-957, July, DOI: 10.1080/07350015.2023.2271039.

2023

  1. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023, "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 191-213, DOI: 10.1016/j.jeconom.2021.08.004.
  2. 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, volume 41, issue 3, pages 983-994, July, DOI: 10.1080/07350015.2022.2097913.
  3. Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023, "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.05.006.
  4. 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, volume 41, issue 2, pages 523-537, April, DOI: 10.1080/07350015.2022.2039159.
  5. 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, volume 105, issue 3, pages 733-743, May, DOI: 10.1162/rest_a_01073.
  6. Dai Quy Le & Daisung Jang, 2023, "Individual Differences and Situational Constraint Predict Information Search in Negotiation Planning," Group Decision and Negotiation, Springer, volume 32, issue 3, pages 667-699, June, DOI: 10.1007/s10726-023-09824-2.
  7. 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, volume 27, issue 4, pages 519-551, September, DOI: 10.1515/snde-2021-0018.

2022

  1. 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, volume 230, issue 1, pages 20-38, DOI: 10.1016/j.jeconom.2020.11.013.
  2. Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin, 2022, "Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks," Management Science, INFORMS, volume 68, issue 4, pages 2401-2431, April, DOI: 10.1287/mnsc.2021.3984.
  3. 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., volume 37, issue 5, pages 882-895, August, DOI: 10.1002/jae.2905.
  4. Na Guo & Bo Zhang & Jamie L. Cross, 2022, "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 316-330, March, DOI: 10.1002/for.2814.
  5. 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, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101678.
  6. Cheng, Tingting & Xing, Shuo & Yao, Wenying, 2022, "An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101820.
  7. Mardi Dungey & Jet Holloway & Abdullah Yalaman & Wenying Yao, 2022, "Characterizing financial crises using high-frequency data," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 4, pages 743-760, April, DOI: 10.1080/14697688.2022.2027504.

2021

  1. Cross, Jamie L. & Hou, Chenghan & Trinh, Kelly, 2021, "Returns, volatility and the cryptocurrency bubble of 2017–18," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105643.
  2. 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 Fry-McKibbin, Warwick McKibbin and members of the ," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105119.
  3. Peter M DeMarzo & David M Frankel & Yu Jin, 2021, "Portfolio Liquidity and Security Design with Private Information
    [Strategic liquidity supply and security design]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5841-5885.
  4. Daisung Jang & Hyeran Choi & Jeffrey Loewenstein, 2021, "Integration Through Redefinition: Revisiting the Role of Negotiators’ Goals," Group Decision and Negotiation, Springer, volume 30, issue 5, pages 1113-1131, October, DOI: 10.1007/s10726-021-09749-8.
  5. Andrew John & Onur Özgür, 2021, "Linguistic Diversity in the very Long Run," The Economic Journal, Royal Economic Society, volume 131, issue 635, pages 1186-1214.
  6. 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, volume 37, issue 2, pages 862-880, DOI: 10.1016/j.ijforecast.2020.09.012.

2020

  1. 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, volume 115, issue 529, pages 266-279, January, DOI: 10.1080/01621459.2018.1543598.
  2. 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, volume 36, issue 3, pages 899-915, DOI: 10.1016/j.ijforecast.2019.10.002.
  3. 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, volume 36, issue 4, pages 1318-1328, DOI: 10.1016/j.ijforecast.2020.01.004.
  4. Jamie L. Cross & Aubrey Poon, 2020, "On the contribution of international shocks in Australian business cycle fluctuations," Empirical Economics, Springer, volume 59, issue 6, pages 2613-2637, December, DOI: 10.1007/s00181-019-01752-y.
  5. 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, volume 61, issue 1, pages 3-35, February, DOI: 10.1111/iere.12415.
  6. 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, volume 132, issue C, pages 490-514, DOI: 10.1016/j.tra.2019.12.002.
  7. Rubén Loaiza-Maya & Michael Stanley Smith, 2020, "Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 470-486, April, DOI: 10.1080/07350015.2018.1514309.
  8. Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020, "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 314-330, September, DOI: 10.1111/1475-4932.12559.
  9. Dinesh Gajurel & Mardi Dungey & Wenying Yao & Nagaratnam Jeyasreedharan, 2020, "Jump Risk in the US Financial Sector," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 331-349, September, DOI: 10.1111/1475-4932.12565.
  10. Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.

