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Publications

by members of

University of North Carolina-Chapel-Hill → Department of Economics

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

2026

  1. Anusha Chari & Gian Maria Milesi Ferretti, 2026, "The United States and Its Creditors: Assessing Foreign Demand for U.S. Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35555, Jul.
  2. Sharjil M. Haque & Jessie Jiaxu Wang, 2026, "The Price of Bank Funding Behind Private Credit: Evidence from Business Development Companies," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-08-07, Aug, DOI: 10.17016/2380-7172.4142.
  3. Peter Reinhard Hansen & Chen Tong, 2026, "Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models," Papers, arXiv.org, number 2605.01665, May, revised May 2026.
  4. Peter Reinhard Hansen & Chen Tong, 2026, "Tweedie's Formula and Score-Driven Updating," Papers, arXiv.org, number 2605.15902, May, revised May 2026.
  5. Òscar Jordà & Fernanda Nechio & Toan Phan & Felipe Schwartzman, 2026, "Financial Conditions and Capital Investment Choices," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-05, Feb, DOI: 10.24148/wp2026-05.

2025

  1. Andrii Babii & Luca Barbaglia & Eric Ghysels & Jonas Striaukas, 2025, "Nowcasting and aggregation: Why small Euro area countries matter," Papers, arXiv.org, number 2509.24780, Sep.
  2. Chari, Anusha & Henry, Peter Blair & Picardo, Pablo, 2025, "The Social Rate of Return on Road Infrastructure Investments," CEPR Discussion Papers, Centre for Economic Policy Research, number 20931, Dec.
  3. Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2025, "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 20932, Dec.
  4. Anusha Chari & Peter Blair Henry & Yanru Lee & Paolo Mauro, 2025, "Financial Returns to Equity Investments in Infrastructure in Emerging-Market and Developing Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 34537, Dec.
  5. Marco Duarte & Meilin Ma & Francisco Scott, 2025, "Firm-Level Pass-Through of Supply Chain Disruptions: Insights from the U.S. Beef Market," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-20, Nov, DOI: 10.18651/RWP2025-20.
  6. Seungwhan Chun & Marco Duarte & Cici McNamara & Jason M. Lindo, 2025, "Evaluating Substitutes for Federal Antitrust: The Case of COPAs," NBER Working Papers, National Bureau of Economic Research, Inc, number 34373, Oct.
  7. Sharjil M. Haque & Young Soo Jang & Jessie Jiaxu Wang, 2025, "Indirect Credit Supply: How Bank Lending to Private Credit Shapes Monetary Policy Transmission," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-059, Aug, DOI: 10.17016/FEDS.2025.059.
  8. Chen Tong & Peter Reinhard Hansen, 2025, "Dynamic Factor Correlation Model," Papers, arXiv.org, number 2503.01080, Mar.
  9. Neville Francis & Peter Reinhard Hansen & Chen Tong, 2025, "Principled Identification of Structural Dynamic Models," Papers, arXiv.org, number 2512.17005, Dec, revised Apr 2026.
  10. Denisa Banulescu-Radu & Peter Reinhard Hansen & Zhuo Huang & Marius Matei, 2025, "Modelling volatility in turbulent times: a Robust Realized GARCH framework," Working Papers, HAL, number hal-05310604, Oct.
  11. Jiaming Wei & Dihan Zou, 2025, "Regulating a Monopolist without Subsidy," Papers, arXiv.org, number 2512.06525, Dec, revised Feb 2026.
  12. Dihan Zou, 2025, "Log-concave functions and transformations thereof," Papers, arXiv.org, number 2512.07768, Dec, revised Dec 2025.

2024

  1. Andrii Babii & Marine Carrasco & Idriss Tsafack, 2024, "Functional Partial Least-Squares: Adaptive Estimation and Inference," Papers, arXiv.org, number 2402.11134, Feb, revised May 2025.
  2. Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2024, "Risk-on/Risk-off: Measuring Shifts in Investor Sentiment," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 24-12, Nov, DOI: 10.18651/RWP2024-12.
  3. Sharjil M. Haque & Simon Mayer & Teng Wang, 2024, "How Private Equity Fuels Non-Bank Lending," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-015, Mar, DOI: 10.17016/FEDS.2024.015.
  4. Fang Cai & Sharjil M. Haque, 2024, "Private Credit: Characteristics and Risks," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2024-02-23-2, Feb, DOI: 10.17016/2380-7172.3462.
  5. Peter Reinhard Hansen & Chen Tong, 2024, "Convolution-t Distributions," Papers, arXiv.org, number 2404.00864, Apr.
  6. Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024, "Cluster GARCH," Papers, arXiv.org, number 2406.06860, Jun.
  7. Peter Reinhard Hansen & Chen Tong, 2024, "Moments by Integrating the Moment-Generating Function," Papers, arXiv.org, number 2410.23587, Oct, revised Jun 2026.
  8. D'esir'e K'edagni & Huan Wu & Yi Cui, 2024, "Robust Identification in Randomized Experiments with Noncompliance," Papers, arXiv.org, number 2408.03530, Aug, revised Mar 2025.
  9. Baqaee, David Rezza & Burstein, Ariel & Koike-Mori, Yasutaka, 2024, "Sufficient Statistics for Measuring Forward-Looking Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 19263, Jul.
  10. Dasol Kim & Luke Olson & Toan Phan, 2024, "Bank Competition and Strategic Adaptation to Climate Change," Working Paper, Federal Reserve Bank of Richmond, number 24-06, Jun.
  11. 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, National Bureau of Economic Research, Inc, number 32065, Jan.
  12. 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, National Bureau of Economic Research, Inc, number 32235, Mar.

2023

  1. Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2023, "Panel Data Nowcasting: The Case of Price-Earnings Ratios," Papers, arXiv.org, number 2307.02673, Jul.
  2. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2023, "Econometrics of Machine Learning Methods in Economic Forecasting," Papers, arXiv.org, number 2308.10993, Aug.
  3. Anusha Chari & Peter Blair Henry, 2023, "Disinflation and the Stock Market: Third World Lessons for First World Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31129, Apr.
  4. Anusha Chari, 2023, "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31143, Apr.
  5. Anusha Chari & Lakshita Jain & Nirupama Kulkarni, 2023, "The Unholy Trinity: Regulatory Forbearance, Government-Owned Banks And Zombie Firms," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022279, Aug.
  6. Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan, 2023, "Testing Firm Conduct," Papers, arXiv.org, number 2301.06720, Jan, revised Jan 2024.
  7. Flabbi, Luca & Tejada, Mauricio, 2023, "Are Informal Self-Employment and Informal Employment as Employee Behaviorally Distinct Labor Force States?," IZA Discussion Papers, IZA Network @ LISER, number 16225, Jun.
  8. Deng, Jingyuan & Elmallakh, Nelly & Flabbi, Luca & Gatti, Roberta V., 2023, "Returns to Education in the Marriage Market : Bride Price and School Reform in Egypt," Policy Research Working Paper Series, The World Bank, number 10288, Jan.
  9. Deng, Jingyuan & Elmallakh, Nelly & 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, The World Bank, number 10587, Oct.
  10. Sharjil M. Haque, 2023, "Does Private Equity Over-Lever Portfolio Companies?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-009, Feb, DOI: 10.17016/FEDS.2023.009.
  11. Sharjil M. Haque & Anya V. Kleymenova, 2023, "Private Equity and Debt Contract Enforcement: Evidence from Covenant Violations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-018, Apr, DOI: 10.17016/FEDS.2023.018.
  12. Chen Tong & Peter Reinhard Hansen, 2023, "Characterizing Correlation Matrices that Admit a Clustered Factor Representation," Papers, arXiv.org, number 2308.05895, Aug.
  13. Peter Reinhard Hansen & Yiyao Luo, 2023, "Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas," Papers, arXiv.org, number 2310.19992, Oct.
  14. 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, arXiv.org, number 2306.04494, Jun, revised Nov 2025.
  15. Laura Bakkensen & Toan Phan & Russell Wong, 2023, "Leveraging the Disagreement on Climate Change: Theory and Evidence," Working Paper, Federal Reserve Bank of Richmond, number 23-01, Jan, DOI: 10.21144/wp23-01.
  16. Toan Phan & Felipe Schwartzman, 2023, "Climate Defaults and Financial Adaptation," Working Paper, Federal Reserve Bank of Richmond, number 23-06, Mar, DOI: 10.21144/wp23-06.
  17. 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, Federal Reserve Bank of Richmond, number 23-09, Sep, DOI: 10.21144/wp23-09.
  18. Harrison Fell & Stephen P. Holland & Andrew J. Yates, 2023, "Optimal Subsidies for Green Hydrogen Production," NBER Working Papers, National Bureau of Economic Research, Inc, number 31902, Nov.

2022

  1. Alder,Simon & Croke,Kevin & Duhaut, Alice & Marty, Robert Andrew & Vaisey,Ariana, 2022, "The Impact of Ethiopia’s Road Investment Program on Economic Development and Land Use : Evidence from Satellite Data," Policy Research Working Paper Series, The World Bank, number 10000, Apr.
  2. Andrii Babii & Eric Ghysels & Junsu Pan, 2022, "Tensor PCA for Factor Models," Papers, arXiv.org, number 2212.12981, Dec, revised Mar 2025.
  3. Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022, "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile, Central Bank of Chile, number 957, May.
  4. 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, Centre for Economic Policy Research, number 16889, Jan.
  5. Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022, "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 17697, Nov.
  6. Luca Flabbi & Mauricio Tejada, 2022, "Working and Saving Informally: The Link between Labor Market Informality and Financial Exclusion," CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 105 JEL Classification: J.
  7. 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), Inter-American Development Bank, number 12456, Sep, DOI: http://dx.doi.org/10.18235/0004490.
  8. 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, The World Bank, number 10126, Jul.
  9. Peter Reinhard Hansen & Chen Tong, 2022, "Option Pricing with Time-Varying Volatility Risk Aversion," Papers, arXiv.org, number 2204.06943, Apr, revised Mar 2025.
  10. Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2022, "A New Method for Generating Random Correlation Matrices," Papers, arXiv.org, number 2210.08147, Oct.
  11. Ban, Kyunghoon & Kedagni, Desire, 2022, "Generalized Difference-in-differences Models: Robust Bounds," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322248, Aug, DOI: 10.22004/ag.econ.322248.
  12. Dalia Ghanem & Sarojini Hirshleifer & D'esir'e K'edagni & Karen Ortiz-Becerra, 2022, "Correcting Attrition Bias using Changes-in-Changes," Papers, arXiv.org, number 2203.12740, Mar, revised Mar 2024.
  13. Augustine Denteh & D'esir'e K'edagni, 2022, "Misclassification in Difference-in-differences Models," Papers, arXiv.org, number 2207.11890, Jul, revised Apr 2026.
  14. Kyunghoon Ban & D'esir'e K'edagni, 2022, "Robust Difference-in-differences Models," Papers, arXiv.org, number 2211.06710, Nov, revised Aug 2023.
  15. David Baqaee & Ariel Burstein & Yasutaka Koike-Mori, 2022, "Measuring Welfare by Matching Households Across Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 30549, Oct.
  16. Claire Conzelmann & Jeremy Hoffman & Toan Phan & Arianna Salazar-Miranda, 2022, "Long-term Effects of Redlining on Environmental Risk Exposure," Working Paper, Federal Reserve Bank of Richmond, number 22-09R, Nov, DOI: 10.21144/wp22-09.
  17. August Bruno & Paige Weber & Andrew J. Yates, 2022, "Can Bitcoin Mining Increase Renewable Electricity Capacity?," CESifo Working Paper Series, CESifo, number 9973.
  18. Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2022, "Decarbonization and Electrification in the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 30082, May.

2021

  1. Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021, "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021004, Jan.
  2. Chari, Anusha & Jain, Lakshita & Kulkarni, Nirupama, 2021, "The Unholy Trinity: Regulatory Forbearance, Stressed Banks and Zombie Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 15773, Feb.
  3. Daniel Chaves & Marco Duarte, 2021, "The Inner Workings of a Hub-and-Spoke Caretl in the Automotive Fuel Industry," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20216.
  4. 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, IZA Network @ LISER, number 14186, Mar.
  5. 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, IZA Network @ LISER, number 14419, Jun.
  6. Peter Reinhard Hansen & Chan Kim & Wade Kimbrough, 2021, "Periodicity in Cryptocurrency Volatility and Liquidity," Papers, arXiv.org, number 2109.12142, Sep, revised Nov 2021.
  7. Peter Reinhard Hansen, 2021, "Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants," Papers, arXiv.org, number 2110.00533, Oct, revised Jan 2022.
  8. Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers, arXiv.org, number 2112.05302, Dec.
  9. Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021, "Option Pricing with State-dependent Pricing Kernel," Papers, arXiv.org, number 2112.05308, Dec, revised Apr 2022.
  10. Kyunghoon Ban & D'esir'e K'edagni & Santiago Acerenza, 2021, "Local Average and Marginal Treatment Effects with a Misclassified Treatment," Papers, arXiv.org, number 2105.00358, May, revised Jun 2026.
  11. Kyunghoon Ban & D'esir'e K'edagni, 2021, "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," Papers, arXiv.org, number 2109.14785, Sep.
  12. Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021, "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers, arXiv.org, number 2112.07014, Dec.
  13. Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021, "Testing Identifying Assumptions in Bivariate Probit Models," ISU General Staff Papers, Iowa State University, Department of Economics, number 202103290700001124, Mar.
  14. Acerenza, Santiago & Ban, Kyunghoon & Kedagni, Desire, 2021, "Marginal Treatment Effects with Misclassified Treatment," ISU General Staff Papers, Iowa State University, Department of Economics, number 202106180700001132, Jun.
  15. Alina Malkova & Klara Sabirianova Peter & Jan Svejnar, 2021, "Labor Informality and Credit Market Accessibility," Papers, arXiv.org, number 2102.05803, Feb.
  16. Ranie Lin & Lala Ma & Toan Phan, 2021, "Race and Environmental Worries," Working Paper, Federal Reserve Bank of Richmond, number 21-15, Sep, DOI: 10.21144/wp21-15.
  17. Bernhard Kasberger & Kyle Woodward, 2021, "Bidding in Multi-Unit Auctions under Limited Information," Papers, arXiv.org, number 2112.11320, Dec, revised Apr 2023.
  18. Pycia, Marek & Woodward, Kyle, 2021, "Auctions of Homogeneous Goods: A Case for Pay-as-Bid," CEPR Discussion Papers, Centre for Economic Policy Research, number 15656, Jan.

