Publications
by members of
Department of Economics
University of North Carolina-Chapel-Hill
Chapel Hill, North Carolina (United States)
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. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |
Working papers
Undated material is listed at the end2024
- Peter Reinhard Hansen & Chen Tong, 2024. "Convolution-t Distributions," Papers 2404.00864, arXiv.org.
- Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024. "Cluster GARCH," Papers 2406.06860, arXiv.org.
- Peter Reinhard Hansen & Chen Tong, 2024. "Moments by the Integrating the Moment-Generating Function," Papers 2410.23587, arXiv.org, revised Mar 2025.
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2024. "Risk-on/Risk-off: Measuring Shifts in Investor Sentiment," Research Working Paper RWP 24-12, Federal Reserve Bank of Kansas City.
- Stephen P. Holland & Erin T. Mansur & Valentin Verdier & Andrew J. Yates, 2024. "Regularization from Economic Constraints: A New Estimator for Marginal Emissions," NBER Working Papers 32065, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Matthew Kotchen & Erin T. Mansur & Andrew J. Yates, 2024. "On the Feasibility, Costs, and Benefits of an Immediate Phasedown of Coal for U.S. Electricity Generation," NBER Working Papers 32235, National Bureau of Economic Research, Inc.
- Andrii Babii & Marine Carrasco & Idriss Tsafack, 2024. "Functional Partial Least-Squares: Optimal Rates and Adaptation," Papers 2402.11134, arXiv.org.
- Dasol Kim & Luke Olson & Toan Phan, 2024. "Bank Competition and Strategic Adaptation to Climate Change," Working Paper 24-06, Federal Reserve Bank of Richmond.
- D'esir'e K'edagni & Huan Wu & Yi Cui, 2024. "Robust Identification in Randomized Experiments with Noncompliance," Papers 2408.03530, arXiv.org, revised Mar 2025.
- Sharjil M. Haque & Simon Mayer & Teng Wang, 2024. "How Private Equity Fuels Non-Bank Lending," Finance and Economics Discussion Series 2024-015, Board of Governors of the Federal Reserve System (U.S.).
- Fang Cai & Sharjil M. Haque, 2024. "Private Credit: Characteristics and Risks," FEDS Notes 2024-02-23-2, Board of Governors of the Federal Reserve System (U.S.).
2023
- Chen Tong & Peter Reinhard Hansen, 2023.
"Characterizing Correlation Matrices that Admit a Clustered Factor Representation,"
Papers
2308.05895, arXiv.org.
- Tong, Chen & Hansen, Peter Reinhard, 2023. "Characterizing correlation matrices that admit a clustered factor representation," Economics Letters, Elsevier, vol. 233(C).
- Peter Reinhard Hansen & Yiyao Luo, 2023. "Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas," Papers 2310.19992, arXiv.org.
- Anusha Chari & Peter Blair Henry, 2023. "Disinflation and the Stock Market: Third World Lessons for First World Monetary Policy," NBER Working Papers 31129, National Bureau of Economic Research, Inc.
- Anusha Chari, 2023.
"Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities,"
NBER Working Papers
31143, National Bureau of Economic Research, Inc.
- Anusha Chari, 2023. "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," Annual Review of Economics, Annual Reviews, vol. 15(1), pages 549-572, September.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023. "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers 31907, National Bureau of Economic Research, Inc.
- Flabbi, Luca & Tejada, Mauricio, 2023.
"Are Informal Self-Employment and Informal Employment as Employee Behaviorally Distinct Labor Force States?,"
IZA Discussion Papers
16225, Institute of Labor Economics (IZA).
- Flabbi, Luca & Tejada, Mauricio M., 2023. "Are informal self-employment and informal employment as employee behaviorally distinct labor force states?," Economics Letters, Elsevier, vol. 231(C).
- Jingyuan Deng & Nelly Elmallakh & Luca Flabbi & Roberta V. Gatti, 2023. "Returns to Education in the Marriage Market : Bride Price and School Reform in Egypt," Policy Research Working Paper Series 10288, The World Bank.
- Deng,Jingyuan & Elmallakh,Nelly Youssef Louis William & Flabbi,Luca & Gatti,Roberta V., 2023.
"Labor Market Impact of the COVID-19 Pandemic in the West Bank and Gaza,"
Policy Research Working Paper Series
10587, The World Bank.
- Jingyuan Deng & Nelly Elmallakh & Luca Flabbi & Roberta Gatti, 2023. "Labour market impact of the COVID‐19 pandemic in the West Bank and Gaza," LABOUR, CEIS, vol. 37(4), pages 491-518, December.
- Harrison Fell & Stephen P. Holland & Andrew J. Yates, 2023.
"Optimal Subsidies for Green Hydrogen Production,"
NBER Working Papers
31902, National Bureau of Economic Research, Inc.
- Harrison Fell & Stephen P. Holland & Andrew J. Yates, 2025. "Optimal Subsidies for Green Hydrogen Production," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 12(1), pages 33-63.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2023.
"Panel Data Nowcasting: The Case of Price-Earnings Ratios,"
Papers
2307.02673, arXiv.org.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2024. "Panel data nowcasting: The case of price–earnings ratios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 292-307, March.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2023.
"Econometrics of Machine Learning Methods in Economic Forecasting,"
Papers
2308.10993, arXiv.org.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024. "Econometrics of machine learning methods in economic forecasting," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 10, pages 246-273, Edward Elgar Publishing.
- Laura Bakkensen & Toan Phan & Russell Wong, 2023. "Leveraging the Disagreement on Climate Change: Theory and Evidence," Working Paper 23-01, Federal Reserve Bank of Richmond.
- Toan Phan & Felipe Schwartzman, 2023. "Climate Defaults and Financial Adaptation," Working Paper 23-06, Federal Reserve Bank of Richmond.
- Laura Bakkensen & Quynh Nguyen & Toan Phan & Paul Schuler, 2023. "Charting the Course: How Does Information about Sea Level Rise Affect the Willingness to Migrate?," Working Paper 23-09, Federal Reserve Bank of Richmond.
- Dalia Ghanem & D'esir'e K'edagni & Ismael Mourifi'e, 2023. "Evaluating the Impact of Regulatory Policies on Social Welfare in Difference-in-Difference Settings," Papers 2306.04494, arXiv.org, revised Jun 2023.
- Sharjil M. Haque, 2023. "Does Private Equity Over-Lever Portfolio Companies?," Finance and Economics Discussion Series 2023-009, Board of Governors of the Federal Reserve System (U.S.).
- Sharjil M. Haque & Anya V. Kleymenova, 2023. "Private Equity and Debt Contract Enforcement: Evidence from Covenant Violations," Finance and Economics Discussion Series 2023-018, Board of Governors of the Federal Reserve System (U.S.).
2022
- Peter Reinhard Hansen & Chen Tong, 2022. "Option Pricing with Time-Varying Volatility Risk Aversion," Papers 2204.06943, arXiv.org, revised Mar 2025.
- Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2022.
"A New Method for Generating Random Correlation Matrices,"
Papers
2210.08147, arXiv.org.
- Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2024. "A new method for generating random correlation matrices," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages 188-212.
- Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022.
"Sovereign Credit Spreads, Banking Fragility, and Global Factors,"
Working Papers Central Bank of Chile
957, Central Bank of Chile.
- Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024. "Sovereign credit spreads, banking fragility, and global factors," Journal of Financial Stability, Elsevier, vol. 72(C).
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022.
"Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle,"
CEPR Discussion Papers
16889, C.E.P.R. Discussion Papers.
- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, vol. 136(C).
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers 29670, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
- Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022.
"Global Fund Flows and Emerging Market Tail Risk,"
CEPR Discussion Papers
17697, C.E.P.R. Discussion Papers.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022. "Global Fund Flows and Emerging Market Tail Risk," NBER Working Papers 30577, National Bureau of Economic Research, Inc.
- Luca Flabbi & Mauricio Tejada, 2022. "Working and Saving Informally: The Link between Labor Market Informality and Financial Exclusion," CHILD Working Papers Series 105 JEL Classification: J, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Viollaz, Mariana & Salazar-Saenz, Mauricio & Flabbi, Luca & Bustelo, Monserrat & Bosch, Mariano, 2022.
"The COVID-19 Pandemic in Latin American and Caribbean countries: The Labor Supply Impact by Gender,"
IDB Publications (Working Papers)
12456, Inter-American Development Bank.
- Mariana Viollaz & Mauricio Salazar-Saenz & Luca Flabbim & Monserrat Bustelo & Mariano Bosch, 2022. "The COVID-19 Pandemic in Latin American and Caribbean countries: The Labor Supply Impact by Gender," CEDLAS, Working Papers 0296, CEDLAS, Universidad Nacional de La Plata.
- Viollaz, Mariana & Salazar-Saenz, Mauricio & Flabbi, Luca & Bustelo, Monserrat & Bosch, Mariano, 2022. "The COVID-19 Pandemic in Latin American and Caribbean Countries: The Labor Supply Impact by Gender," IZA Discussion Papers 15091, Institute of Labor Economics (IZA).
- Deng,Jingyuan & Elmallakh,Nelly Youssef Louis William & Flabbi,Luca & Gatti,Roberta V., 2022.
"Labor Market Transitions in Egypt Post-Arab Spring,"
Policy Research Working Paper Series
10126, The World Bank.
- Jingyuan Deng & Nelly Elmallakh & Luca Flabbi & Roberta Gatti, 2024. "Labor market transitions in Egypt post-Arab Spring," Middle East Development Journal, Taylor & Francis Journals, vol. 16(1), pages 117-141, January.
- August Bruno & Paige Weber & Andrew J. Yates, 2022.
"Can Bitcoin Mining Increase Renewable Electricity Capacity?,"
CESifo Working Paper Series
9973, CESifo.
- Bruno, August & Weber, Paige & Yates, Andrew J., 2023. "Can Bitcoin mining increase renewable electricity capacity?," Resource and Energy Economics, Elsevier, vol. 74(C).
- Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2022. "Decarbonization and Electrification in the Long Run," NBER Working Papers 30082, National Bureau of Economic Research, Inc.
- Andrii Babii & Eric Ghysels & Junsu Pan, 2022. "Tensor PCA for Factor Models," Papers 2212.12981, arXiv.org, revised Mar 2025.
- Claire Conzelmann & Jeremy Hoffman & Toan Phan & Arianna Salazar-Miranda, 2022. "Long-term Effects of Redlining on Environmental Risk Exposure," Working Paper 22-09R, Federal Reserve Bank of Richmond.
- Alder,Simon & Croke,Kevin & Duhaut,Alice & Marty,Robert Andrew & Vaisey,Ariana Brynn, 2022. "The Impact of Ethiopia’s Road Investment Program on Economic Development and Land Use : Evidence from Satellite Data," Policy Research Working Paper Series 10000, The World Bank.
- Dalia Ghanem & Sarojini Hirshleifer & D'esir'e K'edagni & Karen Ortiz-Becerra, 2022.
"Correcting Attrition Bias using Changes-in-Changes,"
Papers
2203.12740, arXiv.org, revised Mar 2024.
- Ghanem, Dalia & Hirshleifer, Sarojini & Kédagni, Désiré & Ortiz-Becerra, Karen, 2024. "Correcting attrition bias using changes-in-changes," Journal of Econometrics, Elsevier, vol. 241(2).
- Augustine Denteh & D'esir'e K'edagni, 2022. "Misclassification in Difference-in-differences Models," Papers 2207.11890, arXiv.org, revised Jul 2022.
- Kyunghoon Ban & D'esir'e K'edagni, 2022. "Robust Difference-in-differences Models," Papers 2211.06710, arXiv.org, revised Aug 2023.
2021
- Peter Reinhard Hansen & Chan Kim & Wade Kimbrough, 2021.
"Periodicity in Cryptocurrency Volatility and Liquidity,"
Papers
2109.12142, arXiv.org, revised Nov 2021.
- Peter Reinhard Hansen & Chan Kim & Wade Kim, 2024. "Periodicity in Cryptocurrency Volatility and Liquidity," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 224-251.
- Peter Reinhard Hansen, 2021.
"Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants,"
Papers
2110.00533, arXiv.org, revised Jan 2022.
- Peter Reinhard Hansen, 2022. "Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants [Increased risk of hospitalisation associated with infection with SARS-CoV-2 lin," The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 739-761.
- Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021.
"Realized GARCH, CBOE VIX, and the Volatility Risk Premium,"
Papers
2112.05302, arXiv.org.
- Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2024. "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 187-223.
- Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021.
"Option Pricing with State-dependent Pricing Kernel,"
Papers
2112.05308, arXiv.org, revised Apr 2022.
- Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2022. "Option pricing with state‐dependent pricing kernel," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1409-1433, August.
- Chari, Anusha & Jain, Lakshita & Kulkarni, Nirupama, 2021.
"The Unholy Trinity: Regulatory Forbearance, Stressed Banks and Zombie Firms,"
CEPR Discussion Papers
15773, C.E.P.R. Discussion Papers.
- Anusha Chari & Lakshita Jain & Nirupama Kulkarni, 2021. "The Unholy Trinity: Regulatory Forbearance, Stressed Banks and Zombie Firms," NBER Working Papers 28435, National Bureau of Economic Research, Inc.
- Tejada, Mauricio & Piras, Claudia & Flabbi, Luca & Bustelo, Monserrat, 2021.
"Gender Gaps in Latin American Labor Markets: Implications from an Estimated Search Model,"
IZA Discussion Papers
14186, Institute of Labor Economics (IZA).
- Mauricio Tejada & Claudia Piras & Luca Flabbi & Monserrat Bustelo, 2021. "Gender Gaps in Latin American Labor Markets: Implications from an Estimated Search Model," Annals of Economics and Statistics, GENES, issue 142, pages 111-178.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021.
"Machine Learning Time Series Regressions With an Application to Nowcasting,"
LIDAM Discussion Papers LFIN
2021004, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2022. "Machine Learning Time Series Regressions With an Application to Nowcasting," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1094-1106, June.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021. "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Reprints LFIN 2021010, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Time Series Regressions with an Application to Nowcasting," Papers 2005.14057, arXiv.org, revised Dec 2020.
- Ranie Lin & Lala Ma & Toan Phan, 2021. "Race and Environmental Worries," Working Paper 21-15, Federal Reserve Bank of Richmond.
- Jaeger, David A. & Arellano-Bover, Jaime & Karbownik, Krzysztof & Martínez Matute, Marta & Nunley, John M. & Seals Jr., R. Alan & Almunia, Miguel & Alston, Mackenzie & Becker, Sascha O. & Beneito, Pil, 2021. "The Global COVID-19 Student Survey: First Wave Results," IZA Discussion Papers 14419, Institute of Labor Economics (IZA).
- Pycia, Marek & Woodward, Kyle, 2021. "Auctions of Homogeneous Goods: A Case for Pay-as-Bid," CEPR Discussion Papers 15656, C.E.P.R. Discussion Papers.
- Kasberger, Bernhard & Woodward, Kyle, 2021.
"Bidding in Multi-Unit Auctions under Limited Information,"
MPRA Paper
111185, University Library of Munich, Germany.
- Bernhard Kasberger & Kyle Woodward, 2021. "Bidding in Multi-Unit Auctions under Limited Information," Papers 2112.11320, arXiv.org, revised Apr 2023.
- Santiago Acerenza & Kyunghoon Ban & D'esir'e K'edagni, 2021. "Local Average and Marginal Treatment Effects with a Misclassified Treatment," Papers 2105.00358, arXiv.org, revised Sep 2024.
- Kyunghoon Ban & D'esir'e K'edagni, 2021.
"Nonparametric Bounds on Treatment Effects with Imperfect Instruments,"
Papers
2109.14785, arXiv.org.
- Kyunghoon Ban & Désiré Kédagni, 2022. "Nonparametric bounds on treatment effects with imperfect instruments [Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 477-493.
- Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
- Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021.
"Identifying Marginal Treatment Effects in the Presence of Sample Selection,"
Papers
2112.07014, arXiv.org.
- Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor, 2023. "Identifying marginal treatment effects in the presence of sample selection," Journal of Econometrics, Elsevier, vol. 234(2), pages 565-584.
- Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers 201909150700001080, Iowa State University, Department of Economics.
- Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vítor Augusto, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," IZA Discussion Papers 14428, Institute of Labor Economics (IZA).
- Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021.
"Testing Identifying Assumptions in Bivariate Probit Models,"
ISU General Staff Papers
202103290700001124, Iowa State University, Department of Economics.
- Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
- Acerenza, Santiago & Ban, Kyunghoon & Kedagni, Desire, 2021. "Marginal Treatment Effects with Misclassified Treatment," ISU General Staff Papers 202106180700001132, Iowa State University, Department of Economics.
2020
- Ilya Archakov & Peter Reinhard Hansen, 2020.
"A New Parametrization of Correlation Matrices,"
Papers
2012.02395, arXiv.org.
- Ilya Archakov & Peter Reinhard Hansen, 2021. "A New Parametrization of Correlation Matrices," Econometrica, Econometric Society, vol. 89(4), pages 1699-1715, July.
- Ilya Archakov & Peter Reinhard Hansen, 2020.
"A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices,"
Papers
2012.02698, arXiv.org, revised Nov 2021.
- Ilya Archakov & Peter Reinhard Hansen, 2024. "A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1099-1113, July.
- Ilya Archakov & Peter Reinhard Hansen & Asger Lunde, 2020. "A Multivariate Realized GARCH Model," Papers 2012.02708, arXiv.org, revised Feb 2025.
- Elena Ivona Dumitrescu & Peter Hansen, 2020.
"How Should Parameter Estimation Be Tailored to the Objective?,"
Post-Print
hal-03331109, HAL.
- Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022. "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, vol. 230(2), pages 535-558.
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2020.
"Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk,"
Research Working Paper
RWP 20-08, Federal Reserve Bank of Kansas City.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020. "Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk," NBER Working Papers 27927, National Bureau of Economic Research, Inc.
- Anusha Chari, 2020. "The International Market for Corporate Control," NBER Working Papers 26843, National Bureau of Economic Research, Inc.
- Laura Alfaro & Anusha Chari & Andrew N. Greenland & Peter K. Schott, 2020. "Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time," NBER Working Papers 26950, National Bureau of Economic Research, Inc.
- Gonzalo Asis & Anusha Chari & Adam Haas, 2020.
"In Search of Distress Risk in Emerging Markets,"
NBER Working Papers
27213, National Bureau of Economic Research, Inc.
- Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021. "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, vol. 131(C).
- Anusha Chari & Jennifer S. Rhee, 2020. "The Return to Capital in Capital-Scarce Countries," NBER Working Papers 27675, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry & Hector Reyes, 2020. "The Baker Hypothesis," NBER Working Papers 27708, National Bureau of Economic Research, Inc.
- Samuel Berlinski & Maria Marta Ferreyra & Luca Flabbi & Juan David Martin, 2020.
"Child Care Markets, Parental Labor Supply, and Child Development,"
CHILD Working Papers Series
73 JEL Classification:, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Samuel Berlinski & Maria Marta Ferreyra & Luca Flabbi & Juan David Martin, 2024. "Childcare Markets, Parental Labor Supply, and Child Development," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 2113-2177.
- Berlinski, Samuel & Ferreyra, Maria Marta & Flabbi, Luca & Martin, Juan David, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," IZA Discussion Papers 12904, Institute of Labor Economics (IZA).
- Berlinski, Samuel & Ferreyra, María Marta & Flabbi, Luca & Martin, Juan David, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," IDB Publications (Working Papers) 10859, Inter-American Development Bank.
- Berlinski,Samuel G. & Ferreyra,Maria Marta & Flabbi,Luca & Martin,Juan David, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," Policy Research Working Paper Series 9427, The World Bank.
- Steve Cicala & Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2020.
"Expected Health Effects of Reduced Air Pollution from COVID-19 Social Distancing,"
Working Papers
2020-61, Becker Friedman Institute for Research In Economics.
- Steve Cicala & Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2020. "Expected Health Effects of Reduced Air Pollution from COVID-19 Social Distancing," NBER Working Papers 27135, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2020.
"The Electric Vehicle Transition and the Economics of Banning Gasoline Vehicles,"
NBER Working Papers
26804, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2021. "The Electric Vehicle Transition and the Economics of Banning Gasoline Vehicles," American Economic Journal: Economic Policy, American Economic Association, vol. 13(3), pages 316-344, August.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2020. "The Environmental Benefits from Transportation Electrification: Urban Buses," NBER Working Papers 27285, National Bureau of Economic Research, Inc.
- Handy, Christopher & Shester, Katharine, 2020. "The Effect of Birth Order on Educational Attainment among the Baby Boom Generation," MPRA Paper 102426, University Library of Munich, Germany.
- Handy, Christopher & Shester, Katharine, 2020. "Accounting for Changes in Intergenerational Mobility," MPRA Paper 102425, University Library of Munich, Germany.
- Andrii Babii, 2020.
"High-dimensional mixed-frequency IV regression,"
Papers
2003.13478, arXiv.org.
- Andrii Babii, 2022. "High-Dimensional Mixed-Frequency IV Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1470-1483, October.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020.
"Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application,"
Papers
2008.03600, arXiv.org, revised Nov 2021.
- Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas, 2023. "Machine learning panel data regressions with heavy-tailed dependent data: Theory and application," Journal of Econometrics, Elsevier, vol. 237(2).
- Andrii Babii & Xi Chen & Eric Ghysels & Rohit Kumar, 2020.
"Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice,"
Papers
2010.08463, arXiv.org, revised Nov 2021.
- Ghysels, Eric & Babii, Andrii & Chen, Xi & Kumar, Rohit, 2020. "Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice," CEPR Discussion Papers 15418, C.E.P.R. Discussion Papers.
- Fei Li & Jidong Zhou, 2020. "A Model of Crisis Management," Cowles Foundation Discussion Papers 2266, Cowles Foundation for Research in Economics, Yale University.
- Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020.
"Discordant Relaxations of Misspecified Models,"
Papers
2012.11679, arXiv.org, revised Apr 2024.
- Lixiong Li & Désiré Kédagni & Ismaël Mourifié, 2024. "Discordant relaxations of misspecified models," Quantitative Economics, Econometric Society, vol. 15(2), pages 331-379, May.
- Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2021. "Discordant Relaxations of Misspecified Models," ISU General Staff Papers 202107280700001131, Iowa State University, Department of Economics.
- Kedagni, Desire & Mourifié, Ismael, 2020.
"Generalized instrumental inequalities: testing the instrumental variable independence assumption,"
ISU General Staff Papers
202002290800001697, Iowa State University, Department of Economics.
- Désiré Kédagni & Ismael Mourifié, 2020. "Generalized instrumental inequalities: testing the instrumental variable independence assumption," Biometrika, Biometrika Trust, vol. 107(3), pages 661-675.
2019
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019.
"Corporate Debt, Firm Size and Financial Fragility in Emerging Markets,"
NBER Working Papers
25459, National Bureau of Economic Research, Inc.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019. "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Anusha Chari & Ryan Leary & Toan Phan, 2019. "The Transmission of Quasi-Sovereign Default Risk: Evidence from Puerto Rico," 2019 Meeting Papers 110, Society for Economic Dynamics.
- Matteo BOBBA & Luca FLABBI & Santiago LEVY & Mauricio TEJADA, 2019.
"Labor Market Search, Informality, and On-The-Job Human Capital Accumulation,"
Working Paper
29742f29-1204-4e92-be93-5, Agence française de développement.
- Bobba, Matteo & Flabbi, Luca & Levy, Santiago & Tejada, Mauricio, 2021. "Labor market search, informality, and on-the-job human capital accumulation," Journal of Econometrics, Elsevier, vol. 223(2), pages 433-453.
- Bobba, Matteo & Flabbi, Luca & Levy, Santiago & Tejada, Mauricio, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," TSE Working Papers 19-983, Toulouse School of Economics (TSE).
- Bobba, Matteo & Flabbi, Luca & Levy Algazi, Santiago & Tejada, Mauricio, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," IZA Discussion Papers 12091, Institute of Labor Economics (IZA).
- Matteo Bobba & Luca Flabbi & Santiago Levy & Mauricio Tejada, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," ILADES-UAH Working Papers inv326, Universidad Alberto Hurtado/School of Economics and Business.
- Matteo Bobba & Luca Flabbi & Santiago Levy & Mauricio Tejada, 2021. "Labor market search, informality, and on-the-job human capital accumulation," Post-Print hal-03248487, HAL.
- Bustelo, Monserrat & Flabbi, Luca & Piras, Claudia & Tejada, Mauricio, 2019. "Female Labor Force Participation, Labor Market Dynamic and Growth in LAC," IDB Publications (Working Papers) 9420, Inter-American Development Bank.
- Bustelo, Monserrat & Flabbi, Luca & Viollaz, Mariana, 2019. "The Gender Labor Market Gap in the Digital Economy," IDB Publications (Working Papers) 9886, Inter-American Development Bank.
- El-Khattabi, Ahmed Rachid & Lin, Laurence & Isnard, Julien & Eskaf, Shadi & Band, Larry & McManus, Brian & Yates, Andrew J., 2019. "Heterogeneity in Price Sensitivity: The Role of Prices and Wealth," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 290786, Agricultural and Applied Economics Association.
- Andrii Babii & Rohit Kumar, 2019.
"Isotonic Regression Discontinuity Designs,"
Papers
1908.05752, arXiv.org, revised Dec 2020.
- Babii, Andrii & Kumar, Rohit, 2023. "Isotonic regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 234(2), pages 371-393.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019.
"High-Dimensional Granger Causality Tests with an Application to VIX and News,"
Papers
1912.06307, arXiv.org, revised Feb 2021.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024. "High-Dimensional Granger Causality Tests with an Application to VIX and News," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 605-635.
- Francesc Dilmé & Fei Li, 2019.
"Revenue Management Without Commitment: Dynamic Pricing and Periodic Flash Sales,"
CRC TR 224 Discussion Paper Series
crctr224_2019_083, University of Bonn and University of Mannheim, Germany.
- Francesc Dilmé & Fei Li, 2019. "Revenue Management without Commitment: Dynamic Pricing and Periodic Flash Sales," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1999-2034.
- V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019.
"Debt Limits and Credit Bubbles in General Equilibrium,"
Working Paper
19-19, Federal Reserve Bank of Richmond.
- Victor Filipe Martins da Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Post-Print hal-02429759, HAL.
- Boppart, Timo & Alder, Simon & Müller, Andreas, 2019.
"A theory of structural change that can fit the data,"
CEPR Discussion Papers
13469, C.E.P.R. Discussion Papers.
- Simon Alder & Timo Boppart & Andreas Müller, 2022. "A Theory of Structural Change That Can Fit the Data," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 160-206, April.
- Simon Alder & Andreas Mueller & Timo Boppart, 2018. "A theory of structural change that can fit the data," 2018 Meeting Papers 988, Society for Economic Dynamics.
- Simon Alder & Illenin Kondo & Leonard Wantchekon, 2019. "Road Network Centralization, Political Institutions, and Conflict," 2019 Meeting Papers 1535, Society for Economic Dynamics.
- Simon Alder & Lin Shao, 2019. "Firm Dynamics and Economic Development with Corruption and Financial Frictions," 2019 Meeting Papers 775, Society for Economic Dynamics.
- Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2019.
"Does Class Size Matter? How, and at What Cost?,"
ISU General Staff Papers
201904010700001085, Iowa State University, Department of Economics.
- Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2021. "Does class size matter? How, and at what cost?," European Economic Review, Elsevier, vol. 133(C).
- Desire Kedagni & Kala Krishna & Rigissa Megalokonomou & Yingyan Zhao, 2019. "Does Class Size Matter? How, and at What Cost?," NBER Working Papers 25736, National Bureau of Economic Research, Inc.
- Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2021. "Does class size matter? How, and at what cost?," ISU General Staff Papers 202104010700001085, Iowa State University, Department of Economics.
- Kedagni, Desire, 2019. "Identification of Treatment Effects with Mismeasured Imperfect Instruments," ISU General Staff Papers 201906030700001073, Iowa State University, Department of Economics.
2018
- Anusha Chari & Ryan Leary & Toan Phan, 2018.
"The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico,"
Working Paper
18-3, Federal Reserve Bank of Richmond.
- Anusha Chari & Ryan Leary & Toan Phan, 2017. "The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico," NBER Working Papers 24108, National Bureau of Economic Research, Inc.
- Matteo Bobba & Luca Flabbi & Santiago Levy, 2018.
"Labor Market Search, Informality and Schooling Investments,"
Working Paper
4576a209-ed2c-44ba-a5a3-4, Agence française de développement.
- Matteo Bobba & Luca Flabbi & Santiago Levy, 2022. "Labor Market Search, Informality, And Schooling Investments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 211-259, February.
- Matteo Bobba & Luca Flabbi & Santiago Levy, 2022. "Labor market search, informality and schooling investments," Post-Print hal-03641810, HAL.
- Bobba, Matteo & Flabbi, Luca & Levy Algazi, Santiago, 2017. "Labor Market Search, Informality and Schooling Investments," IZA Discussion Papers 11170, Institute of Labor Economics (IZA).
- Luca Flabbi, 2018. "Labor Market Search, Informality and Schooling Investments," 2018 Meeting Papers 130, Society for Economic Dynamics.
- Bobba, Matteo & Flabbi, Luca & Levy, Santiago, 2017. "Labor Market Search, Informality and Schooling Investments," TSE Working Papers 17-867, Toulouse School of Economics (TSE), revised Jun 2021.
- Bobba, Matteo & Flabbi, Luca & Levy Algazi, Santiago, 2018. "Labor Market Search, Informality and Schooling Investments," IDB Publications (Working Papers) 8752, Inter-American Development Bank.
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2018.
"Do Female Executives Make a Difference? The Impact of Female Leadreship on Gender Gaps and Firm Performance,"
CHILD Working Papers Series
64 JEL Classification: M5, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2019. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," The Economic Journal, Royal Economic Society, vol. 129(622), pages 2390-2423.
- Mario Macis & Fabiano Schivardi & Andrea Moro & Luca Flabbi, 2015. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," 2015 Meeting Papers 392, Society for Economic Dynamics.
- Flabbi, Luca & Schivardi, Fabiano & Moro, Andrea, 2014. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," CEPR Discussion Papers 10228, C.E.P.R. Discussion Papers.
- Flabbi, Luca & Macis, Mario & Moro, Andrea & Schivardi, Fabiano, 2014. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," IZA Discussion Papers 8602, Institute of Labor Economics (IZA).
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2015. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," Working Papers CELEG 1507, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2016. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," NBER Working Papers 22877, National Bureau of Economic Research, Inc.
- Flabbi,Luca & Gatti,Roberta V., 2018. "A primer on human capital," Policy Research Working Paper Series 8309, The World Bank.
- Stephen P. Holland & Erin T. Mansur & Nicholas Muller & Andrew J. Yates, 2018.
"Decompositions and Policy Consequences of an Extraordinary Decline in Air Pollution from Electricity Generation,"
NBER Working Papers
25339, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2020. "Decompositions and Policy Consequences of an Extraordinary Decline in Air Pollution from Electricity Generation," American Economic Journal: Economic Policy, American Economic Association, vol. 12(4), pages 244-274, November.
- Jimmy Chan & Seher Gupta & Fei Li & Yun Wang, 2018.
"Pivotal Persuasion,"
Working Papers
2018-11-03, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Chan, Jimmy & Gupta, Seher & Li, Fei & Wang, Yun, 2019. "Pivotal persuasion," Journal of Economic Theory, Elsevier, vol. 180(C), pages 178-202.
- Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2018.
"Intermediaries and Product Quality in Used Car Markets,"
Boston College Working Papers in Economics
969, Boston College Department of Economics.
- Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2020. "Intermediaries and product quality in used car markets," RAND Journal of Economics, RAND Corporation, vol. 51(3), pages 905-933, September.
- Siddhartha Biswas & Andrew Hanson & Toan Phan, 2018.
"Bubbly Recessions,"
Working Paper
18-5, Federal Reserve Bank of Richmond.
- Siddhartha Biswas & Andrew Hanson & Toan Phan, 2020. "Bubbly Recessions," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(4), pages 33-70, October.
- Siddhartha Biswas & Andrew Hanson & Toan Phan, 2019. "Bubbly Recessions," 2019 Meeting Papers 116, Society for Economic Dynamics.
- Toan Phan & Andrew Hanson & Siddhartha Biswas, 2018. "Bubbly Recessions," 2018 Meeting Papers 440, Society for Economic Dynamics.
- Daisuke Ikeda & Toan Phan, 2018.
"Asset Bubbles and Global Imbalances,"
Working Paper
18-7, Federal Reserve Bank of Richmond.
- Daisuke Ikeda & Toan Phan & Timothy Sablik, 2020. "Asset Bubbles and Global Imbalances," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20, pages 1-4, January.
- Daisuke Ikeda & Toan Phan, 2019. "Asset Bubbles and Global Imbalances," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 209-251, July.
- Riccardo Colacito & Bridget Hoffman & Toan Phan, 2018.
"Temperature and Growth: A Panel Analysis of the United States,"
Working Paper
18-9, Federal Reserve Bank of Richmond.
- Riccardo Colacito & Bridget Hoffmann & Toan Phan, 2019. "Temperature and Growth: A Panel Analysis of the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 313-368, March.
- Colacito, Riccardo & Hoffmann, Bridget & Phan, Toan, 2016. "Temperature and Growth: A Panel Analysis of the United States," IDB Publications (Working Papers) 7654, Inter-American Development Bank.
- Andrew Graczyk & Toan Phan, 2018.
"Regressive Welfare Effects of Housing Bubbles,"
Working Paper
18-10, Federal Reserve Bank of Richmond.
- Graczyk, Andrew & Phan, Toan, 2021. "Regressive Welfare Effects Of Housing Bubbles," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2102-2127, December.
- Julien Bengui & Toan Phan, 2018.
"Asset Pledgeability and Endogenously Leveraged Bubbles,"
Working Paper
18-11, Federal Reserve Bank of Richmond.
- Bengui, Julien & Phan, Toan, 2018. "Asset pledgeability and endogenously leveraged bubbles," Journal of Economic Theory, Elsevier, vol. 177(C), pages 280-314.
- Julien BENGUI & Toan PHAN, 2018. "Asset Pledgeability and Endogenously Leveraged Bubbles," Cahiers de recherche 07-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- BENGUI, Julien & PHAN, Toan, 2018. "Asset pledgeability and endogenously leveraged bubbles," Cahiers de recherche 2018-04, Universite de Montreal, Departement de sciences economiques.
- Esteban M. Aucejo & Patrick Coate & Jane Cooley Fruehwirth & Sean Kelly & Zachary Mozenter, 2018.
"Teacher effectiveness and classroom composition,"
CEP Discussion Papers
dp1574, Centre for Economic Performance, LSE.
- Aucejo, Esteban & Coate, Patrick & Cooley Fruehwirth, Jane & Kelly, Sean & Mozenter, Zachary, 2018. "Teacher Effectiveness and Classroom Composition," CEPR Discussion Papers 13166, C.E.P.R. Discussion Papers.
- Aucejo, Esteban M. & Coate, Patrick & Fruehwirth, Jane Cooley & Kelly, Sean & Mozenter, Zachary, 2018. "Teacher effectiveness and classroom composition," LSE Research Online Documents on Economics 91696, London School of Economics and Political Science, LSE Library.
- Simon Alder & Illenin Kondo, 2018. "Political Distortions and Infrastructure Networks in China: A Quantitative Spatial Equilibrium Analysis," 2018 Meeting Papers 1269, Society for Economic Dynamics.
- Kedagni, Desire, 2018.
"Identifying Treatment Effects in the Presence of Confounded Types,"
ISU General Staff Papers
201809110700001056, Iowa State University, Department of Economics.
- Kédagni, Désiré, 2023. "Identifying treatment effects in the presence of confounded types," Journal of Econometrics, Elsevier, vol. 234(2), pages 479-511.
- Kedagni, Desire, 2021. "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers 202106050700001056, Iowa State University, Department of Economics.
- Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2018. "Bounding Average Returns to Schooling using Unconditional Moment Restrictions," ISU General Staff Papers 201812290800001086, Iowa State University, Department of Economics.
2017
- Panizza, Ugo & Asis, Gonzalo & Alfaro, Laura & Chari, Anusha, 2017.
"Lessons Unlearned? Corporate Debt in Emerging Markets,"
CEPR Discussion Papers
12038, C.E.P.R. Discussion Papers.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2017. "Lessons Unlearned? Corporate Debt in Emerging Markets," NBER Working Papers 23407, National Bureau of Economic Research, Inc.
- Anusha Chari & Paul Goldsmith-Pinkham, 2017. "Gender representation in economics across topics and time: evidence from the NBER," Staff Reports 825, Federal Reserve Bank of New York.
- Anusha Chari & Paul Goldsmith-Pinkham, 2017.
"Gender Representation in Economics Across Topics and Time: Evidence from the NBER Summer Institute,"
Working Papers
2017-081, Human Capital and Economic Opportunity Working Group.
- Anusha Chari & Paul Goldsmith-Pinkham, 2017. "Gender Representation in Economics Across Topics and Time: Evidence from the NBER Summer Institute," NBER Working Papers 23953, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry & Racha Moussa, 2017. "Does Capital Scarcity Matter?," NBER Working Papers 23921, National Bureau of Economic Research, Inc.
- Andrii Babii & Jean-Pierre Florens, 2017.
"Are Unobservables Separable?,"
Papers
1705.01654, arXiv.org, revised Mar 2021.
- Andrii Babii & Jean-Pierre Florens, 2020. "Are unobservables separable?," Working Papers hal-02532383, HAL.
- Babii, Andrii & Florens, Jean-Pierre, 2017. "Are unobservables separable?," TSE Working Papers 17-802, Toulouse School of Economics (TSE).
- Andrii Babii & Jean-Pierre Florens, 2017.
"Is completeness necessary? Estimation in nonidentified linear models,"
Papers
1709.03473, arXiv.org, revised Jan 2025.
- Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
- Yikai Wang & Simon Alder, 2017. "Divide and Rule: An Origin of Polarization and Ethnic Conflict," 2017 Meeting Papers 1242, Society for Economic Dynamics.
2016
- Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016.
"Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model,"
Tinbergen Institute Discussion Papers
16-061/III, Tinbergen Institute.
- P Gorgi & P R Hansen & P Janus & S J Koopman, 2019. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 1-32.
- Laurence Ball & Anusha Chari & Prachi Mishra, 2016.
"Understanding Inflation in India,"
NBER Working Papers
22948, National Bureau of Economic Research, Inc.
- Ball, Laurence & Chari, Anusha & Mishra, Prachi, 2016. "Understanding Inflation in India," India Policy Forum, National Council of Applied Economic Research, vol. 12(1), pages 1-45.
- Abrahams, Scott & Flabbi, Luca & Piras, Claudia, 2016. "Female Corporate Leadership in Latin America and the Caribbean Region: Representation and Firm-Level Outcomes," IDB Publications (Working Papers) 7386, Inter-American Development Bank.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016.
"Distributional Effects of Air Pollution from Electric Vehicle Adoption,"
NBER Working Papers
22862, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2019. "Distributional Effects of Air Pollution from Electric Vehicle Adoption," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 6(S1), pages 65-94.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016. "Distributional Effects of Air Pollution from Electric Vehicle Adoption," NBER Chapters, in: Energy Policy Tradeoffs between Economic Efficiency and Distributional Equity, National Bureau of Economic Research, Inc.
- Andrii Babii, 2016.
"Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models,"
Papers
1611.03015, arXiv.org, revised Dec 2020.
- Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
- Babii, Andrii, 2017. "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers 17-803, Toulouse School of Economics (TSE).
- Donna B. Gilleskie & Euna Han & Edward C. Norton, 2016.
"Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle,"
NBER Working Papers
22430, National Bureau of Economic Research, Inc.
- Donna Gilleskie & Euna Han & Edward Norton, 2017. "Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 350-383, April.
- Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2016.
"Religion and Depression in Adolescence,"
Cambridge Working Papers in Economics
1613, Faculty of Economics, University of Cambridge.
- Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2019. "Religion and Depression in Adolescence," Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1178-1209.
- Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2016. "Religion and Depression in Adolescence," Working Papers 2016-007, Human Capital and Economic Opportunity Working Group.
- Fruehwirth, Jane Cooley & Iyer, Sriya & Zhang, Anwen, 2016. "Religion and Depression in Adolescence," IZA Discussion Papers 9652, Institute of Labor Economics (IZA).
2015
- Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015. "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series WP-2015-9, Federal Reserve Bank of Chicago.
- Peter Reinhard Hansen, 2015.
"A Martingale Decomposition of Discrete Markov Chains,"
CREATES Research Papers
2015-18, Department of Economics and Business Economics, Aarhus University.
- Hansen, Peter Reinhard, 2015. "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, vol. 133(C), pages 14-18.
- Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015. "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers 2015-19, Department of Economics and Business Economics, Aarhus University.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2015. "Environmental Benefits from Driving Electric Vehicles?," NBER Working Papers 21291, National Bureau of Economic Research, Inc.
- Glick, Peter & Handy, Christopher & Sahn, David E., 2015.
"Schooling, Marriage and Age of First Birth in Madagascar,"
IZA Discussion Papers
8795, Institute of Labor Economics (IZA).
- Peter Glick & Christopher Handy & David E. Sahn, 2015. "Schooling, marriage, and age at first birth in Madagascar," Population Studies, Taylor & Francis Journals, vol. 69(2), pages 219-236, July.
- Michael Darden & Donna B. Gilleskie & Koleman Strumpf, 2015.
"Smoking and Mortality: New Evidence from a Long Panel,"
Working Papers
1503, Tulane University, Department of Economics.
- Michael Darden & Donna B. Gilleskie & Koleman Strumpf, 2018. "Smoking And Mortality: New Evidence From A Long Panel," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1571-1619, August.
- Simon Alder, 2015. "Chinese Roads in India: The Effect of Transport Infrastructure on Economic Development," 2015 Meeting Papers 1447, Society for Economic Dynamics.
2014
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014.
"Momentum Trading, Return Chasing, and Predictable Crashes,"
NBER Working Papers
20660, National Bureau of Economic Research, Inc.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers 10234, C.E.P.R. Discussion Papers.
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014.
"Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences,"
Staff Reports
680, Federal Reserve Bank of New York.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Anusha Chari & Peter Blair Henry, 2014.
"Two Tales of Adjustment: East Asian Lessons for European Growth,"
NBER Working Papers
19840, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry, 2015. "Two Tales of Adjustment: East Asian Lessons for European Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(1), pages 164-196, May.
- Anusha Chari & Peter Blair Henry, 2014. "Two Tales of Adjustment: East Asian Lessons for European Growth," Working Papers 14-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anusha Chari & Peter Blair Henry, 2014.
"Learning From the Doers: Developing Country Lessons for Advanced Economy Growth,"
NBER Working Papers
19934, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry, 2014. "Learning from the Doers: Developing Country Lessons for Advanced Economy Growth," American Economic Review, American Economic Association, vol. 104(5), pages 260-265, May.
- Anusha Chari & Peter Blair Henry, 2014. "Learning From the Doers: Developing Country Lessons for Advanced Economy Growth," Working Papers 14-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Laura Alfaro & Anusha Chari & Fabio Kanczuk, 2014.
"The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment,"
NBER Working Papers
20726, National Bureau of Economic Research, Inc.
- Alfaro, Laura & Chari, Anusha & Kanczuk, Fabio, 2017. "The real effects of capital controls: Firm-level evidence from a policy experiment," Journal of International Economics, Elsevier, vol. 108(C), pages 191-210.
- Nezih Guner & Christopher Flinn & Luca Flabbi, 2014. "Marriage Market and Labor Market Search with Endogenous Schooling Decisions," 2014 Meeting Papers 150, Society for Economic Dynamics.
- Stephen Holland & Andrew J. Yates, 2014.
"Optimal Trading Ratios for Pollution Permit Markets,"
NBER Working Papers
19780, National Bureau of Economic Research, Inc.
- Holland, Stephen P. & Yates, Andrew J., 2015. "Optimal trading ratios for pollution permit markets," Journal of Public Economics, Elsevier, vol. 125(C), pages 16-27.
- William A. Pizer & Andrew J. Yates, 2014.
"Terminating Links between Emission Trading Programs,"
NBER Working Papers
20393, National Bureau of Economic Research, Inc.
- Pizer, William A. & Yates, Andrew J., 2015. "Terminating links between emission trading programs," Journal of Environmental Economics and Management, Elsevier, vol. 71(C), pages 142-159.
- Pizer, William A. & Yates, Andrew J., 2014. "Terminating Links between Emission Trading Programs," RFF Working Paper Series dp-14-28, Resources for the Future.
- Handy, Christopher, 2014. "Assortative Mating and Intergenerational Persistence of Schooling and Earnings," MPRA Paper 63829, University Library of Munich, Germany.
- Kotowski, Maciej Henryk & Li, Fei, 2014.
"The war of attrition and the revelation of valuable information,"
Scholarly Articles
12559696, Harvard Kennedy School of Government.
- Kotowski, Maciej H. & Li, Fei, 2014. "The war of attrition and the revelation of valuable information," Economics Letters, Elsevier, vol. 124(3), pages 420-423.
- Li, Fei & Kotowski, Maciej Henryk, 2014.
"On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints,"
Scholarly Articles
11718166, Harvard Kennedy School of Government.
- Kotowski, Maciej H. & Li, Fei, 2014. "On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints," Games and Economic Behavior, Elsevier, vol. 85(C), pages 84-108.
- Maciej H. Kotowski & Fei Li, 2012. "On the Continuous Equilibria of Affiliated-Value, All-Pay Auctions with Private Budget Constraints," PIER Working Paper Archive 12-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Flanders, Sam, 2014. "Matching Markets with N-Dimensional Preferences," MPRA Paper 53669, University Library of Munich, Germany.
- Desire Kedagni & Ismael Mourifie, 2014.
"Tightening Bounds In Triangular Systems,"
Working Papers
tecipa-515, University of Toronto, Department of Economics.
- Kédagni, Désiré & Mourifié, Ismael, 2014. "Tightening bounds in triangular systems," Economics Letters, Elsevier, vol. 125(3), pages 455-458.
2013
- Fei Li, 2013.
"Efficient Learning and Job Turnover in the Labor Market,"
PIER Working Paper Archive
13-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fei Li & Xi Weng, 2017. "Efficient Learning And Job Turnover In The Labor Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 727-750, August.
- Ilwoo Hwang & Fei Li, 2013. "Coasian Bargaining with An Arriving Outside Option," PIER Working Paper Archive 13-047, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francesc Dilme & Fei Li, 2013. "Dynamic Education Signaling with Dropout Risk, Third Version," PIER Working Paper Archive 14-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 24 Apr 2014.
- Lance Kent & Toan Phan, 2013. "Business Cycles with Revolutions," Working Papers 145, Department of Economics, College of William and Mary.
- Daisuke Ikeda & Toan Phan, 2013. "Asset Bubbles & Global Imbalances," Working Papers 2013-41, Department of Research, Ipag Business School.
- Zilibotti, Fabrizio & Alder, Simon & Shao, Lin, 2013.
"Economic Reforms and Industrial Policy in a Panel of Chinese Cities,"
CEPR Discussion Papers
9748, C.E.P.R. Discussion Papers.
- Simon Alder & Lin Shao & Fabrizio Zilibotti, 2016. "Economic reforms and industrial policy in a panel of Chinese cities," Journal of Economic Growth, Springer, vol. 21(4), pages 305-349, December.
- Flanders, Sam, 2013. "Continuous Matching with Single Peaked Preferences," MPRA Paper 53668, University Library of Munich, Germany.
2012
- Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012.
"Liquidity and volatility in the U.S. treasury market,"
Staff Reports
590, Federal Reserve Bank of New York.
- Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020. "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, vol. 217(2), pages 207-229.
- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012.
"Forecasting through the rear-view mirror: data revisions and bond return predictability,"
Staff Reports
581, Federal Reserve Bank of New York.
- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
- Peter Reinhard Hansen & Allan Timmermann, 2012.
"Choice of Sample Split in Out-of-Sample Forecast Evaluation,"
CREATES Research Papers
2012-43, Department of Economics and Business Economics, Aarhus University.
- Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
- Peter Reinhard Hansen & Zhuo Huang, 2012.
"Exponential GARCH Modeling with Realized Measures of Volatility,"
CREATES Research Papers
2012-44, Department of Economics and Business Economics, Aarhus University.
- Peter Reinhard Hansen & Zhuo Huang, 2016. "Exponential GARCH Modeling With Realized Measures of Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 269-287, April.
- Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," Economics Working Papers ECO2012/26, European University Institute.
- Peter Reinhard Hansen & Allan Timmermann, 2012.
"Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics,"
CREATES Research Papers
2012-45, Department of Economics and Business Economics, Aarhus University.
- Peter Reinhard Hansen & Allan Timmermann, 2015. "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
- Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers ECO2012/24, European University Institute.
- Duncan, Denvil & Peter, Klara Sabirianova, 2012.
"Unequal Inequalities: Do Progressive Taxes Reduce Income Inequality?,"
IZA Discussion Papers
6910, Institute of Labor Economics (IZA).
- Denvil Duncan & Klara Sabirianova Peter, 2016. "Unequal inequalities: Do progressive taxes reduce income inequality?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(4), pages 762-783, August.
- Laura Alfaro & Anusha Chari, 2012.
"Deregulation, Misallocation, and Size: Evidence from India,"
Harvard Business School Working Papers
13-056, Harvard Business School, revised Feb 2014.
- Laura Alfaro & Anusha Chari, 2014. "Deregulation, Misallocation, and Size: Evidence from India," Journal of Law and Economics, University of Chicago Press, vol. 57(4), pages 897-936.
- Laura Alfaro & Anusha Chari, 2012. "Deregulation, Misallocation, and Size: Evidence from India," NBER Working Papers 18650, National Bureau of Economic Research, Inc.
- Luca Flabbi and James Mabli, 2012.
"Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates,"
Working Papers
gueconwpa~12-12-03, Georgetown University, Department of Economics.
- Flabbi, Luca & Mabli, James, 2012. "Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates," IZA Discussion Papers 6908, Institute of Labor Economics (IZA).
- Flabbi, Luca & Tejada, Mauricio, 2012.
"Gender Gaps in Education and Labor Market Outcomes in the United States: The Impact of Employers` Prejudice,"
IDB Publications (Working Papers)
4205, Inter-American Development Bank.
- Luca Flabbi & Mauricio Tejada, 2012. "Gender Gaps in Education and Labor Market Outcomes in the United States: The Impact of Employers' Prejudice," Research Department Publications 4819, Inter-American Development Bank, Research Department.
- Luca Flabbi, 2012. "Gender Differences in Education, Career Choices and Labor Market Outcomes on A Sample of OECD Countries," World Bank Publications - Reports 9113, The World Bank Group.
- Shakun D. Mago & Roman M. Sheremeta & Andrew Yates, 2012.
"Best-of-Three Contest Experiments: Strategic versus Psychological Momentum,"
Working Papers
12-30, Chapman University, Economic Science Institute.
- Mago, Shakun D. & Sheremeta, Roman M. & Yates, Andrew, 2013. "Best-of-three contest experiments: Strategic versus psychological momentum," International Journal of Industrial Organization, Elsevier, vol. 31(3), pages 287-296.
- Mago, Shakun & Sheremeta, Roman & Yates, Andrew, 2012. "Best-of-Three Contest Experiments: Strategic versus Psychological Momentum," MPRA Paper 43031, University Library of Munich, Germany.
- David SAHN & Christopher HANDY & Peter GLICK, 2012. "Schooling, Marriage, and Childbearing in Madagascar," Working Papers 201225, CERDI.
- Fei Li & Can Tian, 2012.
"Directed Search and Job Rotation,"
PIER Working Paper Archive
12-024, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Li, Fei & Tian, Can, 2013. "Directed search and job rotation," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1268-1281.
- Francesc Dilme & Fei Li:, 2012. "Dynamic Education Signaling with Dropout, Second Version," PIER Working Paper Archive 13-048, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
- Maciej H. Kotowski & Fei Li, 2012. "On the Continuous Equilibria of Affiliated-Value, All-Pay Auctions with Private Budget Constraints, Third Version," PIER Working Paper Archive 14-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 Jan 2014.
- Toan Phan, 2012. "Sovereign Default and Private Government Information," Working Papers 08, Development and Policies Research Center (DEPOCEN), Vietnam.
- Simon Alder & Lin Shao & Fabrizio Zilibotti, 2012.
"The Effect of Economic Reform and Industrial Policy in a Panel of Chinese Cities,"
DEGIT Conference Papers
c017_061, DEGIT, Dynamics, Economic Growth, and International Trade.
- Lin Shao & Fabrizio Zilibotti & Simon Alder, 2013. "The Effect of Economic Reform and Industrial Policy in a Panel of Chinese Cities," 2013 Meeting Papers 1309, Society for Economic Dynamics.
2011
- Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011.
"Discount window stigma during the 2007-2008 financial crisis,"
Staff Reports
483, Federal Reserve Bank of New York.
- Armantier, Olivier & Ghysels, Eric & Sarkar, Asani & Shrader, Jeffrey, 2015. "Discount window stigma during the 2007–2008 financial crisis," Journal of Financial Economics, Elsevier, vol. 118(2), pages 317-335.
- Neville Francis & Eric Ghysels & Michael T. Owyang, 2011. "The low-frequency impact of daily monetary policy shocks," Working Papers 2011-009, Federal Reserve Bank of St. Louis.
- Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011. "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics 20110831, Federal Reserve Bank of New York.
- Luca Flabbi and Andrea Moro, 2011.
"The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model,"
Working Papers
gueconwpa~11-11-04, Georgetown University, Department of Economics.
- Flabbi, Luca & Moro, Andrea, 2012. "The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model," Journal of Econometrics, Elsevier, vol. 168(1), pages 81-95.
- Flabbi, Luca & Moro, Andrea, 2010. "The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model," IZA Discussion Papers 4829, Institute of Labor Economics (IZA).
- Luca Flabbi & Andrea Moro, 2011. "Preferences for flexibility and gender labor market inequality," 2011 Meeting Papers 554, Society for Economic Dynamics.
- Chong Huang & Fei Li, 2011. "Bargaining While Learning About New Arrivals, Second Version," PIER Working Paper Archive 13-033, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 May 2013.