2019

  1. Ando, Tomohiro & Sueishi, Naoya, 2019, "Regularization parameter selection for penalized empirical likelihood estimator," Economics Letters, Elsevier, volume 178, issue C, pages 1-4, DOI: 10.1016/j.econlet.2019.02.011.
  2. Ozlem Ozkok & Simon J. Bell & Jagdip Singh & Kwanghui Lim, 2019, "Frontline knowledge networks in open collaboration models for service innovations," AMS Review, Springer;Academy of Marketing Science, volume 9, issue 3, pages 268-288, December, DOI: 10.1007/s13162-018-00133-5.
  3. Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019, "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 20-40, DOI: 10.1016/j.iref.2019.02.014.

2018

  1. Tomohiro Ando, 2018, "Merchant selection and pricing strategy for a platform firm in the online group buying market," Annals of Operations Research, Springer, volume 263, issue 1, pages 209-230, April, DOI: 10.1007/s10479-015-2036-9.
  2. Saburo Ohno & Tomohiro Ando, 2018, "Stock return predictability: A factor-augmented predictive regression system with shrinkage method," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 1, pages 29-60, January, DOI: 10.1080/07474938.2014.977086.
  3. Tomohiro Ando & Jushan Bai, 2018, "Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 3, pages 183-211, March, DOI: 10.1080/07474938.2015.1092822.
  4. de Fontenay, Catherine & Wood, Callum, 2018, "Is microfinance raising village income? The issue of excess entry," Economics Letters, Elsevier, volume 165, issue C, pages 17-20, DOI: 10.1016/j.econlet.2018.01.016.
  5. Smith, Michael Stanley & Maneesoonthorn, Worapree, 2018, "Inversion copulas from nonlinear state space models with an application to inflation forecasting," International Journal of Forecasting, Elsevier, volume 34, issue 3, pages 389-407, DOI: 10.1016/j.ijforecast.2018.01.002.
  6. Rubén Loaiza‐Maya & Michael S. Smith & Worapree Maneesoonthorn, 2018, "Time series copulas for heteroskedastic data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 332-354, April, DOI: 10.1002/jae.2610.
  7. Smith, Michael Stanley & Shively, Thomas S., 2018, "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, volume 74, issue C, pages 886-903, DOI: 10.1016/j.eneco.2018.07.013.
  8. 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, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
  9. 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, volume 17, issue 2_suppl, pages 213-238, August, DOI: 10.1177/0972652718777081.

2017

  1. 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, volume 112, issue 519, pages 1182-1198, July, DOI: 10.1080/01621459.2016.1195743.
  2. Çelen, Boğaçhan & Schotter, Andrew & Blanco, Mariana, 2017, "On blame and reciprocity: Theory and experiments," Journal of Economic Theory, Elsevier, volume 169, issue C, pages 62-92, DOI: 10.1016/j.jet.2017.01.006.
  3. Frankel, David M., 2017, "Efficient ex-ante stabilization of firms," Journal of Economic Theory, Elsevier, volume 170, issue C, pages 112-144, DOI: 10.1016/j.jet.2017.04.001.
  4. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017, "On weak identification in structural VARMA models," Economics Letters, Elsevier, volume 156, issue C, pages 1-6, DOI: 10.1016/j.econlet.2017.03.035.
  5. 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, volume 40, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.11.002.
  6. D. S. Poskitt & Wenying Yao, 2017, "Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 407-419, July, DOI: 10.1080/07350015.2015.1077139.

2016

  1. 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, volume 82, issue C, pages 69-82, DOI: 10.1016/j.worlddev.2016.01.015.
  2. Tomohiro Ando & Jushan Bai, 2016, "Panel Data Models with Grouped Factor Structure Under Unknown Group Membership," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 1, pages 163-191, January.
  3. Leon Zolotoy & Andrew John, 2016, "What Cost of Capital Should You Use? The Market Has an Answer," Journal of Applied Corporate Finance, Morgan Stanley, volume 28, issue 3, pages 95-102, September.
  4. 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, volume 34, issue 3, pages 416-434, July, DOI: 10.1080/07350015.2015.1044533.
  5. Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016, "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, volume 4, issue 2, pages 1-15, June.
  6. 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., volume 31, issue 6, pages 1100-1119, September.