2020

  1. Andrii Babii, 2020, "High-dimensional mixed-frequency IV regression," Papers, arXiv.org, number 2003.13478, Mar.
  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, arXiv.org, number 2008.03600, Aug, revised Nov 2021.
  3. Andrii Babii & Xi Chen & Eric Ghysels & Rohit Kumar, 2020, "Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness," Papers, arXiv.org, number 2010.08463, Oct, revised Nov 2025.
  4. 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, Centre for Economic Policy Research, number 15418, Oct.
  5. 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, Federal Reserve Bank of Kansas City, number RWP 20-08, Jul, DOI: 10.18651/RWP2020-08.
  6. Anusha Chari, 2020, "The International Market for Corporate Control," NBER Working Papers, National Bureau of Economic Research, Inc, number 26843, Mar.
  7. 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, National Bureau of Economic Research, Inc, number 26950, Apr.
  8. Gonzalo Asis & Anusha Chari & Adam Haas, 2020, "In Search of Distress Risk in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27213, May.
  9. Anusha Chari & Jennifer S. Rhee, 2020, "The Return to Capital in Capital-Scarce Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 27675, Aug.
  10. Anusha Chari & Peter Blair Henry & Hector Reyes, 2020, "The Baker Hypothesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27708, Aug.
  11. Samuel Berlinski & Maria Marta Ferreyra & Luca Flabbi & Juan David Martin, 2020, "Child Care Markets, Parental Labor Supply, and Child Development," CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 73 JEL Classification:.
  12. Handy, Christopher & Shester, Katharine, 2020, "The Effect of Birth Order on Educational Attainment among the Baby Boom Generation," MPRA Paper, University Library of Munich, Germany, number 102426, Aug.
  13. Handy, Christopher & Shester, Katharine, 2020, "Accounting for Changes in Intergenerational Mobility," MPRA Paper, University Library of Munich, Germany, number 102425, Jul.
  14. Ilya Archakov & Peter Reinhard Hansen, 2020, "A New Parametrization of Correlation Matrices," Papers, arXiv.org, number 2012.02395, Dec.
  15. Ilya Archakov & Peter Reinhard Hansen, 2020, "A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices," Papers, arXiv.org, number 2012.02698, Dec, revised Nov 2021.
  16. Ilya Archakov & Peter Reinhard Hansen & Asger Lunde, 2020, "A Multivariate Realized GARCH Model," Papers, arXiv.org, number 2012.02708, Dec, revised Feb 2025.
  17. Elena Ivona Dumitrescu & Peter Hansen, 2020, "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print, HAL, number hal-03331109.
  18. Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020, "Discordant Relaxations of Misspecified Models," Papers, arXiv.org, number 2012.11679, Dec, revised Apr 2024.
  19. Kedagni, Desire & Mourifié, Ismael, 2020, "Generalized instrumental inequalities: testing the instrumental variable independence assumption," ISU General Staff Papers, Iowa State University, Department of Economics, number 202002290800001697, Feb.
  20. Fei Li & Jidong Zhou, 2020, "A Model of Crisis Management," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2266, Dec.
  21. 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, Becker Friedman Institute for Research In Economics, number 2020-61.
  22. Stephen P. Holland & Erin T. Mansur & Andrew J. Yates, 2020, "The Electric Vehicle Transition and the Economics of Banning Gasoline Vehicles," NBER Working Papers, National Bureau of Economic Research, Inc, number 26804, Feb.
  23. Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2020, "The Environmental Benefits from Transportation Electrification: Urban Buses," NBER Working Papers, National Bureau of Economic Research, Inc, number 27285, May.

2019

  1. Boppart, Timo & Alder, Simon & Müller, Andreas, 2019, "A theory of structural change that can fit the data," CEPR Discussion Papers, Centre for Economic Policy Research, number 13469, Jan.
  2. Simon Alder & Illenin Kondo & Leonard Wantchekon, 2019, "Road Network Centralization, Political Institutions, and Conflict," 2019 Meeting Papers, Society for Economic Dynamics, number 1535.
  3. Simon Alder & Lin Shao, 2019, "Firm Dynamics and Economic Development with Corruption and Financial Frictions," 2019 Meeting Papers, Society for Economic Dynamics, number 775.
  4. Andrii Babii & Rohit Kumar, 2019, "Isotonic Regression Discontinuity Designs," Papers, arXiv.org, number 1908.05752, Aug, revised Dec 2020.
  5. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019, "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers, arXiv.org, number 1912.06307, Dec, revised Feb 2021.
  6. Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019, "Corporate Debt, Firm Size and Financial Fragility in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25459, Jan.
  7. Anusha Chari & Ryan Leary & Toan Phan, 2019, "The Transmission of Quasi-Sovereign Default Risk: Evidence from Puerto Rico," 2019 Meeting Papers, Society for Economic Dynamics, number 110.
  8. Matteo BOBBA & Luca FLABBI & Santiago LEVY & Mauricio TEJADA, 2019, "Labor Market Search, Informality, and On-The-Job Human Capital Accumulation," Working Paper, Agence française de développement, number 29742f29-1204-4e92-be93-5, Feb.
  9. Bustelo, Monserrat & Flabbi, Luca & Piras, Claudia & Tejada, Mauricio, 2019, "Female Labor Force Participation, Labor Market Dynamic and Growth in LAC," IDB Publications (Working Papers), Inter-American Development Bank, number 9420, Jan, DOI: http://dx.doi.org/10.18235/0001449.
  10. Bustelo, Monserrat & Flabbi, Luca & Viollaz, Mariana, 2019, "The Gender Labor Market Gap in the Digital Economy," IDB Publications (Working Papers), Inter-American Development Bank, number 9886, Oct, DOI: http://dx.doi.org/10.18235/0001941.
  11. Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2019, "Does Class Size Matter? How, and at What Cost?," ISU General Staff Papers, Iowa State University, Department of Economics, number 201904010700001085, Apr.
  12. Kedagni, Desire, 2019, "Identification of Treatment Effects with Mismeasured Imperfect Instruments," ISU General Staff Papers, Iowa State University, Department of Economics, number 201906030700001073, Jun.
  13. Kunihiro Akutsu & Yasutaka Koike, 2019, "Analysis of private consumption using weather data," Bank of Japan Review Series, Bank of Japan, number 19-E-1, Apr.
  14. Francesc Dilmé & Fei Li, 2019, "Revenue Management Without Commitment: Dynamic Pricing and Periodic Flash Sales," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_083, Apr.
  15. V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019, "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper, Federal Reserve Bank of Richmond, number 19-19, Oct.

2018

  1. Simon Alder & Illenin Kondo, 2018, "Political Distortions and Infrastructure Networks in China: A Quantitative Spatial Equilibrium Analysis," 2018 Meeting Papers, Society for Economic Dynamics, number 1269.
  2. Anusha Chari & Ryan Leary & Toan Phan, 2018, "The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico," Working Paper, Federal Reserve Bank of Richmond, number 18-3, Feb.
  3. Matteo Bobba & Luca Flabbi & Santiago Levy, 2018, "Labor Market Search, Informality and Schooling Investments," Working Paper, Agence française de développement, number 4576a209-ed2c-44ba-a5a3-4, Sep.
  4. 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, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 64 JEL Classification: M5.
  5. Flabbi,Luca & Gatti,Roberta V., 2018, "A primer on human capital," Policy Research Working Paper Series, The World Bank, number 8309, Jan.
  6. Esteban M. Aucejo & Patrick Coate & Jane Cooley Fruehwirth & Sean Kelly & Zachary Mozenter, 2018, "Teacher effectiveness and classroom composition," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1574, Sep.
  7. Kedagni, Desire, 2018, "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers, Iowa State University, Department of Economics, number 201809110700001056, Sep.
  8. Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2018, "Bounding Average Returns to Schooling using Unconditional Moment Restrictions," ISU General Staff Papers, Iowa State University, Department of Economics, number 201812290800001086, Dec.
  9. Naohisa Hirakata & Yasutaka Koike, 2018, "The Labor Share, Capital-Labor Substitution, and Factor Augmenting Technologies," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-20, Nov.
  10. Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2018, "Intermediaries and Product Quality in Used Car Markets," Boston College Working Papers in Economics, Boston College Department of Economics, number 969, Dec.
  11. Jimmy Chan & Seher Gupta & Fei Li & Yun Wang, 2018, "Pivotal Persuasion," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-11-03, Nov.
  12. Siddhartha Biswas & Andrew Hanson & Toan Phan, 2018, "Bubbly Recessions," Working Paper, Federal Reserve Bank of Richmond, number 18-5, Feb.
  13. Daisuke Ikeda & Toan Phan, 2018, "Asset Bubbles and Global Imbalances," Working Paper, Federal Reserve Bank of Richmond, number 18-7, Mar.
  14. Riccardo Colacito & Bridget Hoffman & Toan Phan, 2018, "Temperature and Growth: A Panel Analysis of the United States," Working Paper, Federal Reserve Bank of Richmond, number 18-9, Apr.
  15. Andrew Graczyk & Toan Phan, 2018, "Regressive Welfare Effects of Housing Bubbles," Working Paper, Federal Reserve Bank of Richmond, number 18-10, Apr.
  16. Julien Bengui & Toan Phan, 2018, "Asset Pledgeability and Endogenously Leveraged Bubbles," Working Paper, Federal Reserve Bank of Richmond, number 18-11, Apr.
  17. 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, National Bureau of Economic Research, Inc, number 25339, Dec.

2017

  1. Yikai Wang & Simon Alder, 2017, "Divide and Rule: An Origin of Polarization and Ethnic Conflict," 2017 Meeting Papers, Society for Economic Dynamics, number 1242.
  2. Andrii Babii & Jean-Pierre Florens, 2017, "Are Unobservables Separable?," Papers, arXiv.org, number 1705.01654, May, revised Apr 2021.
  3. Andrii Babii & Jean-Pierre Florens, 2017, "Is completeness necessary? Estimation in nonidentified linear models," Papers, arXiv.org, number 1709.03473, Sep, revised Jan 2025.
  4. Panizza, Ugo & Asis, Gonzalo & Alfaro, Laura & Chari, Anusha, 2017, "Lessons Unlearned? Corporate Debt in Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12038, May.
  5. Anusha Chari & Paul Goldsmith-Pinkham, 2017, "Gender representation in economics across topics and time: evidence from the NBER," Staff Reports, Federal Reserve Bank of New York, number 825, Oct.
  6. Anusha Chari & Paul Goldsmith-Pinkham, 2017, "Gender Representation in Economics Across Topics and Time: Evidence from the NBER Summer Institute," Working Papers, Human Capital and Economic Opportunity Working Group, number 2017-081, Oct.
  7. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017, "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 23474, Jun.
  8. Anusha Chari & Peter Blair Henry & Racha Moussa, 2017, "Does Capital Scarcity Matter?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23921, Oct.

2016

  1. Andrii Babii, 2016, "Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models," Papers, arXiv.org, number 1611.03015, Nov, revised Dec 2020.
  2. Laurence Ball & Anusha Chari & Prachi Mishra, 2016, "Understanding Inflation in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 22948, Dec.
  3. 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), Inter-American Development Bank, number 7386, Jan, DOI: http://dx.doi.org/10.18235/0011717.
  4. Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2016, "Religion and Depression in Adolescence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1613, Feb.
  5. 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, National Bureau of Economic Research, Inc, number 22430, Jul.
  6. Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
  7. 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, National Bureau of Economic Research, Inc, number 22862, Nov.

2015

  1. Simon Alder, 2015, "Chinese Roads in India: The Effect of Transport Infrastructure on Economic Development," 2015 Meeting Papers, Society for Economic Dynamics, number 1447.
  2. Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015, "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-9, Jul.
  3. Michael Darden & Donna B. Gilleskie & Koleman Strumpf, 2015, "Smoking and Mortality: New Evidence from a Long Panel," Working Papers, Tulane University, Department of Economics, number 1503, Jun.
  4. Glick, Peter & Handy, Christopher & Sahn, David E., 2015, "Schooling, Marriage and Age of First Birth in Madagascar," IZA Discussion Papers, IZA Network @ LISER, number 8795, Jan.
  5. Peter Reinhard Hansen, 2015, "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-18, Apr.
  6. Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
  7. Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2015, "Environmental Benefits from Driving Electric Vehicles?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21291, Jun.

2014

  1. Anusha Chari & Peter Blair Henry, 2014, "Two Tales of Adjustment: East Asian Lessons for European Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 19840, Jan.
  2. Anusha Chari & Peter Blair Henry, 2014, "Learning From the Doers: Developing Country Lessons for Advanced Economy Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 19934, Feb.
  3. Laura Alfaro & Anusha Chari & Fabio Kanczuk, 2014, "The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 20726, Dec.
  4. Flanders, Sam, 2014, "Matching Markets with N-Dimensional Preferences," MPRA Paper, University Library of Munich, Germany, number 53669, Feb.
  5. Nezih Guner & Christopher Flinn & Luca Flabbi, 2014, "Marriage Market and Labor Market Search with Endogenous Schooling Decisions," 2014 Meeting Papers, Society for Economic Dynamics, number 150.
  6. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
  7. 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, Federal Reserve Bank of New York, number 680, Jul.
  8. Handy, Christopher, 2014, "Assortative Mating and Intergenerational Persistence of Schooling and Earnings," MPRA Paper, University Library of Munich, Germany, number 63829, Nov.
  9. Desire Kedagni & Ismael Mourifie, 2014, "Tightening Bounds In Triangular Systems," Working Papers, University of Toronto, Department of Economics, number tecipa-515, Jul.
  10. Li, Fei & Kotowski, Maciej Henryk, 2014, "On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints," Scholarly Articles, Harvard Kennedy School of Government, number 11718166.
  11. Kotowski, Maciej Henryk & Li, Fei, 2014, "The war of attrition and the revelation of valuable information," Scholarly Articles, Harvard Kennedy School of Government, number 12559696.
  12. Stephen Holland & Andrew J. Yates, 2014, "Optimal Trading Ratios for Pollution Permit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19780, Jan.
  13. William A. Pizer & Andrew J. Yates, 2014, "Terminating Links between Emission Trading Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20393, Aug.

