Content
1991
- 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 - 923 Inflationary Expectations and Price Setting Behavior
by Ray C. Fair - 922 Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model
by Nancy A. Lutz & Philip H. Dybvig - 921 Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
by Ray C. Fair & John B. Taylor - 920 Renegotiation and Symmetry in Repeated Games
by David G. Pearce & Dilip Abreu & Ennio Stacchetti - 919 An Introduction to General Equilibrium with Incomplete Asset Markets
by John Geanakoplos - 918 A Nonparametric Maximum Rank Correlation Estimator
by Rosa L. Matzkin - 917 On Integer Points in Polyhedra: A Lower Bound
by Imre Barany & Roger Howe & Laszlo Lovasz - 916 Neighbors of the Origin for Four by Three Matrices
by David F. Shallcross - 915 The Reconciliation of Micro and Macro Economics
by Martin Shubik - 914 Game Theory Without Partitions, and Applications to Speculation and Consensus
by John Geanakoplos - 913 The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets
by John Geanakoplos & Martin Shubik - 912 Existence of Walras Equilibrium Without a Price Player of Generalized Game
by John Geanakoplos & Pradeep Dubey - 911 Do the Secondary Markets Believe in Life After Debt?
by Vassilis A. Hajivassiliou - 910 Asymptotics for Semiparametric Econometric Models: III. Testing and Examples
by Donald W.K. Andrews - 909R Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation
by Donald W.K. Andrews - 908R Asymptotics for Semiparametric Econometric Models: I. Estimation
by Donald W.K. Andrews - 907 An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables
by Donald W.K. Andrews - 906 Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors
by Donald W.K. Andrews - 905 Market Innovation and Entrepreneurship: A Knightian View
by Truman F. Bewley - 904 Gold, Liquidity and Secured Loans in a Multi-Stage Economy. Part II. Many Durables, Land and Gold
by Martin Shubik & Shuntian Yao - 903 The Transactions Cost of Money (A Strategic Game Analysis)
by Martin Shubik & Shuntian Yao - 902 Solving Systems of Simultaneous Equations in Economics
by John Geanakoplos & Shafer, Wayne - 901 Observability and Optimality
by John Geanakoplos & Heracles M. Polemarchakis - 900 Liquidity and Bankruptcy with Incomplete Markets: Pure Exchange
by John Geanakoplos & Pradeep Dubey - CFP 899 Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains
by Peter C.B. Phillips & In Choi - 898R The Durbin-Watson Ratio Under Infinite Variance Errors
by Peter C.B. Phillips & Mico Loretan - 897R Time Series Regression with a Unit Root and Infinite Variance Errors
by Peter C.B. Phillips - 896 The Production Smoothing Model Is Alive and Well
by Ray C. Fair - 895 Repeated Trade and the Velocity of Money
by Martin Shubik & Pradeep Dubey & Siddhartha Sahi - 887 A New Proof of Knight's Theorem on the Cauchy Distribution
by Peter C.B. Phillips - 886 A Little Magic with the Cauchy Distribution
by Peter C.B. Phillips
1988
- 894 Nonparametric Tests of Maximizing Behavior Subject to Nonlinear Sets
by Rosa L. Matzkin - 893 Reflections on Econometric Methodology
by Peter C.B. Phillips - 892 The Interaction of Implicit and Explicit Contracts in Repeated Agency
by David G. Pearce & Ennio Stacchetti - 891 The Interaction of Implicit and Explicit Contracts in Repeated Agency
by Martin Shubik - 890 The Behavior of Home Buyers in Boom and Post-Boom Markets
by Robert J. Shiller & Karl E. Case - 889 Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold-Crossing Models
by Rosa L. Matzkin - 888 The Macroeconomics of Government Finance
by James Tobin & Michael Haliassos - 885 The Power of Commitment
by John Geanakoplos & Chien-fu Chou - 884R Correlated Equilibrium with Generalized Information Structures
by Geanakoplos & Adam Brandenburger & Eddie Dekel - 883 The Shapes of Polyhedra
by Herbert E. Scarf & R. Kannan & Laszlo Lovasz - 882R Error Correction and Long Run Equilibrium in Continuous Time
by Peter C.B. Phillips - 881 Estimation and Inference in Models of Cointegration: A Simulation Study
by Peter C.B. Phillips & Bruce E. Hansen - 880 Testing for a Unit Root in the Presence of a Maintained Trend
by Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park - 879R Default and Efficiency in a General Equilibrium Model with Incomplete Markets
by Pradeep Dubey & John Geanakoplos & Martin Shubik - 878 Capital Structure and dividend Irrelevance with Asymmetric Information
by Philip H. Dybvig & Jaime F. Zender - 877R Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
by Donald W.K. Andrews - 877 Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
by Donald W.K. Andrews - 876 The Stabilization of the U.S. Economy: Evidence from the Stock Market
by Matthew D. Shapiro - 875 Information and Timing in Repeated Partnerships
by David G. Pearce & Dilip Abreu & Paul R. Milgrom - 874R Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
by Donald W.K. Andrews - 873 Spanning, Valuation and Options