2015

  1. Ando, Tomohiro & Bai, Jushan, 2015, "A simple new test for slope homogeneity in panel data models with interactive effects," Economics Letters, Elsevier, volume 136, issue C, pages 112-117, DOI: 10.1016/j.econlet.2015.09.019.
  2. Tomohiro Ando & Jushan Bai, 2015, "Asset Pricing with a General Multifactor Structure," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 3, pages 556-604.
  3. David M. Frankel & Yu Jin, 2015, "Securitization and Lending Competition," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 4, pages 1383-1408.
  4. Mislin, Alexandra A. & Boumgarden, Peter A. & Jang, Daisung & Bottom, William P., 2015, "Accounting for reciprocity in negotiation and social exchange," Judgment and Decision Making, Cambridge University Press, volume 10, issue 6, pages 571-589, November.
  5. Smith, Michael Stanley, 2015, "Copula modelling of dependence in multivariate time series," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 815-833, DOI: 10.1016/j.ijforecast.2014.04.003.

2014

  1. 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, volume 65, issue 3, pages 454-465, March.
  2. 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, volume 33, issue 1-4, pages 3-35, June, DOI: 10.1080/07474938.2013.807094.
  3. Tomohiro Ando & Ruey S. Tsay, 2014, "A Predictive Approach for Selection of Diffusion Index Models," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 1-4, pages 68-99, June, DOI: 10.1080/07474938.2013.807105.
  4. Tomohiro Ando & Ker-Chau Li, 2014, "A Model-Averaging Approach for High-Dimensional Regression," Journal of the American Statistical Association, Taylor & Francis Journals, volume 109, issue 505, pages 254-265, March, DOI: 10.1080/01621459.2013.838168.
  5. 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, volume 86, issue C, pages 264-281, DOI: 10.1016/j.geb.2014.03.018.
  6. David H. Hsu & Kwanghui Lim, 2014, "Knowledge Brokering and Organizational Innovation: Founder Imprinting Effects," Organization Science, INFORMS, volume 25, issue 4, pages 1134-1153, August, DOI: 10.1287/orsc.2013.0863.
  7. 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, volume 32, issue 1, pages 14-29, January, DOI: 10.1080/07350015.2013.835729.

2013

  1. Mabel Andalón, 2013, "Clean Indoor Air Policies and Smoking in Mexico," Economic Papers, The Economic Society of Australia, volume 32, issue 1, pages 10-31, March, DOI: 10.1111/1759-3441.12020.
  2. Daisung Jang & Do-Yeong Kim, 2013, "Seeing Something New," SAGE Open, , volume 3, issue 3, pages 21582440135, August, DOI: 10.1177/2158244013500676.
  3. Subramanian, Annapoornima M. & Lim, Kwanghui & Soh, Pek-Hooi, 2013, "When birds of a feather don’t flock together: Different scientists and the roles they play in biotech R&D alliances," Research Policy, Elsevier, volume 42, issue 3, pages 595-612, DOI: 10.1016/j.respol.2012.12.002.
  4. 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, volume 29, issue 1, pages 1-12, DOI: 10.1016/j.ijforecast.2012.03.003.