2013

  1. Zilibotti, Fabrizio & Alder, Simon & Shao, Lin, 2013, "Economic Reforms and Industrial Policy in a Panel of Chinese Cities," CEPR Discussion Papers, Centre for Economic Policy Research, number 9748, Nov.
  2. Flanders, Sam, 2013, "Continuous Matching with Single Peaked Preferences," MPRA Paper, University Library of Munich, Germany, number 53668, Sep.
  3. Fei Li, 2013, "Efficient Learning and Job Turnover in the Labor Market," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-023, Apr.
  4. Ilwoo Hwang & Fei Li, 2013, "Coasian Bargaining with An Arriving Outside Option," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-047, Aug.
  5. Francesc Dilme & Fei Li, 2013, "Dynamic Education Signaling with Dropout Risk, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-014, Sep, revised 24 Apr 2014.
  6. Lance Kent & Toan Phan, 2013, "Business Cycles with Revolutions," Working Papers, Economics Department, William & Mary, number 145, Nov.
  7. Daisuke Ikeda & Toan Phan, 2013, "Asset Bubbles & Global Imbalances," Working Papers, Department of Research, Ipag Business School, number 2013-41, Jan.

2012

  1. Simon Alder & Lin Shao & Fabrizio Zilibotti, 2012, "The Effect of Economic Reform and Industrial Policy in a Panel of Chinese Cities," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c017_061, Sep.
  2. Laura Alfaro & Anusha Chari, 2012, "Deregulation, Misallocation, and Size: Evidence from India," Harvard Business School Working Papers, Harvard Business School, number 13-056, Dec, revised Feb 2014.
  3. Luca Flabbi and James Mabli, 2012, "Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates," Working Papers, Georgetown University, Department of Economics, number gueconwpa~12-12-03, Jan.
  4. 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), Inter-American Development Bank, number 4205, Dec, DOI: http://dx.doi.org/10.18235/0011443.
  5. Luca Flabbi, 2012, "Gender Differences in Education, Career Choices and Labor Market Outcomes on A Sample of OECD Countries," World Bank Publications - Reports, The World Bank Group, number 9113.
  6. Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012, "Liquidity and volatility in the U.S. treasury market," Staff Reports, Federal Reserve Bank of New York, number 590, Dec.
  7. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012, "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports, Federal Reserve Bank of New York, number 581.
  8. David SAHN & Christopher HANDY & Peter GLICK, 2012, "Schooling, Marriage, and Childbearing in Madagascar," Working Papers, CERDI, number 201225.
  9. Peter Reinhard Hansen & Allan Timmermann, 2012, "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-43, Feb.
  10. Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-44, Oct.
  11. Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-45, Oct.
  12. Fei Li & Can Tian, 2012, "Directed Search and Job Rotation," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-024, Jun.
  13. Francesc Dilme & Fei Li:, 2012, "Dynamic Education Signaling with Dropout, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-048, Jun, revised 03 Sep 2013.
  14. 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, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-001, Apr, revised 10 Jan 2014.
  15. Toan Phan, 2012, "Sovereign Default and Private Government Information," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 124.
  16. Duncan, Denvil & Peter, Klara Sabirianova, 2012, "Unequal Inequalities: Do Progressive Taxes Reduce Income Inequality?," IZA Discussion Papers, IZA Network @ LISER, number 6910, Oct.
  17. Shakun D. Mago & Roman M. Sheremeta & Andrew Yates, 2012, "Best-of-Three Contest Experiments: Strategic versus Psychological Momentum," Working Papers, Chapman University, Economic Science Institute, number 12-30.

2011

  1. 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, Georgetown University, Department of Economics, number gueconwpa~11-11-04, Jan.
  2. Luca Flabbi & Andrea Moro, 2011, "Preferences for flexibility and gender labor market inequality," 2011 Meeting Papers, Society for Economic Dynamics, number 554.
  3. 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, Human Capital and Economic Opportunity Working Group, number 2011-015, May.
  4. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Discount window stigma during the 2007-2008 financial crisis," Staff Reports, Federal Reserve Bank of New York, number 483.
  5. Neville Francis & Eric Ghysels & Michael T. Owyang, 2011, "The low-frequency impact of daily monetary policy shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2011-009, DOI: 10.20955/wp.2011.009.
  6. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110831, Aug.
  7. Chong Huang & Fei Li, 2011, "Bargaining While Learning About New Arrivals, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-033, Dec, revised 21 May 2013.
  8. Hee Soo (test record) Kim & Christian Matthes & Toan Phan, 2011, "Extreme Weather and the Macroeconomy," Working Paper, Federal Reserve Bank of Richmond, number 21-14, Aug, DOI: 10.21144/wp21-14.

2010

  1. Simon Alder, 2010, "Competition and innovation: does the distance to the technology frontier matter?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 493, Jun.
  2. Laura Alfaro & Anusha Chari, 2010, "Does Liberalization Promote Competition?," Working Papers, School of International and Public Affairs, Columbia University, number 1112, Oct, revised Oct 2010.
  3. James Mabli & Luca Flabbi, 2010, "Household Search or Individual Search: Does it Matter? Evidence from Lifetime Inequality Measures," 2010 Meeting Papers, Society for Economic Dynamics, number 507.
  4. 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, National Bureau of Economic Research, Inc, number 15724, Feb.
  5. 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, Department of Economics and Business Economics, Aarhus University, number 2010-08, Feb.
  6. 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, Department of Economics and Business Economics, Aarhus University, number 2010-74, Nov.
  7. Peter R. Hansen & Asger Lunde & James M. Nason, 2010, "The Model Confidence Set," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-76, Mar.
  8. Shakun D. Mago & Roman Sheremeta & Andrew Yates, 2010, "Best-of-Three Contests: Experimental Evidence," Working Papers, Chapman University, Economic Science Institute, number 10-24.

2009

  1. Laura Alfaro & Anusha Chari, 2009, "India Transformed? Insights from the Firm Level 1988-2005," Harvard Business School Working Papers, Harvard Business School, number 10-030, Oct.
  2. Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009, "Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States," Working Papers, Research Seminar in International Economics, University of Michigan, number 590, May.
  3. 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, Research Seminar in International Economics, University of Michigan, number 601, Nov.
  4. Anusha Chari & Peter Blair Henry & Diego Sasson, 2009, "Capital Market Integration and Wages," NBER Working Papers, National Bureau of Economic Research, Inc, number 15204, Aug.
  5. 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, National Bureau of Economic Research, Inc, number 15591, Dec.
  6. Peter Reinhard Hansen & Guillaume Horel, 2009, "Quadratic Variation by Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-13, Mar.
  7. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0905, Jun.
  8. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0906, Jun.
  9. Peter, Klara Sabirianova, 2009, "Income Tax Flattening: Does It Help to Reduce the Shadow Economy?," IZA Discussion Papers, IZA Network @ LISER, number 4223, Jun.

2008

  1. Flabbi, Luca & Tartari, Melissa, 2008, "Comments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123412, Oct.
  2. 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, IZA Network @ LISER, number 3387, Mar.
  3. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008, "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14500, Nov.
  4. Peter Reinhard Hansen, 2008, "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-02, Jan.
  5. 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, Department of Economics and Business Economics, Aarhus University, number 2008-63, Dec.
  6. Hanming Fang & Peter Norman, 2008, "Toward an Efficiency Rationale for the Public Provision of Private Goods," NBER Working Papers, National Bureau of Economic Research, Inc, number 13827, Feb.

2007

  1. Luca Flabbi, 2007, "Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 57.
  2. Luca Flabbi & Daniele Checchi, 2007, "Intergenerational Mobility and Schooling Decisions in Germany and Italy: the Impact of Secondary School Tracks," Working Papers, Georgetown University, Department of Economics, number gueconwpa~07-07-08, Jul.
  3. 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, The World Bank, number 4225, May.
  4. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0720, Dec.
  5. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0721, Dec.
  6. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0728, Dec.

2006

  1. Chari, Anusha & Henry, Peter B., 2006, "Firm-Specific Information and the Efficiency of Investment," Research Papers, Stanford University, Graduate School of Business, number 1930, Apr.
  2. 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, Society for Economic Dynamics, number 724.
  3. Eric Ghysels & Jonathan H. Wright, 2006, "Forecasting professional forecasters," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-10.
  4. Lara Gardner & Donna Gilleskie, 2006, "The Effects of State Medicaid Policies on the Dynamic Savings Patterns of the Elderly," NBER Working Papers, National Bureau of Economic Research, Inc, number 12208, May.
  5. 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, Economics Group, Nuffield College, University of Oxford, number 2006-W03, May.
  6. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006, "Subsampling realised kernels," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W10, Aug.
  7. Gorodnichenko, Yuriy & Peter, Klara, 2006, "Public Sector Pay and Corruption: Measuring Bribery from Micro Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 5585, Mar.
  8. John S. Earle & Klara Sabirianova Peter, 2006, "Complementarity and Custom in Contract Violation," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 06-129, Jul.

2005

  1. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005, "Testing the significance of calendar effects," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-02.
  2. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005, "Model confidence sets for forecasting models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-07.
  3. Borgers, Tilman & Norman, Peter, 2005, "A Note on Budget Balance under Interim Participation Constraints: The Case of Independent Types," Microeconomics.ca working papers, Vancouver School of Economics, number norman-05-02-08-08-39-42, Feb, revised 23 Jun 2005.
  4. Fang, Hanming & Norman, Peter, 2005, "Overcoming Participation Constraints," Microeconomics.ca working papers, Vancouver School of Economics, number norman-05-04-22-05-35-30, Apr, revised 28 Apr 2005.
  5. 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, Centre for Economic Policy Research, number 4868, Jan.

2004

  1. 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, Stanford University, Graduate School of Business, number 1839, Jan.
  2. Anusha Chari (Chicago) & Peter Henry (Stanford), 2004, "The Invisible Hand in Emerging Markets," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 629, Aug.
  3. Anusha Chari & Paige P. Ouimet & Linda L. Tesar, 2004, "Acquiring Control in Emerging Markets: Evidence from the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 10872, Nov.
  4. Luca Flabbi, 2004, "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," Working Papers, Georgetown University, Department of Economics, number gueconwpa~04-04-08, Apr.
  5. René Garcia & Eric Ghysels & Eric Renault, 2004, "The Econometrics of Option Pricing," CIRANO Working Papers, CIRANO, number 2004s-04, Jan.
  6. 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, Econometric Society, number 503, Aug.
  7. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers, CIRANO, number 2004s-19, May.
  8. Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004, "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 477, Aug.
  9. Elena Andreou & Eric Ghysels, 2004, "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers, CIRANO, number 2004s-26, May.
  10. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers, CIRANO, number 2004s-20, May.
  11. Elena Andreou & Eric Ghysels, 2004, "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," CIRANO Working Papers, CIRANO, number 2004s-25, May.
  12. 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, National Bureau of Economic Research, Inc, number 10964, Dec.
  13. Asger Lunde & Peter Reinhard Hansen, 2004, "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 526, Aug.
  14. 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, Economics Group, Nuffield College, University of Oxford, number 2004-W28, Nov.
  15. Peter Norman, 2004, "An Efficiency Rational for Bundling of Public Goods," Theory workshop papers, UCLA Department of Economics, number 658612000000000084, Mar.
  16. Peter Norman & Andrea Moro, 2004, "Racial Wage Gaps and test Score Differences: Incentives vs. Pre-Market Factors," 2004 Meeting Papers, Society for Economic Dynamics, number 248.
  17. Peter Norman & Hanming Fang, 2004, "Public Provision of Private Goods," 2004 Meeting Papers, Society for Economic Dynamics, number 138.
  18. Svejnar, Jan & Peter, Klara & Terrell, Katherine, 2004, "Distance to the Efficiency Frontier and FDI Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 4723, Nov.
  19. 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, IZA Network @ LISER, number 1006, Feb.
  20. 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, IZA Network @ LISER, number 1182, Jun.
  21. Earle, John S. & Peter, Klara Sabirianova, 2004, "Contract Violations, Neighborhood Effects, and Wage Arrears in Russia," IZA Discussion Papers, IZA Network @ LISER, number 1198, Jun.
  22. Gorodnichenko, Yuriy & Peter, Klara Sabirianova, 2004, "Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis," IZA Discussion Papers, IZA Network @ LISER, number 1325, Sep.

2003

  1. 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, CIRANO, number 2003s-02, Jan.
  2. Eric Ghysels & João Pereira, 2003, "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 2003s-27, May.
  3. Elena Andreou & Eric Ghysels, 2003, "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2003, Mar.
  4. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2003s-26, May.
  5. David M, Blau & Donna B, Gilleskie, 2003, "Health Insurance and Retirement of Married Couples," Working Papers, Center for Research in Economics and Statistics, number 2003-41.
  6. David M. Blau & Donna B. Gilleskie, 2003, "The Role of Retiree Health Insurance in the Employment Behavior of Older Men," NBER Working Papers, National Bureau of Economic Research, Inc, number 10100, Nov.
  7. Peter Hansen & Asger Lunde & James M. Nason, 2003, "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers, Brown University, Department of Economics, number 2003-05.
  8. Peter Hansen, 2003, "Asymptotic Tests of Composite Hypotheses," Working Papers, Brown University, Department of Economics, number 2003-09.
  9. Hanming Fang & Peter Norman, 2003, "To Bundle or Not to Bundle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1440, Oct.
  10. Hanming Fang & Peter Norman, 2003, "Optimal Provision of Multiple Excludable Public Goods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1441R, Oct, revised Apr 2006.
  11. 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, IZA Network @ LISER, number 900, Oct.
  12. Klara Sabirianova Peter, 2003, "Skill-Biased Transition: The Role of Markets, Institutions, and Technological Change," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-616, Oct.

2002

  1. Chari, Anusha & Peter Blair Henry, 2002, "Capital Account Liberalization, Risk Sharing and Asset Prices," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 44, Aug.
  2. Chari, Anusha & Henry, Peter B., 2002, "Risk Sharing and Asset Prices: Evidence from a Natural Experiment," Research Papers, Stanford University, Graduate School of Business, number 1736r, Oct.
  3. Chari, Anusha & Henry, Peter B., 2002, "Capital Account Liberalization: Allocative Efficiency or Animal Spirits?," Research Papers, Stanford University, Graduate School of Business, number 1737, Apr.
  4. Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002, "Alternative Models for Stock Price Dynamic," Working Papers, Duke University, Department of Economics, number 02-03.
  5. John S. Earle & Klara Z. Sabirianova, 2002, "How Late to Pay? Understanding Wage Arrears in Russia," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 02-77, Mar.

