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Michael Rothschild

Citations

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Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Michael Rothschild & Joseph E. Stiglitz, 1972. "Some Further Results on the Measurement of Inequality," Cowles Foundation Discussion Papers 344, Cowles Foundation for Research in Economics, Yale University.

    Mentioned in:

    1. Economía del bienestar in Wikipedia (Spanish)
  2. Author Profile
    1. Ротшильд, Майкл in Wikipedia (Russian)

Working papers

  1. Michael Rothschild & Lawrence J. White, 1991. "The University in the Marketplace: Some Insights and Some Puzzles," NBER Working Papers 3853, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dennis W. Carlton & Gustavo E. Bamberger & Roy J. Epstein, 1995. "Antitrust and Higher Education: Was There a Conspiracy to Restrict Financial Aid?," NBER Working Papers 4998, National Bureau of Economic Research, Inc.
    2. Singell, Larry D. & Tang, Hui-Hsuan, 2013. "Pomp and circumstance: University presidents and the role of human capital in determining who leads U.S. research institutions," Economics of Education Review, Elsevier, vol. 32(C), pages 219-233.
    3. Cunningham, Brendan M., 2009. "Faculty: Thy administrator's keeper? Some evidence," Economics of Education Review, Elsevier, vol. 28(4), pages 444-453, August.
    4. William R. Johnson & Sarah Turner, 2009. "Faculty without Students: Resource Allocation in Higher Education," Journal of Economic Perspectives, American Economic Association, vol. 23(2), pages 169-189, Spring.
    5. Emily E. Cook & Sarah Turner, 2021. "Progressivity of Pricing at U.S. Public Universities," Working Papers 2103, Tulane University, Department of Economics.
    6. Masten, Scott E., 1995. "Old school ties: financial aid coordination and the governance of higher education," Journal of Economic Behavior & Organization, Elsevier, vol. 28(1), pages 23-47, September.
    7. Joseph Calhoun & David Kamerschen, 2010. "The impact of governing structure on the pricing behavior and market structure of public institutions of higher education in the U.S," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 57(3), pages 317-333, September.
    8. Siow, Aloysius, 1997. "Some evidence on the signalling role of research in academia," Economics Letters, Elsevier, vol. 54(3), pages 271-276, July.
    9. Charles T. Clotfelter, 1996. "Bibliography, Index," NBER Chapters, in: Buying the Best: Cost Escalation in Elite Higher Education, pages 285-308, National Bureau of Economic Research, Inc.
    10. Ortmann, Andreas & Squire, Richard, 2000. "A game-theoretic explanation of the administrative lattice in institutions of higher learning," Journal of Economic Behavior & Organization, Elsevier, vol. 43(3), pages 377-391, November.
    11. Balazs Varadi, 2001. "Multiproduct Cost Function Estimation for American Higher Education: Economies of Scale and Scope," CERS-IE WORKING PAPERS 0111, Institute of Economics, Centre for Economic and Regional Studies.
    12. Robert Jantzen, 2000. "Price and quality effects on the demand for U.S. graduate business programs," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(4), pages 730-740, November.
    13. Semjén, András, 2012. "A tandíj közgazdaságtana [The economics of tuition fees]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 31-62.
    14. Laurie Bates & Rexford Santerre, 2000. "A Time Series Analysis of Private College Closures and Mergers," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 17(3), pages 267-276, November.
    15. Dahlia K. Remler & Elda Pema, 2009. "Why do Institutions of Higher Education Reward Research While Selling Education?," NBER Working Papers 14974, National Bureau of Economic Research, Inc.
    16. Frank A. Scott & Jeffrey D. Anstine, 1997. "Market Structure in the Production of Economics Ph.D.'s," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 307-320, July.
    17. Peter Michaelis, 2004. "Education, Research and the Impact of Tuition Fees - A Simple Model of the University," Discussion Paper Series 265, Universitaet Augsburg, Institute for Economics.
    18. Caroline M. Hoxby, 2009. "The Changing Selectivity of American Colleges," Journal of Economic Perspectives, American Economic Association, vol. 23(4), pages 95-118, Fall.

  2. Robert F. Engle & Victor Ng & Michael Rothschild, 1988. "Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills," NBER Technical Working Papers 0065, National Bureau of Economic Research, Inc.

    Cited by:

    1. Alfons Oude Lansink, 1999. "Area Allocation Under Price Uncertainty on Dutch Arable Farms," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(1), pages 93-105, January.
    2. Geert Bekaert & Robert J. Hodrick, 2000. "Expectations Hypotheses Tests," NBER Working Papers 7609, National Bureau of Economic Research, Inc.
    3. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," Center for Financial Institutions Working Papers 99-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
    4. Hautsch, Nikolaus & Yang, Fuyu, 2010. "Bayesian inference in a stochastic volatility Nelson-Siegel Model," SFB 649 Discussion Papers 2010-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," Working Papers ECARES 2009_023, ULB -- Universite Libre de Bruxelles.
    6. Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017. "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS 24552, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Geert Bekaert & Campbell R. Harvey, 1995. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc.
    8. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
    9. João Caldeira & Guilherme Moura & André A.P. Santos, 2012. "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, vol. 32(3), pages 1848-1857.
    10. Hautsch, Nikolaus & Ou, Yangguoyi, 2009. "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields," CFS Working Paper Series 2009/03, Center for Financial Studies (CFS).
    11. Audrone Virbickaite & M. Concepción Ausín & Pedro Galeano, 2015. "Bayesian Inference Methods For Univariate And Multivariate Garch Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 76-96, February.
    12. Michel Normandin, 1999. "The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States," Cahiers de recherche CREFE / CREFE Working Papers 67, CREFE, Université du Québec à Montréal.
    13. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    14. HAFNER, Christian, 2001. "Fourth moments of multivariate GARCH processes," LIDAM Discussion Papers CORE 2001046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    15. Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series n1480105, Department of Economics, National University of Ireland - Maynooth.
    16. Palandri, Alessandro, 2009. "Sequential conditional correlations: Inference and evaluation," Journal of Econometrics, Elsevier, vol. 153(2), pages 122-132, December.
    17. Smith, Aaron D., 2004. "Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures," Working Papers 11978, University of California, Davis, Department of Agricultural and Resource Economics.
    18. Guojie Ma, 2016. "Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2016, January-A.
    19. Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999. "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers 7254, National Bureau of Economic Research, Inc.
    20. Hwang, Soosung & Satchell, Stephen E., 2000. "Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 759-785, May.
    21. Moses K. Tule & Umar B. Ndako & Samuel F. Onipede, 2017. "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 57-65, November.
    22. Adler, Michael & Qi, Rong, 2003. "Mexico's integration into the North American capital market," Emerging Markets Review, Elsevier, vol. 4(2), pages 91-120, June.
    23. Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    24. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
    25. Kanniainen, Juho, 2007. "Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium," Review of Financial Economics, Elsevier, vol. 16(4), pages 363-374.
    26. Lanne, Markku & Saikkonen, Pentti, 2005. "A Multivariate Generalized Orthogonal Factor GARCH Model," MPRA Paper 23714, University Library of Munich, Germany.
    27. Kearney, Colm & Muckley, Cal, 2008. "Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 870-885, December.
    28. Sinha, Bhaskar, 2007. "Modeling Stock Market Volatility in Emerging Markets: Evidence from India," MPRA Paper 102455, University Library of Munich, Germany, revised 2009.
    29. Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele, 2008. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Journal of Econometrics, Elsevier, vol. 146(1), pages 10-25, September.
    30. Eduardo Ramos-Pérez & Pablo J. Alonso-González & José Javier Núñez-Velázquez, 2021. "Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility," Mathematics, MDPI, vol. 9(15), pages 1-18, July.
    31. Christian Gourieroux, 2005. "Wishart Autoregressive Model for Stochastic Risk," Working Papers 2005-43, Center for Research in Economics and Statistics.
    32. Hecq, A.W. & Laurent, S.F.J.A. & Palm, F.C., 2011. "On the univariate representation of multivariate volatility models with common factors," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    33. Ahmed, Shamim & Bu, Ziwen & Symeonidis, Lazaros & Tsvetanov, Daniel, 2023. "Which factor model? A systematic return covariation perspective," Journal of International Money and Finance, Elsevier, vol. 136(C).
    34. Font, Begoña, 1998. "Modelización de series temporales financieras. Una recopilación," DES - Documentos de Trabajo. Estadística y Econometría. DS 3664, Universidad Carlos III de Madrid. Departamento de Estadística.
    35. Groba, Jonatan & Lafuente, Juan A. & Serrano, Pedro, 2013. "The impact of distressed economies on the EU sovereign market," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2520-2532.
    36. Tai, Chu-Sheng, 2008. "Asymmetric currency exposure and currency risk pricing," International Review of Financial Analysis, Elsevier, vol. 17(4), pages 647-663, September.
    37. Mauro Bernardi & Leopoldo Catania, 2015. "Switching-GAS Copula Models With Application to Systemic Risk," Papers 1504.03733, arXiv.org, revised Jan 2016.
    38. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021. "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, vol. 98(C), pages 361-370.
    39. Sungje Byun & Soojin Jo, 2015. "Heterogeneity in the Dynamic Effects of Uncertainty on Investment," Staff Working Papers 15-34, Bank of Canada.
    40. Charlie Cai & Robert Faff & David Hillier & Michael McKenzie, 2006. "Modelling return and conditional volatility exposures in global stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 27(2), pages 125-142, September.
    41. Thomas Conlon & John Cotter & Iason Kynigakis, 2021. "Machine Learning and Factor-Based Portfolio Optimization," Papers 2107.13866, arXiv.org.
    42. Najam Iqbal & Muhammad Saqib Manzoor & Muhammad Ishaq Bhatti, 2021. "Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19," JRFM, MDPI, vol. 14(7), pages 1-15, July.
    43. Martin Scheicher, 2000. "Time-varying risk in the German stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 6(1), pages 70-91.
    44. Vicente Meneu & Hipolit Torro, "undated". "Asymmetric covariance in sport-future markets," Studies on the Spanish Economy 135, FEDEA.
    45. Ahmed Shamiri & Zaidi Isa, 2010. "Volatility transmission: what do Asia‐Pacific markets expect?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(4), pages 299-313, October.
    46. Vozlyublennaia, Nadia & Meshcheryakov, Artem, 2014. "Dynamic correlation structure and security risk," Journal of Economics and Business, Elsevier, vol. 73(C), pages 48-64.
    47. Daniel B. Nelson & Dean P. Foster, 1992. "Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model," NBER Technical Working Papers 0132, National Bureau of Economic Research, Inc.
    48. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
    49. Croux, Christophe & Renault, Eric & Werker, Bas, 2004. "Dynamic factor models," Journal of Econometrics, Elsevier, vol. 119(2), pages 223-230, April.
    50. Constantinos Katrakilidis & Athanasios Koulakiotis, 2006. "The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 321-338, November.
    51. Dovonon, Prosper & Renault, Eric, 2011. "Testing for Common GARCH Factors," MPRA Paper 40224, University Library of Munich, Germany.
    52. C. J. Adcock & E. A. Clark, 1999. "Beta lives - some statistical perspectives on the capital asset pricing model," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 213-224.
    53. Caldeira, João F & Moura, Guilherme Valle & Santos, André Alves Portela, 2013. "Seleção de carteiras utilizando o modelo Fama-French-Carhart," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(1), April.
    54. Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013. "Sectoral equity returns and portfolio diversification opportunities across the GCC region," MPRA Paper 43687, University Library of Munich, Germany.
    55. Taufiq Choudhry & Ranadeva Jayasekera, 2015. "Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 213-242, February.
    56. Marina Emiris, 2002. "Measuring capital market integration," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 200-221, Bank for International Settlements.
    57. Stephen A. Buser & G. Andrew Karolyi & Anthony B. Sanders, "undated". "Adjusted Forward Rates as Predictors of Future Spot Rates," Research in Financial Economics 9605, Ohio State University.
    58. Nour Meddahi & Eric Renault, 2000. "Temporal Aggregation of Volatility Models," CIRANO Working Papers 2000s-22, CIRANO.
    59. Daniel B. Nelson, 1994. "Asymptotic Filtering Theory for Multivariate ARCH Models," NBER Technical Working Papers 0162, National Bureau of Economic Research, Inc.
    60. Dimitriou, Dimitrios & Simos, Theodore, 2011. "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper 37477, University Library of Munich, Germany.
    61. Mark A. Hooker, 1996. "Maturity structure of term premia with time-varying expected returns," Working Papers 96-4, Federal Reserve Bank of Boston.
    62. Laruent Barras, 2005. "International Conditional Asset Allocation under Real Time Uncertrainty," FAME Research Paper Series rp153, International Center for Financial Asset Management and Engineering.
    63. Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    64. Catherine Doz & Eric Renault, 2004. "Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation," Thema Working Papers 2004-13, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    65. Qingfeng Liu & Kimio Morimune, 2005. "A Modified GARCH Model with Spells of Shocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(1), pages 29-44, March.
    66. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2010. "Improved penalization for determining the number of factors in approximate factor models," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1806-1813, December.
    67. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria.
    68. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
    69. Caporale, Barbara & Caporale, Tony, 2003. "Investigating the effects of monetary regime shifts: The case of the Federal Reserve and the shrinking risk premium," Economics Letters, Elsevier, vol. 80(1), pages 87-91, July.
    70. García de la Fuente, Cristina & Galeano San Miguel, Pedro & Wiper, Michael Peter, 2014. "Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations," DES - Working Papers. Statistics and Econometrics. WS ws141711, Universidad Carlos III de Madrid. Departamento de Estadística.
    71. Andreou, Elena & Ghysels, Eric, 2021. "Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors," Journal of Econometrics, Elsevier, vol. 220(2), pages 366-398.
    72. Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang, 2017. "Risk bounds for factor models," Finance and Stochastics, Springer, vol. 21(3), pages 631-659, July.
    73. Christian Hafner & Helmut Herwartz, 2008. "Analytical quasi maximum likelihood inference in multivariate volatility models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(2), pages 219-239, March.
    74. Zhao, Hua, 2010. "Dynamic relationship between exchange rate and stock price: Evidence from China," Research in International Business and Finance, Elsevier, vol. 24(2), pages 103-112, June.
    75. Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers 8554, National Bureau of Economic Research, Inc.
    76. Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
    77. Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society.
    78. Sentana, Enrique, 2004. "Factor representing portfolios in large asset markets," Journal of Econometrics, Elsevier, vol. 119(2), pages 257-289, April.
    79. H. J. Turtle & Kainan Wang, 2014. "Modeling Conditional Covariances With Economic Information Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 217-236, April.
    80. Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    81. Groenen, Patrick J. F. & Franses, Philip Hans, 2000. "Visualizing time-varying correlations across stock markets," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 155-172, August.
    82. L. Bauwens & E. Otranto, 2020. "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," Working Paper CRENoS 202007, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    83. Caporale, Barbara & Caporale, Tony, 2008. "Political risk and the expectations hypothesis," Economics Letters, Elsevier, vol. 100(2), pages 178-180, August.
    84. E. Ramos-P'erez & P. J. Alonso-Gonz'alez & J. J. N'u~nez-Vel'azquez, 2020. "Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network," Papers 2006.16383, arXiv.org, revised Aug 2020.
    85. Michele Costa, 2003. "The factor structure of financial markets: a simulation study of the Italian case," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 83-86.
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    87. BAUWENS, Luc & otranto, EDOARDO, 2013. "Modeling the dependence of conditional correlations on volatility," LIDAM Discussion Papers CORE 2013014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    88. Bali, Turan G., 2008. "The intertemporal relation between expected returns and risk," Journal of Financial Economics, Elsevier, vol. 87(1), pages 101-131, January.
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    92. Francq, Christian & Zakoian, Jean-Michel, 2014. "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper 54250, University Library of Munich, Germany.
    93. Hecq Alain & Laurent Sébastien & Palm Franz C., 2016. "On the Univariate Representation of BEKK Models with Common Factors," Journal of Time Series Econometrics, De Gruyter, vol. 8(2), pages 91-113, July.
    94. Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F., 2017. "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, Elsevier, vol. 35(C), pages 57-65.
    95. Ruili Sun & Tiefeng Ma & Shuangzhe Liu & Milind Sathye, 2019. "Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review," JRFM, MDPI, vol. 12(1), pages 1-34, March.
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    99. de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018. "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, vol. 34(1), pages 45-63.
    100. Resende, Paulo Angelo Alves & Dorea, Chang Chung Yu, 2016. "Model identification using the Efficient Determination Criterion," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 229-244.
    101. Choudhry, Taufiq, 2016. "Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 303-311.
    102. Ngo Thai Hung, 2021. "Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model," Global Business Review, International Management Institute, vol. 22(1), pages 36-56, February.
    103. Chang, Kook-Hyun & Kim, Myung-Jig, 2001. "Jumps and time-varying correlations in daily foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 611-637, October.
    104. José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes, 2006. "World Equity Markets: A New Approach for Segmentation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(7-8), pages 344-360, July.
    105. Elyasiani, Elyas & Mansur, Iqbal, 1998. "Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model," Journal of Banking & Finance, Elsevier, vol. 22(5), pages 535-563, May.
    106. Bahram Adrangi & Richard D. Gritta & Kambiz Raffiee, 2013. "Volatility Spillovers and Nonlinear Dynamics between Jet Fuel Prices and Air Carrier Revenue Passenger Miles in the US," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 01-18, August.
    107. G l ah Gen er elik, 2020. "Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 158-165.
    108. Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020. "A dynamic conditional approach to portfolio weights forecasting," Papers 2004.12400, arXiv.org.
    109. Mervyn King & Enrique Sentana & Sushil Wadhwani, 1990. "Volatiltiy and Links Between National Stock Markets," NBER Working Papers 3357, National Bureau of Economic Research, Inc.
    110. Gijsbert Suren & Guilherme Moura, 2012. "Heteroskedastic Dynamic Factor Models: A Monte Carlo Study," Economics Bulletin, AccessEcon, vol. 32(4), pages 2884-2898.
    111. Xiang, Jingjie & Li, Kunpeng & Cui, Guowei, 2018. "A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models," Economics Letters, Elsevier, vol. 171(C), pages 144-148.
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    18. Gabel, Matthew J. & Shipan, Charles R., 2004. "A social choice approach to expert consensus panels," Journal of Health Economics, Elsevier, vol. 23(3), pages 543-564, May.
    19. Francesco Parisi & Ram Singh, 2024. "Decisiveness, Correctness and Accuracy in Criminal Adjudication," Working papers 350, Centre for Development Economics, Delhi School of Economics.
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  8. William A. Brock & Michael Rothschild & Joseph E. Stiglitz, 1982. "Stochastic Capital Theory I. Comparative Statics," NBER Technical Working Papers 0023, National Bureau of Economic Research, Inc.