2012

  1. 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, volume 56, issue 11, pages 3345-3365, DOI: 10.1016/j.csda.2010.11.028.
  2. 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, volume 8, issue 2, pages 187-206.
  3. 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, volume 53, issue 1, pages 133-156, February, DOI: j.1468-2354.2011.00674.x.
  4. Bogaçhan Çelen & Kyle Hyndman, 2012, "Social Learning Through Endogenous Information Acquisition: An Experiment," Management Science, INFORMS, volume 58, issue 8, pages 1525-1548, August, DOI: 10.1287/mnsc.1110.1506.
  5. Boğaçhan Çelen & Erkut Özbay, 2012, "Introduction to a festschrift for Andrew Schotter," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 2, pages 89-91, September, DOI: 10.1007/s10058-012-0128-4.
  6. Boğaçhan Çelen & Kyle Hyndman, 2012, "An experiment of social learning with endogenous timing," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 2, pages 251-268, September, DOI: 10.1007/s10058-012-0127-5.
  7. 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, volume 45, issue 1, pages 134-141, February, DOI: j.1467-8462.2011.00666.x.
  8. Frankel, David M., 2012, "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, volume 48, issue 5, pages 309-321, DOI: 10.1016/j.jmateco.2012.07.003.
  9. Kwanghui Lim & Brian Cu, 2012, "The effects of social networks and contractual characteristics on the relationship between venture capitalists and entrepreneurs," Asia Pacific Journal of Management, Springer, volume 29, issue 3, pages 573-596, September, DOI: 10.1007/s10490-010-9212-x.
  10. 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., volume 27, issue 3, pages 500-522, April.
  11. 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, volume 107, issue 497, pages 290-303, March, DOI: 10.1080/01621459.2011.644501.

2011

  1. Mabel Andalón, 2011, "Oportunidades to reduce overweight and obesity in Mexico?," Health Economics, John Wiley & Sons, Ltd., volume 20, issue S1, pages 1-18, September, DOI: 10.1002/hec.1773.
  2. Tomohiro Ando & Ruey S. Tsay, 2011, "Quantile regression models with factor‐augmented predictors and information criterion," Econometrics Journal, Royal Economic Society, volume 14, issue 1, pages 1-24, February.
  3. Frankel, David M. & Volij, Oscar, 2011, "Measuring school segregation," Journal of Economic Theory, Elsevier, volume 146, issue 1, pages 1-38, January.
  4. Peter J. Danaher & Michael S. Smith, 2011, "Modeling Multivariate Distributions Using Copulas: Applications in Marketing," Marketing Science, INFORMS, volume 30, issue 1, pages 4-21, 01-02, DOI: 10.1287/mksc.1090.0491.
  5. Danaher, Peter J. & Dagger, Tracey S. & Smith, Michael S., 2011, "Forecasting television ratings," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1215-1240, October.
  6. Peter J. Danaher & Michael S. Smith, 2011, "Rejoinder--Estimation Issues for Copulas Applied to Marketing Data," Marketing Science, INFORMS, volume 30, issue 1, pages 25-28, 01-02, DOI: 10.1287/mksc.1100.0604.
  7. 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, volume 45, issue 10, pages 1846-1862, DOI: 10.1016/j.trb.2011.07.003.

2010

  1. Zellner, Arnold & Ando, Tomohiro, 2010, "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 33-45, November.
  2. 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, volume 26, issue 2, pages 413-434, April.
  3. Zellner, Arnold & Ando, Tomohiro, 2010, "Rejoinder," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 439-442, April.
  4. Ando, Tomohiro & Tsay, Ruey, 2010, "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, volume 26, issue 4, pages 744-763, October.
  5. de Fontenay, Catherine C. & Gans, Joshua S. & Groves, Vivienne, 2010, "Exclusivity, competition and the irrelevance of internal investment," International Journal of Industrial Organization, Elsevier, volume 28, issue 4, pages 336-340, July.
  6. Panagiotelis, Anastasios & Smith, Michael, 2010, "Bayesian skew selection for multivariate models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 7, pages 1824-1839, July.
  7. 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, volume 105, issue 492, pages 1467-1479.

2009

  1. Ando, Tomohiro, 2009, "Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 1925-1939, April.
  2. Ando, Tomohiro, 2009, "Bayesian portfolio selection using a multifactor model," International Journal of Forecasting, Elsevier, volume 25, issue 3, pages 550-566, July.
  3. Ando, Tomohiro, 2009, "Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood," Journal of Multivariate Analysis, Elsevier, volume 100, issue 8, pages 1717-1726, September.
  4. 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, volume 61, issue 2, pages 331-353, June, DOI: 10.1007/s10463-007-0143-3.
  5. 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, volume 25, issue 3, pages 207-235, May, DOI: 10.1002/asmb.785.
  6. Kwanghui Lim, 2009, "The many faces of absorptive capacity: spillovers of copper interconnect technology for semiconductor chips," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 18, issue 6, pages 1249-1284, December.

