June 1994, Volume 45, Issue 2
- 259-265 Portfolio characterization of risk aversion
by Wang, Zhenyu & Werner, Jan
May 1994, Volume 45, Issue 1
- 1-5 On the power of unit root tests against fractional alternatives
by Hassler, Uwe & Wolters, Jurgen
- 7-13 A diagnostic test for the sources of persistence in individuals' decisions
by Shachar, Ron
- 15-22 Aggregate output dynamics in the twentieth century
by Cheung, Yin-Wong
- 23-31 Is there a unit root in U.S. real GNP? : A re-assessment
by Naci Mocan, H.
- 33-40 Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
by Nawata, Kazumitsu
- 41-46 An alternative characterization of the extended claim-egalitarian solution
by Marco Gil, Maria del Carmen
- 47-50 Empirical evidence of political influence on the size distribution of income in the United States (1959-1991)
by Du, Qiang
- 51-53 Increases in prudence and increases in risk aversion
by Eeckhoudt, Louis & Schlesinger, Harris
- 55-57 Three-moments ranking and expected-utility maximization : A sufficient condition for the if-type consistency
by Kang, Joseph C.
- 59-62 Money and markets
by Kultti, Klaus
- 63-68 Should we test the life cycle--permanent income hypothesis with food consumption data?
by Shea, John
- 69-71 The importance of monetary shocks : Evidence from pre-Federal Reserve data
by McKierman, Barbara
- 73-77 Risky storage and the value of money
by Kitagawa, Akiomi
- 79-84 Can revenue maximizing export taxes yield higher welfare than welfare maximizing export taxes?
by Panagariya, Arvind & Schiff, Maurice
- 85-92 Temporary foreign exchange subsidies, anticipated devaluation, and the Mexdollar anomaly
by Rogers, John H.
- 93-102 Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence
by Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas
- 103-111 A microscopic model of the stock market : Cycles, booms, and crashes
by Levy, Moshe & Levy, Haim & Solomon, Sorin
- 113-118 A note on product tampering
by Choi, Chong Ju & Gettings, Stephen & Scarpa, Carlo
- 119-123 Partial vertical integration under market uncertainty
by Wang, Xinghe
April 1994, Volume 44, Issue 4
- 349-352 Semiparametric median estimation of the Type 3 Tobit model
by Chen, Songnian
- 359-364 Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models
by Godfrey, L. G. & Hutton, J. P.
- 365-370 Forecasting performance of seasonal-dummy models relative to some alternatives
by Abeysinghe, Tilak
- 371-376 Coalition formation in games of fair division
by Tatamitani, Yoshikatsu
- 377-380 Strongly consistent two-player game forms
by Abdou, J.
- 381-384 Arrow's choice axiom
by Campbell, Donald E.
- 385-388 Maximal elements of not necessarily acyclic binary relations
by Peris, Josep E. & Subiza, Begona
- 389-395 Vanity, superstition and auction price
by Woo, Chi-Keung & Kwok, Raymond H. F.
- 397-401 An alternative proof of the Hurwicz (1972) impossibility theorem
by Banerjee, Samiran
- 403-406 Duality between discounted and undiscounted models of optimal growth for a class of utility functions
by Joshi, Sumit
- 407-409 What is the neutrality of money?
by Marty, Alvin L.
- 411-414 On an additional condition for factor-price equalisation in intertemporal Heckscher-Ohlin models
by Walde, Klaus
- 415-420 Import prices, export prices and the current account : An asymmetry
by Chen, Lein Lein & Devereux, John
- 421-426 Pricing of permanent and transitory volatility for U.S. stock returns : A composite GARCH model
by den Hertog, ReneG. J.
- 427-432 Should we care? psychological barriers in stock markets
by Koedijk, Kees G. & Stork, Philip A.
- 433-437 A cointegration test of the optimal seigniorage model
by Fukuta, Yuichi & Shibata, Akihisa
- 439-442 Regional capital imbalances and the removal of interstate banking restrictions
by Gunther, Jeffrey W.