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    1. Andréa Mannberg, 2012. "Risky Sex in a Risky World: Sexual Behavior in an HIV/AIDS Environment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(2), pages 296-322, June.
    2. Jean-Daniel Saphores, 2004. "Barriers and Optimal Investment," GE, Growth, Math methods 0410009, University Library of Munich, Germany.

  9. Gary Chamberlain & Michael Rothschild, 1982. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," NBER Working Papers 0996, National Bureau of Economic Research, Inc.

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    2. Mario Forni & Luca Sala & Luca Gambetti, 2015. "No News in Business Cycles," Working Papers 535, Barcelona School of Economics.
    3. Matteo Barigozzi & Lorenzo Trapani, 2018. "Determining the dimension of factor structures in non-stationary large datasets," Papers 1806.03647, arXiv.org.
    4. Robert S. Pindyck & Julio J. Rotemberg, 1990. "Do Stock Prices Move Together Too Much?," NBER Working Papers 3324, National Bureau of Economic Research, Inc.
    5. Meng, Ginger & Hu, Gang & Bai, Jushan, 2007. "Olive: a simple method for estimating betas when factors are measured with error," MPRA Paper 33183, University Library of Munich, Germany.
    6. Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2010. "Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets," Econometrics Working Papers Archive wp2010_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    7. Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
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    10. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
    11. Bhattarai, Saroj & Schwartzman, Felipe & Yang, Choongryul, 2021. "Local scars of the US housing crisis," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 40-57.
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    13. Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015. "Dynamic factor models with infinite-dimensional factor spaces: One-sided representations," Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
    14. Kong, Xin-Bing & Liu, Zhi & Zhou, Wang, 2019. "A rank test for the number of factors with high-frequency data," Journal of Econometrics, Elsevier, vol. 211(2), pages 439-460.
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    16. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2011. "Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 1-38.
    17. Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
    18. Barigozzi, Matteo & Massacci, Daniele, 2025. "Modelling large dimensional datasets with Markov switching factor models," Journal of Econometrics, Elsevier, vol. 247(C).
    19. Sven Otto & Nazarii Salish, 2022. "Approximate Factor Models for Functional Time Series," Papers 2201.02532, arXiv.org, revised Feb 2025.
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    591. Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.
    592. Kei-Ichiro Inaba, 2020. "A global look into stock market comovements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(3), pages 517-555, August.
    593. Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2017. "Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models," Working Papers ECARES ECARES 2017-10, ULB -- Universite Libre de Bruxelles.
    594. Andrew W. Lo & A. Craig MacKinlay, 1995. "Maximizing Predictability in the Stock and Bond Markets," NBER Working Papers 5027, National Bureau of Economic Research, Inc.
    595. Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    596. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramírez, Andrey David, 2013. "Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach," UC3M Working papers. Economics 35531, Universidad Carlos III de Madrid. Departamento de Economía.
    597. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
    598. Ting Fung Ma & Fangfang Wang & Jun Zhu, 2023. "On generalized latent factor modeling and inference for high‐dimensional binomial data," Biometrics, The International Biometric Society, vol. 79(3), pages 2311-2320, September.
    599. Sethi, Dinabandhu & Sharma, Ujjwal & Meher, Alekha, 2024. "Does central bank transparency converge across the world? Evidence from a club convergence perspective," Finance Research Letters, Elsevier, vol. 66(C).
    600. Dante Amengual & Luca Repetto, 2014. "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers wp2014_1410, CEMFI.
    601. Maldonado, Javier, 2019. "Detecting Gender Discrimination in Intrahousehold Resource Allocation," DES - Working Papers. Statistics and Econometrics. WS 28146, Universidad Carlos III de Madrid. Departamento de Estadística.
    602. Alessandro Barbarino & Efstathia Bura, 2015. "Forecasting with Sufficient Dimension Reductions," Finance and Economics Discussion Series 2015-74, Board of Governors of the Federal Reserve System (U.S.).
    603. Turtle, H.J. & Wang, Kainan, 2016. "The benefits of improved covariance estimation," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 233-246.
    604. Gianluca Cubadda & Alain Hecq, 2022. "Dimension Reduction for High‐Dimensional Vector Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1123-1152, October.
    605. Zura Kakushadze & Willie Yu, 2016. "Multifactor Risk Models and Heterotic CAPM," Papers 1602.04902, arXiv.org, revised Mar 2016.

  10. Gary Chamberlain & Michael Rothschild, 1981. "Arbitrage and Mean-Variance Analysis on Large Asset Markets," NBER Technical Working Papers 0015, National Bureau of Economic Research, Inc.

