Content
2001
- 1298 Estimates of the Effectiveness of Monetary Policy
by Ray C. Fair - 1297 Monotone Preferences over Information
by Juan Dubra & Echenique, Federico - 1296 Measurability Is Not about Information
by Juan Dubra & Federico Echenique - 1295 Valuation Ratios and the Long-run Stock Market Outlook: An Update
by John Y. Campbell & Robert J. Shiller - 1294 Expected Utility Theory without the Completeness Axiom
by Juan Dubra & Fabio Maacheroni & Efe A. Ok - 1293 Local Polynomial Whittle Estimation of Long-range Dependence
by Donald W.K. Andrews & Yixiao Sun - 1292R The Financing of Innovation: Learning and Stopping
by Dirk Bergemann & Ulrich Hege - 1292 The Financing of Innovation: Learning and Stopping
by Dirk Bergemann & Ulrich Hege - 1291 Electoral Rules and the Emergence of New Issue Dimensions
by Estelle Cantillon - 1290 A Computational Analysis of the Core of a Trading Economy with Three Competitive Equilibria and a Finite Number of Traders
by Martin Shubik & Alok Kumar - 1289 The Uses of Teaching Games in Game Theory Classes and Some Experimental Games
by Martin Shubik - 1288 Weighted Minimum Mean-Square Distance from Independence Estimation
by Donald J. Brown & Marten H. Wegkamp - 1287 Multifractal Products of Cylindrical Rules
by Julien Barral & Benoit B. Mandelbrot - 1281R Does Democracy Engender Justice?
by John E. Roemer
2000
- 1286 New Data and Output Concepts for Understanding Productivity Trends
by William D. Nordhaus - 1285 A Graphical Analysis of Some Basic Results in Social Choice
by Estelle Cantillon & Antonio Rangel - 1284 Productivity Growth and the New Economy
by William D. Nordhaus - 1283 Structural Change in Tail Behavior and the Asian Financial Crisis
by Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips - 1282 Alternative Methods for Measuring Productivity Growth
by William D. Nordhaus - 1280 Unilateral Deviation with Perfect Information
by Pradeep Dubey & Ori Haimanko - 1279 The Effect of Bidders' Asymmetries on Expected Revenue in Auctions
by Estelle Cantillon - 1278 Forecasting New Zealand's Real GDP
by Aaron F. Schiff & Peter C.B. Phillips - 1277 Entry and Vertical Differentiation
by Dirk Bergemann & Juuso Valimaki - 1276 Investment Incentives in Procurement Auctions
by Leandro Arozamena & Estelle Cantillon - 1275R Global Games: Theory and Applications
by Stephen Morris & Hyun Song Shin - 1275 Global Games: Theory and Applications
by Stephen Morris & Hyun Song Shin - 1274 GMM Estimation of Autoregressive Roots Near Unity with Panel Data
by Hyungsik Roger Moon & Peter C.B. Phillips - 1273 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders
by Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Shin, Hyun - 1272 How to Compute Equilibrium Prices in 1891
by William C. Brainard & Herbert E. Scarf - 1271R Faulty Communication
by Stephen Morris - 1271 Faulty Communication
by Morris, Stephen - 1270 Optimal Inventory Policies When Sales Are Discretionary
by Herbert E. Scarf - 1269 Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics
by Donald W.K. Andrews - 1267 Pooled Log Periodogram Regression
by Katsumi Shimotsu & Peter C.B. Phillips - 1266 Local Whittle Estimation in Nonstationary and Unit Root Cases
by Katsumi Shimotsu & Peter C.B. Phillips - 1265 Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case
by Katsumi Shimotsu & Peter C.B. Phillips - 1264 Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges
by Peter C.B. Phillips - 1263 A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
by Donald W.K. Andrews & Patrik Guggenberger - 1262 A Stochastic Overlapping Generations Economy with Inheritance
by Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1261 Information and the Existence of Stationary Markovian Equilibrium
by Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1260 Rethinking Multiple Equilibria in Macroeconomic Modelling
by Stephen Morris & Hyun Song Shin - 1259 Social Security Investment in Equities in an Economy with Short-Term Production and Land
by Peter Diamond & John Geanakoplos - 1258 Estimated, Calibrated, and Optimal Interest Rate Rules
by Ray C. Fair - 1257R Inside and Outside Money, Gains to Trade, and IS-LM
by Pradeep Dubey & John Geanakoplos - 1257 Inside and Outside Money, Gains to Trade, and IS-LM
by Pradeep Dubey & John Geanakoplos - 1256 Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time
by Benoit B. Mandelbrot - 1255 Competitive Prizes: When Less Scrutiny Induces More Effort
by Pradeep Dubey & Chien-wei Wu - 1254 Optimal Scrutiny in Multi-Period Promotion Tournaments
by Pradeep Dubey & Ori Haimanko - 1253 The Theory of Money
by Martin Shubik - 1252 Asymptotics in Minimum Distance from Independence Estimation
by Donald J. Brown & Marten H. Wegkamp - 1251 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
by Yoosoon Chang - 1250 On the Number of Bootstrap Repetitions for BC_a Confidence Intervals
by Donald W.K. Andrews & Moshe Y. Buchinsky - 1249 Bargaining and Markets: Complexity and the Walrasian Outcome
by Hamid Sabourian - 1248 Information Acquisition and Efficient Mechanism Design
by Dirk Bergemann & Juuso Vaimaki - 1247 Default in a General Equilibrium Model with Incomplete Markets
by Pradeep Dubey & John Geanakoplos & Martin Shubik
1999
- 1246 Maximum Likelihood Estimation in Panels with Incidental Trends
by Hyungsik R. Moon & Peter C.B. Phillips - 1245 Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors
by Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips - 1244 Unit Root Log Periodogram Regression
by Peter C.B. Phillips - 1243 Discrete Fourier Transforms of Fractional Processes
by Peter C.B. Phillips - 1242 Political Correctness
by Stephen Morris - 1241R Coordination Risk and the Price of Debt
by Stephen Morris & Hyun Song Shin - 1241 Coordination Risk and the Price of Debt
by Stephen Morris & Hyun Song Shin - 1240 Stationary Multi Choice Bandit Problems
by Dirk Bergemann & Juuso Vaimaki - 1239 World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
by Stefano G. Athanasoulis & Robert J. Shiller - 1238 Survey of Multifractality in Finance
by Benoit Mandelbrot - 1237 Strategic Buyers and Privately Observed Prices
by Dirk Bergemann & Juuso Valimaki - 1236 Repeated Games with Almost-Public Monitoring
by George J. Mailath & Stephen Morris - 1235 Contractual Intermediaries
by Garey Ramey & Joel Watson - 1234 On Minsky's Agenda for Reform
by James Tobin - 1233 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
by Donald W.K. Andrews & Biao Lu - 1232 Competition for Goods in Buyer-Seller Networks
by Rachel E. Kranton & Deborah F. Minehart - 1231 Vertical Integration: Networks, and Markets
by Rachel E. Kranton & Deborah F. Minehart - 1230R Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
by Donald W.K. Andrews - 1230 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
by Donald W.K. Andrews - 1229 Testing When a Parameter Is on the Boundary of the Maintained Hypothesis
by Donald W.K. Andrews - 1228 An Empirical Model of Inventory Investment by Durable Commodity Intermediaries
by George J. Hall & John Rust - 1227 Toward a Theory of Reinsurance and Retrocession
by Michael R. Powers & Martin Shubik - 1226 Entry and Innovation in Vertically Differentiated Markets
by Dirk Bergemann & Juuso Valimaki - 1225 Conditioning Institutions and Renegotiation