2008

  1. 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, volume 60, issue 4, pages 763-780, December, DOI: 10.1007/s10463-008-0194-0.
  2. Catherine C. De Fontenay & Joshua S. Gans, 2008, "A bargaining perspective on strategic outsourcing and supply competition," Strategic Management Journal, Wiley Blackwell, volume 29, issue 8, pages 819-839, August, DOI: 10.1002/smj.697.
  3. 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, volume 49, issue 2, pages 595-619, May.
  4. John, A.Andrew & Wolman, Alexander L., 2008, "Steady-state equilibrium with state-dependent pricing," Journal of Monetary Economics, Elsevier, volume 55, issue 2, pages 383-405, March.
  5. Alan Moran, 2008, "The emergence of Australia's electricity market," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 29, issue 1/2, pages 88-108.
  6. Panagiotelis, Anastasios & Smith, Michael, 2008, "Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models," Journal of Econometrics, Elsevier, volume 143, issue 2, pages 291-316, April.
  7. Panagiotelis, Anastasios & Smith, Michael, 2008, "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 710-727.

2007

  1. Tomohiro Ando, 2007, "Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models," Biometrika, Biometrika Trust, volume 94, issue 2, pages 443-458.
  2. Boǧaçhan Çelen & Saltuk Özertürk, 2007, "Implications of Executive Hedge Markets for Firm Value Maximization," Journal of Economics & Management Strategy, Wiley Blackwell, volume 16, issue 2, pages 319-349, June, DOI: 10.1111/j.1530-9134.2007.00141.x.
  3. Glenn Hoetker & Anand Swaminathan & Will Mitchell, 2007, "Modularity and the Impact of Buyer-Supplier Relationships on the Survival of Suppliers," Management Science, INFORMS, volume 53, issue 2, pages 178-191, February, DOI: 10.1287/mnsc.1060.0630.
  4. Alan Moran, 2007, "Land Regulations, Housing Prices and Productivity," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 14, issue 1, pages 35-50.
  5. 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, volume 102, pages 417-431, June.

2006

  1. Morten Bennedsen & Sven E. Feldmann, 2006, "Lobbying Bureaucrats," Scandinavian Journal of Economics, Wiley Blackwell, volume 108, issue 4, pages 643-668, December, DOI: 10.1111/j.1467-9442.2006.00473.x.
  2. Bennedsen, Morten & Feldmann, Sven E., 2006, "Informational lobbying and political contributions," Journal of Public Economics, Elsevier, volume 90, issue 4-5, pages 631-656, May.
  3. Anthony M. Bertelli & Sven E. Feldmann, 2006, "Structural Reform Litigation," Journal of Theoretical Politics, , volume 18, issue 2, pages 159-183, April, DOI: 10.1177/0951629806061859.
  4. 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, volume 17, issue 1, pages 5-8.
  5. 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, volume 35, issue 1, pages 31-59, January, DOI: 10.1086/498833.
  6. He, Zi-Lin & Lim, Kwanghui & Wong, Poh-Kam, 2006, "Entry and competitive dynamics in the mobile telecommunications market," Research Policy, Elsevier, volume 35, issue 8, pages 1147-1165, October.
  7. Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006, "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, volume 127, issue 1, pages 74-116, March.
  8. 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, volume 25, issue 2-3, pages 425-451, DOI: 10.1080/07474930600712897.

2005

  1. 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), volume 26, issue 3, pages 677-699, October, DOI: 10.1007/s00199-004-0542-0.
  2. De Fontenay Catherine C. & Gans Joshua S., 2005, "Vertical Integration and Competition Between Networks," Review of Network Economics, De Gruyter, volume 4, issue 1, pages 1-15, March, DOI: 10.2202/1446-9022.1063.
  3. de Fontenay, Catherine C. & Gans, Joshua S., 2005, "Optional fixed fees in multilateral vertical relations," Economics Letters, Elsevier, volume 88, issue 2, pages 184-189, August.
  4. Catherine C. de Fontenay & Joshua S. Gans, 2005, "Vertical Integration in the Presence of Upstream Competition," RAND Journal of Economics, The RAND Corporation, volume 36, issue 3, pages 544-572, Autumn.
  5. Frankel David M & Burdzy Krzysztof, 2005, "Shocks and Business Cycles," The B.E. Journal of Theoretical Economics, De Gruyter, volume 5, issue 1, pages 1-88, March, DOI: 10.2202/1534-5963.1140.
  6. 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, volume 3, issue 2-3, pages 690-700, 04/05.