    Cited by:

    1. Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank.
    2. Bruce N. Lehmann & David M. Modest, 2003. "Diversification and the Optimal Construction of Basis Portfolios," NBER Working Papers 9461, National Bureau of Economic Research, Inc.
    3. Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    4. Bruce N. Lehmann, 1992. "Empirical Testing of Asset Pricing Models," NBER Working Papers 4043, National Bureau of Economic Research, Inc.

  11. Daniel J. Kovenock & Michael Rothschild, 1981. "Capital Gains Taxation in an Economy with an "Austrian Sector"," NBER Working Papers 0758, National Bureau of Economic Research, Inc.

    Cited by:

    1. Markku Ollikainen, 1998. "Sustainable Forestry: Timber Bequests, Future Generations and Optimal Tax Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 12(3), pages 255-273, October.
    2. Erkki Koskela & Markku Ollikainen, 2001. "Optimal Forest Taxation under Private and Social Amenity Valuation," CESifo Working Paper Series 409, CESifo.
    3. Hines, James R. & Schaffa, Daniel, 2024. "Capital gains realizations," Economics Letters, Elsevier, vol. 244(C).
    4. Auten, Gerald & Joulfaian, David, 2001. "Bequest taxes and capital gains realizations," Journal of Public Economics, Elsevier, vol. 81(2), pages 213-229, August.
    5. Daniel J. Kovenock & Michael Rothschild, 1985. "Notes on the Effect of Capital Gains Taxation on Non-Austrian Assets," NBER Working Papers 1568, National Bureau of Economic Research, Inc.
    6. Kenneth L. Judd, 1986. "Capital Gains Taxation by Realization in Dynamic General Equilibrium," Discussion Papers 681, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    7. Englund, Peter, 1985. "Taxation of capital gains on owner-occupied homes," European Economic Review, Elsevier, vol. 27(3), pages 311-334.

  12. Michael Rothschild & Joseph E. Stiglitz, 1972. "Some Further Results on the Measurement of Inequality," Cowles Foundation Discussion Papers 344, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Camacho-Cuena, Eva & Seidl, Christian & Morone, Andrea, 2005. "Comparing preference reversal for general lotteries and income distributions," Journal of Economic Psychology, Elsevier, vol. 26(5), pages 682-710, October.
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    3. Alain Trannoy & John Weymark, 2007. "Dominance Criteria for Critical-Level Generalized Utilitarianism," Vanderbilt University Department of Economics Working Papers 0707, Vanderbilt University Department of Economics.
    4. Amiel, Yoram & Cowell, Frank & Davidovitz, Leima & Polovin, Avraham, 2003. "Preference reversals and the analysis of income distributions," LSE Research Online Documents on Economics 2144, London School of Economics and Political Science, LSE Library.
    5. Denis Belomestny & Wolfgang Karl Härdle & Ekaterina Krymova, 2017. "Sieve Estimation Of The Minimal Entropy Martingale Marginal Density With Application To Pricing Kernel Estimation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(06), pages 1-21, September.
    6. Bernard, Carole & Rheinberger, Christoph & Treich, Nicolas, 2017. "Catastrophe Aversion and Risk Equity in an Interdependent World," IDEI Working Papers 872, Institut d'Économie Industrielle (IDEI), Toulouse.
    7. Kakwani, Nanak, 1991. "Growth rates and aggregate welfare : an international comparison," Policy Research Working Paper Series 647, The World Bank.
    8. Louis Kaplow, 2002. "Why Measure Inequality?," NBER Working Papers 9342, National Bureau of Economic Research, Inc.
    9. Ok, Efe A. & Lambert, Peter J., 1999. "On evaluating social welfare by sequential generalized Lorenz dominance," Economics Letters, Elsevier, vol. 63(1), pages 45-53, April.
    10. Patrick MOYES & Nicolas GRAVEL, 2011. "Utilitarianism or Welfarism: Does it Make a Difference?," Cahiers du GREThA (2007-2019) 2011-30, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    11. Nicholas Rohde, 2009. "A Symmetric Information-Theoretic Index For The Measurement of Inequality," Discussion Papers Series 398, School of Economics, University of Queensland, Australia.
    12. Jing Wan & Shenghao Zhu, 2019. "Bequests, estate taxes, and wealth distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(1), pages 179-210, February.
    13. Stiglitz, Joseph E., 2017. "The coming great transformation," Journal of Policy Modeling, Elsevier, vol. 39(4), pages 625-638.
    14. Claudio Zoli, 2012. "Characterizing Inequality Equivalence Criteria," Working Papers 32/2012, University of Verona, Department of Economics.
    15. SAVAGLIO, Ernesto, 2001. "A note on inequality criteria," LIDAM Discussion Papers CORE 2001014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    16. Franz Sinabell & Erwin Schmid & Markus F. Hofreither, 2008. "Exploring the Distribution of Direct Payments of the Common Agricultural Policy," WIFO Working Papers 330, WIFO.
    17. Kaynar, Nur & Karsu, Özlem, 2018. "Equitable decision making approaches over allocations of multiple benefits to multiple entities," Omega, Elsevier, vol. 81(C), pages 85-98.
    18. Breitmeyer, Carsten & Hakenes, Hendrik & Pfingsten, Andreas, 2004. "From poverty measurement to the measurement of downside risk," Mathematical Social Sciences, Elsevier, vol. 47(3), pages 327-348, May.
    19. Koster, M.A.L., 1999. "Weighted Constrained Egalitarianism in TU-Games," Other publications TiSEM 783f5a2d-0367-4dd9-b4d6-a, Tilburg University, School of Economics and Management.
    20. Maria Winkler-Dworak, 2003. "Food Security, Fertility Differentials and Land Degradation in Sub-Saharan Africa: A Dynamic Framework," VID Working Papers 0301, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.
    21. Nicholas Rohde, 2008. "A comparison of inequality measurement techniques," Discussion Papers Series 377, School of Economics, University of Queensland, Australia.
    22. Karsu, Özlem & Morton, Alec, 2015. "Inequity averse optimization in operational research," European Journal of Operational Research, Elsevier, vol. 245(2), pages 343-359.
    23. Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
    24. Miguel Sordo & Jorge Navarro & José Sarabia, 2014. "Distorted Lorenz curves: models and comparisons," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(4), pages 761-780, April.
    25. Muller, Christophe, 2005. "Price index dispersion and utilitarian social evaluation," Economics Letters, Elsevier, vol. 89(2), pages 141-146, November.
    26. Frank Cowell, 2005. "Theil, Inequality Indices and Decomposition," Working Papers 01, ECINEQ, Society for the Study of Economic Inequality.
    27. Michele Bernasconi, 2002. "How should income be divided? questionnaire evidence from the theory of “Impartial preferences”," Journal of Economics, Springer, vol. 77(1), pages 163-195, December.
    28. Le Breton, Michel & Moreno-Ternero, Juan D. & Savvateev, Alexei & Weber, Shlomo, 2012. "Stability and Fairness in Models with a Multiple Membership," TSE Working Papers 12-300, Toulouse School of Economics (TSE).
    29. Nanak Kakwani & Marcelo Neri & Hyun H. Son, 2009. "Linkages between Pro-Poor Growth, Social Programmes and Labour Market: The Recent Brazilian Experience," WIDER Working Paper Series RP2009-26, World Institute for Development Economic Research (UNU-WIDER).
    30. Louis Kaplow & David Weisbach, 2011. "Discount rates, social judgments, individuals’ risk preferences, and uncertainty," Journal of Risk and Uncertainty, Springer, vol. 42(2), pages 125-143, April.
    31. Carbonell-Nicolau, Oriol & Llavador, Humberto, 2018. "Inequality reducing properties of progressive income tax schedules: the case of endogenous income," Theoretical Economics, Econometric Society, vol. 13(1), January.
    32. Joseph E. Stiglitz & Andrew Charlton, 2005. "Un cycle de négociations commerciales pour le développement ?," Revue d’économie du développement, De Boeck Université, vol. 13(4), pages 17-54.
    33. Claudio Zoli, 2002. "Inverse stochastic dominance, inequality measurement and Gini indices," Journal of Economics, Springer, vol. 77(1), pages 119-161, December.
    34. Rubin Saposnik, 1981. "Rank-dominance in income distributions," Public Choice, Springer, vol. 36(1), pages 147-151, January.
    35. Stiglitz, Joseph E., 2025. "Industrial policy and the new protectionism," Journal of Policy Modeling, Elsevier, vol. 47(4), pages 708-722.
    36. Chakravarty, Satya R. & Zoli, Claudio, 2012. "Stochastic dominance relations for integer variables," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1331-1341.
    37. Daniel Urrutiaguer, 2005. "French Decentralisation of the Performing Arts and Regional Economic Disparities," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 29(4), pages 299-312, November.
    38. Koster, M.A.L., 1999. "Weighted Constrained Egalitarianism in TU-Games," Discussion Paper 1999-107, Tilburg University, Center for Economic Research.
    39. Alan S. Blinder, 1980. "The Level and Distribution of Economic Well-Being," NBER Working Papers 0488, National Bureau of Economic Research, Inc.
    40. Udo Ebert, 2008. "Living Standard, Social Welfare, and the Redistribution of Income in a Heterogeneous Population," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(5), pages 873-889, October.
    41. Juan Antonio Duro Moreno, 2001. "Cross-country inequalities in aggregate welfare: some evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 403-406.
    42. Stiglitz, Joseph E., 2002. "New perspectives on public finance: recent achievements and future challenges," Journal of Public Economics, Elsevier, vol. 86(3), pages 341-360, December.
    43. Stiglitz, Joseph E., 2018. "Pareto efficient taxation and expenditures: Pre- and re-distribution," Journal of Public Economics, Elsevier, vol. 162(C), pages 101-119.
    44. Manimay Sengupta, 2009. "Unemployment duration and the measurement of unemployment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(3), pages 273-294, September.
    45. Amiel, Yoram & Cowell, Frank, 2001. "Risk and inequality perceptions," LSE Research Online Documents on Economics 2058, London School of Economics and Political Science, LSE Library.
    46. Gundersen, Craig & et al. [+9], 2000. "A Safety Net For Farm Households," Agricultural Economic Reports 308435, United States Department of Agriculture, Economic Research Service.
    47. Frank A Cowell, 2003. "Theil, Inequality and the Structure of Income Distribution," STICERD - Distributional Analysis Research Programme Papers 67, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    48. Argyris, Nikolaos & Karsu, Özlem & Yavuz, Mirel, 2022. "Fair resource allocation: Using welfare-based dominance constraints," European Journal of Operational Research, Elsevier, vol. 297(2), pages 560-578.
    49. E. Savaglio, 2002. "Inequality Criteria, Transfers and their Representations," Thema Working Papers 2002-04, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    50. Rolf Aaberge, 2003. "Mean-Spread-Preserving Transformations," Discussion Papers 360, Statistics Norway, Research Department.
    51. Seidl, Christian & Camacho Cuena, Eva & Morone, Andrea, 2003. "Income Distributions versus Lotteries Happiness, Response-Mode Effects, and Preference," Economics Working Papers 2003-01, Christian-Albrechts-University of Kiel, Department of Economics.
    52. Cowell, Frank & Cruces, Guillermo, 2003. "Perceptions of risk : an experimental approach using internet questionnaires," LSE Research Online Documents on Economics 2235, London School of Economics and Political Science, LSE Library.
    53. Guillermina Jasso, 1982. "Measuring Inequality," Sociological Methods & Research, , vol. 10(3), pages 303-326, February.
    54. HÖLSCH Katja, 2002. "The effect of social transfers in Europe: An empirical analysis using generalised Lorenz curves," IRISS Working Paper Series 2002-02, IRISS at CEPS/INSTEAD.
    55. Juan de Dios Moreno Ternero & Antonio Villar Notario, 2002. "Bankruptcy Rules And Progressive Taxation," Working Papers. Serie AD 2002-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    56. Sreenivasan Subramanian, 2004. "Indicators of Inequality and Poverty," WIDER Working Paper Series RP2004-25, World Institute for Development Economic Research (UNU-WIDER).
    57. Wan, Jing & Zhu, Shenghao, 2012. "Intergenerational links, taxation, and wealth distribution," MPRA Paper 39511, University Library of Munich, Germany.
    58. Maria Winkler-Dworak, 2004. "Food Security, Fertility Differentials and Land Degradation in Sub-Saharan Africa: A Dynamic Framework," Vienna Yearbook of Population Research, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna, vol. 2(1), pages 227-252.
    59. Bommier, Antoine & Stecklov, Guy, 2002. "Defining health inequality: why Rawls succeeds where social welfare theory fails," Journal of Health Economics, Elsevier, vol. 21(3), pages 497-513, May.
    60. Branko Milanovic & Mark Gradstein & Yvonne Ying, 2003. "Democracy, Ideology And Income Inequality: An Empirical Analysis," Public Economics 0305002, University Library of Munich, Germany.
    61. Madden, Paul, 1996. "Suppes-Sen dominance, generalised Lorenz dominance and the welfare economics of competitive equilibrium: Some examples," Journal of Public Economics, Elsevier, vol. 61(2), pages 247-262, August.
    62. Cowell, Frank A. & Schokkaert, Erik, 2001. "Risk perceptions and distributional judgments," European Economic Review, Elsevier, vol. 45(4-6), pages 941-952, May.
    63. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
    64. Kakwani, Nanak & Neri, Marcelo Côrtes & Son, Hyun H., 2010. "Linkages Between Pro-Poor Growth, Social Programs and Labor Market: The Recent Brazilian Experience," World Development, Elsevier, vol. 38(6), pages 881-894, June.
    65. WANG, Zuxiang & SMYTH, Russell & NG, Yew-Kwang, 2009. "A new ordered family of Lorenz curves with an application to measuring income inequality and poverty in rural China," China Economic Review, Elsevier, vol. 20(2), pages 218-235, June.
    66. Gian Maria Tomat, 2014. "Revisiting poverty and welfare dominance," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2014(2), pages 125-149.
    67. Bergantiños, Gustavo & Moreno-Ternero, Juan D., 2019. "A family of rules to share the revenues from broadcasting sport events," MPRA Paper 94310, University Library of Munich, Germany, revised 04 Jun 2019.
    68. Marcus Roller & Kurt Schmidheiny, 2016. "Effective Tax Rates and Effective Progressivity in a Fiscally Decentralized Country," CESifo Working Paper Series 5834, CESifo.
    69. Rubin Saposnik, 1983. "On evaluating income distributions: Rank dominance, the Suppes-Sen grading principle of justice, and Pareto optimality," Public Choice, Springer, vol. 40(3), pages 329-336, January.
    70. Michele Bernasconi, 2002. "How should income be divided? questionnaire evidence from the theory of “Impartial preferences”," Journal of Economics, Springer, vol. 9(1), pages 163-195, December.
    71. Laurent Derobert & Guillaume Thieriot, 2003. "The Lorenz curve as an archetype: A historico-epistemological study," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 10(4), pages 573-585.
    72. Prskawetz, Alexia & Winkler-Dworak, Maria & Feichtinger, Gustav, 2003. "Production, distribution and insecurity of food: a dynamic framework," Structural Change and Economic Dynamics, Elsevier, vol. 14(3), pages 317-337, September.
    73. Fisher, Franklin M., 2003. "A metric for assessing the "goodness" of income distributions and the effect of price changes," Journal of Economic Theory, Elsevier, vol. 109(2), pages 324-332, April.
    74. Le Breton, Michel & Michelangeli, Alessandra & Peluso, Eugenio, 2012. "A stochastic dominance approach to the measurement of discrimination," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1342-1350.
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    76. Mark Gradstein & Moshe Justman, 1996. "The political economy of mixed public and private schooling: A dynamic analysis," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 3(3), pages 297-310, July.
    77. Katja Hölsch, 2002. "The Effect of Social Transfers in Europe: An Empirical Analysis Using Generalized Lorenz Curves," LIS Working papers 317, LIS Cross-National Data Center in Luxembourg.
    78. Marcus Roller & Kurt Schmidheiny, 2014. "Mobility and Progressive Taxation," ERSA conference papers ersa14p1354, European Regional Science Association.
    79. Karsu, Özlem & Morton, Alec & Argyris, Nikos, 2018. "Capturing preferences for inequality aversion in decision support," European Journal of Operational Research, Elsevier, vol. 264(2), pages 686-706.
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    87. Rodolfo Hoffmann & Diego Camargo Botassio, 2020. "Sensitivity of inequality measures considering regressive transfers with fixed relative income distance," METRON, Springer;Sapienza Università di Roma, vol. 78(3), pages 279-296, December.
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  13. Michael Rothschild & Joseph E. Stiglitz, 1969. "Increasing Risk: A Definition and Its Economic Consequences," Cowles Foundation Discussion Papers 275, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Wojtek Michalowski & Włodzimierz Ogryczak, 2001. "Extending the MAD portfolio optimization model to incorporate downside risk aversion," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(3), pages 185-200, April.
    2. Jorge Alcalde-Unzu & Marc Vorsatz, 2008. "The Measurement of Consensus: An Axiomatic Analysis," Working Papers 2008-28, FEDEA.
    3. Leima Davidovitz & Yoram Kroll, 1999. "Choices in Egalitarian Distribution: Inequality Aversion versus Risk Aversion," STICERD - Distributional Analysis Research Programme Papers 43, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    4. Anderson, Jock R., 1972. "Risk And Farm Size In The Pastoral Zone," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 16(01), pages 1-10, April.

