Printed from https://ideas.repec.org/s/cwl/cwldpp9.html
Content
1996
- 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 - 1106 Testing Additivity in Generalized Nonparametric Regression Models
by Oliver Linton & Pedro Gozalo - 1105 Adaptive Testing in ARCH Models
by Oliver Linton & Douglas G. Steigerwald - 1104 Unit Root Tests
by Peter C.B. Phillips - 1103 Automated Forecasts of Asia-Pacific Economic Activity
by Peter C.B. Phillips - 1102 Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's
by Peter C.B. Phillips - 1101 How Should We Measure Sustainable Income?
by William D. Nordhaus - 1100 Banks versus Bonds: A Simple Theory of Comparative Financial Institutions
by Sandeep Baliga & Ben Polak - 1099 A Strategic Market Game with Secured Lending
by Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1098 Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate
by Robert J. Shiller & Karl E. Case & Allan N. Weiss - 1096 Quantile Regression Model with Unknown Censoring Point
by Moshe Buchinsky & Jinyong Hahn - 1095 A Bound on the Number of Nash Equilibria in a Coordination Game
by Thomas Quint & Martin Shubik - 1094 Dumb Bugs and Bright Noncooperative Players: Games, Context and Behavior
by Thomas Quint & Martin Shubik & Dickey Yan - 1093 An Overview of the General Theory
by James Tobin - 1092 Conversation, Information, and Herd Behavior
by Robert J. Shiller - 1091 Evaluating Alternative Monetary Policy Rules
by Ray C. Fair & E. Philip Howrey - 1090 Unemployment and Liquidity Constraints
by Vassilis A. Hajivassiliou & Yannis M. Ioannides
1994
- 1089 On the Number of Nash Equilibria in a Bimatrix Game
by Thomas Quint & Martin Shubik - 1088 A Model of Migration
by Thomas Quint & Martin Shubik - 1087 The Topological Structure of Maximal Lattice Free Convex Bodies: The General Case
by Imre Barany & Herbert E. Scarf & David F. Shallcross - 1086 Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models
by Oliver Linton - 1085 Error Bands for Impulse Responses
by Christopher A. Sims & Tao Zha - 1084 The Effect of Economic Events on Votes for President: 1992 Update
by Ray C. Fair - 1083 Model Determination and Macroeconomic Activity
by Peter C.B. Phillips - 1082 Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments
by Yuichi Kitamura & Peter C.B. Phillips - 1081 Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future
by Peter C.B. Phillips - 1080 Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's
by Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon - 1079 Locational Competition and the Environment: Should Countries Harmonize Their Environmental Policies?
by William D. Nordhaus - 1078 Do Real Output and Real Wage Measures Capture Reality? The History of Lighting Suggests Not
by William D. Nordhaus - 1077 Testing for Serial Correlation Against an ARMA(1,1) Process
by Donald W.K. Andrews & Werner Ploberger - 1076 Insurance Market Games: Scale Effects and Public Policy
by Michael R. Powers & Martin Shubik & Shuntian Yao - 1075 Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically
by Pedro Gozalo & Oliver Linton - 1074 Home Equity Insurance
by Robert J. Shiller & Allan N. Weiss - 1073 Health Care Reform as Seen by a General Economist
by James Tobin - 1072 Financing Trade and the Price Level: Problems with the Description of Markets, Expectations, Money and Credit
by Martin Shubik - 1071 Is Monetary Policy Becoming Less Effective?