- 443-449 Who should abate carbon emissions? : An international viewpoint
by Chichilnisky, Graciela & Heal, Geoffrey
- 451-452 Revelation in informational dynamic settings (Economics letters 33, 1990, pp. 237-239)
by Burguet, Roberto
1994, Volume 44, Issue 3
- 221-228 Periodic properties of interpolated time series
by Dezhbakhsh, Hashem & Levy, Daniel
- 229-233 Bootstrapping cointegrating regression
by Li, Yikang
- 235-239 Implementing the fluctuation and moving-estimates tests in dynamic econometric models
by Kuan, Chung-Ming & Chen, Mei-Yuan
- 241-248 Rational risk valuation given sequential reduction opportunities
by Shogren, Jason F. & Crocker, Thomas D.
- 249-253 The effects of discounting opportunities in laboratory posted-offer markets
by Davis, Douglas D. & Holt, Charles A.
- 255-259 Walrasian and constrained Walrasian correspondences and Nash implementation
by Hong, Lu
- 261-265 Present value based portfolio choice
by Friis, Svend-Holger & Speckbacher, Gerhard
- 267-272 Evaluating multiperiod survey forecasts of real net exports
by Baghestani, Hamid
- 273-280 Does comovement among exchange rates imply market inefficiency?
by Baffes, John
- 281-285 Sticky import prices and J-curves
by Bacchetta, Philippe & Gerlach, Stefan
- 287-294 Uncertain liquidity and interbank contracting
by Bhattacharya, Sudipto & Fulghieri, Paolo
- 295-299 Too much conformity? : A hotelling model of local public goods supply
by Hohaus, Bolko & Konrad, Kai A. & Thum, Marcel
- 301-305 U.S. nursing homes : Are they cost efficient?
by Hofler, Richard A. & Rungeling, Brian
- 307-311 German wage curves, 1979-1990
by Wagner, Joachim
- 313-321 Explaining language proficiency : Objective versus self-assessed measures of literacy
by Charette, Michael & Meng, Ronald
- 323-328 Sequential or non-sequential employers' search?
by Abbring, J. H. & van Ours, J. C.
- 329-332 The empirical specification of price-cost margins
by Dickson, Vaughan
- 333-337 Why does schooling generate economic growth?
by Glaeser, Edward L.
- 339-343 Taxing pollution in an international duopoly context
by Hung, N. M.
- 345-345 Currency substitution and the optimal inflation tax (economics letters 42, no. 1, 1993, pp. 65-70)
by Guidotti, Pablo E. & Vegh, Carlos A.
- 347-347 The optimal extraction rate of a natural resource under uncertainty (economics letters 43, no. 2, 1993, pp. 231-234)
by Feliz, Raul Anibal
1994, Volume 44, Issue 1-2
- 1-7 A generalization of the non-parametric Henriksson-Merton test of market timing
by Pesaran, M. Hashem & Timmermann, Allan G.
- 9-19 Exploiting cross-section variation for unit root inference in dynamic data
by Quah, Danny
- 21-26 Preliminary-test estimation in a dynamic linear model
by Giles, David E. A. & Cunneen, Matthew C.
- 27-33 Estimating labor supply with panel data
by Smith Conway, Karen & Kniesner, Thomas J.
- 35-41 Excess volatility : A testing strategy
by McDermott, C. John
- 43-47 Strong hysteresis versus zero-root dynamics
by Amable, Bruno & Henry, Jerome & Lordon, Frederic & Topol, Richard
- 49-53 Homeomorphism between Leontief and Cobb-Douglas input-output models
by Burres, David
- 55-59 A note on beliefs formation in signalling games
by Olcina, G. & Urbano, A.
- 61-66 Enhancing bargaining power with most-favored-customer pricing
by Neilson, William S. & Winter, Harold
- 67-72 Optimal consumption dynamics with non-concave habit-forming utility
by Orphanides, Athanasios & Zervos, David
- 73-77 On the exploitation of additional duality relationships in consumer demand analysis
by Cooper, Russel J.
- 79-82 General consumer demand systems
by Cooper, Russel J.
- 83-86 A class of differential demand systems
by Neves, Pedro Duarte
- 87-90 Sequential auctions of stochastically equivalent objects
by Engelbrecht-Wiggans, Richard
- 91-97 T-period economies with incomplete markets
by Florenzano, Monique & Gourdel, Pascal
- 99-102 Inada's condition implies equilibrium existence is rare
by Monteiro, Paulo Klinger
- 103-108 Experimentation and learning with networks effects
by Fishman, Arthur & Gandal, Neil
- 109-111 Capital subsidy and the saving-- investment correlation in a model with perfect capital mobility
by Sen, Partha
- 119-121 Inflation and relative price variability : A comment
by Eden, Benjamin
- 123-126 Composition effect and economic fluctuations
by Gallegati, Mauro
- 127-132 Monetary uncertainty in discrete-time utility-of-money models
by Rankin, Neil
- 133-137 On the symmetry between inflation and exchange rate targets
by Gerlach, Stefan
- 139-146 Quantitative assessment of tariff endogeneity : Interwar vs. postwar
by Das, Sanghamitra & Das, Satya P.