2001

  1. Henry, Peter B. & Chari, Anusha, 2001, "Stock Market Liberalizations and the Repricing of Systematic Risk," Research Papers, Stanford University, Graduate School of Business, number 1677, Feb.
  2. Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 133, Jun.
  3. Charles Cao & Eric Ghysels & Frank Hatheway, 2001, "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers, CIRANO, number 2001s-62, Nov.
  4. Elena Andreou & Eric Ghysels, 2001, "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers, CIRANO, number 2001s-65, Nov.
  5. Asger Lunde & Peter Reinhard Hansen, 2001, "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers, Brown University, Department of Economics, number 2001-04.
  6. Peter Reinhard Hansen, 2001, "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers, Brown University, Department of Economics, number 2001-06.
  7. Fang,H. & Norman,P., 2001, "Government-mandated discriminatory policies," Working papers, Wisconsin Madison - Social Systems, number 12.
  8. Moro,A. & Norman,P., 2001, "A general equilibrium model of statistical discrimination," Working papers, Wisconsin Madison - Social Systems, number 4.
  9. Sabirianova Klara, 2001, "The Great Human Capital Reallocation: A Study of Occupational Mobility in Transitional Russiah," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 2k/11e, Apr.
  10. Berger, Mark C. & Earle, John S. & Peter, Klara Sabirianova, 2001, "Worker Training in a Restructuring Economy: Evidence from the Russian Transition," IZA Discussion Papers, IZA Network @ LISER, number 361, Sep.

2000

  1. Eric Ghysels & Junghoon Seon, 2000, "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers, CIRANO, number 2000s-11, Mar.
  2. Elena Andreou & Eric Ghysels, 2000, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers, CIRANO, number 2000s-19, May.
  3. Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000, "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1004, Aug.
  4. Donna B. Gilleskie & Koleman S. Strumpf, 2000, "The Behavioral Dynamics of Youth Smoking," NBER Working Papers, National Bureau of Economic Research, Inc, number 7838, Aug.
  5. Donna B. Gilleskie & Thomas A. Mroz, 2000, "Estimating the Effects of Covariates on Health Expenditures," NBER Working Papers, National Bureau of Economic Research, Inc, number 7942, Oct.
  6. Peter Reinhard Hansen, 2000, "Structural Changes in the Cointegrated Vector Autoregressive Model," Working Papers, Brown University, Department of Economics, number 2000-20.
  7. 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, Department of Economics, UC San Diego, number qt832256dg, Jul.
  8. Peter Reinhard Hansen, 2000, "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1240, Aug.
  9. Norman,P., 2000, "Legislative bargaining and coalition formation," Working papers, Wisconsin Madison - Social Systems, number 12.
  10. Norman,P., 2000, "Efficient mechanisms for public goods with use exclusions," Working papers, Wisconsin Madison - Social Systems, number 15.
  11. Moro,A. & Norman,P., 2000, "Endogenous inequality in a trade model with private information," Working papers, Wisconsin Madison - Social Systems, number 28.
  12. Andrea Moro & Peter Norman, 2000, "Specific Human Capital, Trade, and the Wealth of Nations," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1559, Aug.
  13. Earle, John S. & Peter, Klara Sabirianova, 2000, "Equilibrium Wage Arrears: A Theoretical and Empirical Analysis of Institutional Lock-In," IZA Discussion Papers, IZA Network @ LISER, number 196, Sep.
  14. Klara Z. Sabirianova, 2000, "The Great Human Capital Reallocation: An Empirical Analysis of Occupational Mobility in Transitional Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 309, Oct.
  15. John S. Earle & Klara Z. Sabirianova, 2000, "Equilibrium Wage Arrears: Institutional Lock-In of Contractual Failure in Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 321, Oct.

1999

  1. Giavazzi, Francesco & Favero, Carlo A. & Flabbi, Luca, 1999, "The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2303, Nov.
  2. Mouna Cherkaoui & Eric Ghysels, 1999, "Emerging Markets and Trading Costs," CIRANO Working Papers, CIRANO, number 99s-04, Feb.
  3. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999, "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers, CIRANO, number 99s-05, Feb.
  4. 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, CIRANO, number 99s-48, Nov.
  5. Donna B. Gilleskie & Byron F. Lutz, 1999, "The Impact of Employer-Provided Health Insurance on Dynamic Employment Transitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 7307, Aug.

1998

  1. Ichino, Andrea & Flabbi, Luca, 1998, "Productivity, Seniority and Wages: New Evidence from Personnel Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 1966, Sep.
  2. 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, Boston College Department of Economics, number 403, Mar.
  3. 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, CIRANO, number 98s-14, May.
  4. Eric Ghysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers, CIRANO, number 98s-19, Jun.
  5. Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
  6. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998, "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers, CIRANO, number 98s-40, Nov.
  7. Nesterova Daria & Sabirianova Klara, 1998, "Investment in Human Capital under Economic Transformation in Russia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-04e, Dec.

1997

  1. Black, S-W & Moersch, M, 1997, "Financial Structure, Investment and Growth in OECD Countries," Papers, American Institute for Contemporary German Studies-, number 21.
  2. Luca Flabbi, 1997, "Investire in istruzione: meglio per lui o per lei? Stima per genere dei rendimenti dell’istruzione in Italia," Working Papers, University of Milano-Bicocca, Department of Economics, number 08, Sep, revised Sep 1997.
  3. Eric Ghysels & Joann Jasiak, 1997, "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers, CIRANO, number 97s-06, Feb.
  4. Eric Ghysels & Valentin Patilea & Eric Renault & Olivier Torrès, 1997, "Nonparametric Methods and Option Pricing," CIRANO Working Papers, CIRANO, number 97s-19, Apr.
  5. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997, "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers, CIRANO, number 97s-35, Oct.
  6. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1997, "Seasonal Adjustment and Volatility Dynamics," CIRANO Working Papers, CIRANO, number 97s-39, Nov.
  7. David M. Blau & Donna B. Gilleskie, 1997, "Retiree Health Insurance and the Labor Force Behavior of Older Men in the 1990s," NBER Working Papers, National Bureau of Economic Research, Inc, number 5948, Feb.

1996

  1. Stanley W. Black, 1996, "Issues in Korean Exchange Rate Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 5747, Sep.
  2. Eric Ghysels & Serena Ng, 1996, "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers, CIRANO, number 96s-18, Jul.
  3. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996, "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers, CIRANO, number 96s-19, Jul.
  4. Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996, "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers, CIRANO, number 96s-20, Jul.
  5. Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers, CIRANO, number 96s-24, Sep.
  6. Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 96s-26, Oct.
  7. René Garcia & Eric Ghysels, 1996, "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers, CIRANO, number 96s-34, Nov.

1995

  1. Black, S. & Moersch, M., 1995, "Investment and Its Financing During the Transition in Central and Eastern Europe," Papers, American Institute for Contemporary German Studies-, number 7.
  2. Bryan Campbell & Eric Ghysels, 1995, "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers, CIRANO, number 95s-08, Feb.
  3. Eric Ghysels, 1995, "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers, CIRANO, number 95s-16, Mar.
  4. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers, CIRANO, number 95s-19, Mar.
  5. Eric Ghysels & Alain Guay & Alastair Hall, 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers, CIRANO, number 95s-20, Mar.
  6. Eric Ghysels & Alastair Hall & Hahn Shik Lee, 1995, "On Periodic Structures and Testing for Seasonal Unit Roots," CIRANO Working Papers, CIRANO, number 95s-21, Mar.
  7. Eric Ghysels & Joann Jasiak, 1995, "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers, CIRANO, number 95s-31, Jun.
  8. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers, CIRANO, number 95s-32, Jun.
  9. René Garcia & Eric Ghysels & Maral Kichian, 1995, "On the Dynamic Specification of International Asset Pricing Models," CIRANO Working Papers, CIRANO, number 95s-39, Sep.
  10. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets," CIRANO Working Papers, CIRANO, number 95s-42, Oct.
  11. Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.

1994

  1. Tim Bollerslev & Eric Ghysels, 1994, "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO, number 94s-03, Sep.
  2. Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994, "Simulation Based Inference in Moving Average Models," CIRANO Working Papers, CIRANO, number 94s-11, Oct.
  3. Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994, "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers, CIRANO, number 94s-15, Jan.
  4. Bollerslev, T. & Ghysels, E., 1994, "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9408.
  5. Ghysels, E. & Sarlan, H., 1994, "On the Analysis of Business Cycles Through the Spectrum of Chronologies," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9416.
  6. Perron, P. & Ghysels, E., 1994, "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9425.

1993

  1. Eric Ghysels, 1993, "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 84, DOI: 10.21034/dp.84.
  2. Ghysels, E., 1993, "Seasonal Adjustment and Other Data Transformations," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9322.
  3. Ghysels, E. & Hall, A., 1993, "The Periodic Time Series and Testing the Unit Root Hypothesis," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9325.
  4. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9335.

1992

  1. Eric Ghysels, 1992, "On the Periodic Structure of the Business Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1028, Jul.
  2. Campbell, B. & Ghysels, E., 1992, "Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9217.
  3. Dufour, J.M. & Ghysels, E. & Hall, A., 1992, "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9223.
  4. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9237.
  5. Eric Ghysels, 1992, "Christmas, Spring and the Dawning of Economic Recovery," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1027, May.
  6. Canova, F. & Ghysels, E., 1992, "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9216.

1991

  1. Ghysels, E., 1991, "On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9130.
  2. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9131.
  3. Ghysels, E., 1991, "Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9135.

1990

  1. Ghysels, E. & Perron, P., 1990, "The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root," Papers, Princeton, Department of Economics - Econometric Research Program, number 355.
  2. Ghysels, E., 1990, "On The Economic And Econometrics Of Seasonality," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9028.
  3. Ghysels, E. & Hall, A., 1990, "An Extension Of Quadrature-Based Methods For Solving Euler Conditions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9029.
  4. Ghysels, E., 1990, "The Business Cycle, The Seasonal Cycle Or Just Any Cycle," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9036.

1989

  1. David, J-F. & Ghysels, E., 1989, "Y A-T-Il Des Biais Systematiques Dans Les Annonces Budgetaires Canadiennes?," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 8912.
  2. Ghysels, E. & Hall, A., 1989, "On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8933.

1988

  1. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 8837.
  2. Ghysels, E. & Karangwa, E., 1988, "Nominal Versus Real Seasonal Adjustment," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8842.

1987

  1. Ghysels, E., 1987, "Cycles and Seasonais in Inventories: Another Look At Non-Stationarity and Induced Seasonality," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8718.
  2. Ghysels, E., 1987, "The Political Economy of the Budget and Efficient Information Processing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8733.
  3. 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, Universite de Montreal, Departement de sciences economiques, number 8724.
  4. 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, Universite de Montreal, Departement de sciences economiques, number 8723.
  5. Ghysels, E. & Hall, A., 1987, "Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8703.

1986

  1. Ghysels, E., 1986, "A Study Towards a Dynamic Theory of Seasonality for Economic Time Series," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8612.
  2. Ghysels, E., 1986, "Asset Prices in an Economy with Latent Technological Shocks - Econometric Implications of a Discrete Time General Equilibrium Model," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8623.
  3. Ghysels, E., 1986, "Kalman Filter Seasonal Extraction Applied to Monetary Targeting," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8611.
  4. Ghysels, E. & Nerlove, M., 1986, "Seasonality in Surveys a Comparison of Belgian, French and German Business Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8614.
  5. Ghysels, E. & Nerlove, M., 1986, "Seasonality in Surveys Evidence From the Belgian Business Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8613.

1973

  1. Stanley W. Black, 1973, "Aggregation over time, the supply and demand for money, and monetary policy," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), number 35.

1972

  1. Stanley W. Black, 1972, "International money markets and flexible exchange rates," Staff Studies, Board of Governors of the Federal Reserve System (U.S.), number 70.

1968

  1. Stanley W. Black & Harry Kelejian, 1968, "A Macro Model of the U.S. Labor Market (revised)," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 383, Sep.

1967

  1. Harry Kelejian & Stanley W. Black, 1967, "A Study of the U.S. Labor Market: A Report on Work in Progress," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 1, Apr.

Undated

  1. Luca Flabbi & James Mabli & Mauricio Salazar, undated, "Household Lifetime Inequality Estimates in the U.S. Labor Market," Mathematica Policy Research Reports, Mathematica Policy Research, number 01983b3cc4024752b42ef14fd.
  2. Luca Flabbi & James Mabli, undated, "Household Search or Individual Search: Does It Matter?," Mathematica Policy Research Reports, Mathematica Policy Research, number 51044d1452c048068e2eb04cf.
  3. Mark Coppejans & Donna Gilleskie & Holger Sieg & Koleman Strumpf, undated, "Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2006-E43.
  4. 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, Mathematica Policy Research, number 076c7c96e69042ea8a73646bf.
  5. Donna Gilleskie & Denise Hoffman, undated, "Health Capital and Human Capital as Explanations for Health-Related Wage Disparities," Mathematica Policy Research Reports, Mathematica Policy Research, number 864ed21a899646aabf02f584b.
  6. 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, Department of Economics and Business Economics, Aarhus University, number 2010-13.
  7. Niels Kleis Frederiksen & Peter Reinhard Hansen & Henrik Jacobsen & Peter Birch Soerensen, undated, "Consumer Services, Employment and the Informal Economy," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 94-13.
  8. Guo, Xinyu & Kedagni, Desire & Weninger, Quinn, undated, "Strategic underproduction and ownership limit policy in cap-and-trade," ISU General Staff Papers, Iowa State University, Department of Economics, number 202112212129530000.
  9. Andrea Moro & Peter Norman, undated, "Affirmative Action in a Competitive Economy," Penn CARESS Working Papers, Penn Economics Department, number ca48ba70927f48a4e11034658.
  10. John S. Earle & Klara Sabirianova Peter, undated, "Complementarity and Custom in Wage Contract Violation," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number jse20092.
  11. El-Khattabi, Ahmed Rachid & Lin, Laurence & Isnard, Julien & Eskaf, Shadi & Band, Larry & McManus, Brian & Yates, Andrew J., undated, "Heterogeneity in Price Sensitivity: The Role of Prices and Wealth," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 290786, DOI: 10.22004/ag.econ.290786.