- Hee Soo (test record) Kim & Christian Matthes & Toan Phan, 2011. "Extreme Weather and the Macroeconomy," Working Paper 21-14, Federal Reserve Bank of Richmond.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011.
"How The Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects,"
Working Papers
2011-015, Human Capital and Economic Opportunity Working Group.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2016. "How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 979-1021.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011. "How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20117, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
2010
- Peter R. Hansen & Asger Lunde, 2010.
"Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error,"
CREATES Research Papers
2010-08, Department of Economics and Business Economics, Aarhus University.
- Hansen, Peter R. & Lunde, Asger, 2014. "Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error," Econometric Theory, Cambridge University Press, vol. 30(1), pages 60-93, February.
- Peter R. Hansen & Asger Lunde & Valeri Voev, 2010.
"Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility,"
CREATES Research Papers
2010-74, Department of Economics and Business Economics, Aarhus University.
- Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2012. "Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," Economics Working Papers ECO2012/28, European University Institute.
- Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2012. "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility," Global COE Hi-Stat Discussion Paper Series gd12-269, Institute of Economic Research, Hitotsubashi University.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2010.
"The Model Confidence Set,"
CREATES Research Papers
2010-76, Department of Economics and Business Economics, Aarhus University.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
- Laura Alfaro & Anusha Chari, 2010. "Does Liberalization Promote Competition?," Working Papers 1112, School of International and Public Affairs, Columbia University, revised Oct 2010.
- James Mabli & Luca Flabbi, 2010. "Household Search or Individual Search: Does it Matter? Evidence from Lifetime Inequality Measures," 2010 Meeting Papers 507, Society for Economic Dynamics.
- Shakun D. Mago & Roman Sheremeta & Andrew Yates, 2010. "Best-of-Three Contests: Experimental Evidence," Working Papers 10-24, Chapman University, Economic Science Institute.
- Patrick Bajari & Jane Cooley & Kyoo il Kim & Christopher Timmins, 2010. "A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution," NBER Working Papers 15724, National Bureau of Economic Research, Inc.
- Simon Alder, 2010. "Competition and innovation: does the distance to the technology frontier matter?," IEW - Working Papers 493, Institute for Empirical Research in Economics - University of Zurich.
2009
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
- Peter Reinhard Hansen & Guillaume Horel, 2009. "Quadratic Variation by Markov Chains," CREATES Research Papers 2009-13, Department of Economics and Business Economics, Aarhus University.
- Peter, Klara Sabirianova, 2009. "Income Tax Flattening: Does It Help to Reduce the Shadow Economy?," IZA Discussion Papers 4223, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2009.
"Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income,"
NBER Working Papers
15080, National Bureau of Economic Research, Inc.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2010. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 209-237, January.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2009. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0905, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Gorodnichenko, Yuriy & Peter, Klara Sabirianova & Stolyarov, Dmitriy, 2009. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," IZA Discussion Papers 4233, Institute of Labor Economics (IZA).
- Duncan, Denvil & Peter, Klara Sabirianova, 2009.
"Does Labor Supply Respond to a Flat Tax? Evidence from the Russian Tax Reform,"
IZA Discussion Papers
4257, Institute of Labor Economics (IZA).
- Denvil Duncan & Klara Sabirianova Peter, 2009. "Does Labor Supply Respond to a Flat Tax? Evidence from the Russian Tax Reform," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0906, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Laura Alfaro & Anusha Chari, 2009.
"India Transformed? Insights from the Firm Level 1988-2005,"
Harvard Business School Working Papers
10-030, Harvard Business School.
- Laura Alfaro & Anusha Chari, 2009. "India Transformed? Insights from the Firm Level 1988-2005," NBER Working Papers 15448, National Bureau of Economic Research, Inc.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009.
"Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States,"
Working Papers
590, Research Seminar in International Economics, University of Michigan.
- Anusha Chari & Wenjie Chen & Kathryn M E Dominguez, 2012. "Foreign Ownership and Firm Performance: Emerging Market Acquisitions in the United States," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 1-42, April.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009. "Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States," NBER Working Papers 14786, National Bureau of Economic Research, Inc.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009. "Foreign Ownership and Corporate Restructuring: Direct Investment by Emerging-Market Firms in the United States," Working Papers 601, Research Seminar in International Economics, University of Michigan.
- Anusha Chari & Peter Blair Henry & Diego Sasson, 2009.
"Capital Market Integration and Wages,"
NBER Working Papers
15204, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry & Diego Sasson, 2012. "Capital Market Integration and Wages," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 102-132, April.
2008
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008. "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers 14500, National Bureau of Economic Research, Inc.
- Hanming Fang & Peter Norman, 2008.
"Toward an Efficiency Rationale for the Public Provision of Private Goods,"
NBER Working Papers
13827, National Bureau of Economic Research, Inc.
- Hanming Fang & Peter Norman, 2014. "Toward an efficiency rationale for the public provision of private goods," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 375-408, June.
- Hanming Fang & Peter Norman, 2008. "Toward an Efficiency Rationale for the Public Provision of Private Goods," 2008 Meeting Papers 1097, Society for Economic Dynamics.
- Peter Norman & Hanming Fang, 2010. "Toward an Efficiency Rationale for the Public Provision of Private Goods," 2010 Meeting Papers 1185, Society for Economic Dynamics.
- Peter Reinhard Hansen, 2008. "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers 2008-02, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008.
"Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
CREATES Research Papers
2008-63, Department of Economics and Business Economics, Aarhus University.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Flabbi, Luca & Tartari, Melissa, 2008. "Comments," LSE Research Online Documents on Economics 123412, London School of Economics and Political Science, LSE Library.
- Flabbi, Luca & Leonardi, Marco, 2008.
"Sources of Earnings Instability: Estimates from an On-the-Job Search Model of the U.S. Labor Market,"
IZA Discussion Papers
3387, Institute of Labor Economics (IZA).
- Marco Leonardi & Luca Flabbi, 2008. "Sources of Earnings Instability: Estimates from an On-the-Job Search Model of the U.S. Labor Market," 2008 Meeting Papers 308, Society for Economic Dynamics.
- James Foster, Christopher Handy, 2008. "External Capabilities," OPHI Working Papers 8, Queen Elizabeth House, University of Oxford.
2007
- Klara Sabirianova Peter & Steve Buttrick & Denvil Duncan, 2007.
"Global Reform of Personal Income Taxation, 1981-2005: Evidence from 189 Countries,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper0721, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Peter, Klara Sabirianova & Buttrick, Steve & Duncan, Denvil, 2010. "Global Reform of Personal Income Taxation, 1981–2005: Evidence From 189 Countries," National Tax Journal, National Tax Association;National Tax Journal, vol. 63(3), pages 447-478, September.
- Peter, Klara Sabirianova & Buttrick, Steve & Duncan, Denvil, 2009. "Global Reform of Personal Income Taxation, 1981-2005: Evidence from 189 Countries," IZA Discussion Papers 4228, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2007.
"Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper0720, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2009. "Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia," Journal of Political Economy, University of Chicago Press, vol. 117(3), pages 504-554, June.
- Gorodnichenko, Yuriy & Martinez-Vazquez, Jorge & Peter, Klara Sabirianova, 2007. "Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia," IZA Discussion Papers 3267, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2008. "Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia," NBER Working Papers 13719, National Bureau of Economic Research, Inc.
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2007. "Myth and Reality of Flat Tax Reform: Tax Evasion and Real Side Response of Russian Households," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0728, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Luca Flabbi, 2007.
"Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years,"
Carlo Alberto Notebooks
57, Collegio Carlo Alberto.
- Flabbi, Luca, 2010. "Prejudice and gender differentials in the US labor market in the last twenty years," Journal of Econometrics, Elsevier, vol. 156(1), pages 190-200, May.
- Luca Flabbi, 2007. "Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years," Working Papers gueconwpa~07-07-07, Georgetown University, Department of Economics.
- Luca Flabbi & Daniele Checchi, 2007.
"Intergenerational Mobility and Schooling Decisions in Germany and Italy: the Impact of Secondary School Tracks,"
Working Papers
gueconwpa~07-07-08, Georgetown University, Department of Economics.
- Daniele Checchi & Luca Flabbi, 2013. "Intergenerational Mobility and Schooling Decisions in Germany and Italy: The Impact of Secondary School Tracks," Rivista di Politica Economica, SIPI Spa, issue 3, pages 7-57, July-Sept.
- Checchi, Daniele & Flabbi, Luca, 2007. "Intergenerational Mobility and Schooling Decisions in Germany and Italy: The Impact of Secondary School Tracks," IZA Discussion Papers 2876, Institute of Labor Economics (IZA).
- Flabbi, Luca & Paternostro, Stefano & Tiongson, Erwin R., 2007.
"Returns to education in the economic transition : a systematic assessment using comparable data,"
Policy Research Working Paper Series
4225, The World Bank.
- Flabbi, Luca & Paternostro, Stefano & Tiongson, Erwin R., 2008. "Returns to education in the economic transition: A systematic assessment using comparable data," Economics of Education Review, Elsevier, vol. 27(6), pages 724-740, December.
2006
- Eric Ghysels & Jonathan H. Wright, 2006.
"Forecasting professional forecasters,"
Finance and Economics Discussion Series
2006-10, Board of Governors of the Federal Reserve System (U.S.).
- Ghysels, Eric & Wright, Jonathan H., 2009. "Forecasting Professional Forecasters," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 504-516.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise,"
Economics Papers
2006-W03, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, vol. 76(6), pages 1481-1536, November.
- Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series 2006fe05, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006.
"Subsampling realised kernels,"
Economics Papers
2006-W10, Economics Group, Nuffield College, University of Oxford.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Subsampling realised kernels," Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
- Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," OFRC Working Papers Series 2006fe06, Oxford Financial Research Centre.
- Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006. "Subsampling realised kernels," Economics Series Working Papers 278, University of Oxford, Department of Economics.
- Gorodnichenko, Yuriy & Peter, Klara Sabirianova, 2006.
"Public Sector Pay and Corruption: Measuring Bribery from Micro Data,"
IZA Discussion Papers
1987, Institute of Labor Economics (IZA).
- Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2007. "Public sector pay and corruption: Measuring bribery from micro data," Journal of Public Economics, Elsevier, vol. 91(5-6), pages 963-991, June.
- Gorodnichenko, Yuriy & Peter, Klara, 2006. "Public Sector Pay and Corruption: Measuring Bribery from Micro Data," CEPR Discussion Papers 5585, C.E.P.R. Discussion Papers.
- John S. Earle & Klara Sabirianova Peter, 2006. "Complementarity and Custom in Contract Violation," Upjohn Working Papers 06-129, W.E. Upjohn Institute for Employment Research.
- Chari, Anusha & Henry, Peter B., 2006.
"Firm-Specific Information and the Efficiency of Investment,"
Research Papers
1930, Stanford University, Graduate School of Business.
- Chari, Anusha & Blair Henry, Peter, 2008. "Firm-specific information and the efficiency of investment," Journal of Financial Economics, Elsevier, vol. 87(3), pages 636-655, March.
- Anusha Chari & Peter Henry, 2007. "Firm-Specific Information and the Efficiency of Investment," Discussion Papers 07-005, Stanford Institute for Economic Policy Research.
- Anusha Chari & Peter Blair Henry, 2006. "Firm-Specific Information and the Efficiency of Investment," NBER Working Papers 12186, National Bureau of Economic Research, Inc.
- Chari, Anusha & Henry, Peter B., 2007. "Firm-Specific Information and the Efficiency of Investment," Research Papers 1975, Stanford University, Graduate School of Business.
- Andrea Moro & Luca Flabbi, 2006. "Home production and discrimination: a joint explanation for recent trends of gender differentials in education and in the labor market," 2006 Meeting Papers 724, Society for Economic Dynamics.
- Lara Gardner & Donna Gilleskie, 2006. "The Effects of State Medicaid Policies on the Dynamic Savings Patterns of the Elderly," NBER Working Papers 12208, National Bureau of Economic Research, Inc.
2005
- Borgers, Tilman & Norman, Peter, 2005.
"A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types,"
Microeconomics.ca working papers
norman-05-02-08-08-39-42, Vancouver School of Economics, revised 23 Jun 2005.
- Tilman Börgers & Peter Norman, 2009. "A note on budget balance under interim participation constraints: the case of independent types," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(3), pages 477-489, June.
- Tilman Borgers & Peter Norman, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types," Levine's Bibliography 784828000000000147, UCLA Department of Economics.
- Tilman Börgers & Peter Norman, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types," Levine's Bibliography 784828000000000171, UCLA Department of Economics.
- Tilman Börgers & Peter Norman, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independet Types," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2005_14, Max Planck Institute for Research on Collective Goods.
- Fang, Hanming & Norman, Peter, 2005.
"Overcoming Participation Constraints,"
Microeconomics.ca working papers
norman-05-04-22-05-35-30, Vancouver School of Economics, revised 28 Apr 2005.
- Hanming Fang & Peter Norman, 2005. "Overcoming Participation Constraints," Cowles Foundation Discussion Papers 1511, Cowles Foundation for Research in Economics, Yale University.
- Hanming Fang & Peter Norman, 2005. "Overcoming Participation Constraints," Cowles Foundation Discussion Papers 1511R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2006.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," FRB Atlanta Working Paper 2005-02, Federal Reserve Bank of Atlanta.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," FRB Atlanta Working Paper 2005-07, Federal Reserve Bank of Atlanta.
- Klara Sabirianova & Jan Svejnar & Katherine Terrell, 2005.
"Foreign Investment, Corporate Ownership, and Development:Are Firms in Emerging Markets Catching Up to the World Standard?,"
William Davidson Institute Working Papers Series
wp734, William Davidson Institute at the University of Michigan.
- Klara Sabirianova Peter & Jan Svejnar & Katherine Terrell, 2012. "Foreign Investment, Corporate Ownership, and Development: Are Firms in Emerging Markets Catching Up to the World Standard?," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 981-999, November.
- Svejnar, Jan & Terrell, Katherine & Peter, Klara, 2005. "Foreign Investment, Corporate Ownership, and Development: Are Firms in Emerging Markets Catching Up to the World Standard?," CEPR Discussion Papers 4868, C.E.P.R. Discussion Papers.
- Peter, Klara Sabirianova & Svejnar, Jan & Terrell, Katherine, 2005. "Foreign Investment, Corporate Ownership, and Development: Are Firms in Emerging Markets Catching Up to the World Standard?," IZA Discussion Papers 1457, Institute of Labor Economics (IZA).
2004
- René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
- Eric Ghysels & Anders Eriksson Lars Forsberg, 2004.
"Approximating the probability distribution of functions of random variables: A new approach,"
Econometric Society 2004 Far Eastern Meetings
503, Econometric Society.
- Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004. "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers 2004s-21, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies,"
CIRANO Working Papers
2004s-19, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2006. "Predicting volatility: getting the most out of return data sampled at different frequencies," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 59-95.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," NBER Working Papers 10914, National Bureau of Economic Research, Inc.
- Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004.
"Do Heterogeneous Beliefs Matter for Asset Pricing?,"
Econometric Society 2004 North American Summer Meetings
477, Econometric Society.
- Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005. "Do Heterogeneous Beliefs Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 875-924.
- Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"The MIDAS Touch: Mixed Data Sampling Regression Models,"
CIRANO Working Papers
2004s-20, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," University of California at Los Angeles, Anderson Graduate School of Management qt9mf223rs, Anderson Graduate School of Management, UCLA.
- Elena Andreou & Eric Ghysels, 2004.
"The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests,"
CIRANO Working Papers
2004s-25, CIRANO.
- Elena Andreou, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 290-318.
- Peter Norman, 2004.
"An Efficiency Rational for Bundling of Public Goods,"
Theory workshop papers
658612000000000084, UCLA Department of Economics.
- Fang, Hanming & Norman, Peter, 2004. "An Efficiency Rationale for Bundling of Public Goods," Microeconomics.ca working papers norman-04-11-21-09-39-13, Vancouver School of Economics, revised 08 Feb 2005.
- Hanming Fang & Peter Norman, 2003. "An Efficiency Rationale for Bundling of Public Goods," Cowles Foundation Discussion Papers 1441, Cowles Foundation for Research in Economics, Yale University.
- Fang,H. & Norman,P., 2003. "An efficiency rationale for bundling of public goods," Working papers 19, Wisconsin Madison - Social Systems.
- Peter Norman & Hanming Fang, 2004. "An Efficiency Rationale for the Bundling of Public Goods," Econometric Society 2004 North American Summer Meetings 458, Econometric Society.
- Peter Norman & Andrea Moro, 2004. "Racial Wage Gaps and test Score Differences: Incentives vs. Pre-Market Factors," 2004 Meeting Papers 248, Society for Economic Dynamics.
- Peter Norman & Hanming Fang, 2004. "Public Provision of Private Goods," 2004 Meeting Papers 138, Society for Economic Dynamics.
- Asger Lunde & Peter Reinhard Hansen, 2004. "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings 526, Econometric Society.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004.
"Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise,"
Economics Papers
2004-W28, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," OFRC Working Papers Series 2004fe20, Oxford Financial Research Centre.
- John S. Earle & Andrew Spicer & Klara Sabirianova Peter, 2004.
"Community Norms and Organizational Practices: The Legitimization of Wage Arrears in Russia, 1992-1999,"
William Davidson Institute Working Papers Series
2004-641, William Davidson Institute at the University of Michigan.
- Earle, John S. & Spicer, Andrew & Peter, Klara Sabirianova, 2004. "Community Norms and Organizational Practices: The Legitimization of Wage Arrears in Russia, 1992-1999," IZA Discussion Papers 1006, Institute of Labor Economics (IZA).
- John S. Earle & Andrew Spicer & Klara Z. Sabirianova, 2003. "Community Norms and Organizational Practices: The Legitimization of Wage Arrears in Russia, 1992-1999," Upjohn Working Papers 03-97, W.E. Upjohn Institute for Employment Research.
- Fleisher, Belton M. & Peter, Klara Sabirianova & Wang, Xiaojun, 2004.
"Returns to Skills and the Speed of Reforms: Evidence from Central and Eastern Europe, China, and Russia,"
IZA Discussion Papers
1182, Institute of Labor Economics (IZA).
- Fleisher, Belton M. & Sabirianova, Klara & Wang, Xiaojun, 2005. "Returns to skills and the speed of reforms: Evidence from Central and Eastern Europe, China, and Russia," Journal of Comparative Economics, Elsevier, vol. 33(2), pages 351-370, June.
- Belton M. Fleisher & Klara Sabirianova Peter & Xiaojun Wang, 2004. "Returns to Skills and the Speed of Reforms: Evidence from Central and Eastern Europe, China, and Russia," William Davidson Institute Working Papers Series 2004-703, William Davidson Institute at the University of Michigan.
- Gorodnichenko, Yuriy & Peter, Klara Sabirianova, 2004.
"Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis,"
IZA Discussion Papers
1325, Institute of Labor Economics (IZA).
- Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2005. "Returns to schooling in Russia and Ukraine: A semiparametric approach to cross-country comparative analysis," Journal of Comparative Economics, Elsevier, vol. 33(2), pages 324-350, June.
- Yuriy Gorodnichenko & Klara Sabirianova Peter, 2004. "Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis," William Davidson Institute Working Papers Series 719, William Davidson Institute at the University of Michigan.
- Peter, Klara Sabirianova & Svejnar, Jan & Terrell, Katherine, 2004.
"Distance to the Efficiency Frontier and FDI Spillovers,"
IZA Discussion Papers
1332, Institute of Labor Economics (IZA).
- Svejnar, Jan & Peter, Klara & Terrell, Katherine, 2004. "Distance to the Efficiency Frontier and FDI Spillovers," CEPR Discussion Papers 4723, C.E.P.R. Discussion Papers.
- Klara Sabirianova Peter & Jan Svejnar & Katherine Terrell, 2004. "Distance to the Efficiency Frontier and FDI Spillovers," William Davidson Institute Working Papers Series 2004-721, William Davidson Institute at the University of Michigan.
- Earle, John S. & Peter, Klara Sabirianova, 2004.
"Contract Violations, Neighborhood Effects, and Wage Arrears in Russia,"
IZA Discussion Papers
1198, Institute of Labor Economics (IZA).
- John S. Earle & Klara Sabirianova Peter, 2004. "Contract Violations, Neighborhood Effects, And Wage Arrears In Russia," William Davidson Institute Working Papers Series 2004-708, William Davidson Institute at the University of Michigan.
- Henry, Peter B. & Chari, Anusha, 2004.
"Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations,"
Research Papers
1839, Stanford University, Graduate School of Business.
- Anusha Chari & Peter Blair Henry, 2004. "Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations," NBER Working Papers 10318, National Bureau of Economic Research, Inc.
- Anusha Chari (Chicago) & Peter Henry (Stanford), 2004. "The Invisible Hand in Emerging Markets," Econometric Society 2004 North American Winter Meetings 629, Econometric Society.
- Anusha Chari & Paige P. Ouimet & Linda L. Tesar, 2004. "Acquiring Control in Emerging Markets: Evidence from the Stock Market," NBER Working Papers 10872, National Bureau of Economic Research, Inc.
- Luca Flabbi, 2004.
"Gender Discrimination Estimation in a Search Model with Matching and Bargaining,"
Working Papers
gueconwpa~04-04-08, Georgetown University, Department of Economics.
- Luca Flabbi, 2010. "Gender Discrimination Estimation In A Search Model With Matching And Bargaining," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(3), pages 745-783, August.
- Luca Flabbi, 2004. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," 2004 Meeting Papers 367, Society for Economic Dynamics.
- Flabbi, Luca, 2005. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," IZA Discussion Papers 1764, Institute of Labor Economics (IZA).
- Zhou Yang & Donna B. Gilleskie & Edward C. Norton, 2004. "Prescription Drugs, Medical Care, and Health Outcomes: A Model of Elderly Health Dynamics," NBER Working Papers 10964, National Bureau of Economic Research, Inc.
2003
- Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco, 2003.
"Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions,"
CIRANO Working Papers
2003s-02, CIRANO.
- Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric, 2000. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," IDEI Working Papers 116, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2002.
- Eric Ghysels & João Pereira, 2003. "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers 2003s-27, CIRANO.
- Elena Andreou & Eric Ghysels, 2003.
"Test for Breaks in the Conditional Co-Movements of Asset Returns,"
University of Cyprus Working Papers in Economics
3-2003, University of Cyprus Department of Economics.
- Elena Andreou & Eric Ghysels, 2002. "Tests for Breaks in the Conditional Co-movements of Asset Returns," CIRANO Working Papers 2002s-59, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003.
"There is a Risk-Return Tradeoff After All,"
CIRANO Working Papers
2003s-26, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "There is a risk-return trade-off after all," Journal of Financial Economics, Elsevier, vol. 76(3), pages 509-548, June.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," NBER Working Papers 10913, National Bureau of Economic Research, Inc.
- Hanming Fang & Peter Norman, 2003.
"To Bundle or Not to Bundle,"
Cowles Foundation Discussion Papers
1440, Cowles Foundation for Research in Economics, Yale University.
- Hanming Fang & Peter Norman, 2006. "To bundle or not to bundle," RAND Journal of Economics, RAND Corporation, vol. 37(4), pages 946-963, December.
- Fang,H. & Norman,P., 2003. "To bundle or not to bundle," Working papers 18, Wisconsin Madison - Social Systems.
- Fang, Hanming & Norman, Peter, 2005. "To Bundle or Not to Bundle," Microeconomics.ca working papers norman-05-06-10-08-19-02, Vancouver School of Economics, revised 10 Jun 2005.
- Hanming Fang & Peter Norman, 2003.
"Optimal Provision of Multiple Excludable Public Goods,"
Cowles Foundation Discussion Papers
1441R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2006.
- Hanming Fang & Peter Norman, 2010. "Optimal Provision of Multiple Excludable Public Goods," American Economic Journal: Microeconomics, American Economic Association, vol. 2(4), pages 1-37, November.
- Hanming Fang & Peter Norman, 2008. "Optimal Provision of Multiple Excludable Public Goods," NBER Working Papers 13797, National Bureau of Economic Research, Inc.
- Peter Hansen & Asger Lunde & James M. Nason, 2003.
"Choosing the Best Volatility Models:The Model Confidence Set Approach,"
Working Papers
2003-05, Brown University, Department of Economics.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models: The Model Confidence Set Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," FRB Atlanta Working Paper 2003-28, Federal Reserve Bank of Atlanta.
- Peter Hansen, 2003. "Asymptotic Tests of Composite Hypotheses," Working Papers 2003-09, Brown University, Department of Economics.
- Klara Sabirianova Peter, 2003. "Skill-Biased Transition: The Role of Markets, Institutions, and Technological Change," William Davidson Institute Working Papers Series 2003-616, William Davidson Institute at the University of Michigan.
- Berger, Mark C. & Blomquist, Glenn C. & Peter, Klara Sabirianova, 2003.
"Compensating Differentials in Emerging Labor and Housing Markets: Estimates of Quality of Life in Russian Cities,"
IZA Discussion Papers
900, Institute of Labor Economics (IZA).
- Berger, Mark C. & Blomquist, Glenn C. & Sabirianova Peter, Klara, 2008. "Compensating differentials in emerging labor and housing markets: Estimates of quality of life in Russian cities," Journal of Urban Economics, Elsevier, vol. 63(1), pages 25-55, January.
- David M, Blau & Donna B, Gilleskie, 2003.
"Health Insurance and Retirement of Married Couples,"
Working Papers
2003-41, Center for Research in Economics and Statistics.
- David M. Blau & Donna B. Gilleskie, 2006. "Health insurance and retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 935-953, November.
- Donna B. Gilleskie & David M. Blau, 2006. "Health insurance and retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 935-953.
- David M. Blau & Donna B. Gilleskie, 2003.
"The Role of Retiree Health Insurance in the Employment Behavior of Older Men,"
NBER Working Papers
10100, National Bureau of Economic Research, Inc.
- David M. Blau & Donna B. Gilleskie, 2008. "The Role Of Retiree Health Insurance In The Employment Behavior Of Older Men," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 475-514, May.
- David M. Blau & Donna B. Gilleskie, 2008. "The Role Of Retiree Health Insurance In The Employment Behavior Of Older Men," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 475-514, May.
2002
- Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002.
"Alternative Models for Stock Price Dynamic,"
Working Papers
02-03, Duke University, Department of Economics.
- Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
- John S. Earle & Klara Z. Sabirianova, 2002.
"How Late to Pay? Understanding Wage Arrears in Russia,"
Upjohn Working Papers
02-77, W.E. Upjohn Institute for Employment Research.
- John S. Earle & Klara Z. Sabirianova, 2002. "How Late to Pay? Understanding Wage Arrears in Russia," Journal of Labor Economics, University of Chicago Press, vol. 20(3), pages 661-707, July.
- John S. Earle & Klara Sabirianova Peter, "undated". "How Late to Pay? Understanding Wage Arrears in Russia," Upjohn Working Papers jse20023, W.E. Upjohn Institute for Employment Research.
- Chari, Anusha & Peter Blair Henry, 2002. "Capital Account Liberalization, Risk Sharing and Asset Prices," Royal Economic Society Annual Conference 2002 44, Royal Economic Society.
- Chari, Anusha & Henry, Peter B., 2002.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment,"
Research Papers
1736r, Stanford University, Graduate School of Business.