Articles

  1. Michael Rothschild & Joseph E. Stiglitz, 1997. "Competition and Insurance Twenty Years Later," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 22(2), pages 73-79, December.

    Cited by:

    1. Dionne, G. & Doherty, N., 1991. "Adverse Selection in Insurance Markets: a Selective Survey," Cahiers de recherche 9105, Universite de Montreal, Departement de sciences economiques.
    2. Bernard Salanié, 2017. "Equilibrium in Insurance Markets: An Empiricist’s View," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(1), pages 1-14, March.
    3. Belli, Paolo, 2001. "How adverse selection affects the health insurance market," Policy Research Working Paper Series 2574, The World Bank.
    4. Joseph E. Stiglitz, 2004. "Information and the Change in the Paradigm in Economics, Part 2," The American Economist, Sage Publications, vol. 48(1), pages 17-49, March.
    5. Joseph E. Stiglitz & Jungyoll Yun & Andrew Kosenko, 2020. "Bilateral Information Disclosure in Adverse Selection Markets with Nonexclusive Competition," NBER Working Papers 27041, National Bureau of Economic Research, Inc.
    6. Nicos A. Scordis & Yoshihiko Suzawa & Astrid Zwick & Lucia Ruckner, 2014. "Principles for Sustainable Insurance: Risk Management and Value," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(2), pages 265-276, September.
    7. Normann Lorenz, 2013. "Adverse selection and risk adjustment under imperfect competition," Research Papers in Economics 2013-05, University of Trier, Department of Economics.
    8. Henri Loubergé, 1998. "Risk and Insurance Economics 25 Years After," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 23(4), pages 540-567, October.
    9. Roberta Sisto & Giustina Pellegrini & Piermichele La Sala, 2019. "Dual quality food: A negative social externality or a competitiveness opportunity?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(7), pages 307-313.
    10. Casper H. de Jong, 2021. "Risk classification and the balance of information in insurance; an alternative interpretation of the evidence," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(4), pages 445-461, December.
    11. Agnès Couffinhal, 2000. "De l'antisélection à la sélection en assurance santé : pour un changement de perspective," Économie et Prévision, Programme National Persée, vol. 142(1), pages 101-121.
    12. Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012. "Adverse Selection in Insurance Contracting," Cahiers de recherche 1231, CIRPEE.

  2. Rothschild, Michael & White, Lawrence J, 1995. "The Analytics of the Pricing of Higher Education and Other Services in Which the Customers Are Inputs," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 573-586, June.

    Cited by:

    1. Heathcote, Jonathan & Cai, Zhifeng, 2018. "College Tuition and Income Inequality," CEPR Discussion Papers 13101, C.E.P.R. Discussion Papers.
    2. Yoichi Arai & Hidehiko Ichimura & Daiji Kawaguchi, 2014. "The educational upgrading of Japanese youth, 1982-2007: Are Japanese youth ready for structural reforms?," Working Papers e078, Tokyo Center for Economic Research.
    3. Goethals, G. & Winston, G. & Zimmerman, D., 1999. "Students Educating Students: The Emerging Role of Peer Effects in Higher Education," Williams Project on the Economics of Higher Education DP-50, Department of Economics, Williams College.
    4. Ortiz-Ospina Esteban, 2017. "Monopolistic Competition and Exclusive Quality," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 17(2), pages 1-14, April.
    5. Lissitsa, Alexej & Coelli, Tim J. & Rao, D.S. Prasada, 2005. "Agricultural Economics Education in Ukrainian Agricultural Universities: An Efficiency Analysis Using Data Envelopment Analysis," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24482, European Association of Agricultural Economists.
    6. Usala, Cristian & Primerano, Ilaria & Santelli, Francesco & Ragozini, Giancarlo, 2024. "The more the better? How degree programs’ variety affects university students’ churn risk," Socio-Economic Planning Sciences, Elsevier, vol. 94(C).
    7. Joan Rosselló, 2007. "Does a public university system avoid the stratification of public universities and the segregation of students?," DEA Working Papers 26, Universitat de les Illes Balears, Departament d'Economía Aplicada.
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    Cited by:

    1. Geert Bekaert & Campbell R. Harvey, 1995. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc.
    2. Michel Normandin, 1999. "The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States," Cahiers de recherche CREFE / CREFE Working Papers 67, CREFE, Université du Québec à Montréal.
    3. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
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    24. David Neumark, 2012. "Detecting Discrimination in Audit and Correspondence Studies," Journal of Human Resources, University of Wisconsin Press, vol. 47(4), pages 1128-1157.
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    5. Laurent, Thibault & Le Breton, Michel & Lepelley, Dominique & de Mouzon, Olivier, 2016. "The Theoretical Shapley-Shubik Probability of an Election Inversion in a Toy Symmetric Version of the U.S. Presidential Electoral System," TSE Working Papers 16-671, Toulouse School of Economics (TSE), revised Feb 2018.
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    1. Rachel E. Kranton & Deborah F. Minehart, 2001. "A Theory of Buyer-Seller Networks," American Economic Review, American Economic Association, vol. 91(3), pages 485-508, June.
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    3. Gruenspecht, Howard, 2002. "Regulatory Tailoring, Reliability, and Price Volatility with Stochastic Breakdowns," RFF Working Paper Series dp-02-37, Resources for the Future.
    4. Gruenspecht, Howard K., 2002. "Regulatory Tailoring, Reliability, and Price Volatility with Stochastic Breakdowns," Discussion Papers 10781, Resources for the Future.