Journal articles

2026

  1. Laura Alfaro & Anusha Chari & Haruka Takayama, 2026, "Organizing Production across Borders in a Time of Uncertainty," AEA Papers and Proceedings, American Economic Association, volume 116, pages 635-639, May, DOI: 10.1257/pandp.20261116.
  2. Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
  3. Hansen, Peter Reinhard & Tong, Chen, 2026, "Convolution-t distributions," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106212.
  4. Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2026, "Cluster GARCH," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 148-161, January, DOI: 10.1080/07350015.2025.2510325.
    • Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024, "Cluster GARCH," Papers, arXiv.org, number 2406.06860, Jun.
  5. Toan Phan, 2026, "When the Mortgage Becomes the Backup Plan: Debt and Disaster Insurance," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 26, issue 22, July.

2025

  1. Alder, Simon, 2025, "Chinese roads in India: The effect of transport infrastructure on economic development," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104140.
  2. Babii, Andrii & Florens, Jean-Pierre, 2025, "Are Unobservables Separable?," Econometric Theory, Cambridge University Press, volume 41, issue 3, pages 551-583, June.
  3. Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2025, "Risk-on/risk-off: Measuring shifts in investor risk bearing capacity," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103438.
  4. Anusha Chari & Ryan Leary & Toan Phan, 2025, "The Transmission of Quasi-Sovereign Default Risk: Evidence from Puerto Rico," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 73, issue 2, pages 556-595, June, DOI: 10.1057/s41308-023-00233-8.
  5. Daniel Chaves & Marco Duarte, 2025, "The Inner Workings of a Hub-and-Spoke Cartel in the Automotive Fuel Industry," American Economic Journal: Microeconomics, American Economic Association, volume 17, issue 1, pages 41-65, February, DOI: 10.1257/mic.20210250.
  6. Marco Duarte & Lorenzo Magnolfi & Camilla Roncoroni, 2025, "The Competitive Conduct of Consumer Cooperatives," RAND Journal of Economics, RAND Corporation, volume 56, issue 1, pages 106-125, March, DOI: 10.1111/1756-2171.12496.
  7. Duarte, Marco, 2025, "Extending fixed-point methods for equilibrium computation in markets with differentiated products," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112275.
  8. Gary Biglaiser & Jiadong Gu & Fei Li, 2025, "Information Acquisition and Product Differentiation Perception," American Economic Journal: Microeconomics, American Economic Association, volume 17, issue 3, pages 1-34, August, DOI: 10.1257/mic.20230104.
  9. Toan Phan & Nicholas Weitzel, 2025, "Sea Level Rise and Effects on House Prices," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 25, issue 43, November.
  10. 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, volume 12, issue 1, pages 33-63, DOI: 10.1086/730592.

2024

  1. 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, volume 22, issue 3, pages 605-635.
  2. 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., volume 39, issue 2, pages 292-307, March, DOI: 10.1002/jae.3028.
  3. Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024, "Sovereign credit spreads, banking fragility, and global factors," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101235.
  4. Marco Duarte & Lorenzo Magnolfi & Mikkel Sølvsten & Christopher Sullivan, 2024, "Testing firm conduct," Quantitative Economics, Econometric Society, volume 15, issue 3, pages 571-606, July, DOI: 10.3982/QE2319.
    • Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan, 2023, "Testing Firm Conduct," Papers, arXiv.org, number 2301.06720, Jan, revised Jan 2024.
  5. Jingyuan Deng & Nelly Elmallakh & Luca Flabbi & Roberta Gatti, 2024, "Labor market transitions in Egypt post-Arab Spring," Middle East Development Journal, Taylor & Francis Journals, volume 16, issue 1, pages 117-141, January, DOI: 10.1080/17938120.2024.2360849.
  6. 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, volume 132, issue 6, pages 2113-2177, DOI: 10.1086/728698.
  7. 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., volume 33, issue 10, pages 2229-2252, October, DOI: 10.1002/hec.4871.
  8. 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, volume 69, issue 2, pages 301-310, October, DOI: 10.1177/05694345241262274.
  9. Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2024, "A new method for generating random correlation matrices," The Econometrics Journal, Royal Economic Society, volume 27, issue 2, pages 188-212.
  10. 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, volume 22, issue 1, pages 187-223.
  11. Peter Reinhard Hansen & Chan Kim & Wade Kim, 2024, "Periodicity in Cryptocurrency Volatility and Liquidity," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 224-251.
  12. 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, volume 106, issue 4, pages 1099-1113, July, DOI: 10.1162/rest_a_01258.
  13. Ghanem, Dalia & Hirshleifer, Sarojini & Kédagni, Désiré & Ortiz-Becerra, Karen, 2024, "Correcting attrition bias using changes-in-changes," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105737.
  14. Lixiong Li & Désiré Kédagni & Ismaël Mourifié, 2024, "Discordant relaxations of misspecified models," Quantitative Economics, Econometric Society, volume 15, issue 2, pages 331-379, May, DOI: 10.3982/QE1960.
  15. David R Baqaee & Ariel T Burstein & Yasutaka Koike-Mori, 2024, "Measuring Welfare by Matching Households across Time," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 139, issue 1, pages 533-573.
  16. Malkova, Alina & Weng, Alex, 2024, "Beyond banks: Navigating the shift to peer-to-peer lending for small enterprises," Research in Economics, Elsevier, volume 78, issue 4, DOI: 10.1016/j.rie.2024.101002.
  17. Alina Malkova, 2024, "The impact of formal and informal credit institutions on entrepreneurship," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 17, issue 3, pages 297-349, August, DOI: 10.1108/JFEP-01-2024-0014.
  18. Toan Phan, 2024, "How Does Market Competition Affect Banks' Adaptation to Changes in Flood Risks?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 24, issue 06, February.
  19. Toan Phan, 2024, "Assessing GSE Mortgage Portfolios’ Exposure to Past and Future Flood Risk," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 24, issue 22, July.
  20. Toan Phan & Sonya Ravindranath Waddell, 2024, "The Economic and Human Impacts of Hurricanes," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 24, issue 38, December.

2023

  1. Babii, Andrii & Kumar, Rohit, 2023, "Isotonic regression discontinuity designs," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2021.01.008.
  2. 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, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.07.001.
  3. Anusha Chari, 2023, "Report of the Committee on the Status of Women in the Economics Profession," AEA Papers and Proceedings, American Economic Association, volume 113, pages 815-839, May, DOI: 10.1257/pandp.113.815.
  4. Anusha Chari, 2023, "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," Annual Review of Economics, Annual Reviews, volume 15, issue 1, pages 549-572, September, DOI: 10.1146/annurev-economics-082222-07.
  5. 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, volume 37, issue 4, pages 491-518, December, DOI: 10.1111/labr.12258.
  6. Flabbi, Luca & Tejada, Mauricio M., 2023, "Are informal self-employment and informal employment as employee behaviorally distinct labor force states?," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111278.
  7. 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, Paradigm & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 14, issue 1, pages 1-57, January, DOI: 10.2478/izajodm-2023-0006.
  8. Jane Cooley Fruehwirth & M Emilia Mazzolenis & Mollie A Pepper & Krista M Perreira, 2023, "Perceived stress, mental health symptoms, and deleterious behaviors during the transition to college," PLOS ONE, Public Library of Science, volume 18, issue 6, pages 1-14, June, DOI: 10.1371/journal.pone.0287735.
  9. Tong, Chen & Hansen, Peter Reinhard, 2023, "Characterizing correlation matrices that admit a clustered factor representation," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111433.
  10. Kédagni, Désiré, 2023, "Identifying treatment effects in the presence of confounded types," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 479-511, DOI: 10.1016/j.jeconom.2021.01.012.
  11. Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor, 2023, "Identifying marginal treatment effects in the presence of sample selection," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 565-584, DOI: 10.1016/j.jeconom.2021.11.011.
  12. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023, "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 407-422, April, DOI: 10.1002/jae.2956.
  13. Fei Li & Jidong Zhou, 2023, "A Model of Sequential Crisis Management," American Economic Journal: Microeconomics, American Economic Association, volume 15, issue 4, pages 319-349, November, DOI: 10.1257/mic.20220107.
  14. Toan Phan, 2023, "A New Look at the Effects of Weather Shocks Over Time," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 23, issue 25, August.
  15. Bruno, August & Weber, Paige & Yates, Andrew J., 2023, "Can Bitcoin mining increase renewable electricity capacity?," Resource and Energy Economics, Elsevier, volume 74, issue C, DOI: 10.1016/j.reseneeco.2023.101376.
  16. 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, volume 14, issue 1, pages 1-13, December, DOI: 10.1038/s41467-023-37080-0.
  17. McAdams, David & Song, Yangbo & Zou, Dihan, 2023, "Equilibrium social activity during an epidemic," Journal of Economic Theory, Elsevier, volume 207, issue C, DOI: 10.1016/j.jet.2022.105591.

2022

  1. Simon Alder & Timo Boppart & Andreas Müller, 2022, "A Theory of Structural Change That Can Fit the Data," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 2, pages 160-206, April, DOI: 10.1257/mac.20190303.
  2. 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, volume 40, issue 3, pages 1094-1106, June, DOI: 10.1080/07350015.2021.1899933.
  3. Andrii Babii, 2022, "High-Dimensional Mixed-Frequency IV Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1470-1483, October, DOI: 10.1080/07350015.2021.1933501.
  4. Chari, Anusha & Henry, Peter Blair & Moussa, Racha, 2022, "Do finite horizons matter? The welfare consequences of capital account liberalization," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105903.
  5. 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, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103582.
  6. 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, volume 63, issue 1, pages 211-259, February, DOI: 10.1111/iere.12536.
  7. 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, volume 132, issue 648, pages 3047-3064.
  8. 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, volume 16, issue 3, pages 372-403, DOI: 10.1086/719731.
  9. Handy, Christopher & Shester, Katharine L., 2022, "Local changes in intergenerational mobility," Labour Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.labeco.2022.102168.
  10. 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, volume 60, issue 4, pages 1626-1643, October, DOI: 10.1111/ecin.13109.
  11. Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022, "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 535-558, DOI: 10.1016/j.jeconom.2020.12.014.
  12. 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 lineage B.1.1.7 in Denmark]    ," The Econometrics Journal, Royal Economic Society, volume 25, issue 3, pages 739-761.
  13. Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2022, "Option pricing with state‐dependent pricing kernel," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 8, pages 1409-1433, August, DOI: 10.1002/fut.22338.
  14. 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, volume 25, issue 2, pages 477-493.
  15. Toan Phan, 2022, "Are Some Homebuyers Strategically Transferring Climate Risks to Lenders?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 22, issue 14, April.
  16. 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, volume 119, issue 8, pages 2116632119-, February.
  17. 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, volume 119, issue 49, pages 2214219119-, December, DOI: 10.1073/pnas.2214219119.

2021

  1. Anusha Chari & Peter Blair Henry & Hector Reyes, 2021, "The Baker Hypothesis: Stabilization, Structural Reforms, and Economic Growth," Journal of Economic Perspectives, American Economic Association, volume 35, issue 3, pages 83-108, Summer, DOI: 10.1257/jep.35.3.83.
  2. Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021, "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103463.
  3. 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, volume 34, issue 3, pages 1445-1508.
  4. 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, DOI: https://doi.org/10.15609/annaeconst.
  5. Bobba, Matteo & Flabbi, Luca & Levy, Santiago & Tejada, Mauricio, 2021, "Labor market search, informality, and on-the-job human capital accumulation," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 433-453, DOI: 10.1016/j.jeconom.2019.05.026.
  6. Li, Chunxiao & Gilleskie, Donna B., 2021, "The influence of endogenous behaviors among social pairs: Social interaction effects of smoking," Journal of Health Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jhealeco.2021.102547.
  7. 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., volume 30, issue 8, pages 1719-1744, August, DOI: 10.1002/hec.4280.
  8. Donna B. Gilleskie, 2021, "In sickness and in health, until death do us part: A case for theory," Southern Economic Journal, John Wiley & Sons, volume 87, issue 3, pages 753-768, January, DOI: 10.1002/soej.12474.
  9. Christopher Handy, 2021, "A rank-based measure of educational assortative mating," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 12, pages 1031-1035, July, DOI: 10.1080/13504851.2020.1796907.
  10. 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, volume 39, issue 1, pages 259-271, January, DOI: 10.1080/07350015.2019.1623045.
  11. Ilya Archakov & Peter Reinhard Hansen, 2021, "A New Parametrization of Correlation Matrices," Econometrica, Econometric Society, volume 89, issue 4, pages 1699-1715, July, DOI: 10.3982/ECTA16910.
  12. Kedagni, Desire & Krishna, Kala & Megalokonomou, Rigissa & Zhao, Yingyan, 2021, "Does class size matter? How, and at what cost?," European Economic Review, Elsevier, volume 133, issue C, DOI: 10.1016/j.euroecorev.2021.103664.
  13. Graczyk, Andrew & Phan, Toan, 2021, "Regressive Welfare Effects Of Housing Bubbles," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 8, pages 2102-2127, December.
  14. Toan Phan, 2021, "Climate Change and Financial Stability? Recalling Lessons from the Great Recession," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 21, issue 27, August.
  15. Toan Phan, 2021, "Pricing and Mispricing of Climate Risks in U.S. Financial Markets," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 21, issue 41, December.
  16. 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, volume 13, issue 3, pages 316-344, August, DOI: 10.1257/pol.20200120.
  17. Holland, Stephen P. & Mansur, Erin T. & Muller, Nicholas Z. & Yates, Andrew J., 2021, "The environmental benefits of transportation electrification: Urban buses," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111921.
  18. 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, volume 107, issue C, DOI: 10.1016/j.jeem.2021.102430.
  19. Hu, Maggie R. & Lee, Adrian D. & Zou, Dihan, 2021, "COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101960.