- Anusha Chari & Peter Blair Henry, 2002. "Risk Sharing and Asset Prices: Evidence From a Natural Experiment," NBER Working Papers 8988, National Bureau of Economic Research, Inc.
- Chari, Anusha & Henry, Peter B., 2002.
"Capital Account Liberalization: Allocative Efficiency or Animal Spirits?,"
Research Papers
1737, Stanford University, Graduate School of Business.
- Anusha Chari & Peter Blair Henry, 2002. "Capital Account Liberalization: Allocative Efficiency or Animal Spirits?," NBER Working Papers 8908, National Bureau of Economic Research, Inc.
2001
- Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
- Ghysels, Eric & Guay, Alain, 2004. "Testing For Structural Change In The Presence Of Auxiliary Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Charles Cao & Eric Ghysels & Frank Hatheway, 2001. "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers 2001s-62, CIRANO.
- Elena Andreou & Eric Ghysels, 2001.
"Detecting Mutiple Breaks in Financial Market Volatility Dynamics,"
CIRANO Working Papers
2001s-65, CIRANO.
- Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
- Fang,H. & Norman,P., 2001.
"Government-mandated discriminatory policies,"
Working papers
12, Wisconsin Madison - Social Systems.
- Fang, Hanming & Norman, Peter, 2001. "Government-Mandated Discriminatory Policies," Working Paper Series 562, Research Institute of Industrial Economics.
- Moro,A. & Norman,P., 2001.
"A general equilibrium model of statistical discrimination,"
Working papers
4, Wisconsin Madison - Social Systems.
- Moro, Andrea & Norman, Peter, 2004. "A general equilibrium model of statistical discrimination," Journal of Economic Theory, Elsevier, vol. 114(1), pages 1-30, January.
- Fang, Hanming & Norman, Peter, 2001.
"Government-Mandated Discriminatory Policies,"
Working Paper Series
562, Research Institute of Industrial Economics.
- Fang,H. & Norman,P., 2001. "Government-mandated discriminatory policies," Working papers 12, Wisconsin Madison - Social Systems.
- Asger Lunde & Peter Reinhard Hansen, 2001.
"A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?,"
Working Papers
2001-04, Brown University, Department of Economics.
- Asger Lunde & Peter R. Hansen, 2005. "A forecast comparison of volatility models: does anything beat a GARCH(1,1)?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 873-889.
- Peter Reinhard Hansen, 2001. "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers 2001-06, Brown University, Department of Economics.
- Berger, Mark C. & Earle, John S. & Peter, Klara Sabirianova, 2001.
"Worker Training in a Restructuring Economy: Evidence from the Russian Transition,"
IZA Discussion Papers
361, Institute of Labor Economics (IZA).
- Mark C. Berger & John S. Earle & Klara Sabirianova, 2001. "Worker Training in a Restructuring Economy: Evidence from the Russian Transition," Book chapters authored by Upjohn Institute researchers, in: Soloman W. Polachek (ed.),Worker Wellbeing in a Changing Labor Market, pages 159-189, W.E. Upjohn Institute for Employment Research.
- Mark C. Berger & John S. Earle & Klara Sabirianova, 2000. "Worker Training in a Restructuring Economy: Evidence from the Russian Transition," William Davidson Institute Working Papers Series 331, William Davidson Institute at the University of Michigan.
- Sabirianova Klara, 2001.
"The Great Human Capital Reallocation: A Study of Occupational Mobility in Transitional Russiah,"
EERC Working Paper Series
2k/11e, EERC Research Network, Russia and CIS.
- Sabirianova, Klara Z., 2002. "The Great Human Capital Reallocation: A Study of Occupational Mobility in Transitional Russia," Journal of Comparative Economics, Elsevier, vol. 30(1), pages 191-217, March.
- Henry, Peter B. & Chari, Anusha, 2001.
"Stock Market Liberalizations and the Repricing of Systematic Risk,"
Research Papers
1677, Stanford University, Graduate School of Business.
- Anusha Chari & Peter Blair Henry, 2001. "Stock Market Liberalizations and the Repricing of Systematic Risk," NBER Working Papers 8265, National Bureau of Economic Research, Inc.
2000
- Eric Ghysels & Junghoon Seon, 2000. "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers 2000s-11, CIRANO.
- Elena Andreou & Eric Ghysels, 2000.
"Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results,"
CIRANO Working Papers
2000s-19, CIRANO.
- Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
- Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000.
"Let's Get "Real" About Using Economic Data,"
Econometric Society World Congress 2000 Contributed Papers
1004, Econometric Society.
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
- Norman,P., 2000.
"Legislative bargaining and coalition formation,"
Working papers
12, Wisconsin Madison - Social Systems.
- Norman, Peter, 2002. "Legislative Bargaining and Coalition Formation," Journal of Economic Theory, Elsevier, vol. 102(2), pages 322-353, February.
- Norman,P., 2000. "Efficient mechanisms for public goods with use exclusions," Working papers 15, Wisconsin Madison - Social Systems.
- Moro,A. & Norman,P., 2000. "Endogenous inequality in a trade model with private information," Working papers 28, Wisconsin Madison - Social Systems.
- Andrea Moro & Peter Norman, 2000. "Specific Human Capital, Trade, and the Wealth of Nations," Econometric Society World Congress 2000 Contributed Papers 1559, Econometric Society.
- Peter Reinhard Hansen, 2000.
"Structural Changes in the Cointegrated Vector Autoregressive Model,"
Working Papers
2000-20, Brown University, Department of Economics.
- Hansen, Peter Reinhard, 2003. "Structural changes in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, vol. 114(2), pages 261-295, June.
- Hansen, Peter Reinhard, 2000. "The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes," University of California at San Diego, Economics Working Paper Series qt832256dg, Department of Economics, UC San Diego.
- Peter Reinhard Hansen, 2000. "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers 1240, Econometric Society.
- Earle, John S. & Peter, Klara Sabirianova, 2000. "Equilibrium Wage Arrears: A Theoretical and Empirical Analysis of Institutional Lock-In," IZA Discussion Papers 196, Institute of Labor Economics (IZA).
- John S. Earle & Klara Z. Sabirianova, 2000. "Equilibrium Wage Arrears: Institutional Lock-In of Contractual Failure in Russia," William Davidson Institute Working Papers Series 321, William Davidson Institute at the University of Michigan.
- Klara Z. Sabirianova, 2000. "The Great Human Capital Reallocation: An Empirical Analysis of Occupational Mobility in Transitional Russia," William Davidson Institute Working Papers Series 309, William Davidson Institute at the University of Michigan.
- Donna B. Gilleskie & Koleman S. Strumpf, 2000.
"The Behavioral Dynamics of Youth Smoking,"
NBER Working Papers
7838, National Bureau of Economic Research, Inc.
- Donna B. Gilleskie & Koleman S. Strumpf, 2005. "The Behavioral Dynamics of Youth Smoking," Journal of Human Resources, University of Wisconsin Press, vol. 40(4), pages 822-866.
- Donna B. Gilleskie & Thomas A. Mroz, 2000. "Estimating the Effects of Covariates on Health Expenditures," NBER Working Papers 7942, National Bureau of Economic Research, Inc.
1999
- Mouna Cherkaoui & Eric Ghysels, 1999. "Emerging Markets and Trading Costs," CIRANO Working Papers 99s-04, CIRANO.
- Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO.
- Favero, Carlo A. & Flabbi, Luca & Giavazzi, Francesco, 1999.
"The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets,"
CEPR Discussion Papers
2303, C.E.P.R. Discussion Papers.
- Francesco Giavazzi, 1999. "The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks’ Balance Sheets," Working papers 99-20, Massachusetts Institute of Technology (MIT), Department of Economics.
- Carlo A. Favero & Francesco Giavazzi & Luca Flabbi, 1999. "The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets," NBER Working Papers 7231, National Bureau of Economic Research, Inc.
- Donna B. Gilleskie & Byron F. Lutz, 1999.
"The Impact of Employer-Provided Health Insurance on Dynamic Employment Transitions,"
NBER Working Papers
7307, National Bureau of Economic Research, Inc.
- Donna B. Gilleskie & Byron F. Lutz, 2002. "The Impact of Employer-Provided Health Insurance on Dynamic Employment Transitions," Journal of Human Resources, University of Wisconsin Press, vol. 37(1), pages 129-162.
1998
- Eric Ghysels & Serena Ng, 1998.
"A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure,"
Boston College Working Papers in Economics
403, Boston College Department of Economics.
- Eric Ghysels & Serena Ng, 1998. "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 535-548, November.
- Eric Ghysels & Serena Ng, 1997. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers 97s-33, CIRANO.
- Charles Cao & Eric Ghysels & Frank Hatheway, 1998. "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers 98s-14, CIRANO.
- Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments,"
CIRANO Working Papers
98s-19, CIRANO.
- Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers 98s-22, CIRANO.
- Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"Monetary Policy Rules with Model and Data Uncertainty,"
CIRANO Working Papers
98s-40, CIRANO.
- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 239-265, October.
- Nesterova Daria & Sabirianova Klara, 1998. "Investment in Human Capital under Economic Transformation in Russia," EERC Working Paper Series 99-04e, EERC Research Network, Russia and CIS.
- Flabbi, Luca & Ichino, Andrea, 1998.
"Productivity, Seniority and Wages: New Evidence from Personnel Data,"
CEPR Discussion Papers
1966, C.E.P.R. Discussion Papers.
- Flabbi, Luca & Ichino, Andrea, 2001. "Productivity, seniority and wages: new evidence from personnel data," Labour Economics, Elsevier, vol. 8(3), pages 359-387, June.
- Ichino, A. & Flabbi, L., 1998. "Productivity, Seniority and Wages. New Evidence form Personnel Data," Economics Working Papers eco98/11, European University Institute.
1997
- Eric Ghysels & Joann Jasiak, 1997. "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers 97s-06, CIRANO.
- Eric Ghysels & Valentin Patilea & Eric Renault & Olivier Torrès, 1997.
"Nonparametric Methods and Option Pricing,"
CIRANO Working Papers
97s-19, CIRANO.
- GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997. "Nonparametric methods and option pricing," LIDAM Discussion Papers CORE 1997075, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997.
"Seasonal Time Series and Autocorrelation Function Estimation,"
CIRANO Working Papers
97s-35, CIRANO.
- Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
- Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1997. "Seasonal Adjustment and Volatility Dynamics," CIRANO Working Papers 97s-39, CIRANO.
- Luca Flabbi, 1997. "Investire in istruzione: meglio per lui o per lei? Stima per genere dei rendimenti dell’istruzione in Italia," Working Papers 08, University of Milano-Bicocca, Department of Economics, revised Sep 1997.
- David M. Blau & Donna B. Gilleskie, 1997.
"Retiree Health Insurance and the Labor Force Behavior of Older Men in the 1990s,"
NBER Working Papers
5948, National Bureau of Economic Research, Inc.
- David M. Blau & Donna B. Gilleskie, 2001. "Retiree Health Insurance and the Labor Force Behavior of Older Men in the 1990s," The Review of Economics and Statistics, MIT Press, vol. 83(1), pages 64-80, February.
- Black, S-W & Moersch, M, 1997. "Financial Structure, Investment and Growth in OECD Countries," Papers 21, American Institute for Contemporary German Studies-.
1996
- Eric Ghysels & Serena Ng, 1996.
"A Semi-Parametric Factor Model for Interest Rates,"
CIRANO Working Papers
96s-18, CIRANO.
- Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO.
- Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996.
"Arbitrage Based Pricing When Volatility Is Stochastic,"
CIRANO Working Papers
96s-20, CIRANO.
- Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
- Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
- Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996.
"Nonparametric Estimation of American Options Exercise Boundaries and Call Prices,"
CIRANO Working Papers
96s-24, CIRANO.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000. "Nonparametric estimation of American options' exercise boundaries and call prices," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1829-1857, October.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996.
"American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation,"
CIRANO Working Papers
96s-26, CIRANO.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000. "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 53-92.
- René Garcia & Eric Ghysels, 1996.
"Structural Change and Asset Pricing in Emerging Markets,"
CIRANO Working Papers
96s-34, CIRANO.
- Garcia, Rene & Ghysels, Eric, 1998. "Structural change and asset pricing in emerging markets," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 455-473, June.
- Stanley W. Black, 1996.
"Issues in Korean Exchange Rate Policy,"
NBER Working Papers
5747, National Bureau of Economic Research, Inc.
- Stanley Black, 1999. "Issues in Korean Exchange Rate Policy," NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 269-284, National Bureau of Economic Research, Inc.
1995
- Bryan Campbell & Eric Ghysels, 1995.
"An Empirical Analysis of the Canadian Budget Process,"
CIRANO Working Papers
95s-08, CIRANO.
- Bryan Campbell & Eric Ghysels, 1997. "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels, 1995.
"On Stable Factor Structures in the Pricing of Risk,"
CIRANO Working Papers
95s-16, CIRANO.
- Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995.
"Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?,"
CIRANO Working Papers
95s-19, CIRANO.
- Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995.
"Predictive Tests for Structural Change with Unknown Breakpoint,"
CIRANO Working Papers
95s-20, CIRANO.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Alastair Hall & Hahn Shik Lee, 1995.
"On Periodic Structures and Testing for Seasonal Unit Roots,"
CIRANO Working Papers
95s-21, CIRANO.
- Ghysels, E. & Hall, A. & Lee, H.S., 1995. "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche 9518, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Hall, A. & Lee, H.S., 1995. "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche 9518, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Joann Jasiak, 1995.
"Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects,"
CIRANO Working Papers
95s-31, CIRANO.
- Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995.
"Market Time and Asset Price Movements Theory and Estimation,"
CIRANO Working Papers
95s-32, CIRANO.
- Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Eric Ghysels & Maral Kichian, 1995.
"On the Dynamic Specification of International Asset Pricing Models,"
CIRANO Working Papers
95s-39, CIRANO.
- Kichian, M. & Garcia, R. & Ghysels, E., 1995. "On the Dynamic Specification of International Asset Pricing Models," Cahiers de recherche 9544, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kichian, M. & Garcia, R. & Ghysels, E., 1995. "On the Dynamic Specification of International Asset Pricing Models," Cahiers de recherche 9544, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995. "Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets," CIRANO Working Papers 95s-42, CIRANO.
- Eric Ghysels & Andrew Harvey & Eric Renault, 1995.
"Stochastic Volatility,"
CIRANO Working Papers
95s-49, CIRANO.
- Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
- GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
- Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Black, S. & Moersch, M., 1995. "Investment and Its Financing During the Transition in Central and Eastern Europe," Papers 7, American Institute for Contemporary German Studies-.
1994
- Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO.
- Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994.
"Simulation Based Inference in Moving Average Models,"
CIRANO Working Papers
94s-11, CIRANO.
- Eric Ghysels & Lynda Khalaf & Cosmé Vodounou, 2003. "Simulation Based Inference In Moving Average Models," Annals of Economics and Statistics, GENES, issue 69, pages 85-99.
- Ghysels, E. & Khalaf, L. & Vodounou, C., 1995. "Simulation Based Inference in Moving Average Models," Cahiers de recherche 9513, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Khalaf, L. & Vodounou, C., 1995. "Simulation Based Inference in Moving Average Models," Cahiers de recherche 9513, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994.
"Bayesian Inference for Periodic Regime-Switching Models,"
CIRANO Working Papers
94s-15, CIRANO.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998. "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 129-143.
- Bollerslev, T. & Ghysels, E., 1994.
"Periodic Autoregressive Conditional Heteroskedasticity,"
Cahiers de recherche
9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Sarlan, H., 1994.
"On the Analysis of Business Cycles Through the Spectrum of Chronologies,"
Cahiers de recherche
9416, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Sarlan, H., 1994. "On the Analysis of Business Cycles Through the Spectrum of Chronologies," Cahiers de recherche 9416, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Ghysels, E., 1994.
"The Effect of Linear Filters on Dynamic Time series with Structural Change,"
Cahiers de recherche
9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Perron, Pierre, 1996. "The effect of linear filters on dynamic time series with structural change," Journal of Econometrics, Elsevier, vol. 70(1), pages 69-97, January.
- Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Universite de Montreal, Departement de sciences economiques.
1993
- Eric Ghysels, 1993.
"A time series model with periodic stochastic regime switching,"
Discussion Paper / Institute for Empirical Macroeconomics
84, Federal Reserve Bank of Minneapolis.
- Ghysels, E., 1993. "A Time Series Model with Periodic Stochastic Regime Switching," Cahiers de recherche 9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1993.
"Seasonal Adjustment and Other Data Transformations,"
Cahiers de recherche
9322, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric, 1997. "Seasonal Adjustment and Other Data Transformations," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 410-418, October.
- Ghysels, E. & Hall, A., 1993.
"The Periodic Time Series and Testing the Unit Root Hypothesis,"
Cahiers de recherche
9325, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Hall, A., 1993. "On Periodic Time Series and Testing the Unit Root Hypothesis," Cahiers de recherche 9333, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Lieberman, O., 1993. "Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples," Cahiers de recherche 9335, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
1992
- Eric Ghysels, 1992.
"On the Periodic Structure of the Business Cycle,"
Cowles Foundation Discussion Papers
1028, Cowles Foundation for Research in Economics, Yale University.
- Ghysels, Eric, 1994. "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-298, July.
- Campbell, B. & Ghysels, E., 1992.
"Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment,"
Cahiers de recherche
9217, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Campbell, B. & Ghysels, E., 1992. "Is the Outcome of the Federal Budget Process Unbaised and Efficient? a NonParametric Assessment," Cahiers de recherche 9217, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992.
"Generalized Predictive Tests and Structural Change Analysis in Econometrics,"
Cahiers de recherche
9223, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Ghysels, Eric & Hall, Alastair, 1994. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 199-229, February.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992.
"On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data,"
Cahiers de recherche
9237, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, vol. 18(4), pages 747-760.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels, 1992.
"Christmas, Spring and the Dawning of Economic Recovery,"
Cowles Foundation Discussion Papers
1027, Cowles Foundation for Research in Economics, Yale University.
- Ghysels, E., 1992. "Charistmas, Spring and the Dawning of Economic Recovery," Cahiers de recherche 9215, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1992. "Charistmas, Spring and the Dawning of Economic Recovery," Cahiers de recherche 9215, Universite de Montreal, Departement de sciences economiques.
- Canova, F. & Ghysels, E., 1992.
"Changes in Seasonal Patters: Are They Cyclical,"
Cahiers de recherche
9216, Universite de Montreal, Departement de sciences economiques.
- Canova, Fabio & Ghysels, Eric, 1994. "Changes in seasonal patterns : Are they cyclical?," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1143-1171, November.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
1991
- Ghysels, E., 1991.
"On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts,"
Cahiers de recherche
9130, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1991. "On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts," Cahiers de recherche 9130, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Lee, H.S. & Noh, J., 1991.
"Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation,"
Cahiers de recherche
9131, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Lee, H.S. & Noh, J., 1991. "Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation," Cahiers de recherche 9131, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1991.
"Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?,"
Cahiers de recherche
9135, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1991. "Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?," Cahiers de recherche 9135, Universite de Montreal, Departement de sciences economiques.
- Richard D. Cothren & Roger N. Waud, 1991.
"On the Optimality of Reserve Requirements,"
NBER Technical Working Papers
0101, National Bureau of Economic Research, Inc.
- Cothren, Richard D & Waud, Roger N, 1994. "On the Optimality of Reserve Requirements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 827-838, November.
1990
- Ghysels, E. & Perron, P., 1990.
"The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root,"
Papers
355, Princeton, Department of Economics - Econometric Research Program.
- Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
- Ghysels, E. & Perron, P., 1990. "The Effect Of Seasonal Adjustment Filters On Test For Unit Root," Cahiers de recherche 9037, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Perron, P., 1990. "The Effect of Seasonal Adjustment Filters on Test for Unit Root," Cahiers de recherche 9037, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1990.
"On The Economic And Econometrics Of Seasonality,"
Cahiers de recherche
9028, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1990. "On the Economic and Econometrics of Seasonality," Cahiers de recherche 9028, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1990.
"An Extension Of Quadrature-Based Methods For Solving Euler Conditions,"
Cahiers de recherche
9029, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Hall, A., 1990. "An Extension of Quadrature-Based Methods for Solving Euler Conditions," Cahiers de recherche 9029, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1990.
"The Business Cycle, The Seasonal Cycle Or Just Any Cycle,"
Cahiers de recherche
9036, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1990. "The Business Cycle, the Seasonal Cycle Or Just Any Cycle," Cahiers de recherche 9036, Universite de Montreal, Departement de sciences economiques.
1989
- David, J-F. & Ghysels, E., 1989.
"Y A-T-Il Des Biais Systematiques Dans Les Annonces Budgetaires Canadiennes?,"
Cahiers de recherche
8912, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- David, J.F. & Ghysels, E., 1989. "Y A-T-Il des Biais Systematiques Dans les Annonces Budgetaires Canadiennes?," Cahiers de recherche 8912, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1989.
"On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency,"
Cahiers de recherche
8933, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1989. "On Generalized Method Od Moments, Maximum Likelihood And Asymptotic Efficiency," Cahiers de recherche 8933, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
1988
- Ghysels, E & Hall, A., 1988.
"A Test For Structural Stability Of Euler Conditions Parameters Estimated Via The Generalized Methods Of Moments Estimators,"
Cahiers de recherche
8837, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Hall, Alastair, 1990. "A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 355-364, May.
- Ghysels, E. & Karangwa, E., 1988.
"Nominal Versus Real Seasonal Adjustment,"
Cahiers de recherche
8842, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Karangwa, E., 1989. "Nominal Versus Real Seasonal Adjustment," Cahiers de recherche 8842, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Roger N. Waud, 1988.
"Tax Aversion, Optimal Tax Rates, and Indexation,"
NBER Working Papers
2643, National Bureau of Economic Research, Inc.
- Waud, Roger N, 1988. "Tax Aversion, Optimal Tax Rates, and Indexation," Public Finance = Finances publiques, , vol. 43(2), pages 310-325.
1987
- Ghysels, E., 1987. "Cycles and Seasonais in Inventories: Another Look At Non-Stationarity and Induced Seasonality," Cahiers de recherche 8718, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1987. "The Political Economy of the Budget and Efficient Information Processing," Cahiers de recherche 8733, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1987. "Unit Root Tests and the Statistical Pitfalls of Seasonal Adjustment: the Case of U.S. Post-War Real Gnp," Cahiers de recherche 8723, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1987.
"Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation,"
Cahiers de recherche
8703, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Hall, Alastair, 1990. "Testing nonnested Euler conditions with quadrature-based methods of approximation," Journal of Econometrics, Elsevier, vol. 46(3), pages 273-308, December.
1986
- Ghysels, E., 1986. "A Study Towards a Dynamic Theory of Seasonality for Economic Time Series," Cahiers de recherche 8612, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1986. "Asset Prices in an Economy with Latent Technological Shocks - Econometric Implications of a Discrete Time General Equilibrium Model," Cahiers de recherche 8623, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1986. "Kalman Filter Seasonal Extraction Applied to Monetary Targeting," Cahiers de recherche 8611, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Nerlove, M., 1986.
"Seasonality in Surveys a Comparison of Belgian, French and German Business Tests,"
Cahiers de recherche
8614, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Nerlove, Marc, 1988. "Seasonality in surveys : A comparison of Belgian, French and German business tests," European Economic Review, Elsevier, vol. 32(1), pages 81-99, January.
- Ghysels, E. & Nerlove, M., 1986. "Seasonality in Surveys Evidence From the Belgian Business Tests," Cahiers de recherche 8613, Universite de Montreal, Departement de sciences economiques.
- Richard T. Froyen & Roger N. Waud, 1986.
"Real Business Cycles and the Lucas Paradigm,"
NBER Working Papers
2109, National Bureau of Economic Research, Inc.
- Froyen, Richard T & Waud, Roger N, 1988. "Real Business Cycles and the Lucas Paradigm," Economic Inquiry, Western Economic Association International, vol. 26(2), pages 183-201, April.
1985
- Roger N. Waud, 1985. "Tax Aversion, Deficits and the Tax Rate-Tax Revenue Relationship," NBER Working Papers 1533, National Bureau of Economic Research, Inc.
1984
- Richard T. Froyen & Roger N. Waud, 1984.
"An Examination of Aggregate Price Uncertainty in Four Countries and SomeImplications for Real Output,"
NBER Working Papers
1460, National Bureau of Economic Research, Inc.
- Froyen, Richard T & Waud, Roger N, 1987. "An Examination of Aggregate Price Uncertainty in Four Countries and Some Implications for Real Output," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 353-372, June.
1983
- Richard T. Froyen & Roger N. Waud, 1983.
"Demand Variability, Supply Shocks and the Output-Inflation Tradeoff,"
NBER Working Papers
1081, National Bureau of Economic Research, Inc.
- Froyen, Richard T & Waud, Roger N, 1985. "Demand Variability, Supply Shocks and the Output-Inflation Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 9-15, February.
- Richard T. Froyen & Roger N. Waud, 1983. "The Changing Relationship Between Aggregate Price and Output: The British Experience," NBER Working Papers 1134, National Bureau of Economic Research, Inc.
1975
- Stephen F. LeRoy & Roger N. Waud, 1975. "Observability, measurement error, and the optimal use of information for monetary policy," Special Studies Papers 75, Board of Governors of the Federal Reserve System (U.S.).
- Roger N. Waud, 1975.
"Information lags and the interest rate as a proximate monetary policy target,"
Special Studies Papers
67, Board of Governors of the Federal Reserve System (U.S.).
- Waud, Roger N, 1975. "Information Lags and the Interest Rate as a Proximate Monetary Policy Target," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 37(2), pages 103-113, May.
- Robert J. Mackay & Roger N. Waud, 1975.
"A re-examination of Keynesian monetary and fiscal orthodoxy in a two- sector Keynesian paradigm,"
Special Studies Papers
61, Board of Governors of the Federal Reserve System (U.S.).
- Robert J. Mackay & Roger N. Waud, 1975. "A Re-examination of Keynesian Monetary and Fiscal Orthodoxy in a Two-Sector Keynesian Paradigm," Canadian Journal of Economics, Canadian Economics Association, vol. 8(4), pages 548-573, November.
- Roger N. Waud, 1975.
"Asymmetric policymaker utility functions and optimal policy under uncertainty,"
Special Studies Papers
57, Board of Governors of the Federal Reserve System (U.S.).
- Waud, Roger N, 1976. "Asymmetric Policymaker Utility Functions and Optimal Policy Under Uncertainty," Econometrica, Econometric Society, vol. 44(1), pages 53-66, January.
1974
- Roger N. Waud, 1974.
"Monetary and fiscal effects on economic activity: a reduced form examination of their relative importance,"
Special Studies Papers
41, Board of Governors of the Federal Reserve System (U.S.).
- Waud, Roger N, 1974. "Monetary and Fiscal Effects on Economic Activity: A Reduced Form Examination of their Relative Importance," The Review of Economics and Statistics, MIT Press, vol. 56(2), pages 177-187, May.
1973
- Glenn C. Picou & Roger N. Waud, 1973.
"The cost of capital, the desired capital stock, and a variable investment tax credit as a stabilization tool,"
Working Paper
73-03, Federal Reserve Bank of Richmond.