- 147-151 Win-win indirect tax reform : A modest proposal
by Hatzipanayotou, Panos & Michael, Michael S. & Miller, Stephen M.
- 153-157 Market equilibrium effects of incentives to foreign direct investment
by Barros, Pedro Pita
- 159-164 On the imperfect substitutability of policy regimes : Exchange rate targetting vs policy coordination
by Hallet, A. J. Hughes
- 165-168 Capital markets, the separation property and hedging
by Broll, Udo & Zilcha, Itzhak
- 169-174 The forward exchange rate premium : The case of Hong Kong
by Tang, D. P. & Lee, S. R. & Thangkasemvathana, Benjaporn
- 175-180 Abnormal expected utility and event study abnormal returns
by Levy, Haim & Gunthorpe, Deborah
- 181-190 Risk aversion, imperfect competition, and long-lived information
by Holden, Craig W. & Subrahmanyam, Avanidhar
- 191-195 Ricardian equivalence for local government bonds : Budget constraint approach
by Akai, Nobuo
- 197-203 A specification test of the determinants of male-female occupational differences
by Gupta, Nabanita Datta
- 205-213 Strict liability and negligence rules when the product is information
by Thoman, Lynda
- 215-220 Cross-sector export 'externalities' in developing countries
by Bilginsoy, Cihan & Khan, Shahrukh R.
1993, Volume 43, Issue 2
- 125-128 Missing measurements in econometric models with no auxiliary relations
by Verbeek, Marno
- 129-135 Misspecification tests, unit roots and level shifts
by Hecq, Alain & Urbain, Jean-Pierre
- 137-142 Estimating fractionally integrated time series models
by Beveridge, Steve & Oickle, Cyril
- 143-147 On the power of point optimal tests of the trend stationarity hypothesis
by Hwang, Jaeyoun & Schmidt, Peter
- 149-155 Do standards of living converge? : Some cross-country evidence
by Evans, Paul & Karras, Georgios
- 163-166 Cointegration, causality and export-led growth in Portugal, 1865-1985
by Oxley, Les
- 167-170 Weak exogeneity and dynamic stability in cointegrated VARs
by Fischer, Andreas M.
- 171-175 Russell on Gorman's Engel curves : A correction
by Jerison, Michael
- 177-182 Income distribution, Pareto laws and regular variation
by Merkies, Arnold H. Q. M. & Steyn, Ivo J.
- 183-186 The principal--agent problem when the agent has access to outside markets
by Garvey, Gerald T.
- 187-192 Consistency of mean-variance analysis and expected utility analysis : A complete characterization
by Bigelow, John Payne
- 193-197 A solution to a class of agency problems, with application to the question of limited liability
by Mehta, Shailendra Raj
- 199-203 Temporary cuts in government spending as an anti-inflationary device
by Palokangas, Tapio
- 205-209 Dynamic effects of a terms-of-trade shock on a small open economy
by Cha, Baekin
- 211-218 The international impact of Federal Reserve Bank discount rate changes : Evidence from American depository receipts
by Bonomo, Vittorio & Ferris, Stephen P. & Noronha, Gregory
- 219-220 Exchangeable arbitrator behavior : A closer look
by Marburger, Daniel R.
- 221-230 Intergenerational mobility : A comparative study between Turkey and the United States
by Ozdural, Sanem
- 231-234 The optimal extraction rate of a natural resource under uncertainty
by Feliz, Raul Anibal
- 235-238 Increasing scarcity rent A sufficient condition
by Krulce, Darrell L.
- 239-239 A curvature condition ensuring uniqueness of Cournot equilibrium, with applications to comparative statics (economics letters 41, no. 1, 1993, pp. 29-33)
by Schlee, Edward E.