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    1. Aaqif Rashid Lone & Biswajit Patra, 2025. "Heterogeneous effects of climate and socioeconomic factors on wheat and maize production in Madhya Pradesh, India: evidence from Just and Pope production function," Asia-Pacific Journal of Regional Science, Springer, vol. 9(3), pages 807-830, September.
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    10. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Thinking Ahead: The Decision Problem," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(4), pages 1205-1238.
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    35. Martínez-Torres, M.R. & Díaz-Fernández, M.C. & Toral, S.L. & Barrero, F., 2015. "The moderating role of prior experience in technological acceptance models for ubiquitous computing services in urban environments," Technological Forecasting and Social Change, Elsevier, vol. 91(C), pages 146-160.
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    44. Zaki Irfan Al Hafizh & Anas Hidayat, 2022. "The role of digital payment benefits toward switching consumer behavior in the case of OVO application," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(7), pages 23-34, October.
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    1. Ulrich Doraszelski & Gregory Lewis & Ariel Pakes, 2016. "Just Starting Out: Learning and Equilibrium in a New Market," NBER Working Papers 21996, National Bureau of Economic Research, Inc.
    2. Guofang Huang & Hong Luo & Jing Xia, 2019. "Invest in Information or Wing It? A Model of Dynamic Pricing with Seller Learning," Management Science, INFORMS, vol. 65(12), pages 5556-5583, December.
    3. Anand V. Swamy & Rachel E. Kranton, 2006. "Contracts, Hold-Up, and Exports: Textiles and Opium in Colonial India," Department of Economics Working Papers 2006-05, Department of Economics, Williams College.
    4. Alexander Konon & Alexander Kritikos, 2017. "Media and Occupational Choice," Discussion Papers of DIW Berlin 1683, DIW Berlin, German Institute for Economic Research.
    5. Sylvain Chassang, 2010. "Building Routines: Learning, Cooperation, and the Dynamics of Incomplete Relational Contracts," American Economic Review, American Economic Association, vol. 100(1), pages 448-465, March.
    6. Orosel, Gerhard O & Ottaviani, Marco & Vesterlund, Lise & Bose, Subir, 2005. "Dynamic Monopoly Pricing and Herding," CEPR Discussion Papers 5003, C.E.P.R. Discussion Papers.
    7. Inga Deimen & Julia Wirtz, 2021. "Control, Cost, and Confidence:Perseverance and Procrastination in the Face of Failure," Bristol Economics Discussion Papers 21/738, School of Economics, University of Bristol, UK.
    8. Alessandro Lizzeri & Eran Shmaya & Leeat Yariv, 2024. "Disentangling Exploration from Exploitation," Working Papers 334, Princeton University, Department of Economics, Center for Economic Policy Studies..
    9. Karun Adusumilli, 2021. "Risk and optimal policies in bandit experiments," Papers 2112.06363, arXiv.org, revised May 2025.
    10. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
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    1415. Richard MacMinn & Patrick Brockett, 2017. "On the Failure (Success) of the Markets for Longevity Risk Transfer," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 299-317, April.
    1416. Carlotta Balestra & Nicolas Ruiz, 2015. "Scale-Invariant Measurement of Inequality and Welfare in Ordinal Achievements: An Application to Subjective Well-Being and Education in OECD Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 123(2), pages 479-500, September.
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Chapters

  1. McMillan, John & Rothschild, Michael, 1994. "Search," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 2, chapter 27, pages 905-927, Elsevier.

    Cited by:

  2. Charles T. Clotfelter & Michael Rothschild, 1993. "Introduction to "Studies of Supply and Demand in Higher Education"," NBER Chapters, in: Studies of Supply and Demand in Higher Education, pages 1-10, National Bureau of Economic Research, Inc.

    Cited by:

    1. Amy Ellen Schwartz & Benjamin Scafidi, 2004. "What's Happened to the Price of College?: Quality-Adjusted Net Price Indexes for Four-Year Colleges," Journal of Human Resources, University of Wisconsin Press, vol. 39(3), pages 723-745.
    2. Egon Franck & Christian Opitz, 2001. "Zur Funktion von Studiengebühren angesichts von Informationsasymmetrien auf Humankapitalmärkten," Schmalenbach Journal of Business Research, Springer, vol. 53(2), pages 91-106, March.
    3. E. Han Kim & Min Zhu, 2010. "Universities as Firms: The Case of US Overseas Programs," NBER Chapters, in: American Universities in a Global Market, pages 163-201, National Bureau of Economic Research, Inc.
    4. Emily E. Cook & Sarah Turner, 2021. "Progressivity of Pricing at U.S. Public Universities," Working Papers 2103, Tulane University, Department of Economics.
    5. Charles T. Clotfelter, 1996. "Bibliography, Index," NBER Chapters, in: Buying the Best: Cost Escalation in Elite Higher Education, pages 285-308, National Bureau of Economic Research, Inc.
    6. Neugart, Michael & Tuinstra, Jan, 2001. "Endogenous fluctuations in the demand for education," Discussion Papers, Research Unit: Labor Market Policy and Employment FS I 01-209, WZB Berlin Social Science Center.
    7. Steuerle, C. Eugene, 1997. "A Principled Approach to Educational Policy," National Tax Journal, National Tax Association;National Tax Journal, vol. 50(2), pages 351-365, June.
    8. Katja Kaufmann, 2008. "Understanding the Income Gradient in College Attendance in Mexico: The Role of Heterogeneity in Expected Returns to College," Discussion Papers 07-040, Stanford Institute for Economic Policy Research.
    9. Christian Hertrich, 2013. "Asset Allocation Considerations for Pension Insurance Funds," Springer Books, Springer, edition 127, number 978-3-658-02167-2, December.

  3. Michael Rothschild & Lawrence J. White, 1993. "The University in the Marketplace: Some Insights and Some Puzzles," NBER Chapters, in: Studies of Supply and Demand in Higher Education, pages 11-42, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  4. Michael Rothschild, 1974. "Searching for the Lowest Price When the Distribution of Prices Is Unknown: A Summary," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 293-294, National Bureau of Economic Research, Inc.

    Cited by:

    1. A. Michael Spence, 2001. "Signaling in Retrospect and the Informational Structure of Markets," Nobel Prize in Economics documents 2001-6, Nobel Prize Committee.
    2. Juan Dubra, 2004. "Optimism and Overconfidence in Search," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(1), pages 198-218, January.
    3. Tat Y. Chan & Young-Hoon Park, 2015. "Consumer Search Activities and the Value of Ad Positions in Sponsored Search Advertising," Marketing Science, INFORMS, vol. 34(4), pages 606-623, July.
    4. Frankling Mixon & Len Trevino & Angel Bales, 2004. "Just-below Princing Strategies in the Music Industry: Empirical Evidence," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 11(2), pages 165-174.
    5. Chun, Young Hak, 1997. "Rank-based selection strategies for the random walk process," European Journal of Operational Research, Elsevier, vol. 96(2), pages 417-427, January.
    6. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "Search under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
    7. Alex Gershkov & Benny Moldovanu, 2010. "Optimal Search, Learning and Implementation," Discussion Paper Series dp543, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    8. Malakhov, Sergey, 2015. "Law of one price and optimal consumption-leisure choice under price dispersion," MPRA Paper 65273, University Library of Munich, Germany.
    9. Lewis A. Kornhauser & W. Bentley MacLeod, 2010. "Contracts between Legal Persons," NBER Working Papers 16049, National Bureau of Economic Research, Inc.
    10. Tomohiro Machikita, 2004. "Is Learning by Migrating in Megalopolis Really Important?," Econometric Society 2004 Far Eastern Meetings 579, Econometric Society.
    11. Martín Egozcue & Jiang Wu & Ričardas Zitikis, 2017. "Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-25, December.
    12. Mueller, Andreas I. & Spinnewijn, Johannes & Topa, Giorgio, 2021. "Job seekers’ perceptions and employment prospects: heterogeneity, duration dependence, and bias," LSE Research Online Documents on Economics 108447, London School of Economics and Political Science, LSE Library.
    13. Sumit Agarwal & John Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru & Vincent Yao, 2024. "Searching for Approval," Econometrica, Econometric Society, vol. 92(4), pages 1195-1231, July.
    14. Pereira, Pedro, 2005. "Multiplicity of equilibria in search markets with free entry and exit," International Journal of Industrial Organization, Elsevier, vol. 23(5-6), pages 325-339, June.
    15. Christopher J. Mayer, 1993. "A model of real estate auctions versus negotiated sales," Working Papers 93-3, Federal Reserve Bank of Boston.
    16. Laura J. Kornish & Ralph L. Keeney, 2008. "Repeated Commit-or-Defer Decisions with a Deadline: The Influenza Vaccine Composition," Operations Research, INFORMS, vol. 56(3), pages 527-541, June.
    17. Laura J. Kornish & Karl T. Ulrich, 2011. "Opportunity Spaces in Innovation: Empirical Analysis of Large Samples of Ideas," Management Science, INFORMS, vol. 57(1), pages 107-128, January.
    18. Jose Maria Barrero & Nicholas Bloom & Steven J. Davis, 2021. "Why working from home will stick," CEP Discussion Papers dp1790, Centre for Economic Performance, LSE.
    19. Brown, David P., 2017. "New characterizations of increasing risk," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 7-11.
    20. Nishimura, Kiyohiko G. & Ozaki, Hiroyuki, 2004. "Search and Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 119(2), pages 299-333, December.
    21. Hector Chade & Jan Eeckhout & Lones Smith, 2017. "Sorting through Search and Matching Models in Economics," Journal of Economic Literature, American Economic Association, vol. 55(2), pages 493-544, June.
    22. Ke, T. Tony & Villas-Boas, J. Miguel, 2019. "Optimal learning before choice," Journal of Economic Theory, Elsevier, vol. 180(C), pages 383-437.
    23. DeSarbo, Wayne S. & Choi, Jungwhan, 1998. "A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 423-455, November.
    24. Willems, Tim & Rauch, Ferdinand & Larcom, Shaun, 2015. "The Benefits of Forced Experimentation: Striking Evidence from the London Underground Network," CEPR Discussion Papers 10854, C.E.P.R. Discussion Papers.
    25. Dmitry Lubensky, 2011. "A Model of Recommended Retail Prices," Working Papers 2011-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    26. Marcel Preuss, 2023. "Search, learning, and tracking," RAND Journal of Economics, RAND Corporation, vol. 54(1), pages 54-82, March.
    27. Benoit, Jean-Pierre & Dubra, Juan, 2006. "The Problem of Prevention," Working Papers 06-01, C.V. Starr Center for Applied Economics, New York University.
    28. David, Israel, 1998. "Explicit results for a class of asset-selling problems," European Journal of Operational Research, Elsevier, vol. 110(3), pages 576-584, November.
    29. Nirav Mehta, 2017. "Measuring Quality for Use in Incentive Schemes: The Case of "Shrinkage" Estimators," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 201725, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    30. Hak Chun, Young, 1996. "Selecting the best choice in the weighted secretary problem," European Journal of Operational Research, Elsevier, vol. 92(1), pages 135-147, July.
    31. Dmitry Ryvkin & Danila Serra, 2016. "The Industrial Organization of Corruption: Monopoly, Competition and Collusion," Working Papers wp2016_10_01, Department of Economics, Florida State University.
    32. Marianna Kudlyak & Damba Lkhagvasuren & Roman Sysuyev, 2012. "Sorting by skill over the course of job search," Working Paper 12-03, Federal Reserve Bank of Richmond.
    33. Ralph Siebert & Michael J. Seiler, 2020. "Why Do Buyers Pay Different Prices for Comparable Products? Evidence from the Housing Market," CESifo Working Paper Series 8337, CESifo.
    34. Anjan V. Thakor & Richard Callaway, 2004. "Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing," Finance 0411030, University Library of Munich, Germany.
    35. Anindya Ghose & Panagiotis G. Ipeirotis & Beibei Li, 2019. "Modeling Consumer Footprints on Search Engines: An Interplay with Social Media," Management Science, INFORMS, vol. 65(3), pages 1363-1385, March.
    36. Vladimir Yankov, 2014. "In Search of a Risk-free Asset," Finance and Economics Discussion Series 2014-108, Board of Governors of the Federal Reserve System (U.S.).
    37. David, Israel & Levi, Ofer, 2001. "Asset-selling problems with holding costs," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 317-321, May.
    38. Vladimir Yankov, 2024. "In Search of a Risk‐Free Asset: Search Costs and Sticky Deposit Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1053-1098, August.
    39. Böheim, Renè & Horvath, Gerard Thomas & Winter-Ebmer, Rudolf, 2011. "Great expectations: Past wages and unemployment durations," Labour Economics, Elsevier, vol. 18(6), pages 778-785.
    40. Robert E. Hall, 1979. "The Role of Prevailing Prices and Wages in the Efficient Organization of Markets," NBER Working Papers 0386, National Bureau of Economic Research, Inc.
    41. Otello Ardovino & Marco Delmastro, 2021. "An empirical analysis of the impact of structural changes in the mobile market," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(2), pages 257-274, June.
    42. Rauh, Michael T., 1997. "A Model of Temporary Search Market Equilibrium," Journal of Economic Theory, Elsevier, vol. 77(1), pages 128-153, November.
    43. Greminger, Rafael, 2019. "Optimal Search and Awareness Expansion," Other publications TiSEM ac47e6ff-42a4-4d70-addd-6, Tilburg University, School of Economics and Management.
    44. Jean-Philippe Chancelier & Michel Lara & André Palma, 2009. "Risk aversion in expected intertemporal discounted utilities bandit problems," Theory and Decision, Springer, vol. 67(4), pages 433-440, October.
    45. Edward A. Baryla & Leonard V. Zumpano, 1995. "Buyer Search Duration in the Residential Real Estate Market: The Role of the Real Estate Agent," Journal of Real Estate Research, American Real Estate Society, vol. 10(1), pages 1-14.
    46. Grosfeld-Nir, Abraham & Sarne, David & Spiegler, Israel, 2009. "Modeling the search for the least costly opportunity," European Journal of Operational Research, Elsevier, vol. 197(2), pages 667-674, September.
    47. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002. "Economics of Self-Feeding Fear," CIRJE F-Series CIRJE-F-175, CIRJE, Faculty of Economics, University of Tokyo.
    48. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2009. "Testing Models of Consumer Search Using Data on Web Browsing Behavior," Working Papers 09-23, NET Institute, revised Aug 2009.
    49. Alan W. Evans, 1999. "On Minimum Rents: Part 2, A Modern Interpretation," Urban Studies, Urban Studies Journal Limited, vol. 36(13), pages 2305-2315, December.
    50. Alexei Parakhonyak, 2013. "Oligopolistic competition and search without priors," HSE Working papers WP BRP 30/EC/2013, National Research University Higher School of Economics.
    51. Chalil, Tengku Munawar & Dahana, Wirawan Dony & Baumann, Chris, 2020. "How do search ads induce and accelerate conversion? The moderating role of transaction experience and organizational type," Journal of Business Research, Elsevier, vol. 116(C), pages 324-336.
    52. Jonathan A. Wiley & Len V. Zumpano, 2008. "The Real Estate Brokerage Market and the Decision to Disclose Property Condition Defects," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(4), pages 693-716, December.
    53. Ching-jen Sun, 2017. "Dynamic price dispersion in Bertrand–Edgeworth competition," International Journal of Game Theory, Springer;Game Theory Society, vol. 46(1), pages 235-261, March.
    54. Sebastian Linde & Ralph Siebert, 2021. "Exploring the Heterogeneous Effects of State Price Transparency Laws on Charge Prices, Negotiated Prices, and Operating Costs," CESifo Working Paper Series 9348, CESifo.
    55. Miao Chun-Hui, 2020. "Search and Bidding Costs," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(2), pages 1-7, April.
    56. Potter, Tristan, 2021. "Learning and job search dynamics during the Great Recession," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 706-722.
    57. Tom Fangyun Tan & Serguei Netessine & Lorin Hitt, 2017. "Is Tom Cruise Threatened? An Empirical Study of the Impact of Product Variety on Demand Concentration," Information Systems Research, INFORMS, vol. 28(3), pages 643-660, September.
    58. Ryvkin, Dmitry & Serra, Danila, 2020. "Corruption and competition among bureaucrats: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 175(C), pages 439-451.
    59. Erik Brynjolfsson & Yu (Jeffrey) Hu & Duncan Simester, 2011. "Goodbye Pareto Principle, Hello Long Tail: The Effect of Search Costs on the Concentration of Product Sales," Management Science, INFORMS, vol. 57(8), pages 1373-1386, August.
    60. Bucher-Koenen, Tabea & Hackethal, Andreas & Koenen, Johannes & Laudenbach, Christine, 2021. "Gender differences in financial advice," SAFE Working Paper Series 309, Leibniz Institute for Financial Research SAFE.
    61. Bikhchandani, Sushil & Sharma, Sunil, 1996. "Optimal search with learning," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 333-359.
    62. Malakhov, Sergey, 2012. "К Вопросу О Возможности Синтеза Концепции Удовлетворяющего Поиска И Неоклассической Доктрины [A note on the synthesis of the satisficing concept and the neoclassical theory]," MPRA Paper 49494, University Library of Munich, Germany.
    63. Edward A. Baryla, Jr. & Leonard V. Zumpano & Harold W. Elder, 2000. "An Investigation of Buyer Search in the Residential Real Estate Market under Different Market Conditions," Journal of Real Estate Research, American Real Estate Society, vol. 20(1), pages 75-91.
    64. Zimmermann, Klaus F. & Constant, Amelie & , & Krause, Annabelle, 2011. "Reservation Wages of First and Second Generation Migrants," CEPR Discussion Papers 8208, C.E.P.R. Discussion Papers.
    65. Rafael P. Greminger, 2019. "Optimal Search and Discovery," Papers 1911.07773, arXiv.org, revised Feb 2022.
    66. Jake Bradley & Lukas Mann, 2023. "Learning about labour markets," Discussion Papers 2023/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    67. Martin Spann & Bernd Skiera & Björn Schäfers, 2005. "Reverse-Pricing-Verfahren und deren Möglichkeiten zur Messung von individuellen Suchkosten und Zahlungsbereitschaften," Schmalenbach Journal of Business Research, Springer, vol. 57(2), pages 107-128, March.
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    71. Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel, 2002. "Transactions that did not happen and their influence on prices," SFB 373 Discussion Papers 2002,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    72. Bucher-Koenen, Tabea & Koenen, Johannes, 2015. "Do Seemingly Smarter Consumers Get Better Advice?," MEA discussion paper series 201501, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    73. Mariano Tappata, 2009. "Rockets and feathers: Understanding asymmetric pricing," RAND Journal of Economics, RAND Corporation, vol. 40(4), pages 673-687, December.