by Garey Ramey & Joel Watson - 1224 Estimation of Autoregressive Roots Near Unity Using Panel Data
by Hyungsik R. Moon & Peter C.B. Phillips - 1223 Nonstationary Binary Choice
by Peter C.B. Phillips & Joon Y. Park - 1222 Linear Regression Limit Theory for Nonstationary Panel Data
by Peter C.B. Phillips & Hyungsik R. Moon - 1221 Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
by Peter C.B. Phillips & Hyungsik R. Moon - 1220 Empirical Limits for Time Series Econometric Models
by Peter C.B. Phillips & Werner Ploberger - 1219 Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations
by Peter C.B. Phillips - 1218 Starting Small in an Unfamiliar Environment
by James E. Rauch & Joel Watson - 1217 Starting Small and Commitment
by Joel Watson - 1216 Contract-Theoretic Approaches to Wages and Displacement
by Wouter J. den Haan & Garey Ramey & Joel Watson - 1215 Liquidity Flows and Fragility of Business Enterprises
by Wouter J. den Haan & Garey Ramey & Joel Watson - 1214 Experimentation in Markets
by Dirk Bergemann & Juuso Valimaki - 1213 The Hierarchical Approach to Modeling Knowledge and Common Knowledge
by Ronald Fagin & John Geanakoplos & Joseph Y. Halpern & Moshe Y. Vardi - 1212 Measuring Bubble Expectations and Investor Confidence
by Robert J. Shiller - 1211 Rationalizable Trade
by Stephen Morris & Skiadas Costis - 1210 Pareto Improving Price Regulation When the Asset Market Is Incomplete
by P. Jean-Jacques Herings & Heracles M. Polemarchakis - 1209 Work Motivation
by Truman F. Bewley - 1208 Preference for Information and Dynamic Consistency
by Simon Grant & Atsushi Kajii & Ben Polak - 1207 Decomposable Choice Under Uncertainty
by Simon Grant & Atsushi Kajii & Ben Polak
1998
- 1206 Dynamic Common Agency
by Dirk & Juuso Valimaki - 1205 Estimating Yield Curves by Kernel Smoothing Methods
by Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard - 1204 A Theory of the Onset of Currency Attacks
by Stephen Morris & Hyun Song Shin - 1203 Cheap Talk and Co-ordination with Payoff Uncertainty
by Sandeep Baliga & Stephen Morris - 1202 Fiat Money and the Efficient Financing of the Float, Production and Consumption. Part I: The Float
by Martin Shubik - 1201 Requiem for Kyoto: An Economic Analysis of the Kyoto Protocol
by William D. Nordhaus & Joseph G. Boyer - 1200 The Health of Nations: Irving Fisher and the Contribution of Improved Longevity to Living Standards
by William D. Nordhaus - 1199 Price Competition for an Informed Buyer
by Giuseppe Moscarini & Marco Ottaviani - 1198 Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
by John C. Chao & Peter C.B. Phillips - 1197 Rissanen's Theorem and Econometric Time Series
by Werner Ploberger & Peter C.B. Phillips - 1196 New Unit Root Asymptotics in the Presence of Deterministic Trends
by Peter C.B. Phillips - 1195 Finance Applications of Game Theory
by Franklin Allen & Stephen Morris - 1194 Would a Privatized Social Security System Really Pay a Higher Rate of Return?
by John Geanakoplos & Olivia S. Mitchell & Stephen P. Zeldes - 1193 Social Security Money's Worth
by John Geanakoplos & Olivia S. Mitchell & Stephen P. Zeldes - 1192 Higher Order Approximations for Wald Statistics in Cointegrating Regressions
by Zhijie Xiao & Peter C.B. Phillips - 1191 How to Estimate Autoregressive Roots Near Unity
by Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao - 1190 Nonlinear Regressions with Integrated Time Series
by Joon Y. Park & Peter C.B. Phillips - 1189 A Primer on Unit Root Testing
by Peter C.B. Phillips & Zhijie Xiao - 1188 Financial Globalization: Can National Currencies Survive?