- Glenn C. Picou & Roger N. Waud, 1973. "The cost of capital, the desired capital stock, and a variable investment tax credit as a stabilization tool," Special Studies Papers 37, Board of Governors of the Federal Reserve System (U.S.).
- Stanley W. Black, 1973. "Aggregation over time, the supply and demand for money, and monetary policy," Special Studies Papers 35, Board of Governors of the Federal Reserve System (U.S.).
1972
- Stanley W. Black, 1972. "International money markets and flexible exchange rates," Staff Studies 70, Board of Governors of the Federal Reserve System (U.S.).
1968
- Stanley W. Black & Harry Kelejian, 1968. "A Macro Model of the U.S. Labor Market (revised)," Working Papers 383, Princeton University, Department of Economics, Industrial Relations Section..
1967
- Harry Kelejian & Stanley W. Black, 1967. "A Study of the U.S. Labor Market: A Report on Work in Progress," Working Papers 1, Princeton University, Department of Economics, Industrial Relations Section..
Undated
- Andrea Moro & Peter Norman, "undated".
"Affirmative Action in a Competitive Economy,"
Penn CARESS Working Papers
ca48ba70927f48a4e11034658, Penn Economics Department.
- Moro, Andrea & Norman, Peter, 2003. "Affirmative action in a competitive economy," Journal of Public Economics, Elsevier, vol. 87(3-4), pages 567-594, March.
- Andrea Moro & Peter Norman, "undated". ""Affirmative Action in a Competitive Economy''," CARESS Working Papres 96-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek, "undated". "Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility," CREATES Research Papers 2010-13, Department of Economics and Business Economics, Aarhus University.
- Niels Kleis Frederiksen & Peter Reinhard Hansen & Henrik Jacobsen & Peter Birch Soerensen, "undated". "Consumer Services, Employment and the Informal Economy," EPRU Working Paper Series 94-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- John S. Earle & Klara Sabirianova Peter, "undated".
"Complementarity and Custom in Wage Contract Violation,"
Upjohn Working Papers
jse20092, W.E. Upjohn Institute for Employment Research.
- John S. Earle & Klara Sabirianova Peter, 2009. "Complementarity and Custom in Wage Contract Violation," The Review of Economics and Statistics, MIT Press, vol. 91(4), pages 832-849, November.
- Luca Flabbi & James Mabli & Mauricio Salazar, "undated". "Household Lifetime Inequality Estimates in the U.S. Labor Market," Mathematica Policy Research Reports 01983b3cc4024752b42ef14fd, Mathematica Policy Research.
- Luca Flabbi & James Mabli, "undated".
"Household Search or Individual Search: Does It Matter?,"
Mathematica Policy Research Reports
51044d1452c048068e2eb04cf, Mathematica Policy Research.
- Luca Flabbi & James Mabli, 2018. "Household Search or Individual Search: Does It Matter?," Journal of Labor Economics, University of Chicago Press, vol. 36(1), pages 1-46.
- Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, "undated".
"Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes,"
GSIA Working Papers
2006-E43, Carnegie Mellon University, Tepper School of Business.
- Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, 2007. "Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 510-521, August.
- Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, 2006. "Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes," NBER Working Papers 12156, National Bureau of Economic Research, Inc.
- Ning Fu & Donna B. Gilleskie & Shawn Kneipp & Todd Schwartz & Amanda Sheely, "undated". "The Effects of a Criminal Record on Employment, Welfare Participation, and Health: A Model of Long-Run Behaviors and Outcomes when Lagged Variables are Missing Non-Randomly," Mathematica Policy Research Reports 076c7c96e69042ea8a73646bf, Mathematica Policy Research.
- Donna Gilleskie & Denise Hoffman, "undated".
"Health Capital and Human Capital as Explanations for Health-Related Wage Disparities,"
Mathematica Policy Research Reports
864ed21a899646aabf02f584b, Mathematica Policy Research.
- Donna Gilleskie & Denise Hoffman, 2014. "Health Capital and Human Capital as Explanations for Health-Related Wage Disparities," Journal of Human Capital, University of Chicago Press, vol. 8(3), pages 235-279.
- Guo, Xinyu & Kedagni, Desire & Weninger, Quinn, "undated". "Strategic underproduction and ownership limit policy in cap-and-trade," ISU General Staff Papers 202112212129530000, Iowa State University, Department of Economics.
Journal articles
2025
- Harrison Fell & Stephen P. Holland & Andrew J. Yates, 2025.
"Optimal Subsidies for Green Hydrogen Production,"
Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 12(1), pages 33-63.
- Harrison Fell & Stephen P. Holland & Andrew J. Yates, 2023. "Optimal Subsidies for Green Hydrogen Production," NBER Working Papers 31902, National Bureau of Economic Research, Inc.
2024
- Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2024.
"A new method for generating random correlation matrices,"
The Econometrics Journal, Royal Economic Society, vol. 27(2), pages 188-212.
- Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2022. "A New Method for Generating Random Correlation Matrices," Papers 2210.08147, arXiv.org.
- Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2024.
"Realized GARCH, CBOE VIX, and the Volatility Risk Premium,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 187-223.
- Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021. "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers 2112.05302, arXiv.org.
- Peter Reinhard Hansen & Chan Kim & Wade Kim, 2024.
"Periodicity in Cryptocurrency Volatility and Liquidity,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 224-251.
- Peter Reinhard Hansen & Chan Kim & Wade Kimbrough, 2021. "Periodicity in Cryptocurrency Volatility and Liquidity," Papers 2109.12142, arXiv.org, revised Nov 2021.
- Ilya Archakov & Peter Reinhard Hansen, 2024.
"A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices,"
The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1099-1113, July.
- Ilya Archakov & Peter Reinhard Hansen, 2020. "A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices," Papers 2012.02698, arXiv.org, revised Nov 2021.
- Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024.
"Sovereign credit spreads, banking fragility, and global factors,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022. "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile 957, Central Bank of Chile.
- Flabbi, Luca & Tejada, Mauricio M., 2024. "Corrigendum to “Are Informal Self-Employment and Informal Employment as Employee Behaviorally Distinct Labor Force States?” [Economics Letters (2023) 111278]," Economics Letters, Elsevier, vol. 241(C).
- Jingyuan Deng & Nelly Elmallakh & Luca Flabbi & Roberta Gatti, 2024.
"Labor market transitions in Egypt post-Arab Spring,"
Middle East Development Journal, Taylor & Francis Journals, vol. 16(1), pages 117-141, January.
- Deng,Jingyuan & Elmallakh,Nelly Youssef Louis William & Flabbi,Luca & Gatti,Roberta V., 2022. "Labor Market Transitions in Egypt Post-Arab Spring," Policy Research Working Paper Series 10126, The World Bank.
- Samuel Berlinski & Maria Marta Ferreyra & Luca Flabbi & Juan David Martin, 2024.
"Childcare Markets, Parental Labor Supply, and Child Development,"
Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 2113-2177.
- Berlinski, Samuel & Ferreyra, Maria Marta & Flabbi, Luca & Martin, Juan David, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," IZA Discussion Papers 12904, Institute of Labor Economics (IZA).
- Samuel Berlinski & Maria Marta Ferreyra & Luca Flabbi & Juan David Martin, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," CHILD Working Papers Series 73 JEL Classification:, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Berlinski, Samuel & Ferreyra, María Marta & Flabbi, Luca & Martin, Juan David, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," IDB Publications (Working Papers) 10859, Inter-American Development Bank.
- Berlinski,Samuel G. & Ferreyra,Maria Marta & Flabbi,Luca & Martin,Juan David, 2020. "Child Care Markets, Parental Labor Supply, and Child Development," Policy Research Working Paper Series 9427, The World Bank.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024.
"High-Dimensional Granger Causality Tests with an Application to VIX and News,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 605-635.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019. "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers 1912.06307, arXiv.org, revised Feb 2021.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2024.
"Panel data nowcasting: The case of price–earnings ratios,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 292-307, March.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2023. "Panel Data Nowcasting: The Case of Price-Earnings Ratios," Papers 2307.02673, arXiv.org.
- Donna Gilleskie & Geetha Vaidyanathan, 2024. "Undergraduate Ancillaries in the Economics Department at the University of North Carolina at Chapel Hill," The American Economist, Sage Publications, vol. 69(2), pages 301-310, October.
- Toan Phan, 2024. "How Does Market Competition Affect Banks' Adaptation to Changes in Flood Risks?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 24(06), February.
- Toan Phan, 2024. "Assessing GSE Mortgage Portfolios’ Exposure to Past and Future Flood Risk," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 24(22), July.
- Toan Phan & Sonya Ravindranath Waddell, 2024. "The Economic and Human Impacts of Hurricanes," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 24(38), December.
- Jane Cooley Fruehwirth & Alex Xingbang Weng & Krista M. Perreira, 2024. "The effect of social media use on mental health of college students during the pandemic," Health Economics, John Wiley & Sons, Ltd., vol. 33(10), pages 2229-2252, October.
- Ghanem, Dalia & Hirshleifer, Sarojini & Kédagni, Désiré & Ortiz-Becerra, Karen, 2024.
"Correcting attrition bias using changes-in-changes,"
Journal of Econometrics, Elsevier, vol. 241(2).
- Dalia Ghanem & Sarojini Hirshleifer & D'esir'e K'edagni & Karen Ortiz-Becerra, 2022. "Correcting Attrition Bias using Changes-in-Changes," Papers 2203.12740, arXiv.org, revised Mar 2024.
- Lixiong Li & Désiré Kédagni & Ismaël Mourifié, 2024.
"Discordant relaxations of misspecified models,"
Quantitative Economics, Econometric Society, vol. 15(2), pages 331-379, May.
- Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2021. "Discordant Relaxations of Misspecified Models," ISU General Staff Papers 202107280700001131, Iowa State University, Department of Economics.
- Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020. "Discordant Relaxations of Misspecified Models," Papers 2012.11679, arXiv.org, revised Apr 2024.
2023
- Tong, Chen & Hansen, Peter Reinhard, 2023.
"Characterizing correlation matrices that admit a clustered factor representation,"
Economics Letters, Elsevier, vol. 233(C).
- Chen Tong & Peter Reinhard Hansen, 2023. "Characterizing Correlation Matrices that Admit a Clustered Factor Representation," Papers 2308.05895, arXiv.org.
- Anusha Chari, 2023.
"Report of the Committee on the Status of Women in the Economics Profession,"
AEA Papers and Proceedings, American Economic Association, vol. 113, pages 815-839, May.
- Anusha Chari, 2024. "Report of the Committee on the Status of Women in the Economics Profession," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 853-877, May.
- Anusha Chari, 2023.
"Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities,"
Annual Review of Economics, Annual Reviews, vol. 15(1), pages 549-572, September.
- Anusha Chari, 2023. "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers 31143, National Bureau of Economic Research, Inc.
- Jingyuan Deng & Nelly Elmallakh & Luca Flabbi & Roberta Gatti, 2023.
"Labour market impact of the COVID‐19 pandemic in the West Bank and Gaza,"
LABOUR, CEIS, vol. 37(4), pages 491-518, December.
- Deng,Jingyuan & Elmallakh,Nelly Youssef Louis William & Flabbi,Luca & Gatti,Roberta V., 2023. "Labor Market Impact of the COVID-19 Pandemic in the West Bank and Gaza," Policy Research Working Paper Series 10587, The World Bank.
- Flabbi, Luca & Tejada, Mauricio M., 2023.
"Are informal self-employment and informal employment as employee behaviorally distinct labor force states?,"
Economics Letters, Elsevier, vol. 231(C).
- Flabbi, Luca & Tejada, Mauricio, 2023. "Are Informal Self-Employment and Informal Employment as Employee Behaviorally Distinct Labor Force States?," IZA Discussion Papers 16225, Institute of Labor Economics (IZA).
- Viollaz Mariana & Salazar-Saenz Mauricio & Flabbi Luca & Bustelo Monserrat & Bosch Mariano, 2023. "The COVID-19 Pandemic in Latin American and Caribbean countries: Gender Differentials in Labor Market Dynamics," IZA Journal of Development and Migration, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 14(1), pages 1-57, January.
- Bruno, August & Weber, Paige & Yates, Andrew J., 2023.
"Can Bitcoin mining increase renewable electricity capacity?,"
Resource and Energy Economics, Elsevier, vol. 74(C).
- August Bruno & Paige Weber & Andrew J. Yates, 2022. "Can Bitcoin Mining Increase Renewable Electricity Capacity?," CESifo Working Paper Series 9973, CESifo.
- Amir Zeighami & Jordan Kern & Andrew J. Yates & Paige Weber & August A. Bruno, 2023. "U.S. West Coast droughts and heat waves exacerbate pollution inequality and can evade emission control policies," Nature Communications, Nature, vol. 14(1), pages 1-13, December.
- Babii, Andrii & Kumar, Rohit, 2023.
"Isotonic regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 371-393.
- Andrii Babii & Rohit Kumar, 2019. "Isotonic Regression Discontinuity Designs," Papers 1908.05752, arXiv.org, revised Dec 2020.
- Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas, 2023.
"Machine learning panel data regressions with heavy-tailed dependent data: Theory and application,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application," Papers 2008.03600, arXiv.org, revised Nov 2021.
- Toan Phan, 2023. "A New Look at the Effects of Weather Shocks Over Time," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(25), August.
- Kédagni, Désiré, 2023.
"Identifying treatment effects in the presence of confounded types,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 479-511.
- Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
- Kedagni, Desire, 2021. "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers 202106050700001056, Iowa State University, Department of Economics.
- Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor, 2023.
"Identifying marginal treatment effects in the presence of sample selection,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 565-584.
- Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers 201909150700001080, Iowa State University, Department of Economics.
- Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vítor Augusto, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," IZA Discussion Papers 14428, Institute of Labor Economics (IZA).
- Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers 2112.07014, arXiv.org.
- Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023.
"Testing identifying assumptions in bivariate probit models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
- Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021. "Testing Identifying Assumptions in Bivariate Probit Models," ISU General Staff Papers 202103290700001124, Iowa State University, Department of Economics.
- McAdams, David & Song, Yangbo & Zou, Dihan, 2023. "Equilibrium social activity during an epidemic," Journal of Economic Theory, Elsevier, vol. 207(C).
2022
- Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022.
"How should parameter estimation be tailored to the objective?,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 535-558.
- Elena Ivona Dumitrescu & Peter Hansen, 2020. "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print hal-03331109, HAL.
- Peter Reinhard Hansen, 2022.
"Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants [Increased risk of hospitalisation associated with infection with SARS-CoV-2 lin,"
The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 739-761.
- Peter Reinhard Hansen, 2021. "Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants," Papers 2110.00533, arXiv.org, revised Jan 2022.
- Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2022.
"Option pricing with state‐dependent pricing kernel,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1409-1433, August.
- Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021. "Option Pricing with State-dependent Pricing Kernel," Papers 2112.05308, arXiv.org, revised Apr 2022.
- Chari, Anusha & Henry, Peter Blair & Moussa, Racha, 2022. "Do finite horizons matter? The welfare consequences of capital account liberalization," Economic Modelling, Elsevier, vol. 114(C).
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022.
"Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle,"
Journal of International Economics, Elsevier, vol. 136(C).
- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers 29670, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
- Matteo Bobba & Luca Flabbi & Santiago Levy, 2022.
"Labor Market Search, Informality, And Schooling Investments,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 211-259, February.
- Matteo Bobba & Luca Flabbi & Santiago Levy, 2022. "Labor market search, informality and schooling investments," Post-Print hal-03641810, HAL.
- Bobba, Matteo & Flabbi, Luca & Levy Algazi, Santiago, 2017. "Labor Market Search, Informality and Schooling Investments," IZA Discussion Papers 11170, Institute of Labor Economics (IZA).
- Luca Flabbi, 2018. "Labor Market Search, Informality and Schooling Investments," 2018 Meeting Papers 130, Society for Economic Dynamics.
- Bobba, Matteo & Flabbi, Luca & Levy, Santiago, 2017. "Labor Market Search, Informality and Schooling Investments," TSE Working Papers 17-867, Toulouse School of Economics (TSE), revised Jun 2021.
- Bobba, Matteo & Flabbi, Luca & Levy Algazi, Santiago, 2018. "Labor Market Search, Informality and Schooling Investments," IDB Publications (Working Papers) 8752, Inter-American Development Bank.
- Matteo Bobba & Luca Flabbi & Santiago Levy, 2018. "Labor Market Search, Informality and Schooling Investments," Working Paper 4576a209-ed2c-44ba-a5a3-4, Agence française de développement.
- Stephen P. Holland & Matthew J. Kotchen & Erin T. Mansur & Andrew J. Yates, 2022. "Why marginal CO 2 emissions are not decreasing for US electricity: Estimates and implications for climate policy," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(8), pages 2116632119-, February.
- Stephen P. Holland & Matthew J. Kotchen & Erin T. Mansur & Andrew J. Yates, 2022. "Reply to Gagnon et al.: Short-run estimates vs. long-run conjectures," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(49), pages 2214219119-, December.
- Handy, Christopher & Shester, Katharine L., 2022. "Local changes in intergenerational mobility," Labour Economics, Elsevier, vol. 78(C).
- Christopher Handy & Katharine L. Shester, 2022. "Birth order and the decline in college completion among the baby boom generation," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1626-1643, October.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2022.
"Machine Learning Time Series Regressions With an Application to Nowcasting,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1094-1106, June.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021. "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Reprints LFIN 2021010, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Time Series Regressions with an Application to Nowcasting," Papers 2005.14057, arXiv.org, revised Dec 2020.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021. "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Discussion Papers LFIN 2021004, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii, 2022.
"High-Dimensional Mixed-Frequency IV Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1470-1483, October.
- Andrii Babii, 2020. "High-dimensional mixed-frequency IV regression," Papers 2003.13478, arXiv.org.
- Toan Phan, 2022. "Are Some Homebuyers Strategically Transferring Climate Risks to Lenders?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 22(14), April.
- Esteban Aucejo & Patrick Coate & Jane Cooley Fruehwirth & Sean Kelly & Zachary Mozenter, 2022. "Teacher Effectiveness and Classroom Composition: Understanding Match Effects in the Classroom," The Economic Journal, Royal Economic Society, vol. 132(648), pages 3047-3064.
- Esteban M. Aucejo & Jane Cooley Fruehwirth & Sean Kelly & Zachary Mozenter, 2022. "Teachers and the Gender Gap in Reading Achievement," Journal of Human Capital, University of Chicago Press, vol. 16(3), pages 372-403.
- Simon Alder & Timo Boppart & Andreas Müller, 2022.
"A Theory of Structural Change That Can Fit the Data,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 160-206, April.
- Boppart, Timo & Alder, Simon & Müller, Andreas, 2019. "A theory of structural change that can fit the data," CEPR Discussion Papers 13469, C.E.P.R. Discussion Papers.
- Simon Alder & Andreas Mueller & Timo Boppart, 2018. "A theory of structural change that can fit the data," 2018 Meeting Papers 988, Society for Economic Dynamics.
- Kyunghoon Ban & Désiré Kédagni, 2022.
"Nonparametric bounds on treatment effects with imperfect instruments [Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction],"
The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 477-493.
- Kyunghoon Ban & D'esir'e K'edagni, 2021. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," Papers 2109.14785, arXiv.org.
- Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
2021
- Peter Reinhard Hansen & Matthias Schmidtblaicher, 2021. "A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 259-271, January.
- Ilya Archakov & Peter Reinhard Hansen, 2021.
"A New Parametrization of Correlation Matrices,"
Econometrica, Econometric Society, vol. 89(4), pages 1699-1715, July.
- Ilya Archakov & Peter Reinhard Hansen, 2020. "A New Parametrization of Correlation Matrices," Papers 2012.02395, arXiv.org.
- Anusha Chari & Peter Blair Henry & Hector Reyes, 2021. "The Baker Hypothesis: Stabilization, Structural Reforms, and Economic Growth," Journal of Economic Perspectives, American Economic Association, vol. 35(3), pages 83-108, Summer.
- Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021.
"In search of distress risk in emerging markets,"
Journal of International Economics, Elsevier, vol. 131(C).
- Gonzalo Asis & Anusha Chari & Adam Haas, 2020. "In Search of Distress Risk in Emerging Markets," NBER Working Papers 27213, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad & Andrew Karolyi, 2021. "Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows [Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1445-1508.
- Mauricio Tejada & Claudia Piras & Luca Flabbi & Monserrat Bustelo, 2021.
"Gender Gaps in Latin American Labor Markets: Implications from an Estimated Search Model,"
Annals of Economics and Statistics, GENES, issue 142, pages 111-178.
- Tejada, Mauricio & Piras, Claudia & Flabbi, Luca & Bustelo, Monserrat, 2021. "Gender Gaps in Latin American Labor Markets: Implications from an Estimated Search Model," IZA Discussion Papers 14186, Institute of Labor Economics (IZA).
- Bobba, Matteo & Flabbi, Luca & Levy, Santiago & Tejada, Mauricio, 2021.
"Labor market search, informality, and on-the-job human capital accumulation,"
Journal of Econometrics, Elsevier, vol. 223(2), pages 433-453.
- Bobba, Matteo & Flabbi, Luca & Levy, Santiago & Tejada, Mauricio, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," TSE Working Papers 19-983, Toulouse School of Economics (TSE).
- Bobba, Matteo & Flabbi, Luca & Levy Algazi, Santiago & Tejada, Mauricio, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," IZA Discussion Papers 12091, Institute of Labor Economics (IZA).
- Matteo Bobba & Luca Flabbi & Santiago Levy & Mauricio Tejada, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," ILADES-UAH Working Papers inv326, Universidad Alberto Hurtado/School of Economics and Business.
- Matteo Bobba & Luca Flabbi & Santiago Levy & Mauricio Tejada, 2021. "Labor market search, informality, and on-the-job human capital accumulation," Post-Print hal-03248487, HAL.
- Matteo BOBBA & Luca FLABBI & Santiago LEVY & Mauricio TEJADA, 2019. "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," Working Paper 29742f29-1204-4e92-be93-5, Agence française de développement.
- Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2021.
"The Electric Vehicle Transition and the Economics of Banning Gasoline Vehicles,"
American Economic Journal: Economic Policy, American Economic Association, vol. 13(3), pages 316-344, August.
- Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2020. "The Electric Vehicle Transition and the Economics of Banning Gasoline Vehicles," NBER Working Papers 26804, National Bureau of Economic Research, Inc.
- Holland, Stephen P. & Mansur, Erin T. & Muller, Nicholas Z. & Yates, Andrew J., 2021. "The environmental benefits of transportation electrification: Urban buses," Energy Policy, Elsevier, vol. 148(PA).
- El-Khattabi, Ahmed Rachid & Eskaf, Shadi & Isnard, Julien P. & Lin, Laurence & McManus, Brian & Yates, Andrew J., 2021. "Heterogeneous responses to price: Evidence from residential water consumers," Journal of Environmental Economics and Management, Elsevier, vol. 107(C).
- Christopher Handy, 2021. "A rank-based measure of educational assortative mating," Applied Economics Letters, Taylor & Francis Journals, vol. 28(12), pages 1031-1035, July.
- Li, Chunxiao & Gilleskie, Donna B., 2021. "The influence of endogenous behaviors among social pairs: Social interaction effects of smoking," Journal of Health Economics, Elsevier, vol. 80(C).
- Michael A. Catalano & Donna B. Gilleskie, 2021. "Impacts of local public smoking bans on smoking behaviors and tobacco smoke exposure," Health Economics, John Wiley & Sons, Ltd., vol. 30(8), pages 1719-1744, August.
- Donna B. Gilleskie, 2021. "In sickness and in health, until death do us part: A case for theory," Southern Economic Journal, John Wiley & Sons, vol. 87(3), pages 753-768, January.
- Graczyk, Andrew & Phan, Toan, 2021.
"Regressive Welfare Effects Of Housing Bubbles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2102-2127, December.
- Andrew Graczyk & Toan Phan, 2018. "Regressive Welfare Effects of Housing Bubbles," Working Paper 18-10, Federal Reserve Bank of Richmond.
- Toan Phan, 2021. "Climate Change and Financial Stability? Recalling Lessons from the Great Recession," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(27), August.
- Toan Phan, 2021. "Pricing and Mispricing of Climate Risks in U.S. Financial Markets," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(41), December.
- Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2021.
"Does class size matter? How, and at what cost?,"
European Economic Review, Elsevier, vol. 133(C).
- Desire Kedagni & Kala Krishna & Rigissa Megalokonomou & Yingyan Zhao, 2019. "Does Class Size Matter? How, and at What Cost?," NBER Working Papers 25736, National Bureau of Economic Research, Inc.
- Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2019. "Does Class Size Matter? How, and at What Cost?," ISU General Staff Papers 201904010700001085, Iowa State University, Department of Economics.
- Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2021. "Does class size matter? How, and at what cost?," ISU General Staff Papers 202104010700001085, Iowa State University, Department of Economics.
- Hu, Maggie R. & Lee, Adrian D. & Zou, Dihan, 2021. "COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns," Finance Research Letters, Elsevier, vol. 43(C).
2020
- Gonzalo Asis & Anusha Chari & Adam Haas, 2020. "Emerging Markets at Risk," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 493-498, May.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2020.
"Decompositions and Policy Consequences of an Extraordinary Decline in Air Pollution from Electricity Generation,"
American Economic Journal: Economic Policy, American Economic Association, vol. 12(4), pages 244-274, November.
- Stephen P. Holland & Erin T. Mansur & Nicholas Muller & Andrew J. Yates, 2018. "Decompositions and Policy Consequences of an Extraordinary Decline in Air Pollution from Electricity Generation," NBER Working Papers 25339, National Bureau of Economic Research, Inc.
- Babii, Andrii, 2020.
"Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models,"
Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
- Andrii Babii, 2016. "Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models," Papers 1611.03015, arXiv.org, revised Dec 2020.
- Babii, Andrii, 2017. "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers 17-803, Toulouse School of Economics (TSE).
- Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2020.
"Intermediaries and product quality in used car markets,"
RAND Journal of Economics, RAND Corporation, vol. 51(3), pages 905-933, September.
- Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2018. "Intermediaries and Product Quality in Used Car Markets," Boston College Working Papers in Economics 969, Boston College Department of Economics.
- Chong Huang & Fei Li & Xi Weng, 2020. "Star Ratings and the Incentives of Mutual Funds," Journal of Finance, American Finance Association, vol. 75(3), pages 1715-1765, June.
- Siddhartha Biswas & Andrew Hanson & Toan Phan, 2020.
"Bubbly Recessions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(4), pages 33-70, October.
- Siddhartha Biswas & Andrew Hanson & Toan Phan, 2019. "Bubbly Recessions," 2019 Meeting Papers 116, Society for Economic Dynamics.
- Siddhartha Biswas & Andrew Hanson & Toan Phan, 2018. "Bubbly Recessions," Working Paper 18-5, Federal Reserve Bank of Richmond.
- Toan Phan & Andrew Hanson & Siddhartha Biswas, 2018. "Bubbly Recessions," 2018 Meeting Papers 440, Society for Economic Dynamics.
- Sam Flanders & Melati Nungsari & Marcela Parada‐Contzen, 2020. "Pricing schemes and market efficiency in private retirement systems," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 22(4), pages 1041-1068, August.