by Donald J. Brown & Stephen A. Ross - 872 Spectral Regression for Cointegrated Time Series
by Peter C.B. Phillips - 871 Gold, Liquidity and Secured Loans in a Multistage Economy. Part I: Gold as Money
by Martin Shubik & Shuntian Yao - 870 Sources of Business Cycle Fluctuations
by Matthew D. Shapiro & Mark W. Watson - 869R Statistical Inference in Instrumental Variables
by Peter C.B. Phillips & Bruce E. Hansen - 868 Knightian Decision Theory and Econometric Inference
by Truman F. Bewley - 867 Warranties as Signals Under Consumer Moral Hazard
by Nancy A. Lutz - 866R Optimal Inference in Cointegrated Systems
by Peter C.B. Phillips - 865 The Characteristic Function of the Dirichlet and Multivariate F Distributions
by Peter C.B. Phillips - 864 Common Knowledge of Summary Statistics
by Adam Brandenburger & John Geanakoplos - 863 Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete
by John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze - 862 Appropriating the Returns from Industrial R&D
by Richard C. Levin & Alvin K. Klevorick & Richard R. Nelson & Sidney G. Winter - 861 A Centered Projective Algorithm for Linear Programming
by Michael J. Todd & Yinyu Ye - 860 Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
by Philip H. Dybvig & Chi-fu Huang - 859 Increases in Risk Aversion and Portfolio Choice in a Complete Market
by Philip H. Dybvig - 858 Stock Prices, Earnings and Expected Dividends
by John Y. Campbell & Robert J. Shiller - 857 The Informational Content of Ex Ante Forecasts
by Ray C. Fair & Robert J. Shiller - 775R A Theory of Hierarchies Based on Limited Managerial Attention
by John Geanakoplos & Paul R. Milgrom
1987
- 856R VAR Models as Structural Approximations
by Ray C. Fair - 855 Renegotiation-Proof Equilibria: Collective Rationality and Intertemporal Cooperation
by David G. Pearce - 854 A Note on an Optimal Garnishing Rule
by Martin Shubik & Pradeep Dubey - 853 Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence
by Robert J. Shiller - 852 Multiple Regression with Integrated Time Series
by Peter C.B. Phillips - 851 Prices of Single Family Homes Since 1970: New Indexes for Four Cities
by Karl E. Case & Robert J. Shiller - 850R The Noncooperative Equilibria of a Trading Economy with Complete Markets and Consistent Prices
by Siddhartha Sahi & Shuntian Yao - 849 Inventories, Investment, Inflation and Taxes
by James Tobin - 848 An Aggregative Disequilibrium Model of the U.S. Labour Market
by Vassilis A. Hajivassiliou - 847R Asymptotic Properties of Residual Based Tests for Cointegration
by Peter C.B. Phillips & Sam Ouliaris - 846 Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations
by Peter C.B. Phillips - 845R Partially Identified Econometric Models
by Peter C.B. Phillips - 844 Testing Strictly Concave Rationality
by Rosa L. Matzkin & Marcel K. Richter - 843 The Term Structure of Interest Rates. U.S. Government Term Structure Data
by Robert J. Shiller & J. Huston McCulloch - 842 Bimodal t-Ratios
by Peter C.B. Phillips & Vassilis A. Hajivassiliou - 841 Silver and Gold and Liquidity
by Martin Shubik - 840 Joint Distribution Theory for Some Statistics Based on LIML and TSLS
by Grant H. Hillier - 839 Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
by Ray C. Fair & Kathryn M. Dominguez - 838 Valuation and Optimality in Exchange Economies with a Countable Number of Agents
by Donald J. Brown & Charalambos Aliprantis & Owen Burkinshaw - 837 Implementational Issues and Computational Performance Solving Applied General Equilibrium Models with SLCP
by Thomas Rutherford - 836 A Modeling System for Applied General Equilibrium Analysis
by Thomas Rutherford - 835 Knightian Decision Theory, Part II. Intertemporal Problems
by Truman F. Bewley - 834R Equilibria in Exchange Economies with a Countable Number of Agents
by Donald J. Brown & Charalambos Aliprantis & Owen Burkinshaw - 833R Econometric Modeling as Information Aggregation
by Ray C. Fair & Robert J. Shiller - 832 Inference in Econometric Models with Structural Change
by Donald W.K. Andrews & Ray C. Fair - 831 The Effect of Economic Events on Votes for President: 1984 Update
by Ray C. Fair - 830 Semiparametric Estimation of Monotonic and Concave Utility Functions: The Discrete Choice Case
by Rosa L. Matzkin - 829 Game Theory. Models of Strategic Behavior and Nuclear Deterrence
by Martin Shubik - 828 Measuring Market Power in U.S. Industry
by Matthew D. Shapiro - 827R Distributional Analysis of Portfolio Choice
by Philip H. Dybvig - 826R Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market
by Philip H. Dybvig - 825 Sequential Games of Resource Extraction: Existence of Nash Equilibria
by Rabah Amir - 824R Conditional and Unconditional Statistical Independence
by Peter C.B. Phillips - 823 Spherical Matrix Distributions and Cauchy Quotients
by Peter C.B. Phillips - 822 Are Cyclical Fluctuations in Productivity Due More to Supply Shocks or Demand Shocks?