by James Tobin - 1187 Monetary Policy: Recent Theory and Practice
by James Tobin - 1186 Nonparametric Censored Regression
by Arthur Lewbel & Linton, Oliver Linton - 1185 Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing
by Robert J. Shiller - 1184 Game Theory, Complexity and Simplicity. Part III: Critique and Prospective
by Martin Shubik - 1183 A Strategic Market Game with Active Bankruptcy
by John Geanakoplos & Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1182 Asymptotics for Nonlinear Transformations of Integrated Time Series
by Peter C.B. Phillips & Joon Y. Park - 1181 Nonstationary Density Estimation and Kernel Autoregression
by Peter C.B. Phillips & Joon Y. Park - 1180 Econometric Analysis of Fisher's Equation
by Peter C.B. Phillips - 1179 Designing Indexed Units of Account
by Robert J. Shiller - 1178 On the Skiadas 'Conditional Preference Approach' to Choice Under Uncertainty
by Simon Grant & Atsushi Kajii & Ben Polak - 1177 Moral Hazard in Home Equity Conversion
by Robert J. Shiller & Allan N. Weiss - 1176 Wald Revisited: The Optimal Level of Experimentation
by Giuseppe Moscarini & Lones Smith - 1175 Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand
by Donald J. Brown & Rosa L. Matzkin - 1174 Some Simple Games for Teaching and Research. Part 1: Cooperative Games
by Martin Shubik - 1173 The Equivalence of the Dekel-Fudenberg Iterative Procedure and Weakly Perfect Rationalizability
by P. Jean-Jacques Herings & Vincent J. Vannetelbosch - 1172 Human Behavior and the Efficiency of the Financial System
by Robert J. Shiller - 1171 Indexed Units of Account: Theory and Assessment of Historical Experience
by Robert J. Shiller - 1170 Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets
by Donald J. Brown & Chris Shannon
1997
- 1169 Non-Convex Costs and Capital Utilization: A Study of Production Scheduling at Automobile Assembly Plants
by George J. Hall - 1168 Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations
by Ray C. Fair - 1167 Why Not Cut Pay?
by Truman F. Bewley - 1166 Multifractality of Deutschemark/US Dollar Exchange Rates
by Adlai Fisher & Laurent Calvet & Benoit Mandelbrot - 1165 Large Deviations and the Distribution of Price Changes
by Laurent Calvet & Adlai Fisher & Benoit Mandelbrot - 1164 A Multifractal Model of Asset Returns
by Benoit Mandelbrot & Adlai Fisher & Laurent Calvet - 1163 Band Spectral Regression with Trending Data
by Dean Corbae & Sam Ouliaris & Peter C.B. Phillips - 1162 Regressions for Partially Identified, Cointegrated Simultaneous Equations
by In Choi & Peter C.B. Phillips - 1161 An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy
by Zhijie Xiao & Peter C.B. Phillips - 1160 The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions
by Oliver Linton & E. Mammen & J. Nielsen - 1159 The Experiment in Applied Econometrics
by James Tobin - 1158 A Model of a Predatory State
by Boaz Moselle & Ben Polak - 1157 A Simple Counterexample to the Bootstrap
by Donald W.K. Andrews - 1156 A Stochastic Infinite-Horizon Economy with Secured Lending, or Unsecured Lending and Bankruptcy
by Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1155 Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure
by John C. Chao & Peter C.B. Phillips - 1154 The Significance of the Market Portfolio
by Stefano G. Athanasoulis & Robert J. Shiller - 1153 Estimation When a Parameter Is on a Boundary: Theory and Applications
by Donald W.K. Andrews - 1152 Beyond the CPI: An Augmented Cost of Living Index (ACOLI)
by William D. Nordhaus - 1151 Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form
by Oliver Linton - 1150 Supply Constraints on Employment and Output: NAIRU Versus Natural Rate
by James Tobin - 1149 Can We Grow Faster?