by Ray C. Fair - 1070 Ponzi Finance, Government Solvency and the Redundancy or Usefulness of Public Debt
by Willem H. Buiter & K.M. Kletzer - 1069 Applied Nonparametric Methods
by Wolfgang Hardle & Oliver Linton - 1068 The Allocation of Resources in the Presence of Indivisibilities
by Herbert E. Scarf - 1067 Marching to Different Drummers: Coordination and Independence in Monetary and Fiscal Policies
by William D. Nordhaus - 1066 A Limit Theorem for a Smooth Class of Semiparametric Estimators
by Ariel Pakes & Steven Olley - 1060R Hypothesis Testing with a Restricted Parameter Space
by Donald W.K. Andrews - 1021R Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results
by Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud
1993
- 1065 Second Order Approximation in the Partially Linear Regression Model
by Oliver Linton - 1064 Robust Nonstationary Regression
by Peter C.B. Phillips - 1063 Macroeconomic Shocks in an Aggregative Disequilibrium Model
by Hajivassiliou - 1062 Common Knowledge
by John Geanakoplos - 1061 The Natural Rate as New Classical Macroeconomics -- For Rod Cross, The Natural Rate Hypothesis 25 Years On
by James Tobin - 1059 Empirical Process Methods in Econometrics
by Donald W.K. Andrews - 1058 Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative
by Donald W.K. Andrews & Werner Ploberger - 1057 A Simulation Estimation Analysis of the External Debt Crises of Developing Countries
by Hajivassiliou - 1056 The Theory of Money and Financial Institutions
by Martin Shubik - 1055 Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984
by Peter C.B. Phillips & James W. McFarland - 1054 Adaptive Estimation in ARCH Models
by Oliver Linton - 1053 Nonlinear Econometric Models with Deterministically Trending Variables
by Donald W.K. Andrews & C. John McDermott - 1052 On the Sources and Significance of Interindustry Differences in Technological Opportunities
by Alvin K. Klevorick & Richard C. Levin & Richard R. Nelson & Sidney G. Winter - 1051 Classical Estimation Methods for LDV Models Using Simulation
by Vassilis A. Hajivassiliou & Paul A. Ruud - 1050 The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part II
by Martin Shubik & Shuntian Yao - 1049 Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization
by Vassilis A. Hajivassiliou - 1048 Aggregate Income Risks and Hedging Mechanisms
by Robert J. Shiller - 1047 Fully Modified Least Squares and Vector Autoregression
by Peter C.B. Phillips - 1046 The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part I
by Martin Shubik & Shuntian Yao - 1045 Measuring the Impact of Global Warming in Agriculture
by Robert Mendelsohn & William D. Nordhaus & Daigee Shaw - 1044 Behavioral Heterogeneity and Cournot Oligopoly Equilibrium
by Jean-Michel Grandmont - 1043 A Strategic Market Game with Seigniorage Costs of Fiat Money
by Martin Shubik & D.P. Tsomocos - 1042 An Old Keynesian Counterattacks
by James Tobin - 1030R Poverty in Relation to Macroeconomic Trends, Cycles, and Policies
by James Tobin
1992
- 1041 An Alternative Theory of Firm and Industry Dynamics
by Richard Ericson & Ariel Pakes - 1040 Hyper-Consistent Estimation of a Unit Root in Time Series Regression
by Peter C.B. Phillips - 1039 Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
by Peter C.B. Phillips - 1038 Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics
by Peter C.B. Phillips & Werner Ploberger - 1037 Some Dynamics of a Strategic Market Game with a Large Number of Agents
by John H. Miller & Martin Shubik - 1036 Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures
by Robert J. Shiller - 1035 The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests
by Donald W.K. Andrews - 1034 A Nine Variable Probabilistic Macroeconomic Forecasting Model
by Christopher A. Sims - 1033 Construction of Stationary Markov Equilibria in a Strategic Market Game
by Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1032 The Complex of Maximal Lattice Free Simplices
by Imre Barany & Roger Howe & Herbert E. Scarf - 1029 Tjalling Charles Koopmans (August 28, 1910-February 26, 1985)
by Herbert E. Scarf - 1028 On the Periodic Structure of the Business Cycle
by Eric Ghysels - 1027 Christmas, Spring and the Dawning of Economic Recovery
by Eric Ghysels - 1026 Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series
by Donald W.K. Andrews & Hong-Yuan Chen - 1025 Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy
by Peter C.B. Phillips - 1024 Bayes Models and Forecasts of Australian Macroeconomic Time Series
by Peter C.B. Phillips - 1023 Bayesian Model Selection and Prediction with Empirical Applications
by Peter C.B. Phillips - 1022 Expectations Driven Nonlinear Business Cycles
by Jean-Michel Grandmont - 1020 An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables
by Donald W.K. Andrews - 1019 Rolling the 'Dice': An Optimal Transition Path for Controlling Greenhouse Gases
by William D. Nordhaus - 1018 A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions Under Uncertainty and Liquidity Constraints