2020

  1. Babii, Andrii, 2020, "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, volume 36, issue 4, pages 658-706, August.
  2. Gonzalo Asis & Anusha Chari & Adam Haas, 2020, "Emerging Markets at Risk," AEA Papers and Proceedings, American Economic Association, volume 110, pages 493-498, May, DOI: 10.1257/pandp.20201007.
  3. 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, volume 22, issue 4, pages 1041-1068, August, DOI: 10.1111/jpet.12419.
  4. Melati Nungsari & Sam Flanders & Hui-Yin Chuah, 2020, "Poverty and precarious employment: the case of Rohingya refugee construction workers in Peninsular Malaysia," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 7, issue 1, pages 1-11, December, DOI: 10.1057/s41599-020-00606-8.
  5. Désiré Kédagni & Ismael Mourifié, 2020, "Generalized instrumental inequalities: testing the instrumental variable independence assumption," Biometrika, Biometrika Trust, volume 107, issue 3, pages 661-675.
  6. Chong Huang & Fei Li & Xi Weng, 2020, "Star Ratings and the Incentives of Mutual Funds," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1715-1765, June, DOI: 10.1111/jofi.12888.
  7. Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2020, "Intermediaries and product quality in used car markets," RAND Journal of Economics, RAND Corporation, volume 51, issue 3, pages 905-933, September, DOI: 10.1111/1756-2171.12344.
  8. Siddhartha Biswas & Andrew Hanson & Toan Phan, 2020, "Bubbly Recessions," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 4, pages 33-70, October, DOI: 10.1257/mac.20180083.
  9. Burkett, Justin & Woodward, Kyle, 2020, "Reserve prices eliminate low revenue equilibria in uniform price auctions," Games and Economic Behavior, Elsevier, volume 121, issue C, pages 297-306, DOI: 10.1016/j.geb.2020.02.011.
  10. Burkett, Justin & Woodward, Kyle, 2020, "Uniform price auctions with a last accepted bid pricing rule," Journal of Economic Theory, Elsevier, volume 185, issue C, DOI: 10.1016/j.jet.2019.104954.
  11. 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, volume 12, issue 4, pages 244-274, November, DOI: 10.1257/pol.20190390.

2019

  1. Babii, Andrii & Chen, Xi & Ghysels, Eric, 2019, "Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 47-77, DOI: 10.1016/j.jeconom.2019.04.020.
  2. Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019, "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, volume 118, issue C, pages 1-19, DOI: 10.1016/j.jinteco.2019.01.002.
  3. 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, volume 129, issue 622, pages 2390-2423.
  4. Fruehwirth, Jane Cooley & Gagete-Miranda, Jessica, 2019, "Your peers’ parents: Spillovers from parental education," Economics of Education Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.econedurev.2019.101910.
  5. Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2019, "Religion and Depression in Adolescence," Journal of Political Economy, University of Chicago Press, volume 127, issue 3, pages 1178-1209, DOI: 10.1086/701425.
  6. 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, volume 32, issue 2, pages 369-418, April, DOI: 10.1007/s00148-018-0704-1.
  7. 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, volume 17, issue 1, pages 1-32.
  8. Chan, Jimmy & Gupta, Seher & Li, Fei & Wang, Yun, 2019, "Pivotal persuasion," Journal of Economic Theory, Elsevier, volume 180, issue C, pages 178-202, DOI: 10.1016/j.jet.2018.12.008.
    • Jimmy Chan & Seher Gupta & Fei Li & Yun Wang, 2018, "Pivotal Persuasion," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-11-03, Nov.
  9. 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, volume 86, issue 5, pages 1999-2034.
  10. Daisuke Ikeda & Toan Phan, 2019, "Asset Bubbles and Global Imbalances," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 3, pages 209-251, July.
  11. Lance Kent & Toan Phan, 2019, "Time-Varying Skewness and Real Business Cycles," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 59-103.
  12. 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, volume 51, issue 2-3, pages 313-368, March, DOI: 10.1111/jmcb.12574.
  13. 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, volume 6, issue S1, pages 65-94, DOI: 10.1086/701188.

2018

  1. Luca Flabbi & James Mabli, 2018, "Household Search or Individual Search: Does It Matter?," Journal of Labor Economics, University of Chicago Press, volume 36, issue 1, pages 1-46, DOI: 10.1086/693864.
  2. 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, volume 59, issue 3, pages 1571-1619, August, DOI: 10.1111/iere.12314.
  3. Gary Biglaiser & Fei Li, 2018, "Middlemen: the good, the bad, and the ugly," RAND Journal of Economics, RAND Corporation, volume 49, issue 1, pages 3-22, March, DOI: 10.1111/1756-2171.12216.
  4. Li, Fei & Norman, Peter, 2018, "On Bayesian persuasion with multiple senders," Economics Letters, Elsevier, volume 170, issue C, pages 66-70, DOI: 10.1016/j.econlet.2018.05.023.
  5. Bengui, Julien & Phan, Toan, 2018, "Asset pledgeability and endogenously leveraged bubbles," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 280-314, DOI: 10.1016/j.jet.2018.06.005.
  6. Helen Fessenden & Toan Phan, 2018, "The Roots of ‘Bubbly’ Recessions," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue April.
  7. 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

  1. 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, volume 108, issue C, pages 191-210, DOI: 10.1016/j.jinteco.2017.06.004.
  2. 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, volume 38, issue 6, pages 790-818, September, DOI: 10.1108/IJM-10-2015-0180.
  3. 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, volume 25, pages 350-383, April, DOI: 10.1016/j.red.2017.02.012.
  4. 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), volume 54, issue 2, pages 701-720, April, DOI: 10.1007/s13524-017-0553-7.
  5. 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., volume 37, issue 4, pages 328-358, April.
  6. Hwang, Ilwoo & Li, Fei, 2017, "Transparency of outside options in bargaining," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 116-147, DOI: 10.1016/j.jet.2016.10.008.
  7. 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, volume 58, issue 3, pages 727-750, August, DOI: 10.1111/iere.12233.
  8. 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), volume 8, issue 4, pages 1133-1145, December, DOI: 10.1007/s13132-016-0424-2.
  9. Phan, Toan, 2017, "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 1-17, DOI: 10.1016/j.jedc.2017.07.011.
  10. Hanson, Andrew & Phan, Toan, 2017, "Bubbles, wage rigidity, and persistent slumps," Economics Letters, Elsevier, volume 151, issue C, pages 66-70, DOI: 10.1016/j.econlet.2016.12.018.
  11. Phan, Toan, 2017, "Sovereign debt signals," Journal of International Economics, Elsevier, volume 104, issue C, pages 157-165, DOI: 10.1016/j.jinteco.2016.11.005.
  12. 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, volume 58, issue 4, pages 1303-1316, November, DOI: 10.1111/iere.12252.

2016

  1. Simon Alder & Lin Shao & Fabrizio Zilibotti, 2016, "Economic reforms and industrial policy in a panel of Chinese cities," Journal of Economic Growth, Springer, volume 21, issue 4, pages 305-349, December, DOI: 10.1007/s10887-016-9131-x.
  2. Ball, Laurence & Chari, Anusha & Mishra, Prachi, 2016, "Understanding Inflation in India," India Policy Forum, National Council of Applied Economic Research, volume 12, issue 1, pages 1-45.
  3. 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, volume 34, issue 4, pages 979-1021, DOI: 10.1086/686262.
  4. 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, , volume 36, issue 8, pages 990-998, November, DOI: 10.1177/0272989X15593282.
  5. 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, volume 47, issue 4, pages 269-287, October, DOI: 10.1080/00220485.2016.1213679.
  6. 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., volume 25, issue 8, pages 939-954, August, DOI: 10.1002/hec.3194.
  7. Peter Reinhard Hansen & Zhuo Huang, 2016, "Exponential GARCH Modeling With Realized Measures of Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 269-287, April, DOI: 10.1080/07350015.2015.1038543.
  8. Francesc Dilmé & Fei Li, 2016, "Dynamic Signaling with Dropout Risk," American Economic Journal: Microeconomics, American Economic Association, volume 8, issue 1, pages 57-82, February.
  9. Toan Phan, 2016, "Information, Insurance and the Sustainability of Sovereign Debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 22, pages 93-108, October, DOI: 10.1016/j.red.2016.06.006.
  10. Daisuke Ikeda & Toan Phan, 2016, "Toxic asset bubbles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 2, pages 241-271, February, DOI: 10.1007/s00199-015-0928-1.
    • Daisuke Ikeda & Toan Phan, 2016, "Toxic asset bubbles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 2, pages 241-271, February, DOI: 10.1007/s00199-015-0928-1.
  11. 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, volume 106, issue 12, pages 3700-3729, December.

2015

  1. Stanley W. Black, 2015, "The Portfolio Theory of Exchange Rates—Then and Now," Review of International Economics, Wiley Blackwell, volume 23, issue 2, pages 379-386, May.
  2. Anusha Chari & Peter Blair Henry, 2015, "Two Tales of Adjustment: East Asian Lessons for European Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 63, issue 1, pages 164-196, May.
  3. 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, volume 1, issue 2, pages 125-164, Spring.
  4. Peter Glick & Christopher Handy & David E. Sahn, 2015, "Schooling, marriage, and age at first birth in Madagascar," Population Studies, Taylor & Francis Journals, volume 69, issue 2, pages 219-236, July, DOI: 10.1080/00324728.2015.1053513.
  5. Hansen, Peter Reinhard, 2015, "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, volume 133, issue C, pages 14-18, DOI: 10.1016/j.econlet.2015.04.028.
  6. Peter Reinhard Hansen & Allan Timmermann, 2015, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 17-21, January, DOI: 10.1080/07350015.2014.983601.
  7. Peter Reinhard Hansen & Allan Timmermann, 2015, "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, volume 83, issue , pages 2485-2505, November.
  8. Pizer, William A. & Yates, Andrew J., 2015, "Terminating links between emission trading programs," Journal of Environmental Economics and Management, Elsevier, volume 71, issue C, pages 142-159, DOI: 10.1016/j.jeem.2015.03.003.
  9. Holland, Stephen P. & Yates, Andrew J., 2015, "Optimal trading ratios for pollution permit markets," Journal of Public Economics, Elsevier, volume 125, issue C, pages 16-27, DOI: 10.1016/j.jpubeco.2015.03.005.

2014

  1. Anusha Chari & Peter Blair Henry, 2014, "Learning from the Doers: Developing Country Lessons for Advanced Economy Growth," American Economic Review, American Economic Association, volume 104, issue 5, pages 260-265, May.
  2. Laura Alfaro & Anusha Chari, 2014, "Deregulation, Misallocation, and Size: Evidence from India," Journal of Law and Economics, University of Chicago Press, volume 57, issue 4, pages 897-936, DOI: 10.1086/680930.
  3. 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, volume 96, issue 3, pages 514-523, July.
  4. 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, volume 8, issue 3, pages 235-279, DOI: 10.1086/677855.
  5. 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, volume 30, issue 1, pages 60-93, February.
  6. 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., volume 29, issue 5, pages 774-799, August.
  7. Kédagni, Désiré & Mourifié, Ismael, 2014, "Tightening bounds in triangular systems," Economics Letters, Elsevier, volume 125, issue 3, pages 455-458, DOI: 10.1016/j.econlet.2014.10.019.
  8. Kotowski, Maciej H. & Li, Fei, 2014, "The war of attrition and the revelation of valuable information," Economics Letters, Elsevier, volume 124, issue 3, pages 420-423, DOI: 10.1016/j.econlet.2014.06.034.
  9. 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, volume 85, issue C, pages 84-108, DOI: 10.1016/j.geb.2014.01.014.
  10. 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, volume 52, issue 3, pages 1060-1079, July.

2013

  1. 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.
  2. Jane Cooley Fruehwirth, 2013, "Identifying peer achievement spillovers: Implications for desegregation and the achievement gap," Quantitative Economics, Econometric Society, volume 4, issue 1, pages 85-124, March, DOI: QE93.
  3. Li, Fei & Tian, Can, 2013, "Directed search and job rotation," Journal of Economic Theory, Elsevier, volume 148, issue 3, pages 1268-1281, DOI: 10.1016/j.jet.2012.10.004.
  4. Mago, Shakun D. & Sheremeta, Roman M. & Yates, Andrew, 2013, "Best-of-three contest experiments: Strategic versus psychological momentum," International Journal of Industrial Organization, Elsevier, volume 31, issue 3, pages 287-296, DOI: 10.1016/j.ijindorg.2012.11.006.
  5. 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, volume 35, issue 3, pages 256-276, DOI: 10.1016/j.reseneeco.2013.02.003.

2012

  1. Anusha Chari & Peter Blair Henry & Diego Sasson, 2012, "Capital Market Integration and Wages," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 2, pages 102-132, April.
  2. Anusha Chari & T. C. A. Madhav Raghavan, 2012, "Foreign Direct Investment in India’s Retail Bazaar: Opportunities and Challenges," The World Economy, Wiley Blackwell, volume 35, issue 1, pages 79-90, January, DOI: j.1467-9701.2011.01386.x.
  3. 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, volume 60, issue 1, pages 1-42, April.
  4. 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, volume 168, issue 1, pages 81-95, DOI: 10.1016/j.jeconom.2011.09.003.
  5. 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, volume 102, issue 5, pages 1898-1926, August.
  6. 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, volume 166, issue 1, pages 66-78, DOI: 10.1016/j.jeconom.2011.06.006.
  7. 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, volume 43, issue 2, pages 111-132, April, DOI: 10.1080/00220485.2012.659639.
  8. 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, volume 47, issue 4, pages 1082-1127.
  9. 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., volume 27, issue 6, pages 877-906, September.
  10. 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, volume 94, issue 4, pages 981-999, November.
  11. 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, volume 51, issue 4, pages 583-598, April, DOI: 10.1007/s10640-011-9513-7.

2011

  1. Peter R. Hansen & Asger Lunde & James M. Nason, 2011, "The Model Confidence Set," Econometrica, Econometric Society, volume 79, issue 2, pages 453-497, March.
  2. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Subsampling realised kernels," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 204-219, January.
  3. 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, volume 162, issue 2, pages 149-169, June.
  4. Andrew Yates, 2011, "Winner-pay contests," Public Choice, Springer, volume 147, issue 1, pages 93-106, April, DOI: 10.1007/s11127-010-9605-x.

