Content
November 2002, Volume 3, Issue 2
- 249-298 What Determines Expected International Asset Returns?
by Campbell R. Harvey & Bruno Solnik & Guofu Zhou - 299-359 Trading Volume and Asset Prices
by Jiang Wang - 361-378 A Theory of Co-operatives Based on Rights
by Thomas H. Noe & Stephen D. Smith - 379-406 Effects of Growth and Volatility in Public Expenditures on Economic Growth: Theory and Evidence
by Liutang Gong & Heng-fu Zou - 407-431 Income Taxation and Tax Evasion in a Finite Economy
by Waly Wane - 433-451 The Economic Effects of Inflation Tax Instruments in an Overlapping-Generations Economy with Production
by Jianhuai Shi - 453-469 Nonparametric Inference Based on Sampled Minima
by Ibrahim A. Ahmad
May 2002, Volume 3, Issue 1
- 1-25 Does a Higher Sacrifice Ratio Mean that Central Bank Independence is Excessive?
by Alex Cukierman - 27-42 Fiscal Policy and the Implementation of the Walsh Contract for Central Bankers
by Haizhou Huang & A. Jorge Padilla - 43-64 PPP May not Hold Afterall: A Further Investigation
by Serena Ng & Pierre Perron - 67-84 Managerial Performance, Bid Premiums, and the Characteristics of Takeover Targets
by Chao Chen & Philippe Cornu - 85-101 Inflation, Growth, and Income Distribution: A Cross-Country Study
by Hongyi Li & Heng-fu Zou - 103-116 Series Estimation of Partially Linear Panel Data Models with Fixed Effects
by Badi H. Baltagi & Dong Li - 117-134 Generalized Semiparametric Binary Prediction
by Jeff Racine - 135-147 Existence of an Equilibrium in a General Competitive Exchange Economy with Indivisible Goods and Money
by Satoru Fujishige & Zaifu Yang - 149-167 A Stochastic Theory of Limit Order Transactions in Securities Markets
by Edmund H. Mantell - 169-183 Government Deficits, Political Inefficiency, and Fiscal Reconstruction in Japan
by Takero Doi & Toshihiro Ihori & Hiroki Kondo - 185-217 General Equilibrium in a Labor-Managed Economy with Uncertainty and Incomplete Markets
by Richard E. Kihlstrom & Jean-Jacques Laffont
November 2001, Volume 2, Issue 2
- 265-296 Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
by Domenico Cuoco & Hua He - 297-323 Viable Costs and Equilibrium Prices in Frictional Securities Markets
by Zhiwu Chen - 325-351 Liquidity, Bargaining, and Multiple Equilibria in a Search Monetary Model
by Shouyong Shi - 353-377 The Dynamics of Firms in the Presence of Adjustment Costs
by Ruqu Wang - 379-400 Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets
by Tao Zha - 401-414 Equilibrium Cost Overruns
by Yongmin Chen & Ron Smith - 415-435 Finite Horizon Negotiation Games
by Lutz-Alexander Busch & Quan Wen - 437-444 Residential Investment and Economic Growth
by Yi Wen - 445-465 Martingale Measure Method for Expected Utility Maximization in Discrete-Time Incomplete Markets
by Ping Li & Jianming Xia & Jia-an Yan - 467-486 Do Stock Returns Follow a Finite Variance Distribution?
by Qi-Man Shao & Hao Yu & Jun Yu - 487-518 Attribute Coordination in Organizations
by Yingyi Qian & Gerard Roland & Chenggang Xu
May 2001, Volume 2, Issue 1
- 1-30 A Comparative Study of Different Shrinkage Estimators for Panel Data Models
by G. S. Maddala & Hongyi Li & V. K. Srivastava - 31-58 Consistent Speciffcation Tests for Regression Models
by Chunrong Ai - 59-76 Data Transformation and Forecasting in Models with Unit Roots and Cointegration
by John C. Chao & Valentina Corradi & Norman R. Swanson - 77-96 A Consistent Test for the Parametric Specification of the Hazard Function
by Yanqin Fan & Paul Rilstone - 97-100 On Model Approximation for Long-Memory Processes: A Cautionary Result
by Clive W. J. Granger - 101-122 Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application
by Jie Q. Guo & Tong Li - 123-164 Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function
by Yongmiao Hong - 165-185 An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services
by Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson - 187-213 Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions
by Soosung Hwang & John Knight & Stephen E. Satchell - 215-235 Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
by Chihwa Kao & Lung-fei Lee & Mark M. Pitt - 237-248 Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator
by Oliver Linton - 249-264 Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors
by Aman Ullah & Shalabh & Debasri Mukherjee
November 2000, Volume 1, Issue 2
- 231-263 A Theory of Supervision with Endogenous Transaction Costs
by Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort - 265-282 Power Risk Aversion Utility Functions
by Danyang Xie - 283-301 The Growth-Inequality Nexus without Borrowing Restrictions and Government Intervention: Some Implications from a Prototype Model
by Isaac Ehrlich & Chi-Wa Yuen - 303-339 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
by Jushan Bai - 337-357 Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth
by Qi Li & Jeffrey Wooldridge - 359-381 Optimal Portfolios in an Incomplete Market
by Jiongmin Yong - 381-400 Capital Structure and Product Market Strategy
by Chong-en Bai & Shan Li - 403-433 The Macroeconomic Impact of Decentralized Spending and Deficits: International Evidence
by Francesca Fornasari & Steven B. Webb & Heng-fu Zou - 423-479 Economic Reforms and Constitutional Transition
by Jeffrey Sachs & Wing Thye Woo & Xiaokai Yang
May 2000, Volume 1, Issue 1
- 1-18 Fiscal Decentralization in Developing Countries: The Effects of Local Corruption and Tax Evasion
by Jan K. Brueckner - 19-32 Feasible and Continuous Double Implementation of Constrained Walrasian Allocations
by Guoqiang Tian - 33-47 Do Debt Flows Crowd Out Equity Flows or the Other Way Round?
by Assaf Razin & Efraim Sadka & Chi-Wa Yuen - 49-77 Evolution of Transitory Volatility over the Week
by Charles Cao & Hyuk Choe - 79-100 Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange
by Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou - 101-116 Growth Optimal Portfolio in a Market Driven by a Jump-Diffusion-Like Process or a Levy Process
by Jia-an Yan & Qiang Zhang & Shuguang Zhang - 117-146 Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income
by Yunhong Yang - 147-163 Foreign Aid Reduces Domestic Capital Accumulation and Increases Foreign Borrowing: A Theoretical Analysis
by Liutang Gong & Heng-fu Zou - 165-188 Why Are Entrepreneurs Liquidity-Constrained?
by Weiying Zhang - 189-210 Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations
by Chun Chang & Yijiang Wang - 211-230 Endogenous Structure of the Division of Labor, Endogenous Trade Policy Regime, and a Dual Structure in Economic Development
by Xiaokai Yang & Dingsheng Zhang