- Melati Nungsari & Sam Flanders & Hui-Yin Chuah, 2020. "Poverty and precarious employment: the case of Rohingya refugee construction workers in Peninsular Malaysia," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-11, December.
- Burkett, Justin & Woodward, Kyle, 2020. "Uniform price auctions with a last accepted bid pricing rule," Journal of Economic Theory, Elsevier, vol. 185(C).
- Burkett, Justin & Woodward, Kyle, 2020. "Reserve prices eliminate low revenue equilibria in uniform price auctions," Games and Economic Behavior, Elsevier, vol. 121(C), pages 297-306.
- Désiré Kédagni & Ismael Mourifié, 2020.
"Generalized instrumental inequalities: testing the instrumental variable independence assumption,"
Biometrika, Biometrika Trust, vol. 107(3), pages 661-675.
- Kedagni, Desire & Mourifié, Ismael, 2020. "Generalized instrumental inequalities: testing the instrumental variable independence assumption," ISU General Staff Papers 202002290800001697, Iowa State University, Department of Economics.
2019
- P Gorgi & P R Hansen & P Janus & S J Koopman, 2019.
"Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model,"
Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 1-32.
- Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers 16-061/III, Tinbergen Institute.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019.
"Corporate debt, firm size and financial fragility in emerging markets,"
Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019. "Corporate Debt, Firm Size and Financial Fragility in Emerging Markets," NBER Working Papers 25459, National Bureau of Economic Research, Inc.
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2019.
"Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance,"
The Economic Journal, Royal Economic Society, vol. 129(622), pages 2390-2423.
- Mario Macis & Fabiano Schivardi & Andrea Moro & Luca Flabbi, 2015. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," 2015 Meeting Papers 392, Society for Economic Dynamics.
- Flabbi, Luca & Schivardi, Fabiano & Moro, Andrea, 2014. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," CEPR Discussion Papers 10228, C.E.P.R. Discussion Papers.
- Flabbi, Luca & Macis, Mario & Moro, Andrea & Schivardi, Fabiano, 2014. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," IZA Discussion Papers 8602, Institute of Labor Economics (IZA).
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2015. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," Working Papers CELEG 1507, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2016. "Do Female Executives Make a Difference? The Impact of Female Leadership on Gender Gaps and Firm Performance," NBER Working Papers 22877, National Bureau of Economic Research, Inc.
- Luca Flabbi & Mario Macis & Andrea Moro & Fabiano Schivardi, 2018. "Do Female Executives Make a Difference? The Impact of Female Leadreship on Gender Gaps and Firm Performance," CHILD Working Papers Series 64 JEL Classification: M5, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2019.
"Distributional Effects of Air Pollution from Electric Vehicle Adoption,"
Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 6(S1), pages 65-94.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016. "Distributional Effects of Air Pollution from Electric Vehicle Adoption," NBER Chapters, in: Energy Policy Tradeoffs between Economic Efficiency and Distributional Equity, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016. "Distributional Effects of Air Pollution from Electric Vehicle Adoption," NBER Working Papers 22862, National Bureau of Economic Research, Inc.
- Katharine L. Shester & Samuel K. Allen & Christopher Handy, 2019. "Concrete measures: the rise of public housing and changes in young single motherhood in the U.S," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(2), pages 369-418, April.
- Babii, Andrii & Chen, Xi & Ghysels, Eric, 2019. "Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty," Journal of Econometrics, Elsevier, vol. 212(1), pages 47-77.
- Chan, Jimmy & Gupta, Seher & Li, Fei & Wang, Yun, 2019.
"Pivotal persuasion,"
Journal of Economic Theory, Elsevier, vol. 180(C), pages 178-202.
- Jimmy Chan & Seher Gupta & Fei Li & Yun Wang, 2018. "Pivotal Persuasion," Working Papers 2018-11-03, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Francesc Dilmé & Fei Li, 2019.
"Revenue Management without Commitment: Dynamic Pricing and Periodic Flash Sales,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1999-2034.
- Francesc Dilmé & Fei Li, 2019. "Revenue Management Without Commitment: Dynamic Pricing and Periodic Flash Sales," CRC TR 224 Discussion Paper Series crctr224_2019_083, University of Bonn and University of Mannheim, Germany.
- Daisuke Ikeda & Toan Phan, 2019.
"Asset Bubbles and Global Imbalances,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 209-251, July.
- Daisuke Ikeda & Toan Phan & Timothy Sablik, 2020. "Asset Bubbles and Global Imbalances," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20, pages 1-4, January.
- Daisuke Ikeda & Toan Phan, 2018. "Asset Bubbles and Global Imbalances," Working Paper 18-7, Federal Reserve Bank of Richmond.
- Lance Kent & Toan Phan, 2019. "Time-Varying Skewness and Real Business Cycles," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 59-103.
- Riccardo Colacito & Bridget Hoffmann & Toan Phan, 2019.
"Temperature and Growth: A Panel Analysis of the United States,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 313-368, March.
- Riccardo Colacito & Bridget Hoffman & Toan Phan, 2018. "Temperature and Growth: A Panel Analysis of the United States," Working Paper 18-9, Federal Reserve Bank of Richmond.
- Colacito, Riccardo & Hoffmann, Bridget & Phan, Toan, 2016. "Temperature and Growth: A Panel Analysis of the United States," IDB Publications (Working Papers) 7654, Inter-American Development Bank.
- Fruehwirth, Jane Cooley & Gagete-Miranda, Jessica, 2019. "Your peers’ parents: Spillovers from parental education," Economics of Education Review, Elsevier, vol. 73(C).
- Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2019.
"Religion and Depression in Adolescence,"
Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1178-1209.
- Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2016. "Religion and Depression in Adolescence," Working Papers 2016-007, Human Capital and Economic Opportunity Working Group.
- Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2016. "Religion and Depression in Adolescence," Cambridge Working Papers in Economics 1613, Faculty of Economics, University of Cambridge.
- Fruehwirth, Jane Cooley & Iyer, Sriya & Zhang, Anwen, 2016. "Religion and Depression in Adolescence," IZA Discussion Papers 9652, Institute of Labor Economics (IZA).
2018
- Luca Flabbi & James Mabli, 2018.
"Household Search or Individual Search: Does It Matter?,"
Journal of Labor Economics, University of Chicago Press, vol. 36(1), pages 1-46.
- Luca Flabbi & James Mabli, "undated". "Household Search or Individual Search: Does It Matter?," Mathematica Policy Research Reports 51044d1452c048068e2eb04cf, Mathematica Policy Research.
- Li, Fei & Norman, Peter, 2018. "On Bayesian persuasion with multiple senders," Economics Letters, Elsevier, vol. 170(C), pages 66-70.
- Gary Biglaiser & Fei Li, 2018. "Middlemen: the good, the bad, and the ugly," RAND Journal of Economics, RAND Corporation, vol. 49(1), pages 3-22, March.
- Michael Darden & Donna B. Gilleskie & Koleman Strumpf, 2018.
"Smoking And Mortality: New Evidence From A Long Panel,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1571-1619, August.
- Michael Darden & Donna B. Gilleskie & Koleman Strumpf, 2015. "Smoking and Mortality: New Evidence from a Long Panel," Working Papers 1503, Tulane University, Department of Economics.
- Bengui, Julien & Phan, Toan, 2018.
"Asset pledgeability and endogenously leveraged bubbles,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 280-314.
- Julien Bengui & Toan Phan, 2018. "Asset Pledgeability and Endogenously Leveraged Bubbles," Working Paper 18-11, Federal Reserve Bank of Richmond.
- Julien BENGUI & Toan PHAN, 2018. "Asset Pledgeability and Endogenously Leveraged Bubbles," Cahiers de recherche 07-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- BENGUI, Julien & PHAN, Toan, 2018. "Asset pledgeability and endogenously leveraged bubbles," Cahiers de recherche 2018-04, Universite de Montreal, Departement de sciences economiques.
- Helen Fessenden & Toan Phan, 2018. "The Roots of ‘Bubbly’ Recessions," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue April.
- Riccardo Colacito & Bridget Hoffman & Toan Phan & Timothy Sablik, 2018. "The Impact of Higher Temperatures on Economic Growth," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue August.
2017
- Zhuo Huang & Tianyi Wang & Peter Reinhard Hansen, 2017. "Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(4), pages 328-358, April.
- Alfaro, Laura & Chari, Anusha & Kanczuk, Fabio, 2017.
"The real effects of capital controls: Firm-level evidence from a policy experiment,"
Journal of International Economics, Elsevier, vol. 108(C), pages 191-210.
- Laura Alfaro & Anusha Chari & Fabio Kanczuk, 2014. "The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment," NBER Working Papers 20726, National Bureau of Economic Research, Inc.
- Luca Flabbi & Claudia Piras & Scott Abrahams, 2017. "Female corporate leadership in Latin America and the Caribbean region," International Journal of Manpower, Emerald Group Publishing Limited, vol. 38(6), pages 790-818, September.
- Hwang, Ilwoo & Li, Fei, 2017. "Transparency of outside options in bargaining," Journal of Economic Theory, Elsevier, vol. 167(C), pages 116-147.
- Fei Li & Xi Weng, 2017.
"Efficient Learning And Job Turnover In The Labor Market,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 727-750, August.
- Fei Li, 2013. "Efficient Learning and Job Turnover in the Labor Market," PIER Working Paper Archive 13-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Donna Gilleskie & Euna Han & Edward Norton, 2017.
"Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 350-383, April.
- Donna Gilleskie & Euna Han & Edward Norton, 2017. "Code and data files for "Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle"," Computer Codes 16-98, Review of Economic Dynamics.
- Donna B. Gilleskie & Euna Han & Edward C. Norton, 2016. "Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle," NBER Working Papers 22430, National Bureau of Economic Research, Inc.
- Robert M. Gonzalez & Donna Gilleskie, 2017. "Infant Mortality Rate as a Measure of a Country’s Health: A Robust Method to Improve Reliability and Comparability," Demography, Springer;Population Association of America (PAA), vol. 54(2), pages 701-720, April.
- Phan, Toan, 2017. "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 1-17.
- Hanson, Andrew & Phan, Toan, 2017. "Bubbles, wage rigidity, and persistent slumps," Economics Letters, Elsevier, vol. 151(C), pages 66-70.
- Phan, Toan, 2017. "Sovereign debt signals," Journal of International Economics, Elsevier, vol. 104(C), pages 157-165.
- Toan Phan, 2017. "Nominal Sovereign Debt," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(4), pages 1303-1316, November.
- Oleg Georgievich Golichenko & Alina Alekseevna Malkova, 2017. "The Analysis of Processes of New Knowledge Production in Key World Regions and Russia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(4), pages 1133-1145, December.
2016
- Peter Reinhard Hansen & Zhuo Huang, 2016.
"Exponential GARCH Modeling With Realized Measures of Volatility,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 269-287, April.
- Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," Economics Working Papers ECO2012/26, European University Institute.
- Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers 2012-44, Department of Economics and Business Economics, Aarhus University.
- Ball, Laurence & Chari, Anusha & Mishra, Prachi, 2016.
"Understanding Inflation in India,"
India Policy Forum, National Council of Applied Economic Research, vol. 12(1), pages 1-45.
- Laurence Ball & Anusha Chari & Prachi Mishra, 2016. "Understanding Inflation in India," NBER Working Papers 22948, National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016. "Are There Environmental Benefits from Driving Electric Vehicles? The Importance of Local Factors," American Economic Review, American Economic Association, vol. 106(12), pages 3700-3729, December.
- Francesc Dilmé & Fei Li, 2016. "Dynamic Signaling with Dropout Risk," American Economic Journal: Microeconomics, American Economic Association, vol. 8(1), pages 57-82, February.
- Yun Zhang & Shoou-Yih D. Lee & Donna B. Gilleskie & Yepeng Sun & Arun Padakandla & Bruce L. Jacobs & Jeffery S. Montgomery & James E. Montie & John T. Wei & Brent K. Hollenbeck, 2016. "A Generalized Assessment of the Impact of Regionalization and Provider Learning on Patient Outcomes," Medical Decision Making, , vol. 36(8), pages 990-998, November.
- Rita A. Balaban & Donna B. Gilleskie & Uyen Tran, 2016. "A quantitative evaluation of the flipped classroom in a large lecture principles of economics course," The Journal of Economic Education, Taylor & Francis Journals, vol. 47(4), pages 269-287, October.
- Michael Darden & Donna Gilleskie, 2016. "The Effects of Parental Health Shocks on Adult Offspring Smoking Behavior and Self‐Assessed Health," Health Economics, John Wiley & Sons, Ltd., vol. 25(8), pages 939-954, August.
- Toan Phan, 2016. "Information, Insurance and the Sustainability of Sovereign Debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 93-108, October.
- Daisuke Ikeda & Toan Phan, 2016.
"Toxic asset bubbles,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 241-271, February.
- Daisuke Ikeda & Toan Phan, 2016. "Toxic asset bubbles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 241-271, February.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2016.
"How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects,"
Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 979-1021.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011. "How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20117, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011. "How The Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," Working Papers 2011-015, Human Capital and Economic Opportunity Working Group.
- Simon Alder & Lin Shao & Fabrizio Zilibotti, 2016.
"Economic reforms and industrial policy in a panel of Chinese cities,"
Journal of Economic Growth, Springer, vol. 21(4), pages 305-349, December.
- Zilibotti, Fabrizio & Alder, Simon & Shao, Lin, 2013. "Economic Reforms and Industrial Policy in a Panel of Chinese Cities," CEPR Discussion Papers 9748, C.E.P.R. Discussion Papers.
2015
- Hansen, Peter Reinhard, 2015.
"A martingale decomposition of discrete Markov chains,"
Economics Letters, Elsevier, vol. 133(C), pages 14-18.
- Peter Reinhard Hansen, 2015. "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers 2015-18, Department of Economics and Business Economics, Aarhus University.
- Peter Reinhard Hansen & Allan Timmermann, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 17-21, January.
- Peter Reinhard Hansen & Allan Timmermann, 2015.
"Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics,"
Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
- Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers ECO2012/24, European University Institute.
- Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers 2012-45, Department of Economics and Business Economics, Aarhus University.
- Anusha Chari & Peter Blair Henry, 2015.
"Two Tales of Adjustment: East Asian Lessons for European Growth,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(1), pages 164-196, May.
- Anusha Chari & Peter Blair Henry, 2014. "Two Tales of Adjustment: East Asian Lessons for European Growth," NBER Working Papers 19840, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry, 2014. "Two Tales of Adjustment: East Asian Lessons for European Growth," Working Papers 14-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Pizer, William A. & Yates, Andrew J., 2015.
"Terminating links between emission trading programs,"
Journal of Environmental Economics and Management, Elsevier, vol. 71(C), pages 142-159.
- Pizer, William A. & Yates, Andrew J., 2014. "Terminating Links between Emission Trading Programs," RFF Working Paper Series dp-14-28, Resources for the Future.
- William A. Pizer & Andrew J. Yates, 2014. "Terminating Links between Emission Trading Programs," NBER Working Papers 20393, National Bureau of Economic Research, Inc.
- Holland, Stephen P. & Yates, Andrew J., 2015.
"Optimal trading ratios for pollution permit markets,"
Journal of Public Economics, Elsevier, vol. 125(C), pages 16-27.
- Stephen Holland & Andrew J. Yates, 2014. "Optimal Trading Ratios for Pollution Permit Markets," NBER Working Papers 19780, National Bureau of Economic Research, Inc.
- Peter Glick & Christopher Handy & David E. Sahn, 2015.
"Schooling, marriage, and age at first birth in Madagascar,"
Population Studies, Taylor & Francis Journals, vol. 69(2), pages 219-236, July.
- Glick, Peter & Handy, Christopher & Sahn, David E., 2015. "Schooling, Marriage and Age of First Birth in Madagascar," IZA Discussion Papers 8795, Institute of Labor Economics (IZA).
- Betty Tao Fout & Donna B. Gilleskie, 2015.
"Does Health Insurance Encourage or Crowd Out Beneficial Nonmedical Care? A Dynamic Analysis of Insurance, Health Inputs, and Health Production,"
American Journal of Health Economics, MIT Press, vol. 1(2), pages 125-164, Spring.
- Betty Tao Fout & Donna B. Gilleskie, 2015. "Does Health Insurance Encourage or Crowd Out Beneficial Nonmedical Care? A Dynamic Analysis of Insurance, Health Inputs, and Health Production," American Journal of Health Economics, University of Chicago Press, vol. 1(2), pages 125-164, Spring.
- Stanley W. Black, 2015. "The Portfolio Theory of Exchange Rates—Then and Now," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 379-386, May.
2014
- Hansen, Peter R. & Lunde, Asger, 2014.
"Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error,"
Econometric Theory, Cambridge University Press, vol. 30(1), pages 60-93, February.
- Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
- Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2014. "Realized Beta Garch: A Multivariate Garch Model With Realized Measures Of Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 774-799, August.
- Anusha Chari & Peter Blair Henry, 2014.
"Learning from the Doers: Developing Country Lessons for Advanced Economy Growth,"
American Economic Review, American Economic Association, vol. 104(5), pages 260-265, May.
- Anusha Chari & Peter Blair Henry, 2014. "Learning From the Doers: Developing Country Lessons for Advanced Economy Growth," Working Papers 14-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anusha Chari & Peter Blair Henry, 2014. "Learning From the Doers: Developing Country Lessons for Advanced Economy Growth," NBER Working Papers 19934, National Bureau of Economic Research, Inc.
- Laura Alfaro & Anusha Chari, 2014.
"Deregulation, Misallocation, and Size: Evidence from India,"
Journal of Law and Economics, University of Chicago Press, vol. 57(4), pages 897-936.
- Laura Alfaro & Anusha Chari, 2012. "Deregulation, Misallocation, and Size: Evidence from India," Harvard Business School Working Papers 13-056, Harvard Business School, revised Feb 2014.
- Laura Alfaro & Anusha Chari, 2012. "Deregulation, Misallocation, and Size: Evidence from India," NBER Working Papers 18650, National Bureau of Economic Research, Inc.
- Kurt Schnier & Martin Doyle & James R. Rigby & Andrew J. Yates, 2014. "Bilateral Oligopoly In Pollution Permit Markets: Experimental Evidence," Economic Inquiry, Western Economic Association International, vol. 52(3), pages 1060-1079, July.
- Kotowski, Maciej H. & Li, Fei, 2014.
"The war of attrition and the revelation of valuable information,"
Economics Letters, Elsevier, vol. 124(3), pages 420-423.
- Kotowski, Maciej Henryk & Li, Fei, 2014. "The war of attrition and the revelation of valuable information," Scholarly Articles 12559696, Harvard Kennedy School of Government.
- Kotowski, Maciej H. & Li, Fei, 2014.
"On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints,"
Games and Economic Behavior, Elsevier, vol. 85(C), pages 84-108.
- Li, Fei & Kotowski, Maciej Henryk, 2014. "On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints," Scholarly Articles 11718166, Harvard Kennedy School of Government.
- Maciej H. Kotowski & Fei Li, 2012. "On the Continuous Equilibria of Affiliated-Value, All-Pay Auctions with Private Budget Constraints," PIER Working Paper Archive 12-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Donna Gilleskie & Denise Hoffman, 2014.
"Health Capital and Human Capital as Explanations for Health-Related Wage Disparities,"
Journal of Human Capital, University of Chicago Press, vol. 8(3), pages 235-279.
- Donna Gilleskie & Denise Hoffman, "undated". "Health Capital and Human Capital as Explanations for Health-Related Wage Disparities," Mathematica Policy Research Reports 864ed21a899646aabf02f584b, Mathematica Policy Research.
- Jane Cooley Fruehwirth, 2014. "Can Achievement Peer Effect Estimates Inform Policy? A View from Inside the Black Box," The Review of Economics and Statistics, MIT Press, vol. 96(3), pages 514-523, July.
- Kédagni, Désiré & Mourifié, Ismael, 2014.
"Tightening bounds in triangular systems,"
Economics Letters, Elsevier, vol. 125(3), pages 455-458.
- Desire Kedagni & Ismael Mourifie, 2014. "Tightening Bounds In Triangular Systems," Working Papers tecipa-515, University of Toronto, Department of Economics.
2013
- Daniele Checchi & Luca Flabbi, 2013.
"Intergenerational Mobility and Schooling Decisions in Germany and Italy: The Impact of Secondary School Tracks,"
Rivista di Politica Economica, SIPI Spa, issue 3, pages 7-57, July-Sept.
- Luca Flabbi & Daniele Checchi, 2007. "Intergenerational Mobility and Schooling Decisions in Germany and Italy: the Impact of Secondary School Tracks," Working Papers gueconwpa~07-07-08, Georgetown University, Department of Economics.
- Checchi, Daniele & Flabbi, Luca, 2007. "Intergenerational Mobility and Schooling Decisions in Germany and Italy: The Impact of Secondary School Tracks," IZA Discussion Papers 2876, Institute of Labor Economics (IZA).
- Mago, Shakun D. & Sheremeta, Roman M. & Yates, Andrew, 2013.
"Best-of-three contest experiments: Strategic versus psychological momentum,"
International Journal of Industrial Organization, Elsevier, vol. 31(3), pages 287-296.
- Shakun D. Mago & Roman M. Sheremeta & Andrew Yates, 2012. "Best-of-Three Contest Experiments: Strategic versus Psychological Momentum," Working Papers 12-30, Chapman University, Economic Science Institute.
- Mago, Shakun & Sheremeta, Roman & Yates, Andrew, 2012. "Best-of-Three Contest Experiments: Strategic versus Psychological Momentum," MPRA Paper 43031, University Library of Munich, Germany.
- Yates, Andrew J. & Doyle, Martin W. & Rigby, J.R. & Schnier, Kurt E., 2013. "Market power, private information, and the optimal scale of pollution permit markets with application to North Carolina's Neuse River," Resource and Energy Economics, Elsevier, vol. 35(3), pages 256-276.
- Li, Fei & Tian, Can, 2013.
"Directed search and job rotation,"
Journal of Economic Theory, Elsevier, vol. 148(3), pages 1268-1281.
- Fei Li & Can Tian, 2012. "Directed Search and Job Rotation," PIER Working Paper Archive 12-024, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jane Cooley Fruehwirth, 2013. "Identifying peer achievement spillovers: Implications for desegregation and the achievement gap," Quantitative Economics, Econometric Society, vol. 4(1), pages 85-124, March.
2012
- Peter Reinhard Hansen & Zhuo Huang & Howard Howan Shek, 2012. "Realized GARCH: a joint model for returns and realized measures of volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 877-906, September.
- Klara Sabirianova Peter & Jan Svejnar & Katherine Terrell, 2012.
"Foreign Investment, Corporate Ownership, and Development: Are Firms in Emerging Markets Catching Up to the World Standard?,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 981-999, November.
- Svejnar, Jan & Terrell, Katherine & Peter, Klara, 2005. "Foreign Investment, Corporate Ownership, and Development: Are Firms in Emerging Markets Catching Up to the World Standard?," CEPR Discussion Papers 4868, C.E.P.R. Discussion Papers.
- Klara Sabirianova & Jan Svejnar & Katherine Terrell, 2005. "Foreign Investment, Corporate Ownership, and Development:Are Firms in Emerging Markets Catching Up to the World Standard?," William Davidson Institute Working Papers Series wp734, William Davidson Institute at the University of Michigan.
- Peter, Klara Sabirianova & Svejnar, Jan & Terrell, Katherine, 2005. "Foreign Investment, Corporate Ownership, and Development: Are Firms in Emerging Markets Catching Up to the World Standard?," IZA Discussion Papers 1457, Institute of Labor Economics (IZA).
- Anusha Chari & Peter Blair Henry & Diego Sasson, 2012.
"Capital Market Integration and Wages,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 102-132, April.
- Anusha Chari & Peter Blair Henry & Diego Sasson, 2009. "Capital Market Integration and Wages," NBER Working Papers 15204, National Bureau of Economic Research, Inc.
- Anusha Chari & T. C. A. Madhav Raghavan, 2012. "Foreign Direct Investment in India’s Retail Bazaar: Opportunities and Challenges," The World Economy, Wiley Blackwell, vol. 35(1), pages 79-90, January.
- Anusha Chari & Wenjie Chen & Kathryn M E Dominguez, 2012.
"Foreign Ownership and Firm Performance: Emerging Market Acquisitions in the United States,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 1-42, April.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009. "Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States," NBER Working Papers 14786, National Bureau of Economic Research, Inc.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009. "Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States," Working Papers 590, Research Seminar in International Economics, University of Michigan.
- Flabbi, Luca & Moro, Andrea, 2012.
"The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model,"
Journal of Econometrics, Elsevier, vol. 168(1), pages 81-95.
- Flabbi, Luca & Moro, Andrea, 2010. "The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model," IZA Discussion Papers 4829, Institute of Labor Economics (IZA).
- Luca Flabbi and Andrea Moro, 2011. "The Effect of Job Flexibility on Female Labor Market Outcomes: Estimates from a Search and Bargaining Model," Working Papers gueconwpa~11-11-04, Georgetown University, Department of Economics.
- Andrew Yates, 2012. "On a Fundamental Advantage of Permits Over Taxes for the Control of Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(4), pages 583-598, April.
- Donna B. Gilleskie & Michael K. Salemi, 2012. "The Cost of Economic Literacy: How Well Does a Literacy-Targeted Principles of Economics Course Prepare Students for Intermediate Theory Courses?," The Journal of Economic Education, Taylor & Francis Journals, vol. 43(2), pages 111-132, April.
- Lara Gardner & Donna B. Gilleskie, 2012. "The Effects of State Medicaid Policies on the Dynamic Savings Patterns and Medicaid Enrollment of the Elderly," Journal of Human Resources, University of Wisconsin Press, vol. 47(4), pages 1082-1127.
- Patrick Bajari & Jane Cooley Fruehwirth & Kyoo il Kim & Christopher Timmins, 2012. "A Rational Expectations Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution," American Economic Review, American Economic Association, vol. 102(5), pages 1898-1926, August.
- Brock, William A. & Cooley, Jane & Durlauf, Steven N. & Navarro, Salvador, 2012. "On the observational implications of taste-based discrimination in racial profiling," Journal of Econometrics, Elsevier, vol. 166(1), pages 66-78.
2011
- Hanming Fang & Peter Norman, 2011. "Corrigendum: Optimal Provision of Multiple Excludable Public Goods," American Economic Journal: Microeconomics, American Economic Association, vol. 3(1), pages 328-328, February.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2011.
"The Model Confidence Set,"
Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Subsampling realised kernels,"
Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," Economics Papers 2006-W10, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," OFRC Working Papers Series 2006fe06, Oxford Financial Research Centre.
- Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006. "Subsampling realised kernels," Economics Series Working Papers 278, University of Oxford, Department of Economics.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
- Andrew Yates, 2011. "Winner-pay contests," Public Choice, Springer, vol. 147(1), pages 93-106, April.
2010
- Hanming Fang & Peter Norman, 2010.
"Optimal Provision of Multiple Excludable Public Goods,"
American Economic Journal: Microeconomics, American Economic Association, vol. 2(4), pages 1-37, November.
- Hanming Fang & Peter Norman, 2008. "Optimal Provision of Multiple Excludable Public Goods," NBER Working Papers 13797, National Bureau of Economic Research, Inc.