    74. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "A Note on Learning under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-113, CIRJE, Faculty of Economics, University of Tokyo.
    75. Nirav Mehta, 2017. "Targeting the Wrong Teachers? Linking Measurement with Theory to Evaluate Teacher Incentive Schemes," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20171, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    76. Ralph B. Siebert & Michael J. Seiler, 2022. "Why Do Buyers Pay Different Prices for Comparable Products? A Structural Approach on the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 65(2), pages 261-292, August.
    77. Mantian (Mandy) Hu & Chu (Ivy) Dang & Pradeep K. Chintagunta, 2019. "Search and Learning at a Daily Deals Website," Marketing Science, INFORMS, vol. 38(4), pages 609-642, July.
    78. Babur De los Santos & In Kyung Kim & Dmitry Lubensky, 2013. "Do MSRPs Decrease Prices?," Working Papers 2013-13, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    79. Dhar, Tirtha & Stiegert, Kyle W. & Gould, Brian W., 2002. "Price Dispersion, Search, and Market Power," Working Papers 201549, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    80. Chun, Young H., 1999. "Selecting the best choice in the full information group interview problem," European Journal of Operational Research, Elsevier, vol. 119(3), pages 635-651, December.
    81. Thomas J. Emmerling & Abdullah Yavas & Yildiray Yildirim, 2021. "To accept or not to accept: Optimal strategy for sellers in real estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 268-296, March.
    82. Matthew S. Lewis, 2011. "Asymmetric Price Adjustment and Consumer Search: An Examination of the Retail Gasoline Market," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 20(2), pages 409-449, June.
    83. Bart J. Bronnenberg & Jun B. Kim & Carl F. Mela, 2016. "Zooming In on Choice: How Do Consumers Search for Cameras Online?," Marketing Science, INFORMS, vol. 35(5), pages 693-712, September.
    84. Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2014. "Benchmarks in Search Markets," NBER Working Papers 20620, National Bureau of Economic Research, Inc.
    85. Tapan Biswas & Jolian Mchardy, 2007. "Asking Price and Price Discounts: The Strategy of Selling an Asset Under Price Uncertainty," Theory and Decision, Springer, vol. 62(3), pages 281-301, May.
    86. Gershkov, Alex & Moldovanu, Benny, 2013. "Non-Bayesian optimal search and dynamic implementation," Economics Letters, Elsevier, vol. 118(1), pages 121-125.
    87. Yuecheng Yu & Alexander Pelaez & Karl R. Lang, 2016. "Designing and evaluating business process models: an experimental approach," Information Systems and e-Business Management, Springer, vol. 14(4), pages 767-789, November.
    88. Adam, Klaus, 2001. "Learning While Searching for the Best Alternative," Journal of Economic Theory, Elsevier, vol. 101(1), pages 252-280, November.
    89. Greminger, Rafael, 2022. "Essays on consumer search," Other publications TiSEM 404020a9-8337-4950-b57f-0, Tilburg University, School of Economics and Management.
    90. Anocha Aribarg & Thomas Otter & Daniel Zantedeschi & Greg M. Allenby & Taylor Bentley & David J. Curry & Marc Dotson & Ty Henderson & Elisabeth Honka & Rajeev Kohli & Kamel Jedidi & Stephan Seiler & X, 2018. "Advancing Non-compensatory Choice Models in Marketing," Customer Needs and Solutions, Springer;Institute for Sustainable Innovation and Growth (iSIG), vol. 5(1), pages 82-92, March.
    91. Saul Lach, 2002. "Existence and Persistence of Price Dispersion: an Empirical Analysis," NBER Working Papers 8737, National Bureau of Economic Research, Inc.
    92. Yi, Sangyoon & Kim, Dongyeon & Ju, Jaehyeon, 2022. "Recommendation technologies and consumption diversity: An experimental study on product recommendations, consumer search, and sales diversity," Technological Forecasting and Social Change, Elsevier, vol. 178(C).
    93. Xinyu Cao & Yuting Zhu, 2024. "The Power of Commitment in Group Search," Marketing Science, INFORMS, vol. 43(1), pages 213-228, January.
    94. Brannon, James I. & Gorman, Michael F., 2002. "The effects of information costs on search and convergence in experimental markets," Journal of Economic Behavior & Organization, Elsevier, vol. 47(4), pages 375-390, April.
    95. Menzio, Guido & Trachter, Nicholas, 2015. "Equilibrium price dispersion with sequential search," Journal of Economic Theory, Elsevier, vol. 160(C), pages 188-215.
    96. Gerald Häubl & Benedict G. C. Dellaert & Bas Donkers, 2010. "Tunnel Vision: Local Behavioral Influences on Consumer Decisions in Product Search," Marketing Science, INFORMS, vol. 29(3), pages 438-455, 05-06.
    97. Farina, Tatiana, 2011. "How Do Experience and Shopping Frequency Affect Consumers Brand Choice?," Insper Working Papers wpe_257, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    98. Maity, Moutusy & Dass, Mayukh & Malhotra, Naresh K., 2014. "The Antecedents and Moderators of Offline Information Search: A Meta-Analysis," Journal of Retailing, Elsevier, vol. 90(2), pages 233-254.
    99. Muller, Alfred, 2000. "Expected utility maximization of optimal stopping problems," European Journal of Operational Research, Elsevier, vol. 122(1), pages 101-114, April.
    100. Xiaosong Wu & Matthew S. Lewis & Frank A. Wolak, 2024. "Search with learning in the retail gasoline market," RAND Journal of Economics, RAND Corporation, vol. 55(2), pages 292-323, June.
    101. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2012. "Search with Learning," Working Papers 2012-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    102. Ilke Aydogan, 2021. "Prior Beliefs and Ambiguity Attitudes in Decision from Experience," Management Science, INFORMS, vol. 67(11), pages 6934-6945, November.
    103. David Prentice & Hugh Sibly, 1996. "A Search‐Theoretic Interpretation of Multi‐Outlet Retailers," The Economic Record, The Economic Society of Australia, vol. 72(219), pages 359-369, December.
    104. Prabuddha De & Yu (Jeffrey) Hu & Mohammad S. Rahman, 2010. "Technology Usage and Online Sales: An Empirical Study," Management Science, INFORMS, vol. 56(11), pages 1930-1945, November.
    105. Yen‐Ming Lee & Sheldon M. Ross, 2013. "Bayesian selling problem with partial information," Naval Research Logistics (NRL), John Wiley & Sons, vol. 60(7), pages 557-570, October.
    106. Rauh, Michael T., 2009. "Strategic complementarities and search market equilibrium," Games and Economic Behavior, Elsevier, vol. 66(2), pages 959-978, July.
    107. Sjur Didrik Flåm & Alf Erling Risa, 2003. "Ability, Self-Confidence, and Search," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(3), pages 439-456, September.
    108. Bradley, Jake & Mann, Lukas, 2024. "Learning about labor markets," Journal of Monetary Economics, Elsevier, vol. 148(C).
    109. Choi, Jin Wook, 1982. "An analysis of price responses to public information: a case study of the USDA corn crop forecasts," ISU General Staff Papers 198201010800008030, Iowa State University, Department of Economics.
    110. Maarten Janssen & Paul Pichler & Simon Weidenholzer, 2009. "Sequential Search with Incompletely Informed Consumers: Theory and Evidence from Retail Gasoline Markets," Vienna Economics Papers vie0914, University of Vienna, Department of Economics.
    111. Martino Banchio & Suraj Malladi, 2025. "Rediscovery," Papers 2504.19761, arXiv.org.
    112. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2016. "Empirical Models of Learning Dynamics: A Survey of Recent Developments," Economics Papers 2016-W12, Economics Group, Nuffield College, University of Oxford.
    113. Flores-Szwagrzak, Karol, 2022. "Learning by Convex Combination," Working Papers 16-2022, Copenhagen Business School, Department of Economics.
    114. Miao, Chun-Hui, 2017. "Search and Information Costs," MPRA Paper 83689, University Library of Munich, Germany.
    115. Rafael P. Greminger, 2022. "Optimal Search and Discovery," Management Science, INFORMS, vol. 68(5), pages 3904-3924, May.
    116. Keller, Godfrey & Novák, Vladimír & Willems, Tim, 2019. "A note on optimal experimentation under risk aversion," Journal of Economic Theory, Elsevier, vol. 179(C), pages 476-487.
    117. Charles Hodgson & Gregory Lewis, 2025. "You Can Lead a Horse to Water: Spatial Learning and Path Dependence in Consumer Search," Econometrica, Econometric Society, vol. 93(4), pages 1299-1332, July.
    118. Xing Zhang & Tat Y. Chan & Ying Xie, 2018. "Price Search and Periodic Price Discounts," Management Science, INFORMS, vol. 64(2), pages 495-510, February.
    119. Timothy Gilbride & Joseph Guiltinan & Joel Urbany, 2008. "Framing effects in mixed price bundling," Marketing Letters, Springer, vol. 19(2), pages 125-139, June.
    120. Wolfgang Franz, 1980. "The Reservation Wage of Unemployed Persons in the Federal Republic of Germany: Theory and Empirical Tests," NBER Working Papers 0578, National Bureau of Economic Research, Inc.
    121. Robert J. Kauffman & Charles A. Wood, 2007. "Follow the leader: price change timing in Internet-based selling," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 679-700.
    122. Lemieux, James & Peterson, Robert A., 2011. "Purchase deadline as a moderator of the effects of price uncertainty on search duration," Journal of Economic Psychology, Elsevier, vol. 32(1), pages 33-44, February.
    123. Jochen Haller, 2002. "The Impact of Electronic Markets on B2B-Relationships," Industrial Organization 0204004, University Library of Munich, Germany, revised 05 Feb 2004.
    124. Greminger, Rafael, 2019. "Optimal Search and Awareness Expansion," Discussion Paper 2019-034, Tilburg University, Center for Economic Research.
    125. Maarten Janssen & Alexei Parakhonyak & Anastasia Parakhonyak, 2014. "Non-reservation price equilibria and Consumer search," HSE Working papers WP BRP 51/EC/2014, National Research University Higher School of Economics.
    126. Winter-Ebmer, Rudolf, 1998. "Unknown wage offer distribution and job search duration," Economics Letters, Elsevier, vol. 60(2), pages 237-242, August.
    127. Benny Moldovanu & Alex Gershkov, 2008. "The Trade-off Between Fast Learning and Dynamic Efficiency," 2008 Meeting Papers 348, Society for Economic Dynamics.
    128. Ed Hopkins & Robert M. Seymour, "undated". "Price Dispersion: an Evolutionary Approach," ELSE working papers 043, ESRC Centre on Economics Learning and Social Evolution.
    129. Pedro Cosme Costa Vieira, 2005. "Market equilibrium with search and computational costs," FEP Working Papers 173, Universidade do Porto, Faculdade de Economia do Porto.
    130. Kawamura, Kohei, 2013. "Eliciting information from a large population," Journal of Public Economics, Elsevier, vol. 103(C), pages 44-54.
    131. Vatter, Jaime E., 1995. "The role of expectations in an adaptive search model," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 10(1), pages 103-112.
    132. Akiko Maruyama, 2018. "One-sided learning about one fs own type in a two-sided search model: The case of n types of agents," GRIPS Discussion Papers 18-15, National Graduate Institute for Policy Studies.
    133. Elisabeth Honka & Pradeep Chintagunta, 2017. "Simultaneous or Sequential? Search Strategies in the U.S. Auto Insurance Industry," Marketing Science, INFORMS, vol. 36(1), pages 21-42, January.
    134. Carl Davidson & Steven J. Matusz, 2010. "Our Motivation," Introductory Chapters, in: International Trade with Equilibrium Unemployment, Princeton University Press.
    135. Akiko Maruyama, 2016. "One-sided learning about one's own type in a two-sided search model," GRIPS Discussion Papers 15-26, National Graduate Institute for Policy Studies.
    136. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2009. "Testing Models of Consumer Search using Data on Web Browsing and Purchasing Behavior," Working Papers 2009-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    137. Charles Hodgson & Gregory Lewis, 2020. "You Can Lead a Horse to Water: Spatial Learning and Path Dependence in Consumer Search," Cowles Foundation Discussion Papers 2246, Cowles Foundation for Research in Economics, Yale University.
    138. Biswas, Dipayan, 2004. "Economics of information in the Web economy: Towards a new theory?," Journal of Business Research, Elsevier, vol. 57(7), pages 724-733, July.
    139. Sergei Koulayev, 2008. "Estimating search with learning," Working Papers 08-29, NET Institute, revised Oct 2008.
    140. Talmain, Gabriel, 1992. "Search from an unkown distribution an explicit solution," Journal of Economic Theory, Elsevier, vol. 57(1), pages 141-157.
    141. Marcoul, Philippe & Weninger, Quinn, 2008. "Search and Active Learning with Correlated Information: Empirical Evidence from Mid-Atlantic Clam Fishermen," Staff General Research Papers Archive 11601, Iowa State University, Department of Economics.
    142. Akiko Maruyama, 2013. "Learning about one's own type: a search model with two-sided uncertainty," GRIPS Discussion Papers 12-24, National Graduate Institute for Policy Studies.
    143. José Tudón, 2021. "Can price dispersion be supported solely by information frictions?," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 75-90, April.