- 240-240 Equilibria of generalized games with -majorized preference correspondences (economics letters 41, no. 4, 1993, pp. 379-383)
by Tan, Kok-Keong & Yuan, Xian-Zhi
1993, Volume 43, Issue 1
- 1-4 Estimating daily seasonals in financial time series : The use of high-pass spectral filters
by Copeland, Laurence S. & Wang, Peijie
- 5-10 Testing for measurement errors in expectations from survey data : An instrumental variables approach
by Rich, Robert W. & Raymond, Jennie E. & Butler, J. S.
- 11-14 A note on the score test for neglected heterogeneity in the truncated normal regression model
by Santos Silva, J. M. C.
- 15-21 The coverability problem in input-output systems
by Bonanno, Giacomo
- 23-26 Security market returns and the social discount rate : A note on welfare in the overlapping generations model
by Dow, James & Gorton, Gary
- 27-30 On the contribution of an additional player to a convex game
by Grafe, F. & Inarra, E.
- 31-34 Strategic choice of waiting and reaction times in bargaining
by Stahl, Dale II
- 35-39 Decision-making by an authority under influence
by Tranaes, Torben
- 41-45 Recovering homothetic preferences
by Knoblauch, Vicki
- 47-52 First-mover advantage and organizational structure
by Koh, Winston T. H.
- 53-57 The Lorenz-ordering of Singh-Maddala income distributions
by Wilfling, Bernd & Kramer, Walter
- 59-64 Network or pay-per-view? : A welfare analysis
by Holden, Steinar
- 65-70 Relationships among some risk premia
by Agrawal, Pradeep
- 71-76 Experimental tests of prospective reference theory
by Harless, David
- 77-81 Impulse dynamics and propagation mechanisms in a real business cycle model
by Cogley, Timothy & Nason, James M.
- 83-93 Direct crowding out, optimal taxation and pollution abatement
by van der Ploeg, Frederick & Lans Bovenberg, A.
- 95-101 Old information and market efficiency
by Gauci, Bernard & Baumgartner, Thomas
- 111-117 The added worker effect : A causality test
by Tano, Doki K.
- 119-123 Late-mover advantage and product diffusion
by Kapur, Sandeep
1993, Volume 42, Issue 4
- 321-326 On the corrections to the Wald test of non-linear restrictions
by de Paula Ferrari, Silvia L. & Cribari-Neto, Francisco
- 327-333 On the relationship between impulse response analysis, innovation accounting and Granger causality
by Dufour, Jean-Marie & Tessier, David
- 335-339 Some improvements for bootstrapping regression estimators under first-order serial correlation
by Rilstone, Paul
- 341-347 In search of the right middleman
by Bhattacharya, Utpal & Yavas, Abdullah
- 349-352 Infinite Chichilnisky rules
by Lauwers, Luc
- 353-356 Revealed preference and portfolio choice
by Dardanoni, Valentino
- 357-359 Comparative dynamics of fixed versus flexible discount rate growth models
by Joshi, Sumit
- 361-365 Time consistency, indexation and the costs of inflation
by Mourmouras, Iannis A.
- 367-371 Money creation system in the Real Business Cycle theory
by Ohkusa, Yasushi
- 373-377 A cross-sectional variance bounds test
by Board, John & Bulkley, George & Tonks, Ian
- 379-383 The term structure of interest rates in a model with heterogeneous agents
by Paalsow, Anders
- 385-390 Common stochastic trends in European stock markets
by Corhay, A. & Tourani Rad, A. & Urbain, J. -P.
- 391-397 A simple model of spatial banking competition
by Wong, Kit Pong & Chan, Derek K.
- 399-403 A Ricardian Equivalence Theorem on the taxation of pension funds
by Kingston, Geoffrey & Piggott, John
- 405-410 A benchmark measure of income for assessing the distributional effects of tax reform
by Koch, Cathleen M.
- 411-417 The determinants of success in educational choice
by Reza Arabsheibani, G.
- 419-423 What is the effect of bid-rigging on prices?
by Froeb, Luke M. & Koyak, Robert A. & Werden, Gregory J.
- 425-431 Resource price dynamics with non-malleable extraction capital
by Rowse, John & Yeung, David
1993, Volume 42, Issue 2-3
- 121-128 Monotonicity of the Fisher information and the Kullback-Leibler divergence measure
by Ryu, Keunkwan
- 129-132 A diagnostic test without numerical integration
by Ai, Chunrong & Cassou, Steven P.