2010

  1. 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, volume 6, issue 1, pages 225-279.
  2. 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, volume 23, issue 4, pages 1741-1770, April.
  3. Flabbi, Luca, 2010, "Prejudice and gender differentials in the US labor market in the last twenty years," Journal of Econometrics, Elsevier, volume 156, issue 1, pages 190-200, May.
  4. 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, volume 54, issue 6, pages 832-854, August.
  5. 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, volume 51, issue 3, pages 745-783, August.
  6. Gilleskie, Donna B. & Khwaja, Ahmed, 2010, "Structural models of optimization behavior in labor, aging and health," Journal of Econometrics, Elsevier, volume 156, issue 1, pages 1-2, May.
  7. 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, volume 156, issue 1, pages 148-163, May.
  8. Hanming Fang & Peter Norman, 2010, "Optimal Provision of Multiple Excludable Public Goods," American Economic Journal: Microeconomics, American Economic Association, volume 2, issue 4, pages 1-37, November.
  9. 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, volume 18, issue 2, pages 365-404, April, DOI: 10.1111/j.1468-0351.2009.00383.x.
  10. Peter, Klara Sabirianova, 2010, "Katherine Terrell Svejnar," Journal of Comparative Economics, Elsevier, volume 38, issue 1, pages 107-109, March.
  11. 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, volume 13, issue 1, pages 209-237, January, DOI: 10.1016/j.red.2009.09.006.
  12. Doyle, Martin W. & Yates, Andrew J., 2010, "Stream ecosystem service markets under no-net-loss regulation," Ecological Economics, Elsevier, volume 69, issue 4, pages 820-827, February.
  13. 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, volume 92, issue 3, pages 689-692, August.

2009

  1. 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, volume 44, issue 1.
  2. 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), volume 39, issue 3, pages 477-489, June, DOI: 10.1007/s00199-008-0347-7.
  3. John S. Earle & Klara Sabirianova Peter, 2009, "Complementarity and Custom in Wage Contract Violation," The Review of Economics and Statistics, MIT Press, volume 91, issue 4, pages 832-849, November.
  4. 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, volume 117, issue 3, pages 504-554, June, DOI: 10.1086/599760.
  5. 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, volume 43, issue 3, pages 413-432, July, DOI: 10.1007/s10640-009-9274-8.
  6. David Malueg & Andrew Yates, 2009, "Bilateral Oligopoly, Private Information, and Pollution Permit Markets," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 43, issue 4, pages 553-572, August, DOI: 10.1007/s10640-008-9249-1.

2008

  1. 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, volume 27, issue 1, pages 27-44, January.
  2. Chari, Anusha & Blair Henry, Peter, 2008, "Firm-specific information and the efficiency of investment," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 636-655, March.
  3. Chari, Anusha & Gupta, Nandini, 2008, "Incumbents and protectionism: The political economy of foreign entry liberalization," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 633-656, June.
  4. 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, volume 27, issue 6, pages 724-740, December.
  5. 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, volume 49, issue 3, pages 873-899, August.
  6. 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, volume 49, issue 2, pages 475-514, May.
  7. 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, volume 76, issue 6, pages 1481-1536, November.
  8. 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, volume 22, issue 1, pages 3-20, March, DOI: 10.1007/s11408-007-0068-0.
  9. Peter Hansen & Jeremy Large & Asger Lunde, 2008, "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 79-111, DOI: 10.1080/07474930701853640.
  10. 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, volume 63, issue 1, pages 25-55, January.
  11. Jac C. Heckelman & Andrew J. Yates, 2008, "Senate Elections With Independent Candidates," Journal of Theoretical Politics, , volume 20, issue 1, pages 31-46, January, DOI: 10.1177/0951629807084038.

2007

  1. 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, volume 39, issue 5, pages 1131-1162, August.
  2. 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, volume 89, issue 3, pages 510-521, August.
  3. Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2007, "Public sector pay and corruption: Measuring bribery from micro data," Journal of Public Economics, Elsevier, volume 91, issue 5-6, pages 963-991, June.
  4. Andrew Yates & Daniel English, 2007, "Citizens' demand for permits and Kwerel''s incentive compatible mechanism for pollution control," Economics Bulletin, AccessEcon, volume 17, issue 4, pages 1-9.
  5. Kevin P. Hutchinson & Andrew J. Yates, 2007, "Crime on the Court: A Correction," Journal of Political Economy, University of Chicago Press, volume 115, issue 3, pages 515-519, DOI: 10.1086/518810.

2006

  1. Stanley Black & Charis Christofides & Alex Mourmouras, 2006, "Convertibility risk: the precautionary demand for foreign currency in a crisis," Annals of Finance, Springer, volume 2, issue 2, pages 141-165, March, DOI: 10.1007/s10436-005-0033-8.
  2. Donna B. Gilleskie & David M. Blau, 2006, "Health insurance and retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 7, pages 935-953, DOI: 10.1002/jae.921.
  3. Hansen, Peter R. & Lunde, Asger, 2006, "Realized Variance and Market Microstructure Noise," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 127-161, April.
  4. Hansen, Peter R. & Lunde, Asger, 2006, "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 208-218, April.
  5. Hansen, Peter Reinhard & Lunde, Asger, 2006, "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 97-121.
  6. 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, volume 47, issue 2, pages 361-389, May.
  7. Hanming Fang & Peter Norman, 2006, "To bundle or not to bundle," RAND Journal of Economics, RAND Corporation, volume 37, issue 4, pages 946-963, December, DOI: j.1756-2171.2006.tb00065.x.
  8. Malueg, David A. & Yates, Andrew J., 2006, "Citizen participation in pollution permit markets," Journal of Environmental Economics and Management, Elsevier, volume 51, issue 2, pages 205-217, March.
  9. 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), volume 27, issue 3, pages 719-727, April, DOI: 10.1007/s00199-004-0554-9.

2005

  1. 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, volume 41, issue 8, pages 1417-1443, DOI: 10.1080/00220380500187075.
  2. Donna B. Gilleskie & Koleman S. Strumpf, 2005, "The Behavioral Dynamics of Youth Smoking," Journal of Human Resources, University of Wisconsin Press, volume 40, issue 4, pages 822-866.
  3. Hansen, Peter Reinhard, 2005, "A Test for Superior Predictive Ability," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 365-380, October.
  4. Peter Reinhard Hansen, 2005, "Granger's representation theorem: A closed-form expression for I(1) processes," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 23-38, March.
  5. 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., volume 20, issue 7, pages 873-889, DOI: 10.1002/jae.800.
  6. 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, volume 3, issue 4, pages 525-554.
  7. 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, volume 33, issue 2, pages 324-350, June.
  8. 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, volume 33, issue 2, pages 351-370, June.
  9. 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, volume 3, issue 2-3, pages 576-586, 04/05.
  10. Malueg, David A. & Yates, Andrew J., 2005, "Equilibria and comparative statics in two-player contests," European Journal of Political Economy, Elsevier, volume 21, issue 3, pages 738-752, September.

2004

  1. 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, volume 23, issue 1, pages 173-189, January.
  2. 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, volume 58, issue 2, pages 293-304, January.
  3. Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann, 2004, "Stochastic volatility duration models," Journal of Econometrics, Elsevier, volume 119, issue 2, pages 413-433, April.
  4. Gilleskie, Donna B. & Mroz, Thomas A., 2004, "A flexible approach for estimating the effects of covariates on health expenditures," Journal of Health Economics, Elsevier, volume 23, issue 2, pages 391-418, March.
  5. Moro, Andrea & Norman, Peter, 2004, "A general equilibrium model of statistical discrimination," Journal of Economic Theory, Elsevier, volume 114, issue 1, pages 1-30, January.
  6. David A. Malueg & Andrew J. Yates, 2004, "Sent Seeking With Private Values," Public Choice, Springer, volume 119, issue 1_2, pages 161-178, April.
    • David A. Malueg & Andrew J. Yates, 2004, "Rent seeking with private values," Springer Books, Springer, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad, "40 Years of Research on Rent Seeking 1", DOI: 10.1007/978-3-540-79182-9_36.

2003

  1. Ghysels, Eric & Cherkaoui, Mouna, 2003, "Emerging markets and trading costs: lessons from Casablanca," Journal of Empirical Finance, Elsevier, volume 10, issue 1-2, pages 169-198, February.
  2. 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, volume 65, issue s1, pages 839-861, December, DOI: 10.1046/j.0305-9049.2003.00086.x.
  3. Hansen, Peter Reinhard, 2003, "Structural changes in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, volume 114, issue 2, pages 261-295, June.
  4. Moro, Andrea & Norman, Peter, 2003, "Affirmative action in a competitive economy," Journal of Public Economics, Elsevier, volume 87, issue 3-4, pages 567-594, March.
  5. Smith, Stefani C. & Yates, Andrew J., 2003, "Optimal pollution permit endowments in markets with endogenous emissions," Journal of Environmental Economics and Management, Elsevier, volume 46, issue 3, pages 425-445, November.
  6. 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, volume 41, issue 4, pages 705-712, October.
  7. Stefani C. Smith & Andrew J. Yates, 2003, "Should Consumers Be Priced Out of Pollution-Permit Markets?," The Journal of Economic Education, Taylor & Francis Journals, volume 34, issue 2, pages 181-189, January, DOI: 10.1080/00220480309595211.

2002

  1. Black, Stanley W., 2002, "Obstacles to faster growth in the Mongolian transition," Journal of Asian Economics, Elsevier, volume 13, issue 3, pages 357-369.
  2. Ghysels, Eric & Hall, Alastair, 2002, "Interview with Lars Peter Hansen," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 442-447, October.
  3. Andreou, Elena & Ghysels, Eric, 2002, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 363-376, July.
  4. Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002, "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 343-360, August.
  5. Ghysels, Eric & Hall, Alastair, 2002, "Interview with Christopher A. Sims," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 448-449, October.
  6. Elena Andreou & Eric Ghysels, 2002, "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 579-600, DOI: 10.1002/jae.684.
  7. 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, volume 37, issue 1, pages 129-162.
  8. Norman, Peter, 2002, "Legislative Bargaining and Coalition Formation," Journal of Economic Theory, Elsevier, volume 102, issue 2, pages 322-353, February.
  9. Sabirianova, Klara Z., 2002, "The Great Human Capital Reallocation: A Study of Occupational Mobility in Transitional Russia," Journal of Comparative Economics, Elsevier, volume 30, issue 1, pages 191-217, March.
  10. John S. Earle & Klara Z. Sabirianova, 2002, "How Late to Pay? Understanding Wage Arrears in Russia," Journal of Labor Economics, University of Chicago Press, volume 20, issue 3, pages 661-707, July, DOI: 10.1086/339612.
  11. Andrew Yates, 2002, "Decentralization in Pollution Permit Markets," Journal of Public Economic Theory, Association for Public Economic Theory, volume 4, issue 4, pages 641-660, October, DOI: 10.1111/1097-3923.00113.
  12. Jac C. Heckelman & Andrew J. Yates, 2002, "Incumbency preservation through electoral legislation: The case of the secret ballot," Economics of Governance, Springer, volume 3, issue 1, pages 47-57, March, DOI: 10.1007/s101010000020.

2001

  1. Flabbi, Luca & Ichino, Andrea, 2001, "Productivity, seniority and wages: new evidence from personnel data," Labour Economics, Elsevier, volume 8, issue 3, pages 359-387, June.
  2. Luca Flabbi, 2001, "La scelta della scuola secondaria in Italia," Rivista di Politica Economica, SIPI Spa, volume 91, issue 6, pages 85-114, July-Augu.
  3. 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, volume 83, issue 1, pages 64-80, February.
  4. Yates, Andrew J. & Cronshaw, Mark B., 2001, "Pollution Permit Markets with Intertemporal Trading and Asymmetric Information," Journal of Environmental Economics and Management, Elsevier, volume 42, issue 1, pages 104-118, July.
  5. Yates, Andrew J. & Heckelman, Jac C., 2001, "Rent-setting in multiple winner rent-seeking contests," European Journal of Political Economy, Elsevier, volume 17, issue 4, pages 835-852, November.
  6. Andrew Yates, 2001, "On the Separation of Risk Assessment and Risk Management," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 44, issue 4, pages 509-524, DOI: 10.1080/09640560120060939.

2000

  1. Ghysels, Eric, 2000, "Some Econometric Recipes for High-Frequency Data Cooking," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 2, pages 154-163, April.
  2. 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, volume 56, issue 3, pages 407-458, June.
  3. Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 53-92.
  4. 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, volume 24, issue 11-12, pages 1829-1857, October.
  5. Garcia, R. & Ghysels, E. & Renault, E., 2000, "Econometric methods for derivative securities and risk management," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 1-7.
  6. Yates, Andrew J., 2000, "The Knowledge Problem, Entrepreneurial Discovery, and Austrian Market Process Theory," Journal of Economic Theory, Elsevier, volume 91, issue 1, pages 59-85, March.
  7. Yates, Andrew J & Stroup, Richard L, 2000, "Media Coverage and EPA Pesticide Decisions," Public Choice, Springer, volume 102, issue 3-4, pages 297-312, March.

1999

  1. Rodgers, Yana Van der Meulen & Cooley, Jane C., 1999, "Outstanding Female Economists in the Analysis and Practice of Development Economics," World Development, Elsevier, volume 27, issue 8, pages 1397-1411, August.

1998

  1. 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., volume 7, issue 6, pages 509-531, September, DOI: 10.1002/(SICI)1099-1050(199809)7:6<.
  2. 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, volume 47, issue 12, pages 1957-1971, December.
  3. Ghysels, Eric, 1998, "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 2, pages 165-167, April.
  4. Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.
  5. Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998, "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, volume 82, issue 2, pages 209-233, February.
  6. Garcia, Rene & Ghysels, Eric, 1998, "Structural change and asset pricing in emerging markets," Journal of International Money and Finance, Elsevier, volume 17, issue 3, pages 455-473, June.
  7. 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, volume 80, issue 4, pages 535-548, November.
  8. Donna B. Gilleskie, 1998, "A Dynamic Stochastic Model of Medical Care Use and Work Absence," Econometrica, Econometric Society, volume 66, issue 1, pages 1-46, January.
  9. 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, volume 17, issue 3, pages 279-295, June.
  10. Andrew J. Yates, 1998, "The Equal Marginal Value Principle: A Graphical Analysis with Environmental Applications," The Journal of Economic Education, Taylor & Francis Journals, volume 29, issue 1, pages 23-31, March, DOI: 10.1080/00220489809596439.