Books

  1. Charles T. Clotfelter & Michael Rothschild, 1993. "Studies of Supply and Demand in Higher Education," NBER Books, National Bureau of Economic Research, Inc, number clot93-1, September.

    Cited by:

    1. Wolfgang Bessler & Julian Holler & Philipp Kurmann, 2012. "Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 109-141, March.
    2. Curs, Bradley & Singell, Larry Jr., 2002. "An analysis of the application and enrollment processes for in-state and out-of-state students at a large public university," Economics of Education Review, Elsevier, vol. 21(2), pages 111-124, April.
    3. Amy Ellen Schwartz & Benjamin Scafidi, 2004. "What's Happened to the Price of College?: Quality-Adjusted Net Price Indexes for Four-Year Colleges," Journal of Human Resources, University of Wisconsin Press, vol. 39(3), pages 723-745.
    4. Egon Franck & Christian Opitz, 2001. "Zur Funktion von Studiengebühren angesichts von Informationsasymmetrien auf Humankapitalmärkten," Schmalenbach Journal of Business Research, Springer, vol. 53(2), pages 91-106, March.
    5. Charles T. Clotfelter, 2010. "Introduction to "American Universities in a Global Market"," NBER Chapters, in: American Universities in a Global Market, pages 1-29, National Bureau of Economic Research, Inc.
    6. Gordon C. Winston, 1997. "Why Can't a College be More Like a Firm?," Williams Project on the Economics of Higher Education DP-42, Department of Economics, Williams College.
    7. Singell, Larry D. & Tang, Hui-Hsuan, 2013. "Pomp and circumstance: University presidents and the role of human capital in determining who leads U.S. research institutions," Economics of Education Review, Elsevier, vol. 32(C), pages 219-233.
    8. Claudia Goldin & Lawrence F. Katz, 1998. "The Shaping of Higher Education: The Formative Years in the United States, 1890 to 1940," NBER Working Papers 6537, National Bureau of Economic Research, Inc.
    9. Jeff Grogger, 1997. "Local Violence, Educational Attainment, and Teacher Pay," NBER Working Papers 6003, National Bureau of Economic Research, Inc.
    10. Dan A. Black & Jeffrey Smith, 2003. "How Robust is the Evidence on the Effects of College Quality? Evidence From Matching," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20033, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    11. Cunningham, Brendan M., 2009. "Faculty: Thy administrator's keeper? Some evidence," Economics of Education Review, Elsevier, vol. 28(4), pages 444-453, August.
    12. Benjamin W. Cowan, 2018. "Sources of Bias in Teenagers' College Expectations," Social Science Quarterly, Southwestern Social Science Association, vol. 99(1), pages 136-153, March.
    13. Judith Scott-Clayton, 2012. "Information Constraints and Financial Aid Policy," NBER Working Papers 17811, National Bureau of Economic Research, Inc.
    14. Sean Nicholson, 2004. "How Much Do Medical Students Know About Physician Income?," NBER Working Papers 10542, National Bureau of Economic Research, Inc.
    15. Wändi Bruine de Bruin & Michael F. Bryan & Simon M. Potter & Giorgio Topa & Wilbert Van der Klaauw, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York.
    16. Lawrence Hazelrigg & Melissa Hardy, 2000. "Scaling the Semantics of Satisfaction," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 49(2), pages 147-180, February.
    17. Meta Brown & John Karl Scholz & Ananth Seshadri, 2010. "A New Test of Borrowing Constraints for Education," Working Papers 2011-003, Human Capital and Economic Opportunity Working Group.
    18. J. Bound & Harry J. Holzer, "undated". "Structural changes, employment outcomes, and population adjustments among whites and blacks: 1980-1990," Institute for Research on Poverty Discussion Papers 1057-95, University of Wisconsin Institute for Research on Poverty.
    19. Gordon C. Winston, 1996. "The Economic Structure of Higher Education : Subsidies, Customer-Inputs, and Hierarchy," Williams Project on the Economics of Higher Education DP-40, Department of Economics, Williams College.
    20. Berhman, J-R & Kletzer, L & Constantine, J & McPherson, M & Schapiro, M-O, 1996. "The Impact of College Quality on Wages : Are There Differences Among Demographic Groups?," Williams Project on the Economics of Higher Education DP-38, Department of Economics, Williams College.
    21. E. Han Kim & Min Zhu, 2010. "Universities as Firms: The Case of US Overseas Programs," NBER Chapters, in: American Universities in a Global Market, pages 163-201, National Bureau of Economic Research, Inc.
    22. William R. Johnson & Sarah Turner, 2009. "Faculty without Students: Resource Allocation in Higher Education," Journal of Economic Perspectives, American Economic Association, vol. 23(2), pages 169-189, Spring.
    23. Emily E. Cook & Sarah Turner, 2021. "Progressivity of Pricing at U.S. Public Universities," Working Papers 2103, Tulane University, Department of Economics.
    24. McDowell, John & Singell Jr., Larry D. & Stater, Mark, 2009. "Congratulations or condolences? The role of human capital in the cultivation of a university administrator," Economics of Education Review, Elsevier, vol. 28(2), pages 258-267, April.
    25. Mukhopadhyay, Abhiroop & Sahoo, Soham, 2012. "Does Access to Secondary Education Affect Primary Schooling? Evidence from India," IZA Discussion Papers 6507, Institute of Labor Economics (IZA).
    26. Ran Abramitzky & Victor Lavy, 2011. "How Responsive is Investment in Schooling to Changes in Redistribution Policies and in Returns," NBER Working Papers 17093, National Bureau of Economic Research, Inc.
    27. A. Payne, 2001. "Measuring the Effect of Federal Research Funding on Private Donations at Research Universities: Is Federal Research Funding More than a Substitute for Private Donations?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 8(5), pages 731-751, November.
    28. Aitor Lacuesta & Sergio Puente & Ernesto Villanueva, 2011. "The schooling response to a sustained increase in low-skill wages: evidence from Spain 1989-2009," Working Papers 1208, Banco de España.
    29. Joan Rosselló Villalonga, 2013. "Stratification of Public Universities and Students’ Segregation," Hacienda Pública Española / Review of Public Economics, IEF, vol. 205(2), pages 99-124, June.
    30. Joseph Calhoun & David Kamerschen, 2010. "The impact of governing structure on the pricing behavior and market structure of public institutions of higher education in the U.S," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 57(3), pages 317-333, September.
    31. Orazem, Peter & Tesfatsion, Leigh S., 1997. "Macrodynamic Implications of Income Transfer Policies for Human Capital Investment and School Effort," Staff General Research Papers Archive 1683, Iowa State University, Department of Economics.
    32. Siow, Aloysius, 1997. "Some evidence on the signalling role of research in academia," Economics Letters, Elsevier, vol. 54(3), pages 271-276, July.
    33. Oosterbeek, Hessel, 1995. "Choosing the optimum mix of duration and effort in education," Economics of Education Review, Elsevier, vol. 14(3), pages 253-263, September.
    34. Arnaud Chevalier & Reamonn Lydon, 2002. "Estimates of the Effect of Wages on Job Satisfaction," CEP Discussion Papers dp0531, Centre for Economic Performance, LSE.
    35. J. Dominitz & C. F. Manski, "undated". "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers 1049-94, University of Wisconsin Institute for Research on Poverty.
    36. Charles T. Clotfelter, 1996. "Bibliography, Index," NBER Chapters, in: Buying the Best: Cost Escalation in Elite Higher Education, pages 285-308, National Bureau of Economic Research, Inc.
    37. Stephen L. DeJardins & Dennis A. Ahlburg & Brian McCall, "undated". "An Integrated Model of Application, Admission, Enrollment, and Financial Aid," Working Papers 0104, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
    38. Wolter, Stefan C. & Zbinden, André, 2001. "Rates of Return to Education: The View of Students in Switzerland," IZA Discussion Papers 371, Institute of Labor Economics (IZA).
    39. Brian Jacob & Brian McCall & Kevin M. Stange, 2013. "College as Country Club: Do Colleges Cater to Students' Preferences for Consumption?," NBER Working Papers 18745, National Bureau of Economic Research, Inc.
    40. Andre Poyser & Ayesha Scott & Aaron Gilbert, 2021. "Indigenous investments: Are they different? Lessons from Iwi," Australian Journal of Management, Australian School of Business, vol. 46(2), pages 287-303, May.
    41. Steuerle, C. Eugene, 1997. "A Principled Approach to Educational Policy," National Tax Journal, National Tax Association;National Tax Journal, vol. 50(2), pages 351-365, June.
    42. Beffy, Magali & Fougère, Denis & Maurel, Arnaud, 2009. "Choosing the Field of Study in Post-Secondary Education: Do Expected Earnings Matter?," IZA Discussion Papers 4127, Institute of Labor Economics (IZA).
    43. Robert Jantzen, 2000. "Price and quality effects on the demand for U.S. graduate business programs," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(4), pages 730-740, November.
    44. Charles F. Manski & John D. Straub, 1999. "Worker Perceptions of Job Insecurity in the Mid-1990s: Evidence from the Survey of Economic Expectations," NBER Working Papers 6908, National Bureau of Economic Research, Inc.
    45. Arcidiacono, Peter & Hotz, V. Joseph & Kang, Songman, 2010. "Modeling College Major Choices Using Elicited Measures of Expectations and Counterfactuals," IZA Discussion Papers 4738, Institute of Labor Economics (IZA).
    46. Semjén, András, 2012. "A tandíj közgazdaságtana [The economics of tuition fees]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 31-62.
    47. Joan Roselló Villalonga, 2017. "Does Decentralization in the Provision of Higher Education Increase Quality of Education?," Hacienda Pública Española / Review of Public Economics, IEF, vol. 220(1), pages 13-55, March.
    48. Laurie Bates & Rexford Santerre, 2000. "A Time Series Analysis of Private College Closures and Mergers," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 17(3), pages 267-276, November.
    49. Amanda H. Goodall & John M. McDowell & Larry D. Singell, 2017. "Do Economics Departments Improve after They Appoint a Top Scholar as Chairperson?," Kyklos, Wiley Blackwell, vol. 70(4), pages 546-564, November.
    50. Todd R. Stinebrickner & Ralph Stinebrickner, 2000. "The Relationship Between Family Income and Schooling Attainment: Evidence from a Liberal Arts College with a Full Tuition Subsidy Program," University of Western Ontario, Departmental Research Report Series 20008, University of Western Ontario, Department of Economics.
    51. Meschi, Elena & Swaffield, Joanna K. & Vignoles, Anna, 2011. "The Relative Importance of Local Labour Market Conditions and Pupil Attainment on Post-Compulsory Schooling Decisions," IZA Discussion Papers 6143, Institute of Labor Economics (IZA).
    52. Dahlia K. Remler & Elda Pema, 2009. "Why do Institutions of Higher Education Reward Research While Selling Education?," NBER Working Papers 14974, National Bureau of Economic Research, Inc.
    53. Anders Holm & Mads Meier Jæger, 2005. "Relative Risk Aversion and Social Reproduction in Intergenerational Educational Attainment: Application of a Dynamic Discrete Choice Mode," CAM Working Papers 2006-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    54. Linda Datcher Loury, 2007. "Am I Still Too Black For You?: Schooling and Secular Change in Skin Tone Effects," Discussion Papers Series, Department of Economics, Tufts University 0712, Department of Economics, Tufts University.
    55. Brian A. Jacob & Tamara Wilder, 2010. "Educational Expectations and Attainment," NBER Working Papers 15683, National Bureau of Economic Research, Inc.
    56. Frank A. Scott & Jeffrey D. Anstine, 1997. "Market Structure in the Production of Economics Ph.D.'s," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 307-320, July.
    57. Giorgio Brunello & Claudio Lucifora & Rudolf Winter-Ebmer, 2001. "The wage expectations of European college students," Economics working papers 2001-08, Department of Economics, Johannes Kepler University Linz, Austria.
    58. Harvey S. Rosen & Alexander J. W. Sappington, 2016. "Impact of Endowment Shocks on Payouts," Working Papers 250, Princeton University, Department of Economics, Center for Economic Policy Studies..
    59. Stephen V. Cameron & James J. Heckman, 1999. "The Dynamics of Educational Attainment for Blacks, Hispanics, and Whites," NBER Working Papers 7249, National Bureau of Economic Research, Inc.
    60. Peter Michaelis, 2004. "Education, Research and the Impact of Tuition Fees - A Simple Model of the University," Discussion Paper Series 265, Universitaet Augsburg, Institute for Economics.
    61. Christian Hertrich, 2013. "Asset Allocation Considerations for Pension Insurance Funds," Springer Books, Springer, edition 127, number 978-3-658-02167-2, December.
    62. Caroline M. Hoxby, 2009. "The Changing Selectivity of American Colleges," Journal of Economic Perspectives, American Economic Association, vol. 23(4), pages 95-118, Fall.

  2. Clotfelter, Charles T. & Rothschild, Michael (ed.), 1993. "Studies of Supply and Demand in Higher Education," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226110547.

    Cited by:

    1. Wolfgang Bessler & Julian Holler & Philipp Kurmann, 2012. "Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 109-141, March.
    2. Curs, Bradley & Singell, Larry Jr., 2002. "An analysis of the application and enrollment processes for in-state and out-of-state students at a large public university," Economics of Education Review, Elsevier, vol. 21(2), pages 111-124, April.
    3. Amy Ellen Schwartz & Benjamin Scafidi, 2004. "What's Happened to the Price of College?: Quality-Adjusted Net Price Indexes for Four-Year Colleges," Journal of Human Resources, University of Wisconsin Press, vol. 39(3), pages 723-745.
    4. Egon Franck & Christian Opitz, 2001. "Zur Funktion von Studiengebühren angesichts von Informationsasymmetrien auf Humankapitalmärkten," Schmalenbach Journal of Business Research, Springer, vol. 53(2), pages 91-106, March.
    5. Charles T. Clotfelter, 2010. "Introduction to "American Universities in a Global Market"," NBER Chapters, in: American Universities in a Global Market, pages 1-29, National Bureau of Economic Research, Inc.
    6. Gordon C. Winston, 1997. "Why Can't a College be More Like a Firm?," Williams Project on the Economics of Higher Education DP-42, Department of Economics, Williams College.
    7. Singell, Larry D. & Tang, Hui-Hsuan, 2013. "Pomp and circumstance: University presidents and the role of human capital in determining who leads U.S. research institutions," Economics of Education Review, Elsevier, vol. 32(C), pages 219-233.
    8. Cunningham, Brendan M., 2009. "Faculty: Thy administrator's keeper? Some evidence," Economics of Education Review, Elsevier, vol. 28(4), pages 444-453, August.
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