- Hanming Fang & Peter Norman, 2003. "Optimal Provision of Multiple Excludable Public Goods," Cowles Foundation Discussion Papers 1441R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2006.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2010.
"Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 209-237, January.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2009. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," NBER Working Papers 15080, National Bureau of Economic Research, Inc.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2009. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0905, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2009. "Code and data files for "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income"," Computer Codes 09-198, Review of Economic Dynamics.
- Gorodnichenko, Yuriy & Peter, Klara Sabirianova & Stolyarov, Dmitriy, 2009. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," IZA Discussion Papers 4233, Institute of Labor Economics (IZA).
- Denvil Duncan & Klara Sabirianova Peter, 2010. "Does labour supply respond to a flat tax?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(2), pages 365-404, April.
- Peter, Klara Sabirianova, 2010. "Katherine Terrell Svejnar," Journal of Comparative Economics, Elsevier, vol. 38(1), pages 107-109, March.
- Deininger, Klaus & Nagarajan, Hari K., 2010. "Land Reforms, Poverty Reduction, and Economic Growth: Evidence from India," India Policy Forum, National Council of Applied Economic Research, vol. 6(1), pages 225-279.
- Anusha Chari & Paige P. Ouimet & Linda L. Tesar, 2010. "The Value of Control in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1741-1770, April.
- Flabbi, Luca, 2010.
"Prejudice and gender differentials in the US labor market in the last twenty years,"
Journal of Econometrics, Elsevier, vol. 156(1), pages 190-200, May.
- Luca Flabbi, 2007. "Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years," Working Papers gueconwpa~07-07-07, Georgetown University, Department of Economics.
- Luca Flabbi, 2007. "Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years," Carlo Alberto Notebooks 57, Collegio Carlo Alberto.
- Flabbi, Luca & Leonardi, Marco, 2010. "Sources of earnings inequality: Estimates from an on-the-job search model of the US labor market," European Economic Review, Elsevier, vol. 54(6), pages 832-854, August.
- Luca Flabbi, 2010.
"Gender Discrimination Estimation In A Search Model With Matching And Bargaining,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(3), pages 745-783, August.
- Luca Flabbi, 2004. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," 2004 Meeting Papers 367, Society for Economic Dynamics.
- Luca Flabbi, 2004. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," Working Papers gueconwpa~04-04-08, Georgetown University, Department of Economics.
- Flabbi, Luca, 2005. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," IZA Discussion Papers 1764, Institute of Labor Economics (IZA).
- Doyle, Martin W. & Yates, Andrew J., 2010. "Stream ecosystem service markets under no-net-loss regulation," Ecological Economics, Elsevier, vol. 69(4), pages 820-827, February.
- David A. Malueg & Andrew J. Yates, 2010. "Testing Contest Theory: Evidence from Best-of-Three Tennis Matches," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 689-692, August.
- Gilleskie, Donna B. & Khwaja, Ahmed, 2010. "Structural models of optimization behavior in labor, aging and health," Journal of Econometrics, Elsevier, vol. 156(1), pages 1-2, May.
- Gilleskie, Donna, 2010. "Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women," Journal of Econometrics, Elsevier, vol. 156(1), pages 148-163, May.
2009
- Tilman Börgers & Peter Norman, 2009.
"A note on budget balance under interim participation constraints: the case of independent types,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(3), pages 477-489, June.
- Tilman Borgers & Peter Norman, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types," Levine's Bibliography 784828000000000147, UCLA Department of Economics.
- Tilman Börgers & Peter Norman, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types," Levine's Bibliography 784828000000000171, UCLA Department of Economics.
- Borgers, Tilman & Norman, Peter, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types," Microeconomics.ca working papers norman-05-02-08-08-39-42, Vancouver School of Economics, revised 23 Jun 2005.
- Tilman Börgers & Peter Norman, 2005. "A Note on Budget Balance under Interim Participation Constraints: The Case of Independet Types," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2005_14, Max Planck Institute for Research on Collective Goods.
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2009.
"Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia,"
Journal of Political Economy, University of Chicago Press, vol. 117(3), pages 504-554, June.
- Gorodnichenko, Yuriy & Martinez-Vazquez, Jorge & Peter, Klara Sabirianova, 2007. "Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia," IZA Discussion Papers 3267, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2007. "Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0720, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Yuriy Gorodnichenko & Jorge Martinez-Vazquez & Klara Sabirianova Peter, 2008. "Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion Response and Welfare Effects in Russia," NBER Working Papers 13719, National Bureau of Economic Research, Inc.
- John S. Earle & Klara Sabirianova Peter, 2009.
"Complementarity and Custom in Wage Contract Violation,"
The Review of Economics and Statistics, MIT Press, vol. 91(4), pages 832-849, November.
- John S. Earle & Klara Sabirianova Peter, "undated". "Complementarity and Custom in Wage Contract Violation," Upjohn Working Papers jse20092, W.E. Upjohn Institute for Employment Research.
- David Malueg & Andrew Yates, 2009. "Strategic Behavior, Private Information, and Decentralization in the European Union Emissions Trading System," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 43(3), pages 413-432, July.
- David Malueg & Andrew Yates, 2009. "Bilateral Oligopoly, Private Information, and Pollution Permit Markets," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 43(4), pages 553-572, August.
- Zhou Yang & Donna B. Gilleskie & Edward C. Norton, 2009. "Health Insurance, Medical Care, and Health Outcomes: A Model of Elderly Health Dynamics," Journal of Human Resources, University of Wisconsin Press, vol. 44(1).
2008
- Liu, Gordon G. & Dow, William H. & Fu, Alex Z. & Akin, John & Lance, Peter, 2008. "Income productivity in China: On the role of health," Journal of Health Economics, Elsevier, vol. 27(1), pages 27-44, January.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008.
"Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise,"
Econometrica, Econometric Society, vol. 76(6), pages 1481-1536, November.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers 2006-W03, Economics Group, Nuffield College, University of Oxford.
- Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series 2006fe05, Oxford Financial Research Centre.
- Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008. "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 3-20, March.
- Peter Hansen & Jeremy Large & Asger Lunde, 2008. "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 79-111.
- Berger, Mark C. & Blomquist, Glenn C. & Sabirianova Peter, Klara, 2008.
"Compensating differentials in emerging labor and housing markets: Estimates of quality of life in Russian cities,"
Journal of Urban Economics, Elsevier, vol. 63(1), pages 25-55, January.
- Berger, Mark C. & Blomquist, Glenn C. & Peter, Klara Sabirianova, 2003. "Compensating Differentials in Emerging Labor and Housing Markets: Estimates of Quality of Life in Russian Cities," IZA Discussion Papers 900, Institute of Labor Economics (IZA).
- Chari, Anusha & Blair Henry, Peter, 2008.
"Firm-specific information and the efficiency of investment,"
Journal of Financial Economics, Elsevier, vol. 87(3), pages 636-655, March.
- Anusha Chari & Peter Henry, 2007. "Firm-Specific Information and the Efficiency of Investment," Discussion Papers 07-005, Stanford Institute for Economic Policy Research.
- Chari, Anusha & Henry, Peter B., 2006. "Firm-Specific Information and the Efficiency of Investment," Research Papers 1930, Stanford University, Graduate School of Business.
- Anusha Chari & Peter Blair Henry, 2006. "Firm-Specific Information and the Efficiency of Investment," NBER Working Papers 12186, National Bureau of Economic Research, Inc.
- Chari, Anusha & Henry, Peter B., 2007. "Firm-Specific Information and the Efficiency of Investment," Research Papers 1975, Stanford University, Graduate School of Business.
- Chari, Anusha & Gupta, Nandini, 2008. "Incumbents and protectionism: The political economy of foreign entry liberalization," Journal of Financial Economics, Elsevier, vol. 88(3), pages 633-656, June.
- Flabbi, Luca & Paternostro, Stefano & Tiongson, Erwin R., 2008.
"Returns to education in the economic transition: A systematic assessment using comparable data,"
Economics of Education Review, Elsevier, vol. 27(6), pages 724-740, December.
- Flabbi, Luca & Paternostro, Stefano & Tiongson, Erwin R., 2007. "Returns to education in the economic transition : a systematic assessment using comparable data," Policy Research Working Paper Series 4225, The World Bank.
- Jac C. Heckelman & Andrew J. Yates, 2008. "Senate Elections With Independent Candidates," Journal of Theoretical Politics, , vol. 20(1), pages 31-46, January.
- David M. Blau & Donna B. Gilleskie, 2008.
"The Role Of Retiree Health Insurance In The Employment Behavior Of Older Men,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 475-514, May.
- David M. Blau & Donna B. Gilleskie, 2008. "The Role Of Retiree Health Insurance In The Employment Behavior Of Older Men," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 475-514, May.
- David M. Blau & Donna B. Gilleskie, 2003. "The Role of Retiree Health Insurance in the Employment Behavior of Older Men," NBER Working Papers 10100, National Bureau of Economic Research, Inc.
- Peter Arcidiacono & Jane Cooley & Andrew Hussey, 2008. "The Economic Returns To An Mba," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(3), pages 873-899, August.
2007
- Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2007.
"Public sector pay and corruption: Measuring bribery from micro data,"
Journal of Public Economics, Elsevier, vol. 91(5-6), pages 963-991, June.
- Gorodnichenko, Yuriy & Peter, Klara, 2006. "Public Sector Pay and Corruption: Measuring Bribery from Micro Data," CEPR Discussion Papers 5585, C.E.P.R. Discussion Papers.
- Gorodnichenko, Yuriy & Peter, Klara Sabirianova, 2006. "Public Sector Pay and Corruption: Measuring Bribery from Micro Data," IZA Discussion Papers 1987, Institute of Labor Economics (IZA).
- Anusha Chari, 2007.
"Heterogeneous Market-Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1131-1162, August.
- Anusha Chari, 2007. "Heterogeneous Market‐Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1131-1162, August.
- Andrew Yates & Daniel English, 2007. "Citizens' demand for permits and Kwerel''s incentive compatible mechanism for pollution control," Economics Bulletin, AccessEcon, vol. 17(4), pages 1-9.
- Kevin P. Hutchinson & Andrew J. Yates, 2007. "Crime on the Court: A Correction," Journal of Political Economy, University of Chicago Press, vol. 115(3), pages 515-519.
- Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, 2007.
"Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes,"
The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 510-521, August.
- Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, 2006. "Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes," NBER Working Papers 12156, National Bureau of Economic Research, Inc.
- Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, "undated". "Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes," GSIA Working Papers 2006-E43, Carnegie Mellon University, Tepper School of Business.
2006
- Hanming Fang & Peter Norman, 2006. "Government-Mandated Discriminatory Policies: Theory And Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(2), pages 361-389, May.
- Hanming Fang & Peter Norman, 2006.
"To bundle or not to bundle,"
RAND Journal of Economics, RAND Corporation, vol. 37(4), pages 946-963, December.
- Fang,H. & Norman,P., 2003. "To bundle or not to bundle," Working papers 18, Wisconsin Madison - Social Systems.
- Hanming Fang & Peter Norman, 2003. "To Bundle or Not to Bundle," Cowles Foundation Discussion Papers 1440, Cowles Foundation for Research in Economics, Yale University.
- Fang, Hanming & Norman, Peter, 2005. "To Bundle or Not to Bundle," Microeconomics.ca working papers norman-05-06-10-08-19-02, Vancouver School of Economics, revised 10 Jun 2005.
- Hansen, Peter R. & Lunde, Asger, 2006. "Realized Variance and Market Microstructure Noise," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 127-161, April.
- Hansen, Peter R. & Lunde, Asger, 2006. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 208-218, April.
- Hansen, Peter Reinhard & Lunde, Asger, 2006. "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 97-121.
- Malueg, David A. & Yates, Andrew J., 2006. "Citizen participation in pollution permit markets," Journal of Environmental Economics and Management, Elsevier, vol. 51(2), pages 205-217, March.
- David Malueg & Andrew Yates, 2006. "Equilibria in rent-seeking contests with homogeneous success functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(3), pages 719-727, April.
- Donna B. Gilleskie & David M. Blau, 2006.
"Health insurance and retirement of married couples,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 935-953.
- David M. Blau & Donna B. Gilleskie, 2006. "Health insurance and retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 935-953, November.
- David M, Blau & Donna B, Gilleskie, 2003. "Health Insurance and Retirement of Married Couples," Working Papers 2003-41, Center for Research in Economics and Statistics.
- Stanley Black & Charis Christofides & Alex Mourmouras, 2006. "Convertibility risk: the precautionary demand for foreign currency in a crisis," Annals of Finance, Springer, vol. 2(2), pages 141-165, March.
2005
- John Akin & Paul Hutchinson & Koleman Strumpf, 2005. "Decentralisation and government provision of public goods: The public health sector in Uganda," Journal of Development Studies, Taylor & Francis Journals, vol. 41(8), pages 1417-1443.
- Hansen, Peter Reinhard, 2005. "A Test for Superior Predictive Ability," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 365-380, October.
- Peter Reinhard Hansen, 2005. "Granger's representation theorem: A closed-form expression for I(1) processes," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 23-38, March.
- Asger Lunde & Peter R. Hansen, 2005.
"A forecast comparison of volatility models: does anything beat a GARCH(1,1)?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 873-889.
- Asger Lunde & Peter Reinhard Hansen, 2001. "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers 2001-04, Brown University, Department of Economics.
- Peter Reinhard Hansen & Asger Lunde, 2005. "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 525-554.
- Fleisher, Belton M. & Sabirianova, Klara & Wang, Xiaojun, 2005.
"Returns to skills and the speed of reforms: Evidence from Central and Eastern Europe, China, and Russia,"
Journal of Comparative Economics, Elsevier, vol. 33(2), pages 351-370, June.
- Fleisher, Belton M. & Peter, Klara Sabirianova & Wang, Xiaojun, 2004. "Returns to Skills and the Speed of Reforms: Evidence from Central and Eastern Europe, China, and Russia," IZA Discussion Papers 1182, Institute of Labor Economics (IZA).
- Belton M. Fleisher & Klara Sabirianova Peter & Xiaojun Wang, 2004. "Returns to Skills and the Speed of Reforms: Evidence from Central and Eastern Europe, China, and Russia," William Davidson Institute Working Papers Series 2004-703, William Davidson Institute at the University of Michigan.
- Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2005.
"Returns to schooling in Russia and Ukraine: A semiparametric approach to cross-country comparative analysis,"
Journal of Comparative Economics, Elsevier, vol. 33(2), pages 324-350, June.
- Gorodnichenko, Yuriy & Peter, Klara Sabirianova, 2004. "Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis," IZA Discussion Papers 1325, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Klara Sabirianova Peter, 2004. "Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis," William Davidson Institute Working Papers Series 719, William Davidson Institute at the University of Michigan.
- Klara Sabirianova & Jan Svejnar & Katherine Terrell, 2005. "Distance to the Efficiency Frontier and Foreign Direct Investment Spillovers," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 576-586, 04/05.
- Malueg, David A. & Yates, Andrew J., 2005. "Equilibria and comparative statics in two-player contests," European Journal of Political Economy, Elsevier, vol. 21(3), pages 738-752, September.
- Donna B. Gilleskie & Koleman S. Strumpf, 2005.
"The Behavioral Dynamics of Youth Smoking,"
Journal of Human Resources, University of Wisconsin Press, vol. 40(4), pages 822-866.
- Donna B. Gilleskie & Koleman S. Strumpf, 2000. "The Behavioral Dynamics of Youth Smoking," NBER Working Papers 7838, National Bureau of Economic Research, Inc.
2004
- Lance, Peter M. & Akin, John S. & Dow, William H. & Loh, Chung-Ping, 2004. "Is cigarette smoking in poorer nations highly sensitive to price?: Evidence from Russia and China," Journal of Health Economics, Elsevier, vol. 23(1), pages 173-189, January.
- Akin, John S. & Dow, William H. & Lance, Peter M., 2004. "Did the distribution of health insurance in China continue to grow less equitable in the nineties? Results from a longitudinal survey," Social Science & Medicine, Elsevier, vol. 58(2), pages 293-304, January.
- Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann, 2004.
"Stochastic volatility duration models,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 413-433, April.
- Eric Ghysels & Christian Gourieroux & Joanna Jasiak, 1997. "Stochastic Volatility Duration Models," Working Papers 97-46, Center for Research in Economics and Statistics.
- Moro, Andrea & Norman, Peter, 2004.
"A general equilibrium model of statistical discrimination,"
Journal of Economic Theory, Elsevier, vol. 114(1), pages 1-30, January.
- Moro,A. & Norman,P., 2001. "A general equilibrium model of statistical discrimination," Working papers 4, Wisconsin Madison - Social Systems.
- David A. Malueg & Andrew J. Yates, 2004.
"Sent Seeking With Private Values,"
Public Choice, Springer, vol. 119(1_2), pages 161-178, April.
- David A. Malueg & Andrew J. Yates, 2004. "Rent seeking with private values," Springer Books, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad (ed.), 40 Years of Research on Rent Seeking 1, pages 503-520, Springer.
- Gilleskie, Donna B. & Mroz, Thomas A., 2004. "A flexible approach for estimating the effects of covariates on health expenditures," Journal of Health Economics, Elsevier, vol. 23(2), pages 391-418, March.
2003
- Ghysels, Eric & Cherkaoui, Mouna, 2003. "Emerging markets and trading costs: lessons from Casablanca," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 169-198, February.
- Moro, Andrea & Norman, Peter, 2003.
"Affirmative action in a competitive economy,"
Journal of Public Economics, Elsevier, vol. 87(3-4), pages 567-594, March.
- Andrea Moro & Peter Norman, "undated". "Affirmative Action in a Competitive Economy," Penn CARESS Working Papers ca48ba70927f48a4e11034658, Penn Economics Department.
- Andrea Moro & Peter Norman, "undated". ""Affirmative Action in a Competitive Economy''," CARESS Working Papres 96-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003.
"Choosing the Best Volatility Models: The Model Confidence Set Approach,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December.
- Peter Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers 2003-05, Brown University, Department of Economics.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," FRB Atlanta Working Paper 2003-28, Federal Reserve Bank of Atlanta.
- Hansen, Peter Reinhard, 2003.
"Structural changes in the cointegrated vector autoregressive model,"
Journal of Econometrics, Elsevier, vol. 114(2), pages 261-295, June.
- Peter Reinhard Hansen, 2000. "Structural Changes in the Cointegrated Vector Autoregressive Model," Working Papers 2000-20, Brown University, Department of Economics.
- Smith, Stefani C. & Yates, Andrew J., 2003. "Optimal pollution permit endowments in markets with endogenous emissions," Journal of Environmental Economics and Management, Elsevier, vol. 46(3), pages 425-445, November.
- Jac C. Heckelman & Andrew J. Yates, 2003. "And a Hockey Game Broke Out: Crime and Punishment in the NHL," Economic Inquiry, Western Economic Association International, vol. 41(4), pages 705-712, October.
- Stefani C. Smith & Andrew J. Yates, 2003. "Should Consumers Be Priced Out of Pollution-Permit Markets?," The Journal of Economic Education, Taylor & Francis Journals, vol. 34(2), pages 181-189, January.
2002
- Ghysels, Eric & Hall, Alastair, 2002. "Interview with Lars Peter Hansen," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 442-447, October.
- Andreou, Elena & Ghysels, Eric, 2002.
"Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
- Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
"Let's get "real" about using economic data,"
Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
- Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.
- Ghysels, Eric & Hall, Alastair, 2002. "Interview with Christopher A. Sims," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 448-449, October.
- Elena Andreou & Eric Ghysels, 2002.
"Detecting multiple breaks in financial market volatility dynamics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
- Norman, Peter, 2002.
"Legislative Bargaining and Coalition Formation,"
Journal of Economic Theory, Elsevier, vol. 102(2), pages 322-353, February.
- Norman,P., 2000. "Legislative bargaining and coalition formation," Working papers 12, Wisconsin Madison - Social Systems.
- John S. Earle & Klara Z. Sabirianova, 2002.
"How Late to Pay? Understanding Wage Arrears in Russia,"
Journal of Labor Economics, University of Chicago Press, vol. 20(3), pages 661-707, July.
- John S. Earle & Klara Sabirianova Peter, "undated". "How Late to Pay? Understanding Wage Arrears in Russia," Upjohn Working Papers jse20023, W.E. Upjohn Institute for Employment Research.
- John S. Earle & Klara Z. Sabirianova, 2002. "How Late to Pay? Understanding Wage Arrears in Russia," Upjohn Working Papers 02-77, W.E. Upjohn Institute for Employment Research.
- Sabirianova, Klara Z., 2002.
"The Great Human Capital Reallocation: A Study of Occupational Mobility in Transitional Russia,"
Journal of Comparative Economics, Elsevier, vol. 30(1), pages 191-217, March.
- Sabirianova Klara, 2001. "The Great Human Capital Reallocation: A Study of Occupational Mobility in Transitional Russiah," EERC Working Paper Series 2k/11e, EERC Research Network, Russia and CIS.
- Andrew Yates, 2002. "Decentralization in Pollution Permit Markets," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 4(4), pages 641-660, October.
- Jac C. Heckelman & Andrew J. Yates, 2002. "Incumbency preservation through electoral legislation: The case of the secret ballot," Economics of Governance, Springer, vol. 3(1), pages 47-57, March.
- Donna B. Gilleskie & Byron F. Lutz, 2002.
"The Impact of Employer-Provided Health Insurance on Dynamic Employment Transitions,"
Journal of Human Resources, University of Wisconsin Press, vol. 37(1), pages 129-162.
- Donna B. Gilleskie & Byron F. Lutz, 1999. "The Impact of Employer-Provided Health Insurance on Dynamic Employment Transitions," NBER Working Papers 7307, National Bureau of Economic Research, Inc.
- Froyen, Richard T. & Waud, Roger N., 2002. "The determinants of Federal Reserve policy actions: A re-examination," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 413-428, September.
- Black, Stanley W., 2002. "Obstacles to faster growth in the Mongolian transition," Journal of Asian Economics, Elsevier, vol. 13(3), pages 357-369.
2001
- Flabbi, Luca & Ichino, Andrea, 2001.
"Productivity, seniority and wages: new evidence from personnel data,"
Labour Economics, Elsevier, vol. 8(3), pages 359-387, June.
- Ichino, A. & Flabbi, L., 1998. "Productivity, Seniority and Wages. New Evidence form Personnel Data," Economics Working Papers eco98/11, European University Institute.
- Flabbi, Luca & Ichino, Andrea, 1998. "Productivity, Seniority and Wages: New Evidence from Personnel Data," CEPR Discussion Papers 1966, C.E.P.R. Discussion Papers.
- Luca Flabbi, 2001. "La scelta della scuola secondaria in Italia," Rivista di Politica Economica, SIPI Spa, vol. 91(6), pages 85-114, July-Augu.
- Yates, Andrew J. & Cronshaw, Mark B., 2001. "Pollution Permit Markets with Intertemporal Trading and Asymmetric Information," Journal of Environmental Economics and Management, Elsevier, vol. 42(1), pages 104-118, July.
- Yates, Andrew J. & Heckelman, Jac C., 2001. "Rent-setting in multiple winner rent-seeking contests," European Journal of Political Economy, Elsevier, vol. 17(4), pages 835-852, November.
- Andrew Yates, 2001. "On the Separation of Risk Assessment and Risk Management," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 44(4), pages 509-524.
- David M. Blau & Donna B. Gilleskie, 2001.
"Retiree Health Insurance and the Labor Force Behavior of Older Men in the 1990s,"
The Review of Economics and Statistics, MIT Press, vol. 83(1), pages 64-80, February.
- David M. Blau & Donna B. Gilleskie, 1997. "Retiree Health Insurance and the Labor Force Behavior of Older Men in the 1990s," NBER Working Papers 5948, National Bureau of Economic Research, Inc.
2000
- Ghysels, Eric, 2000. "Some Econometric Recipes for High-Frequency Data Cooking," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 154-163, April.
- Chernov, Mikhail & Ghysels, Eric, 2000. "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, vol. 56(3), pages 407-458, June.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000.
"American options with stochastic dividends and volatility: A nonparametric investigation,"
Journal of Econometrics, Elsevier, vol. 94(1-2), pages 53-92.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996. "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers 96s-26, CIRANO.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000.
"Nonparametric estimation of American options' exercise boundaries and call prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1829-1857, October.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996. "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers 96s-24, CIRANO.
- Garcia, R. & Ghysels, E. & Renault, E., 2000. "Econometric methods for derivative securities and risk management," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 1-7.
- Yates, Andrew J., 2000. "The Knowledge Problem, Entrepreneurial Discovery, and Austrian Market Process Theory," Journal of Economic Theory, Elsevier, vol. 91(1), pages 59-85, March.
- Yates, Andrew J & Stroup, Richard L, 2000. "Media Coverage and EPA Pesticide Decisions," Public Choice, Springer, vol. 102(3-4), pages 297-312, March.
1999
- Rodgers, Yana Van der Meulen & Cooley, Jane C., 1999. "Outstanding Female Economists in the Analysis and Practice of Development Economics," World Development, Elsevier, vol. 27(8), pages 1397-1411, August.
1998
- John S. Akin & David K. Guilkey & Paul L. Hutchinson & Michael T. McIntosh, 1998. "Price elasticities of demand for curative health care with control for sample selectivity on endogenous illness: an analysis for Sri Lanka," Health Economics, John Wiley & Sons, Ltd., vol. 7(6), pages 509-531, September.
- Henderson, G. E. & Akin, J. S. & Hutchinson, P. M. & Jin, S. G. & Wang, J. M. & Dietrich, J. & Mao, L. M., 1998. "Trends in health services utilization in eight provinces in China, 1989-1993," Social Science & Medicine, Elsevier, vol. 47(12), pages 1957-1971, December.
- Ghysels, Eric, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 165-167, April.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998.
"Bayesian inference for periodic regime-switching models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 129-143.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994. "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers 94s-15, CIRANO.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998.
"Predictive tests for structural change with unknown breakpoint,"
Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Garcia, Rene & Ghysels, Eric, 1998.
"Structural change and asset pricing in emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 17(3), pages 455-473, June.
- René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers 96s-34, CIRANO.
- Eric Ghysels & Serena Ng, 1998.
"A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure,"
The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 535-548, November.
- Eric Ghysels & Serena Ng, 1997. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers 97s-33, CIRANO.
- Eric Ghysels & Serena Ng, 1998. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," Boston College Working Papers in Economics 403, Boston College Department of Economics.
- Andrew J. Yates, 1998. "The Equal Marginal Value Principle: A Graphical Analysis with Environmental Applications," The Journal of Economic Education, Taylor & Francis Journals, vol. 29(1), pages 23-31, March.
- Donna B. Gilleskie, 1998. "A Dynamic Stochastic Model of Medical Care Use and Work Absence," Econometrica, Econometric Society, vol. 66(1), pages 1-46, January.
- Gilleskie, Donna B. & Harrison, Amy L., 1998. "The effect of endogenous health inputs on the relationship between health and education," Economics of Education Review, Elsevier, vol. 17(3), pages 279-295, June.
1997
- Ghysels, Eric, 1997.
"Seasonal Adjustment and Other Data Transformations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 410-418, October.
- Ghysels, E., 1993. "Seasonal Adjustment and Other Data Transformations," Cahiers de recherche 9322, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric, 1997. "On seasonality and business cycle durations: A nonparametric investigation," Journal of Econometrics, Elsevier, vol. 79(2), pages 269-290, August.