2004

  1. Sadanori Konishi, 2004, "Bayesian information criteria and smoothing parameter selection in radial basis function networks," Biometrika, Biometrika Trust, volume 91, issue 1, pages 27-43, March.
  2. Celen, Bogachan & Kariv, Shachar, 2004, "Observational learning under imperfect information," Games and Economic Behavior, Elsevier, volume 47, issue 1, pages 72-86, April.
  3. Bogaçhan Çelen & Shachar Kariv, 2004, "Distinguishing Informational Cascades from Herd Behavior in the Laboratory," American Economic Review, American Economic Association, volume 94, issue 3, pages 484-498, June, DOI: 10.1257/0002828041464461.
  4. de Fontenay, Catherine C., 2004, "The dual role of market power in the Big Push: from evidence to theory," Journal of Development Economics, Elsevier, volume 75, issue 1, pages 221-238, October.
  5. de Fontenay, Catherine C. & Gans, Joshua S., 2004, "Can vertical integration by a monopsonist harm consumer welfare?," International Journal of Industrial Organization, Elsevier, volume 22, issue 6, pages 821-834, June.
  6. Lim, Kwanghui, 2004, "The relationship between research and innovation in the semiconductor and pharmaceutical industries (1981-1997)," Research Policy, Elsevier, volume 33, issue 2, pages 287-321, March.

2003

  1. Catherine C. de Fontenay & Joshua S. Gans, 2003, "Organizational Design and Technology Choice under Intrafirm Bargaining: Comment," American Economic Review, American Economic Association, volume 93, issue 1, pages 448-455, March, DOI: 10.1257/000282803321455412.
  2. Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003, "Equilibrium selection in global games with strategic complementarities," Journal of Economic Theory, Elsevier, volume 108, issue 1, pages 1-44, January.
  3. Andrew John & Jill Klein, 2003, "The Boycott Puzzle: Consumer Motivations for Purchase Sacrifice," Management Science, INFORMS, volume 49, issue 9, pages 1196-1209, September, DOI: 10.1287/mnsc.49.9.1196.16569.
  4. Cottet R. & Smith M., 2003, "Bayesian Modeling and Forecasting of Intraday Electricity Load," Journal of the American Statistical Association, American Statistical Association, volume 98, pages 839-849, January.

2002

  1. 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, volume 48, issue 3, pages 347-370, September, DOI: 10.1111/1475-4991.00058.
  2. Bennedsen Morten & Feldmann Sven E., 2002, "Lobbying and Legislative Organization: The Effect of the Vote of Confidence Procedure," Business and Politics, De Gruyter, volume 4, issue 2, pages 1-18, August, DOI: 10.2202/1469-3569.1038.
  3. Morten Bennedsen & Sven E. Feldmann, 2002, "Lobbying Legislatures," Journal of Political Economy, University of Chicago Press, volume 110, issue 4, pages 919-948, August, DOI: 10.1086/340775.
  4. Frankel, David M. & Pauzner, Ady, 2002, "Expectations and the Timing of Neighborhood Change," Journal of Urban Economics, Elsevier, volume 51, issue 2, pages 295-314, March.
  5. Glomm, Gerhard & John, Andrew, 2002, "Homelessness and labor markets," Regional Science and Urban Economics, Elsevier, volume 32, issue 5, pages 591-606, September.
  6. Smith M. & Kohn R., 2002, "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, volume 97, pages 1141-1153, December.

2001

  1. 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, volume 6, issue 1, pages 113-124.
  2. Burdzy, Krzysztof & Frankel, David M & Pauzner, Ady, 2001, "Fast Equilibrium Selection by Rational Players Living in a Changing World," Econometrica, Econometric Society, volume 69, issue 1, pages 163-189, January.
  3. Frankel, David M. & Gould, Eric D., 2001, "The Retail Price of Inequality," Journal of Urban Economics, Elsevier, volume 49, issue 2, pages 219-239, March.