by James Tobin - 1148 Some Higher Order Theory for a Consistent Nonparametric Model Specification Test
by Yanqin Fan & Oliver Linton - 1147 Asset Markets and Investment Decisions
by A. De Waegenaere & Heracles M. Polemarchakis & L. Ventura - 1146R Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
by Donald W.K. Andrews - 1145 Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations
by Robert J. Shiller - 1144 Stochastic Algorithms for Dynamic Models: Markov Perfect Equilibrium, and the 'Curse' of Dimensionality
by Ariel Pakes & Paul McGuire - 1141R On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
by Donald W.K. Andrews & Moshe Buchinsky - 1130R The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series
by Yoon-Jae Whang & Oliver Linton - 1126R Incomplete Derivative Markets and Portfolio Insurance
by Charalambos Aliprantis & Donald J. Brown & Werner, J. - 1097 World Income Components: Measuring and Exploiting International Risk Sharing Opportunities
by Robert J. Shiller & Stefano G. Athanasoulis
1996
- 1131R3 Nash and Walras Equilibrium
by John Geanakoplos - 1123R3 Three Brief Proofs of Arrow's Impossibility Theorem
by John Geanakoplos - 1143 Promises Promises
by John Geanakoplos - 1142 The Generalized War of Attrition
by Jeremy I. Bulow & Paul Klemperer - 1140 Conditional Independence Restrictions: Testing and Estimation
by Oliver Linton & Pedro Gozalo - 1139 Hyperfinite Asset Pricing Theory
by M. Ali Khan & Yeneng Sun - 1138 Market Diffusion with Two-Sided Learning
by Dirk Bergemann & Juuso Valimaki - 1137 Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior
by John C. Chao & Peter C.B. Phillips - 1136 Prices, Asset Markets and Indeterminacy
by Heracles M. Polemarchakis & P. Siconolfi - 1135 Spurious Regression Unmasked
by Peter C.B. Phillips - 1134 Efficiency Gains from Quasi-Differencing Under Nonstationarity
by Peter C.B. Phillips & Chin Chin Lee - 1133 Exchange and Optimality
by S. Ghosal & Heracles M. Polemarchakis - 1132 Price Variations in a Stock Market with Many Agents
by P. Bak & M. Paczuski & Martin Shubik - 1129 Estimated Inflation Costs Had European Unemployment Been Reduced in the 1980s by Macro Prices
by Ray C. Fair - 1128 The Hangman's Paradox and Newcomb's Paradox as Psychological Games
by John Geanakoplos - 1127 Matrices with Identical Sets of Neighbors
by Imre Barany & Herbert E. Scarf - 1125 A Scorecard for Indexed Government Debt
by John Y. Campbell & Robert J. Shiller - 1124 Tests of Seasonal and Non-Seasonal Serial Correlation
by Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger - 1122 Market Experimentation and Pricing
by Dirk Bergemann & Juuso Valimaki - 1121 Testing the Standard View of the Long-Run Unemployment-Inflation Relationship
by Ray C. Fair - 1120 A Stopping Rule for the Computation of Generalized Method of Moments Estimators
by Donald W.K. Andrews - 1119 Semiparametric Estimation of a Sample Selection Model
by Donald W.K. Andrews & Marcia A. Schafgans - 1118 An Asymptotic Expansion in the Garch(1,1) Model
by Oliver Linton - 1117 What is the Value of Scientific Knowledge? An Application to Global Warming Using the PRICE Model
by William D. Nordhaus & David Popp - 1116 Explaining the Labor Force Participation of Women 20-24
by Ray C. Fair & Diane J. Macunovich - 1115 Why Do People Dislike Inflation?
by Robert J. Shiller - 1114 Preference for Information
by Simon Grant & Atsushi Kajii & Ben Polak - 1113 Learning and Strategic Pricing
by Dirk Bergemann & Juuso Valimaki - 1112 Time and Money
by Martin Shubik - 1111R A Conditional Kolmogorov Test
by Donald W.K. Andrews
1995
- 1110 Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
by Robert J. Shiller & Ryan Schneider - 1109 Testable Restrictions on the Equilibrium Manifold
by Donald J. Brown & Rosa L. Matzkin - 1108 Evaluating the Probability of Failure of a Banking Firm
by Moshe Buchinsky & Oved Yosha - 1107 Information Externalities, Share-Price Based Incentives and Managerial Behaviour
by Simon Grant & Stephen King & Ben Polak