- Bryan Campbell & Eric Ghysels, 1997.
"An Empirical Analysis of the Canadian Budget Process,"
Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bryan Campbell & Eric Ghysels, 1995. "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers 95s-08, CIRANO.
- Yates, Andrew J., 1997. "Hotelling and the New York stock exchange," Economics Letters, Elsevier, vol. 56(1), pages 107-110, September.
- Yates, Andrew J., 1997. "A sufficiency result for constrained economies," Journal of Mathematical Economics, Elsevier, vol. 27(4), pages 411-423, May.
- Yates, Andrew J & Luenberger, David G, 1997. "An Efficiency Hierarchy for Constrained Economies," Public Finance = Finances publiques, , vol. 52(2), pages 270-288.
- Andrew J. Yates, 1997. "The Unobserved Relation Regressions Model with an Application to Used Truck Prices," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 45-55, July.
- Froyen, Richard T. & Havrilesky, Thomas & Waud, Roger N., 1997. "The Asymmetric Effects of Political Pressures on U.S. Monetary Policy," Journal of Macroeconomics, Elsevier, vol. 19(3), pages 471-493, July.
1996
- Bollerslev, Tim & Ghysels, Eric, 1996.
"Periodic Autoregressive Conditional Heteroscedasticity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Universite de Montreal, Departement de sciences economiques.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996.
"Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
- Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 396-397, July.
- Dufour, Jean-Marie & Ghysels, Eric, 1996. "Editors' introduction recent developments in the econometrics of structural change," Journal of Econometrics, Elsevier, vol. 70(1), pages 1-8, January.
- Ghysels, Eric & Perron, Pierre, 1996.
"The effect of linear filters on dynamic time series with structural change,"
Journal of Econometrics, Elsevier, vol. 70(1), pages 69-97, January.
- Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
1995
- Akin, John S. & Guilkey, David K. & Hazel?Denton, E., 1995. "Quality of services and demand for health care in Nigeria: A multinomial probit estimation," Social Science & Medicine, Elsevier, vol. 40(11), pages 1527-1537, June.
- Henderson, Gail & Shuigao, Jin & Akin, John & Zhiming, Li & Jianmin, Wang & Haijiang, Ma & Yunan, He & Xiping, Zhang & Ying, Chang & Keyou, Ge, 1995. "Distribution of medical insurance in China," Social Science & Medicine, Elsevier, vol. 41(8), pages 1119-1130, October.
- Campbell, Bryan & Ghysels, Eric, 1995. "Federal Budget Projections: A Nonparametric Assessment of Bias and Efficiency," The Review of Economics and Statistics, MIT Press, vol. 77(1), pages 17-31, February.
- Niels Fredriksen & Peter Hansen & Henrik Jacobsen & Peter Sørensen, 1995. "Subsidising consumer services: effects on employment, welfare and the informal economy," Fiscal Studies, Institute for Fiscal Studies, vol. 16(2), pages 71-93, May.
- Froyen, Richard T. & Waud, Roger N., 1995. "Optimal seigniorage versus interest rate smoothing," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 111-129.
- Froyen, Richard T. & Waud, Roger N., 1995. "Central bank independence and the output-inflation tradeoff," Journal of Economics and Business, Elsevier, vol. 47(2), pages 137-149, May.
1994
- Henderson, Gail & Akin, John & Zhiming, Li & Shuigao, Jin & Haijiang, Ma & Keyou, Ge, 1994. "Equity and the utilization of health services: Report of an eight-province survey in China," Social Science & Medicine, Elsevier, vol. 39(5), pages 687-699, September.
- Ghysels, Eric, 1994.
"On the Periodic Structure of the Business Cycle,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-298, July.
- Eric Ghysels, 1992. "On the Periodic Structure of the Business Cycle," Cowles Foundation Discussion Papers 1028, Cowles Foundation for Research in Economics, Yale University.
- Ghysels, Eric & Jasiak, Joanna, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 399-401, October.
- Canova, Fabio & Ghysels, Eric, 1994.
"Changes in seasonal patterns : Are they cyclical?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1143-1171, November.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Universite de Montreal, Departement de sciences economiques.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Ghysels, Eric & Hall, Alastair, 1994.
"Generalized Predictive Tests and Structural Change Analysis in Econometrics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 199-229, February.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June.
- Cothren, Richard D & Waud, Roger N, 1994.
"On the Optimality of Reserve Requirements,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 827-838, November.
- Richard D. Cothren & Roger N. Waud, 1991. "On the Optimality of Reserve Requirements," NBER Technical Working Papers 0101, National Bureau of Economic Research, Inc.
1993
- Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993.
"On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data,"
Empirical Economics, Springer, vol. 18(4), pages 747-760.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data," Cahiers de recherche 9237, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Perron, Pierre, 1993.
"The effect of seasonal adjustment filters on tests for a unit root,"
Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
- Ghysels, E. & Perron, P., 1990. "The Effect Of Seasonal Adjustment Filters On Test For Unit Root," Cahiers de recherche 9037, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Perron, P., 1990. "The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root," Papers 355, Princeton, Department of Economics - Econometric Research Program.
- Ghysels, E. & Perron, P., 1990. "The Effect of Seasonal Adjustment Filters on Test for Unit Root," Cahiers de recherche 9037, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric, 1993. "Editor's introduction : Seasonality and econometric models," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 1-8.
1991
- Black, Stanley W., 1991. "Transactions costs and vehicle currencies," Journal of International Money and Finance, Elsevier, vol. 10(4), pages 512-526, December.
1990
- Guilkey, David K. & Popkin, Barry M. & Flieger, Wilhelm & Akin, John S., 1990. "Changes in breast-feeding in the Philippines, 1973-1983," Social Science & Medicine, Elsevier, vol. 31(12), pages 1365-1375, January.
- Ghysels, Eric, 1990. "Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 145-152, April.
- Ghysels, Eric & Hall, Alastair, 1990.
"A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 355-364, May.
- Ghysels, E & Hall, A., 1988. "A Test For Structural Stability Of Euler Conditions Parameters Estimated Via The Generalized Methods Of Moments Estimators," Cahiers de recherche 8837, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Hall, Alastair, 1990. "Are consumption-based intertemporal capital asset pricing models structural?," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 121-139.
- Ghysels, Eric & Hall, Alastair, 1990.
"Testing nonnested Euler conditions with quadrature-based methods of approximation,"
Journal of Econometrics, Elsevier, vol. 46(3), pages 273-308, December.
- Ghysels, E. & Hall, A., 1987. "Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation," Cahiers de recherche 8703, Universite de Montreal, Departement de sciences economiques.
1989
- Guilkey, David K. & Popkin, Barry M. & Akin, John S. & Wong, Emelita L., 1989. "Prenatal care and pregnancy outcome in Cebu, Philippines," Journal of Development Economics, Elsevier, vol. 30(2), pages 241-272, April.
- Jean Francois David & Eric Ghysels, 1989. "Y a-t-il des biais systematiques dans les annonces budgetaires canadiennes? (With English summary.)," Canadian Public Policy, University of Toronto Press, vol. 15(3), pages 313-321, September.
1988
- Akin, John S & Schwartz, J Brad, 1988. "The Effect of Economic Factors on Contraceptive Choice in Jamaica and Thailand: A Comparison of Mixed Multinomial Logit Results," Economic Development and Cultural Change, University of Chicago Press, vol. 36(3), pages 503-527, April.
- Schwartz, J Brad & Akin, John S & Popkin, Barry M, 1988. "Price and Income Elasticities of Demand for Modern Health Care: The Case of Infant Delivery in the Philippines," The World Bank Economic Review, World Bank, vol. 2(1), pages 49-76, January.
- Waud, Roger N, 1988.
"Tax Aversion, Optimal Tax Rates, and Indexation,"
Public Finance = Finances publiques, , vol. 43(2), pages 310-325.
- Roger N. Waud, 1988. "Tax Aversion, Optimal Tax Rates, and Indexation," NBER Working Papers 2643, National Bureau of Economic Research, Inc.
- Froyen, Richard T & Waud, Roger N, 1988.
"Real Business Cycles and the Lucas Paradigm,"
Economic Inquiry, Western Economic Association International, vol. 26(2), pages 183-201, April.
- Richard T. Froyen & Roger N. Waud, 1986. "Real Business Cycles and the Lucas Paradigm," NBER Working Papers 2109, National Bureau of Economic Research, Inc.
- Black, Stanley W. & Salemi, Michael K., 1988. "FIML estimation of the dollar-deutschemark risk premium in a portfolio model," Journal of International Economics, Elsevier, vol. 25(3-4), pages 205-224, November.
1987
- Wong, Emelita L. & Popkin, Barry M. & Guilkey, David K. & Akin, John S., 1987. "Accessibility, quality of care and prenatal care use in the Philippines," Social Science & Medicine, Elsevier, vol. 24(11), pages 927-944, January.
- Ghysels, Eric, 1987. "Seasonal Extraction in the Presence of Feedback," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 191-194, April.
- Froyen, Richard T & Waud, Roger N, 1987.
"An Examination of Aggregate Price Uncertainty in Four Countries and Some Implications for Real Output,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 353-372, June.
- Richard T. Froyen & Roger N. Waud, 1984. "An Examination of Aggregate Price Uncertainty in Four Countries and SomeImplications for Real Output," NBER Working Papers 1460, National Bureau of Economic Research, Inc.
1986
- Akin, John S & Griffin, Charles C & Guilkey, David K & Popkin, Barry M, 1986. "The Demand for Primary Health Care Services in the Bicol Region of the Philippines," Economic Development and Cultural Change, University of Chicago Press, vol. 34(4), pages 755-782, July.
- Akin, John S. & Griffin, Charles C. & Guilkey, David K. & Popkin, Barry M., 1986. "The demand for adult outpatient services in the Bicol region of the Philippines," Social Science & Medicine, Elsevier, vol. 22(3), pages 321-328, January.
- Waud, Roger N, 1986. "Tax Aversion and the Laffer Curve," Scottish Journal of Political Economy, Scottish Economic Society, vol. 33(3), pages 213-227, August.
- Black, Stanley W., 1986. "Real exchange rates and deviations from purchasing power parity under floating exchange rates A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 215-220, January.
1985
- Akin, John S & Griffin, Charles C & Guilkey, David K & Popkin, Barry M, 1985. "Determinants of Infant Feeding: A Household Production Approach," Economic Development and Cultural Change, University of Chicago Press, vol. 34(1), pages 57-81, October.
- John S. Akin & David K. Guilkey & Barry M. Popkin Karen M. Smith, 1985. "The Impact of Federal Transfer Programs on the Nutrient Intake of Elderly Individuals," Journal of Human Resources, University of Wisconsin Press, vol. 20(3), pages 383-404.
- Froyen, Richard T & Waud, Roger N, 1985.
"Demand Variability, Supply Shocks and the Output-Inflation Tradeoff,"
The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 9-15, February.
- Richard T. Froyen & Roger N. Waud, 1983. "Demand Variability, Supply Shocks and the Output-Inflation Tradeoff," NBER Working Papers 1081, National Bureau of Economic Research, Inc.
- Roger Waud, 1985. "Politics, deficits, and the Laffer curve," Public Choice, Springer, vol. 47(3), pages 509-517, January.
- Black, Stanley W., 1985. "International money and credit: The policy rules : George M. von Furstenberg, ed., (International Monetary Fund, Washington, 1983) pp. xi+596, $28.50 (cloth)," Journal of International Economics, Elsevier, vol. 19(1-2), pages 194-196, August.
1983
- John S. Akin & David K. Guilkey & Barry M. Popkin & James H. Wyckoff, 1983. "The Demand for School Lunches: An Analysis of Individual Participation in the School Lunch Program," Journal of Human Resources, University of Wisconsin Press, vol. 18(2), pages 213-230.
- Abrams, Richard K. & Froyen, Richard T. & Waud, Roger N., 1983. "The variability of output-inflation tradeoffs," Journal of Economic Dynamics and Control, Elsevier, vol. 5(1), pages 151-171, February.
- Abrams, Richard K & Froyen, Richard & Waud, Roger N, 1983. "The State of the Federal Budget and the State of the Economy," Economic Inquiry, Western Economic Association International, vol. 21(4), pages 485-503, October.
1982
- Akin, John S. & Stewart, John F., 1982. "The time-allocation decision and achievement patterns of young children," Economics of Education Review, Elsevier, vol. 2(4), pages 307-330, August.
- Black, Stanley W, 1982. "The Effects of Alternative Monetary Control Procedures on Exchange Rates and Output," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 14(4), pages 746-760, November.
1980
- Akin, John S & Garfinkel, Irv, 1980. "The Quality of Education and Cohort Variation in Black-White Earnings Differentials: Comment," American Economic Review, American Economic Association, vol. 70(1), pages 186-191, March.
- Abrams, Richard K & Froyen, Richard & Waud, Roger N, 1980. "Monetary Policy Reaction Functions, Consistent Expectations, and the Burns Era," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(1), pages 30-42, February.
- Froyen, Richard T & Waud, Roger N, 1980. "Further International Evidence of Output-Inflation Tradeoffs," American Economic Review, American Economic Association, vol. 70(3), pages 409-421, June.
1979
- Akin, John S. & Guilkey, David K. & Sickles, Robin, 1979. "A random coefficient probit model with an application to a study of migration," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 233-246.
- Akin, John S & Stewart, John F, 1979. "Theoretical Restrictions on the Parameters of Indirect Addilog Demand Equations," Econometrica, Econometric Society, vol. 47(3), pages 779-780, May.
- Black, Stanley W., 1979. "Substitution effects, speculation, and exchange rate stability : Patrick Minford, (North-Holland, Amsterdam, 1978) pp. viii + 222, $32.75," Journal of International Economics, Elsevier, vol. 9(3), pages 463-465, August.
1978
- Stanley Black, 1978. "Policy responses to major disturbances of the 1970s and their transmission through international goods and capital markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 114(4), pages 614-641, December.
- Black, Stanley W, 1978. "International Finance: Discussion," Journal of Finance, American Finance Association, vol. 33(3), pages 813-815, June.
1977
- LeRoy, Stephen F & Waud, Roger N, 1977. "Applications of the Kalman Filter in Short-Run Monetary Control," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 195-207, February.
- Waud, Roger N, 1977. "CD Behavior and the Use of Broader Monetary Aggregates: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 9(3), pages 483-490, August.
- Black, Stanley W., 1977. "International trade and finance: frontiers for research : Peter B. Kenen, ed., (Cambridge University Press, Cambridge, 1975) pp. xvii + 539, $19.95," Journal of International Economics, Elsevier, vol. 7(1), pages 98-100, February.
1976
- Akin, John S & YoungDay, Douglas J, 1976. "The Efficiency of Local School Finance," The Review of Economics and Statistics, MIT Press, vol. 58(2), pages 255-258, May.
- John S. Akin & Gerald E. Auten, 1976. "City Schools and Suburban Schools: A Fiscal Comparison," Land Economics, University of Wisconsin Press, vol. 52(4), pages 452-466.
- Waud, Roger N, 1976.
"Asymmetric Policymaker Utility Functions and Optimal Policy Under Uncertainty,"
Econometrica, Econometric Society, vol. 44(1), pages 53-66, January.
- Roger N. Waud, 1975. "Asymmetric policymaker utility functions and optimal policy under uncertainty," Special Studies Papers 57, Board of Governors of the Federal Reserve System (U.S.).
- Black, Stanley W & Blitz, Rudolph C, 1976. "Do Income Taxes Reduce the Effectiveness of Monetary Policy?," American Economic Review, American Economic Association, vol. 66(1), pages 168-173, March.
- Black, Stanley W, 1976. "Rational Response to Shocks in a Dynamic Model of Capital Asset Pricing," American Economic Review, American Economic Association, vol. 66(5), pages 767-779, December.
- Black, Stanley W, 1976. "Multilateral and Bilateral Measures of Effective Exchange Rates in a World Model of Traded Goods," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 615-621, June.
1975
- Waud, Roger N, 1975. "Net Outlay Uncertainty and Liquidity Preference as Behavior toward Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 7(4), pages 499-506, November.
- Waud, Roger N, 1975.
"Information Lags and the Interest Rate as a Proximate Monetary Policy Target,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 37(2), pages 103-113, May.
- Roger N. Waud, 1975. "Information lags and the interest rate as a proximate monetary policy target," Special Studies Papers 67, Board of Governors of the Federal Reserve System (U.S.).
- Robert J. Mackay & Roger N. Waud, 1975.
"A Re-examination of Keynesian Monetary and Fiscal Orthodoxy in a Two-Sector Keynesian Paradigm,"
Canadian Journal of Economics, Canadian Economics Association, vol. 8(4), pages 548-573, November.
- Robert J. Mackay & Roger N. Waud, 1975. "A re-examination of Keynesian monetary and fiscal orthodoxy in a two- sector Keynesian paradigm," Special Studies Papers 61, Board of Governors of the Federal Reserve System (U.S.).
1974
- Waud, Roger N, 1974.
"Monetary and Fiscal Effects on Economic Activity: A Reduced Form Examination of their Relative Importance,"
The Review of Economics and Statistics, MIT Press, vol. 56(2), pages 177-187, May.
- Roger N. Waud, 1974. "Monetary and fiscal effects on economic activity: a reduced form examination of their relative importance," Special Studies Papers 41, Board of Governors of the Federal Reserve System (U.S.).
- Black, Stanley W, 1974. "Endowment Income, Capital Gains and Inflation Accounting: Discussion," American Economic Review, American Economic Association, vol. 64(2), pages 441-442, May.
1973
- Gould, John P & Waud, Roger N, 1973. "The Neoclassical Model of Investment Behavior: Another View," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(1), pages 33-48, February.
- Waud, Roger N, 1973. "Index Bonds and Economic Stability," Public Finance = Finances publiques, , vol. 28(1), pages 52-68.
- Waud, Roger N, 1973. "Proximate Targets and Monetary Policy," Economic Journal, Royal Economic Society, vol. 83(329), pages 1-20, March.
1972
- Waud, Roger N, 1972. "Monetary Reform and the Payment of Interest on Money," Journal of Political Economy, University of Chicago Press, vol. 80(1), pages 159-170, Jan.-Feb..
- Waud, Roger N, 1972. "Inflation, Unemployment, and Economic Welfare: Reply," American Economic Review, American Economic Association, vol. 62(5), pages 1005-1006, December.
- Black, Stanley W, 1972. "The Use of Rational Expectations in Models of Speculation," The Review of Economics and Statistics, MIT Press, vol. 54(2), pages 161-165, May.
- Black, Stanley W, 1972. "Eurodollar Borrowing by New York Banks and the Rate of Interest on Eurodollars: Reply," Journal of Finance, American Finance Association, vol. 27(1), pages 134-135, March.
- Black, Stanley W, 1972. "An Econometric Study of Eurodollar Borrowing by New York Banks and the Rate of Interest on Eurodollars: Reply," Journal of Finance, American Finance Association, vol. 27(4), pages 931-932, September.
- S. W. Black & H. H. Kelejian, 1972. "The Formulation of the Dependent Variable in the Wage Equation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 39(1), pages 55-59.
1971
- Black, Stanley W, 1971. "An Econometric Study of Euro-Dollar Borrowing by New York Banks and the Rate of Interest on Euro-Dollars," Journal of Finance, American Finance Association, vol. 26(1), pages 83-88, March.
1970
- Waud, Roger N, 1970. "Inflation, Unemployment, and Economic Welfare," American Economic Review, American Economic Association, vol. 60(4), pages 631-641, September.
- Waud, Roger N, 1970. "Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the 'Announcement Effect'," Econometrica, Econometric Society, vol. 38(2), pages 231-250, March.
- Black, Stanley W & Kelejian, H H, 1970. "A Macro Model of the U. S. Labor Market," Econometrica, Econometric Society, vol. 38(5), pages 712-741, September.
- Stanley W. Black & R. Robert Russell, 1970. "Participation Functions and Potential Labor Force," ILR Review, Cornell University, ILR School, vol. 24(1), pages 84-94, October.
1969
- Black, Stanley W & Russell, R Robert, 1969. "An Alternative Estimate of Potential GNP," The Review of Economics and Statistics, MIT Press, vol. 51(1), pages 70-76, February.
1968
- Roger N. Waud, 1968. "Man-Hour Behavior in U.S. Manufacturing: A Neoclassical Interpretation," Journal of Political Economy, University of Chicago Press, vol. 76(3), pages 407-407.
1967
- Roger N. Waud, 1967. "An Expectations Model Of Cyclical Growth: Hicks Onthe Trade Cycle Revisited," Oxford Economic Papers, Oxford University Press, vol. 19(3), pages 313-327.
Books
2024
- Araujo, María Caridad & Bastias-Butler Elizabeth & Bauhoff, Sebastian & Berlinski, Samuel & Bosch, Mariano & Busso, Matías & Cristia, Julian P. & Cruz-Aguayo, Yyannu & Duryea, Suzanne & Etcheverry, Lu, 2024. "Expanding Opportunities: Policies for Gender Equality and Inclusion," IDB Publications (Books), Inter-American Development Bank, number 13841, December.
2015
- Araujo, María Caridad & Ardanaz, Martín & Armendáriz, Edna & Behrman, Jere R. & Berlinski, Samuel & Cristia, Julian P. & Flabbi, Luca & Hincapie, Diana & Jalmovich, Analía & Kagan, Sharon Lynn & Lopez, 2015. "The Early Years: Child Well-being and the Role of Public Policy," IDB Publications (Books), Inter-American Development Bank, number 7259, December.
1998
- Hansen, Peter Reinhard & Johansen, Soren, 1998. "Workbook on Cointegration," OUP Catalogue, Oxford University Press, number 9780198776079.
1997
- Black,Stanley W., 1997.
"Europe's Economy Looks East,"
Cambridge Books,
Cambridge University Press, number 9780521572422, January.
- Black,Stanley W., 2008. "Europe's Economy Looks East," Cambridge Books, Cambridge University Press, number 9780521088237, January.
Chapters
2024
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024.
"Econometrics of machine learning methods in economic forecasting,"
Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 10, pages 246-273,
Edward Elgar Publishing.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2023. "Econometrics of Machine Learning Methods in Economic Forecasting," Papers 2308.10993, arXiv.org.
2021
- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021.
"Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2021,
National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, vol. 136(C).
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers 29670, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
2016
- Luca Flabbi & James Mabli & Mauricio Salazar, 2016. "Household Lifetime Inequality Estimates in the U.S. Labor Market☆," Research in Labor Economics, in: Inequality: Causes and Consequences, volume 43, pages 45-82, Emerald Group Publishing Limited.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016.
"Distributional Effects of Air Pollution from Electric Vehicle Adoption,"
NBER Chapters, in: Energy Policy Tradeoffs between Economic Efficiency and Distributional Equity,
National Bureau of Economic Research, Inc.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2019. "Distributional Effects of Air Pollution from Electric Vehicle Adoption," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 6(S1), pages 65-94.
- Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016. "Distributional Effects of Air Pollution from Electric Vehicle Adoption," NBER Working Papers 22862, National Bureau of Economic Research, Inc.
2015
- Samuel Berlinski & Luca Flabbi & Florencia López Boo, 2015. "Raising Children: The Case for Government Intervention," IDB Publications (Book Chapters), in: Samuel Berlinski & Norbert Schady (ed.), The Early Years: Child Well-Being and the Role of Public Policy, edition 1, chapter 1, pages 1-24, Inter-American Development Bank.
2010
- Jane Cooley, 2010. "classroom peer effects," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
2004
- David A. Malueg & Andrew J. Yates, 2004.
"Rent seeking with private values,"
Springer Books, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad (ed.), 40 Years of Research on Rent Seeking 1, pages 503-520,
Springer.
- David A. Malueg & Andrew J. Yates, 2004. "Sent Seeking With Private Values," Public Choice, Springer, vol. 119(1_2), pages 161-178, April.
2001
- Mark C. Berger & John S. Earle & Klara Sabirianova, 2001.
"Worker Training in a Restructuring Economy: Evidence from the Russian Transition,"
Book chapters authored by Upjohn Institute researchers, in: Soloman W. Polachek (ed.),Worker Wellbeing in a Changing Labor Market, pages 159-189,
W.E. Upjohn Institute for Employment Research.
- Berger, Mark C. & Earle, John S. & Peter, Klara Sabirianova, 2001. "Worker Training in a Restructuring Economy: Evidence from the Russian Transition," IZA Discussion Papers 361, Institute of Labor Economics (IZA).
- Mark C. Berger & John S. Earle & Klara Sabirianova, 2000. "Worker Training in a Restructuring Economy: Evidence from the Russian Transition," William Davidson Institute Working Papers Series 331, William Davidson Institute at the University of Michigan.
1999
- Stanley Black, 1999.
"Issues in Korean Exchange Rate Policy,"
NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 269-284,
National Bureau of Economic Research, Inc.
- Stanley W. Black, 1996. "Issues in Korean Exchange Rate Policy," NBER Working Papers 5747, National Bureau of Economic Research, Inc.
1988
- Stanley W. Black & Dale Henderson & John Williamson, 1988. "Roundtable on Exchange Rate Policy," NBER Chapters, in: Misalignment of Exchange Rates: Effects on Trade and Industry, pages 149-168, National Bureau of Economic Research, Inc.
1985
- Black, Stanley W., 1985. "International money and international monetary arrangements," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 22, pages 1153-1193, Elsevier.
1984
- Stanley Black, 1984. "The Relationship between Exchange Rate Policy and Monetary Policy in Ten Industrial Countries," NBER Chapters, in: Exchange Rate Theory and Practice, pages 499-516, National Bureau of Economic Research, Inc.
1983
- Stanley W. Black, 1983. "The Use of Monetary Policy for Internal and External Balance in Ten Industrial Countries," NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 189-234, National Bureau of Economic Research, Inc.
1981
- Stanley W. Black, 1981. "The Analysis of Floating Exchange Rates and the Choice Between Crawl and Float," Palgrave Macmillan Books, in: John Williamson (ed.), Exchange Rate Rules, pages 68-87, Palgrave Macmillan.
1977
- Stanley W. Black, 1977. "Comment on J. Williamson, “Exchange Rate Flexibility and Reserve Use”," Palgrave Macmillan Books, in: Jan Herin & Assar Lindbeck & Johan Myhrman (ed.), Flexible Exchange Rates and Stabilization Policy, pages 208-213, Palgrave Macmillan.
- Stanley W. Black, 1977. "Comment on R. N. Cooper, “Monetary Theory and Policy in an Open Economy”," Palgrave Macmillan Books, in: Jan Herin & Assar Lindbeck & Johan Myhrman (ed.), Flexible Exchange Rates and Stabilization Policy, pages 34-36, Palgrave Macmillan.
Software components
2017
- Donna Gilleskie & Euna Han & Edward Norton, 2017.
"Code and data files for "Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle","
Computer Codes
16-98, Review of Economic Dynamics.
- Donna Gilleskie & Euna Han & Edward Norton, 2017. "Disentangling the Contemporaneous and Dynamic Effects of Human and Health Capital on Wages over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 350-383, April.
2009
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2009.
"Code and data files for "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income","
Computer Codes
09-198, Review of Economic Dynamics.
- Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2010. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 209-237, January.