1997

  1. Ghysels, Eric, 1997, "Seasonal Adjustment and Other Data Transformations," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 4, pages 410-418, October.
  2. Ghysels, Eric, 1997, "On seasonality and business cycle durations: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 79, issue 2, pages 269-290, August.
  3. Bryan Campbell & Eric Ghysels, 1997, "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, volume 30, issue 3, pages 553-576, August.
  4. Yates, Andrew J., 1997, "Hotelling and the New York stock exchange," Economics Letters, Elsevier, volume 56, issue 1, pages 107-110, September.
  5. Yates, Andrew J., 1997, "A sufficiency result for constrained economies," Journal of Mathematical Economics, Elsevier, volume 27, issue 4, pages 411-423, May.
  6. Yates, Andrew J & Luenberger, David G, 1997, "An Efficiency Hierarchy for Constrained Economies," Public Finance = Finances publiques, , volume 52, issue 2, pages 270-288.
  7. Andrew J. Yates, 1997, "The Unobserved Relation Regressions Model with an Application to Used Truck Prices," Southern Economic Journal, John Wiley & Sons, volume 64, issue 1, pages 45-55, July, DOI: 10.1002/j.2325-8012.1997.tb00004.x.

1996

  1. Bollerslev, Tim & Ghysels, Eric, 1996, "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 2, pages 139-151, April.
  2. 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, volume 14, issue 3, pages 374-386, July.
  3. 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, volume 14, issue 3, pages 396-397, July.
  4. Dufour, Jean-Marie & Ghysels, Eric, 1996, "Editors' introduction recent developments in the econometrics of structural change," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 1-8, January.
  5. Ghysels, Eric & Perron, Pierre, 1996, "The effect of linear filters on dynamic time series with structural change," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 69-97, January.

1995

  1. 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, volume 40, issue 11, pages 1527-1537, June.
  2. 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, volume 41, issue 8, pages 1119-1130, October.
  3. Campbell, Bryan & Ghysels, Eric, 1995, "Federal Budget Projections: A Nonparametric Assessment of Bias and Efficiency," The Review of Economics and Statistics, MIT Press, volume 77, issue 1, pages 17-31, February.
  4. 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, volume 16, issue 2, pages 71-93, May.

1994

  1. 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, volume 39, issue 5, pages 687-699, September.
  2. Ghysels, Eric, 1994, "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 3, pages 289-298, July.
  3. Ghysels, Eric & Jasiak, Joanna, 1994, "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 399-401, October.
  4. Canova, Fabio & Ghysels, Eric, 1994, "Changes in seasonal patterns : Are they cyclical?," Journal of Economic Dynamics and Control, Elsevier, volume 18, issue 6, pages 1143-1171, November.
  5. 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, volume 35, issue 1, pages 199-229, February.
  6. 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, volume 62, issue 2, pages 415-442, June.

1993

  1. 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, volume 18, issue 4, pages 747-760.
  2. Ghysels, Eric & Perron, Pierre, 1993, "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, volume 55, issue 1-2, pages 57-98.
  3. Ghysels, Eric, 1993, "Editor's introduction : Seasonality and econometric models," Journal of Econometrics, Elsevier, volume 55, issue 1-2, pages 1-8.

1991

  1. Black, Stanley W., 1991, "Transactions costs and vehicle currencies," Journal of International Money and Finance, Elsevier, volume 10, issue 4, pages 512-526, December.

1990

  1. 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, volume 31, issue 12, pages 1365-1375, January.
  2. 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, volume 8, issue 2, pages 145-152, April.
  3. 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, volume 31, issue 2, pages 355-364, May.
  4. Ghysels, Eric & Hall, Alastair, 1990, "Are consumption-based intertemporal capital asset pricing models structural?," Journal of Econometrics, Elsevier, volume 45, issue 1-2, pages 121-139.
  5. Ghysels, Eric & Hall, Alastair, 1990, "Testing nonnested Euler conditions with quadrature-based methods of approximation," Journal of Econometrics, Elsevier, volume 46, issue 3, pages 273-308, December.

1989

  1. 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, volume 30, issue 2, pages 241-272, April.
  2. 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, volume 15, issue 3, pages 313-321, September.

1988

  1. 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, volume 36, issue 3, pages 503-527, April, DOI: 10.1086/451672.
  2. 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, volume 2, issue 1, pages 49-76, January.
  3. Black, Stanley W. & Salemi, Michael K., 1988, "FIML estimation of the dollar-deutschemark risk premium in a portfolio model," Journal of International Economics, Elsevier, volume 25, issue 3-4, pages 205-224, November.

1987

  1. 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, volume 24, issue 11, pages 927-944, January.
  2. Ghysels, Eric, 1987, "Seasonal Extraction in the Presence of Feedback," Journal of Business & Economic Statistics, American Statistical Association, volume 5, issue 2, pages 191-194, April.

1986

  1. 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, volume 34, issue 4, pages 755-782, July, DOI: 10.1086/451558.
  2. 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, volume 22, issue 3, pages 321-328, January.
  3. 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, volume 25, issue 1, pages 215-220, January.

1985

  1. 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, volume 34, issue 1, pages 57-81, October, DOI: 10.1086/451509.
  2. 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, volume 20, issue 3, pages 383-404.
  3. 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, volume 19, issue 1-2, pages 194-196, August.

1983

  1. 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, volume 18, issue 2, pages 213-230.

1982

  1. Akin, John S. & Stewart, John F., 1982, "The time-allocation decision and achievement patterns of young children," Economics of Education Review, Elsevier, volume 2, issue 4, pages 307-330, August.
  2. Black, Stanley W, 1982, "The Effects of Alternative Monetary Control Procedures on Exchange Rates and Output," Journal of Money, Credit and Banking, Blackwell Publishing, volume 14, issue 4, pages 746-760, November.

1980

  1. 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, volume 70, issue 1, pages 186-191, March.

1979

  1. 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, volume 11, issue 2-3, pages 233-246.
  2. Akin, John S & Stewart, John F, 1979, "Theoretical Restrictions on the Parameters of Indirect Addilog Demand Equations," Econometrica, Econometric Society, volume 47, issue 3, pages 779-780, May.
  3. 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, volume 9, issue 3, pages 463-465, August.

1978

  1. 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), volume 114, issue 4, pages 614-641, December, DOI: 10.1007/BF02696376.
  2. Black, Stanley W, 1978, "International Finance: Discussion," Journal of Finance, American Finance Association, volume 33, issue 3, pages 813-815, June.

1977

  1. 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, volume 7, issue 1, pages 98-100, February.

1976

  1. Akin, John S & YoungDay, Douglas J, 1976, "The Efficiency of Local School Finance," The Review of Economics and Statistics, MIT Press, volume 58, issue 2, pages 255-258, May.
  2. John S. Akin & Gerald E. Auten, 1976, "City Schools and Suburban Schools: A Fiscal Comparison," Land Economics, University of Wisconsin Press, volume 52, issue 4, pages 452-466.
  3. Black, Stanley W & Blitz, Rudolph C, 1976, "Do Income Taxes Reduce the Effectiveness of Monetary Policy?," American Economic Review, American Economic Association, volume 66, issue 1, pages 168-173, March.
  4. Black, Stanley W, 1976, "Rational Response to Shocks in a Dynamic Model of Capital Asset Pricing," American Economic Review, American Economic Association, volume 66, issue 5, pages 767-779, December.
  5. 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, volume 84, issue 3, pages 615-621, June, DOI: 10.1086/260463.

1974

  1. Black, Stanley W, 1974, "Endowment Income, Capital Gains and Inflation Accounting: Discussion," American Economic Review, American Economic Association, volume 64, issue 2, pages 441-442, May.

1972

  1. Black, Stanley W, 1972, "The Use of Rational Expectations in Models of Speculation," The Review of Economics and Statistics, MIT Press, volume 54, issue 2, pages 161-165, May.
  2. Black, Stanley W, 1972, "Eurodollar Borrowing by New York Banks and the Rate of Interest on Eurodollars: Reply," Journal of Finance, American Finance Association, volume 27, issue 1, pages 134-135, March.
  3. 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, volume 27, issue 4, pages 931-932, September.
  4. 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, volume 39, issue 1, pages 55-59.

1971

  1. 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, volume 26, issue 1, pages 83-88, March.

1970

  1. Black, Stanley W & Kelejian, H H, 1970, "A Macro Model of the U. S. Labor Market," Econometrica, Econometric Society, volume 38, issue 5, pages 712-741, September.
  2. Stanley W. Black & R. Robert Russell, 1970, "Participation Functions and Potential Labor Force," ILR Review, Cornell University, ILR School, volume 24, issue 1, pages 84-94, October, DOI: 10.1177/001979397002400107.

1969

  1. Black, Stanley W & Russell, R Robert, 1969, "An Alternative Estimate of Potential GNP," The Review of Economics and Statistics, MIT Press, volume 51, issue 1, pages 70-76, February.

Books

2024

  1. 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, ISBN: ARRAY(0xaab43c68), DOI: http://dx.doi.org/10.18235/0013261.

2015

  1. 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, DOI: https://doi.org/10.18235/0000186.

1998

  1. Hansen, Peter Reinhard & Johansen, Soren, 1998, "Workbook on Cointegration," OUP Catalogue, Oxford University Press, number 9780198776079, ISBN: ARRAY(0x8284f7e8).

1997

  1. Black,Stanley W., 1997, "Europe's Economy Looks East," Cambridge Books, Cambridge University Press, number 9780521572422.

Chapters

2026

  1. Chari, Anusha, 2026, "Financial flows to developing countries," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 17, in: Rey, Hélène & Weder di Mauro, Beatrice & Zettelmeyer, Jeromin, "Paris Report 4: The New Global Imbalances".
  2. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2026, "Capital Flows in Risky Times: Risk-on Risk-off and Emerging Market Tail Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2026".

2025

  1. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "Geopolitical Tensions and International Fragmentation - Executive Summary," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 0, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".
  2. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "External portfolio structure," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 1, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".
  3. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "Continuity and change in the role of international currencies," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 2, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".
  4. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "Financial fragmentation in global payments," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 3, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".
  5. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "The future of the international financial architecture in a geopolitically fragmented world," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 4, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".
  6. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "Geopolitical Tensions and International Fragmentation: Policy recommendations," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 5, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".
  7. Chari, Anusha & Converse, Nathan & Mehl, Arnaud & Milesi-Ferretti, Gian Maria & Vansteenkiste, Isabel, 2025, "Geopolitical Tensions and International Fragmentation: Discussions," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 6, "Geneva 28: Geopolitical Tensions and International Fragmentation: Evidence and Implications".

2024

  1. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024, "Econometrics of machine learning methods in economic forecasting," Chapters, Edward Elgar Publishing, chapter 10, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".

2021

  1. Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021, "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".

2016

  1. Luca Flabbi & James Mabli & Mauricio Salazar, 2016, "Household Lifetime Inequality Estimates in the U.S. Labor Market☆," Research in Labor Economics, Emerald Group Publishing Limited, "Inequality: Causes and Consequences", DOI: 10.1108/S0147-912120160000043020.
  2. Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2016, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," Springer Books, Springer, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart, "The Fascination of Probability, Statistics and their Applications", DOI: 10.1007/978-3-319-25826-3_17.
  3. Stephen P. Holland & Erin T. Mansur & Nicholas Z. Muller & Andrew J. Yates, 2016, "Distributional Effects of Air Pollution from Electric Vehicle Adoption," NBER Chapters, National Bureau of Economic Research, Inc, "Energy Policy Tradeoffs between Economic Efficiency and Distributional Equity".

2015

  1. Samuel Berlinski & Luca Flabbi & Florencia López Boo, 2015, "Raising Children: The Case for Government Intervention," IDB Publications (Book Chapters), Inter-American Development Bank, chapter 1, in: Samuel Berlinski & Norbert Schady, "The Early Years: Child Well-Being and the Role of Public Policy", DOI: https://doi.org/10.18235/0000186.

2010

  1. Jane Cooley, 2010, "classroom peer effects," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.

2004

  1. David A. Malueg & Andrew J. Yates, 2004, "Rent seeking with private values," Springer Books, Springer, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad, "40 Years of Research on Rent Seeking 1", DOI: 10.1007/978-3-540-79182-9_36.

2001

  1. 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, W.E. Upjohn Institute for Employment Research, in: Soloman W. Polachek, "Worker Wellbeing in a Changing Labor Market".

1999

  1. Stanley Black, 1999, "Issues in Korean Exchange Rate Policy," NBER Chapters, National Bureau of Economic Research, Inc, "Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues".

1988

  1. Stanley W. Black & Dale Henderson & John Williamson, 1988, "Roundtable on Exchange Rate Policy," NBER Chapters, National Bureau of Economic Research, Inc, "Misalignment of Exchange Rates: Effects on Trade and Industry".

1985

  1. Black, Stanley W., 1985, "International money and international monetary arrangements," Handbook of International Economics, Elsevier, chapter 22, in: R. W. Jones & P. B. Kenen, "Handbook of International Economics".

1984

  1. Stanley Black, 1984, "The Relationship between Exchange Rate Policy and Monetary Policy in Ten Industrial Countries," NBER Chapters, National Bureau of Economic Research, Inc, "Exchange Rate Theory and Practice".

1983

  1. Stanley W. Black, 1983, "The Use of Monetary Policy for Internal and External Balance in Ten Industrial Countries," NBER Chapters, National Bureau of Economic Research, Inc, "Exchange Rates and International Macroeconomics".

1981

  1. Stanley W. Black, 1981, "The Analysis of Floating Exchange Rates and the Choice Between Crawl and Float," Palgrave Macmillan Books, Palgrave Macmillan, in: John Williamson, "Exchange Rate Rules", DOI: 10.1007/978-1-349-05166-3_4.

1977

  1. Stanley W. Black, 1977, "Comment on J. Williamson, “Exchange Rate Flexibility and Reserve Use”," Palgrave Macmillan Books, Palgrave Macmillan, in: Jan Herin & Assar Lindbeck & Johan Myhrman, "Flexible Exchange Rates and Stabilization Policy", DOI: 10.1007/978-1-349-03359-1_18.
  2. Stanley W. Black, 1977, "Comment on R. N. Cooper, “Monetary Theory and Policy in an Open Economy”," Palgrave Macmillan Books, Palgrave Macmillan, in: Jan Herin & Assar Lindbeck & Johan Myhrman, "Flexible Exchange Rates and Stabilization Policy", DOI: 10.1007/978-1-349-03359-1_4.

Software components

2017

  1. 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, Review of Economic Dynamics, number 16-98, revised .

2009

  1. 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, Review of Economic Dynamics, number 09-198, revised .

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