by Matthew D. Shapiro - 821 Supply Shocks in Macroeconomics
by Matthew D. Shapiro - 820 The Future of Social Security: One Economist's Assessment
by James Tobin - 818 Optimal Choice of Monetary Policy Instruments in a Macroeconometric Model
by Ray C. Fair - 817 Financial Intermediaries
by James Tobin - 816 Ultimate Sources of Aggregate Variability
by Robert J. Shiller - 815 Sources of Output and Price Variability in a Macroeconometric Model
by Ray C. Fair
1986
- 819R Statistical Inference in Regressions with Integrated Processes: Part 2
by Peter C.B. Phillips & Joon Y. Park - 814R A Strategic Market Game with Complete Markets
by Rabah Amir & Siddhartha Sahi & Martin Shubik - 813 International Evidence on the Demand for Money
by Ray C. Fair - 812 The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
by Robert J. Shiller & John Y. Campbell - 811R Statistical Inference in Regressions with Integrated Processes: Part 1
by Peter C.B. Phillips & Joon Y. Park - 810 Interest Rate and Exchange Rate Determination
by Ray C. Fair - 809R Testing for Cointegration Using Principal Component Measures
by Peter C.B. Phillips & Sam Ouliaris - 808 Forecasting the Depression: Harvard Versus Yale
by Ray C. Fair & Matthew D. Shapiro & Kathryn M. Dominguez - 807 Knightian Decision Theory: Part 1
by Truman F. Bewley - 806 The Unique Minimal Cash Flow Competitive Equilibrium
by Martin Shubik - 805 A Game Theoretic Approach to the Theory of Money and Financial Institutions
by Martin Shubik - 804 Enough Commodity Money and the Selection of a Unique Competitive Equilibrium
by Martin Shubik - 803 Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results
by Vassilis A. Hajivassiliou - 802 Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors
by Peter C.B. Phillips & Joon Y. Park - 801 On the Formulation of Wald Tests of Nonlinear Restrictions
by Peter C.B. Phillips & Joon Y. Park - 800 Power in Econometric Applications
by Donald W.K. Andrews - 799 Limiting Distributions of the Number of Pure Strategy Nash Equilibria in n-Person Games
by Imelda Yeung Powers - 798 On the Performance of Least Squares in Linear Regression with Undefined Error Means
by Donald W.K. Andrews - 797 Quasirents, Influence and Organization Form
by Paul R. Milgrom - 796 Weak Convergence to the Matrix Stochastic Integral BdB
by Peter C.B. Phillips - 795R Testing for a Unit Root in Time Series Regression
by Peter C.B. Phillips & Pierre Perron - 794 Survey Evidence on Diffusion of Interest Among Institutional Investors
by Robert J. Shiller & John Pound - 793 Resources, Technology, and Development: Will the Table Be Bare When Poor Countries Get There?
by William D. Nordhaus - 792 Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model
by Vassilis A. Hajivassiliou - 791 Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
by Dilip Abreu & David G. Pearce & Ennio Stacchetti - 790 Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
by Donald W.K. Andrews - 789 Defense Economics and Economic Warfare Revisited
by J. Hoult Verkerke & Martin Shubik - 788 Trends Versus Random Walks in Time Series Analysis
by Steven N. Durlauf & Peter C.B. Phillips - 787 Issues Arising in Management and Control of Naval Forces
by P. Bracken & Martin Shubik