2000

  1. David Frankel & Ady Pauzner, 2000, "Resolving Indeterminacy in Dynamic Settings: The Role of Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 115, issue 1, pages 285-304.
  2. Russell Cooper & Andrew John, 2000, "Imperfect competition and macroeconomics : Theory and quantitative implications," Cahiers d'Économie Politique, Programme National Persée, volume 37, issue 1, pages 289-328, DOI: 10.3406/cep.2000.1301.
  3. Smith, Michael, 2000, "Modeling and Short-term Forecasting of New South Wales Electricity System Load," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 4, pages 465-478, October.
  4. Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, volume 49, issue 3, pages 229-244, September.
  5. Smith, Michael & Kohn, Robert, 2000, "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, volume 98, issue 2, pages 257-281, October.

1999

  1. Alan Moran, 1999, "Free Trade: The Debate on Parallel Importing of Compact Discs," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 6, issue 2, pages 175-179.

1998

  1. Frankel, David M., 1998, "Transitional Dynamics of Optimal Capital Taxation," Macroeconomic Dynamics, Cambridge University Press, volume 2, issue 4, pages 492-503, December.
  2. Frankel, David M., 1998, "Creative Bargaining," Games and Economic Behavior, Elsevier, volume 23, issue 1, pages 43-53, April.
  3. Frankel, David M., 1998, "A Pecuniary Reason for Income Mixing," Journal of Urban Economics, Elsevier, volume 44, issue 1, pages 158-169, July.
  4. 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, volume 60, issue 2, pages 311-331, DOI: 10.1111/1467-9868.00127.

1997

  1. A. Andrew John & Rowena A. Pecchenino, 1997, "International and Intergenerational Environmental Externalities," Scandinavian Journal of Economics, Wiley Blackwell, volume 99, issue 3, pages 371-387, September, DOI: 10.1111/1467-9442.00069.
  2. Alan Moran, 1997, "Competition and Monopoly in Public Utilities: Megan Richardson (ed.), Deregulation of Public Utilities: Current Issues and Perspectives, Centre for Corporate Law and Securities Regulation, University of Melbourne, 1996," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 4, issue 3, pages 382-384.

1996

  1. Smith, Michael & Kohn, Robert, 1996, "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, volume 75, issue 2, pages 317-343, December.

1995

  1. John, A. & Pecchenino, R. & Schimmelpfennig, D. & Schreft, S., 1995, "Short-lived agents and the long-lived environment," Journal of Public Economics, Elsevier, volume 58, issue 1, pages 127-141, September.

1994

  1. John, A & Pecchenino, R, 1994, "An Overlapping Generations Model of Growth and the Environment," Economic Journal, Royal Economic Society, volume 104, issue 427, pages 1393-1410, November.

1993

  1. John, A Andrew & Pecchenino, Rowena A & Schreft, Stacey L, 1993, "The Macroeconomics of Dr. Strangelove," American Economic Review, American Economic Association, volume 83, issue 1, pages 43-62, March.

1991

  1. John, Andrew, 1991, "Employment Fluctuations in a Share Economy," Oxford Economic Papers, Oxford University Press, volume 43, issue 1, pages 75-84, January.

1989

  1. 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, volume 13, issue 4, pages 617-620, December.

1988

  1. Russell Cooper & Andrew John, 1988, "Coordinating Coordination Failures in Keynesian Models," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 103, issue 3, pages 441-463.

1986

  1. Nordhaus, William & John, Andrew, 1986, "The share economy: A symposium," Journal of Comparative Economics, Elsevier, volume 10, issue 4, pages 414-415, December.

1983

  1. Andrew John, 1983, "The Major-General Theory," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 6, issue 1, pages 122-124, September, DOI: 10.1080/01603477.1983.11489422.

Software components

2007

  1. Glenn Hoetker, 2007, "COMPLOGIT: Stata module to compare logit coefficients across groups," Statistical Software Components, Boston College Department of Economics, number S456828, revised .

2003

  1. Glenn Hoetker, 2003, "MKCORR: Stata module to generate correlation table formatted for easy inclusion in articles," Statistical Software Components, Boston College Department of Economics, number S434601, revised 19 Mar 2014.

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