by Vassilis A. Hajivassiliou & Yannis M. Ioannides - 1017 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
by Peter C.B. Phillips & Werner Ploberger - 1016 Optimal Changepoint Tests for Normal Linear Regression
by Donald W.K. Andrews & Inpyo Lee & Werner Ploberger - 1015 Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
by Donald W.K. Andrews & Werner Ploberger - 1014 Transactions Loans, Intertemporal Loans, Variable Velocity, the Rates of Interest and Commodity Money: Part 1. Transactions Loans
by Martin Shubik & Shuntian Yao - 1013 Money (for New Palgrave Money and Finance)
by James Tobin - 1012 Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets
by Robert J. Shiller & Fumiko Kon-Ya & Yoshiro Tsutsui - 1011 Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy
by Christopher A. Sims - 1010 The Impact of Climate on Agriculture: A Ricardian Approach
by Robert Mendelsohn & William D. Nordhaus & Shaw, Daigee - 1009 The 'DICE' Model: Background and Structure of a Dynamic Integrated Climate-Economy Model of the Economics of Global Warming
by William D. Nordhaus - 1008 Empirical Implications of Arbitrage-Free Asset Markets
by S. Maheswaran & Christopher A. Sims - 1005 Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations
by Ray C. Fair - 1004 The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics
by Ray C. Fair
1991
- 1007 Simulation Estimation Methods for Limited Dependent Variable Models
by Vassilis A. Hajivassiliou - 1006 Index-Based Futures and Options Markets in Real Estate
by Karl E. Case & Robert J. Shiller & Allan N. Weiss - 1003 Unidentified Components in Reduced Rank Regression Estimation of ECM's
by Peter C.B. Phillips - 1002 A Bayesian Analysis of Trend Determination in Economic Time Series
by Eric Zivot & Peter C.B. Phillips - 1001 Vector Autoregression and Causality: A Theoretical Overview and Simulation Study
by Hiro Y. Toda & Peter C.B. Phillips - 1000 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
by Peter C.B. Phillips - 999 The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models
by Peter C.B. Phillips - 998 Unit Roots
by Peter C.B. Phillips - 997 A Reexamination of the Consumption Function Using Frequency Domain Regressors
by Dean Corbea & Sam Ouliaris & Peter C.B. Phillips - 996 Classification of Two-Person Ordinal Bimatrix Games
by Imre Barany & J. Lee & Martin Shubik - 995 Preface to Eduard Marz, Schumpeter, English Translation, Yale University Press
by James Tobin - 994R Price Flexibility and Output Stability: An Old Keynesian View
by James Tobin - 993 International Currency Regimes, Capital Mobility, and Macroeconomic Policy
by James Tobin - 992 Commentary on Irving Fisher, The Nature of Capital and Income (1906)
by James Tobin - 991 On the Internationalization of Portfolios
by William C. Brainard & James Tobin - 990 An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming
by William Cook & Thomas Rutherford & Herbert E. Scarf & David F. Shallcross - 989 How Fast Do Old Men Slow Down?
by Ray C. Fair - 988 The Ecology of Markets
by William D. Nordhaus - 987 Transformations of the Commodity Space, Behavioral Heterogeneity and the Aggregation Problem
by Jean-Michel Grandmont - 986 Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum
by Peter C.B. Phillips - 985 Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
by Christopher A. Sims - 984 Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions
by Ariel Pakes - 983 Repeated Games: Cooperation and Rationality
by David G. Pearce - 982 Stabilizing the Soviet Economy
by William D. Nordhaus - 981 A Bound of the Proportion of Pure Strategy Equilibria in Generic Games
by Faruk Gul & David G. Pearce & Ennio Stacchetti - 980 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
by Peter C.B. Phillips & Werner Ploberger - 979 Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt - 978 The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study
by Hiro Y. Toda & Peter C.B. Phillips - 977 Vector Autoregression and Causality
by Hiro Y. Toda & Peter C.B. Phillips - 976 An 'Average' Lyapunov Convexity Theorem and Some Core Equivalence Results
by Lin Zhou - 975 Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models
by Donald W.K. Andrews - 974 A Refined Bargaining Set of an n-Person Game and Endogenous Coalition Formation
by Lin Zhou - 973 Dual Distribution in Franchising
by Nancy T. Gallini & Nancy A. Lutz - 972 Strictly Fair Allocations in Large Exchange Economies
by Lin Zhou - 971 Arithmetic Repeat Sales Price Estimators
by Robert J. Shiller - 970 Actual and Warranted Relations Between Asset Prices
by Andrea E. Beltratti & Robert J. Shiller - 969 Economic Equilibrium and Soviet Economic Reform
by Herbert E. Scarf - 968 Tests of Specification for Parametric and Semiparametric Models
by Yoon-Jae Whang & Donald W.K. Andrews - 966 The Invisible Hand in Modern Macroeconomics
by James Tobin - 965 Shortest Integer Vectors
by Herbert E. Scarf & Shallcross, David F.
1990
- 967 The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis
by Vassilis A. Hajivassiliou & Daniel McFadden - 964 A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)
by Martin Shubik & D.P. Tsomocos - 963 Default and Bankruptcy in a Multistage Exchange Economy
by Martin Shubik - 962 On the Convex Hull of the Integer Points
by Antal Balog & Imre Barany - 961 A Strategic Market Game of a Finite Economy with a Mutual Bank
by Martin Shubik & Jingang Zhao - 960 Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models
by Vassilis A. Hajivassiliou & Axel Borsch-Supan - 959 The Price for the Widow's Cruse: Or the Value of an Infinitely Productive Asset
by Martin Shubik - 958 Least Concavity and the Distribution-Free Estimation of Non-Parametric Concave Functions
by Rosa L. Matzkin - 957 Estimation of Multinomial Models Using Weak Monotonicity Assumptions
by Rosa L. Matzkin - 956 The Hybrid Solutions of an n-Person Game
by Jingang Zhao - 955 International Diversification of Social and Private Risk: The US and Japan
by Stephen S. Golub - 954 Inefficiency of Strategy-Proof Allocation Mechanisms in Pure Exchange Economies
by Lin Zhou - 953 Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?
by Robert J. Shiller & Andrea E. Beltratti - 952 Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared
by Robert J. Shiller & Maxim Boycko & Vladimir Korobov - 951 A Functional Central Limit Theorem for Strong Mixing Stochastic Processes
by Donald W.K. Andrews & David Pollard - 950 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends
by Peter C.B. Phillips - 949 A Shortcut to LAD Estimator Asymptotics
by Peter C.B. Phillips - 948 Operational Algebra and Regression t-Tests
by Peter C.B. Phillips - 947 Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns
by Peter C.B. Phillips & Mico Loretan - 946 The Generalized Basis Reduction Algorithm
by Herbert E. Scarf & Laszlo Lovasz - 945 The Frobenius Problem and Maximal Lattice Free Bodies
by Herbert E. Scarf & Shallcross, David F. - 944 Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
by Eric Zivot & Donald W.K. Andrews - 943 Tests for Parameter Instability and Structural Change with Unknown Change Point
by Donald W.K. Andrews - 942 An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
by Donald W.K. Andrews & Christopher J. Monahan - 941 Voting by Committees
by Salvador Barbera & Hugo Sonnenschein & Lin Zhou - 940 Generic Uniform Convergence
by Donald W.K. Andrews - 939 Financial Integration, Liquidity and Exchange Rates
by Vittorio Grilli & Nouriel Roubini - 938 Aggregation and Social Choice: A Mean Voter Theorem
by Andrew Caplin & Barry Nalebuff - 937 Aggregation and Imperfect Competition: On the Existence of Equilibrium
by Andrew Caplin & Barry Nalebuff - 936 A Colored Version of Tverberg's Theorem
by Imre Barany & D.G. Larman - 935 Testing Game Theoretic Models of Price-Fixing Behaviour
by Vassilis A. Hajivassiliou - 934 Growth and Distribution: A Neoclassical Kaldor-Robinson Exercise
by James Tobin
1989
- 933 Testing for a Unit Root in the Presence of Deterministic Trends
by Peter C.B. Phillips & Peter Schmidt - 932 Asymptotics for Linear Processes
by Peter C.B. Phillips & Victor Solo - 931 On the Theory of Macroeconomic Policy
by James Tobin - 930 Mathematical Programming and Economic Theory
by Herbert E. Scarf - 929 Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations
by In Choi & Peter C.B. Phillips - 928 Estimating Long Run Economic Equilibria
by Peter C.B. Phillips & Mico Loretan - 927 Alternative Approaches to the Political Business Cycle
by William D. Nordhaus - 925 Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
by Donald W.K. Andrews & Yoon-Jae Whang - 924 Risk Analysis in Economics: An Application to University Finances
by William D. Nordhaus