- 133-138 Cotrending and the stationarity of the real interest rate
by Chapman, David A. & Ogaki, Masao
- 139-142 The uniqueness of the subscription equilibrium with endogenous labor supply
by Nett, Lorenz & Peters, Wolfgang
- 143-147 Should normality be a normal assumption?
by Dorfman, Jeffrey H.
- 149-154 Wealth, bequests and attention
by Victorio, Andres G. & Arnott, Richard J.
- 155-158 Income uncertainty, bequests and annuities
by Strawczynski, Michel
- 159-166 Morishima elasticities of substitution with nested production functions
by Anderson, R. K. & Moroney, J. R.
- 167-171 Modelling heterogeneous inputs
by Marks, Robert E.
- 173-178 Sequential auctions with delay costs : A two-period model
by Menezes, Flavio M.
- 179-183 A note on majorization theory and the evaluation of income distributions
by Saposnik, Rubin
- 185-188 On some generalizations of a mean voter theorem
by Ma, Barry K. & Weiss, Jeffrey H.
- 189-194 Signalling by middlemen
by Arnold, Michael A.
- 195-199 Learning partitions
by Dimitri, Nicola
- 201-208 Efficiency wages and economic growth
by Hoon, Hian Teck
- 209-214 On relative price variability and hyperinflation
by Tang, De-piao & Wang, Ping
- 215-218 Optimum quantity of money instability
by Encarnacion, Jose Jr.
- 219-222 Monetary variability and real output
by Caporale, Tony
- 223-228 South African divestment decisions and shareholder wealth
by Moore, Norman H. & Pruitt, Stephen W. & Maurice Tse, K. S.
- 237-243 Speed variance, enforcement, and the optimal speed limit
by Graves, Philip E. & Lee, Dwight R. & Sexton, Robert L.
- 245-251 A note on vertical relations when the input supplier is a labor union
by Miller, Victoria & Vallee, Luc
- 253-259 Competition in airline networks : The case of constant elasticity demands
by Zhang, Anming & Wei, Xin
- 261-267 On the Todaro paradox
by Raimondos, Pascalis
- 269-273 Entry-inducing technology adoption
by Mørch von der Fehr, Nils-Henrik
- 275-278 Knowledge diffusion in an endogenous growth model
by Schulstad, Paul
- 281-289 Economic natural selection
by Blume, Lawrence E. & Easley, David
- 291-299 Perpetual randomness in evolutionary economics
by Mailath, George J.
- 301-312 Evolutionary stability and efficiency
by Sobel, Joel
- 313-319 Recent advances in evolutionary economics: comments
by Samuelson, Larry
1993, Volume 42, Issue 1
- 1-4 Tests of homogeneity and symmetry : Some simulation results
by Lin, An-loh
- 5-13 Alternative covariance estimators of the standard Tobit model
by Calzolari, Giorgio & Fiorentini, Gabriele
- 15-24 A note on the estimation of models with sample-selection biases
by Nawata, Kazumitsu
- 25-30 Preference representation and randomization in principal-agent contracts
by Arya, Anil & Young, Richard A. & Fellingham, John C.
- 31-36 The replacement principle in public good economies with single-peaked preferences
by Thomson, William
- 37-42 Managerial incentive contracts with a production externality
by Choi, Yoon K.
- 43-50 Turnovers and asymptotic behavior of workers
by Felli, Leonardo
- 51-57 Relative price variability and inflation in an equilibrium price misperceptions' model : Evidence for the UK
by Clare, A. D. & Thomas, S. H.
- 59-63 An alternative neo-classical growth model with closed-form decision rules
by Huffman, Gregory W.
- 65-70 Currency substitution and the optimal inflation tax
by Guidotti, Pablo E. & Vegh, Carlos A.
- 71-76 Test of the international equity integration of Japan
by Hamori, Shigeyuki
- 77-80 Measuring the efficiency cost of wage taxation with uncertain labor productivity
by Ramagopal, K. & Ramaswamy, Sunder
- 87-90 Time-dependent changes in gender-based promotion differences
by Krowas, John C.
- 91-95 Equivalence of effluent taxes and permits for environmental regulation of several local monopolies
by Requate, Till
- 97-103 Incomplete markets, firms and the projection hypothesis
by Ventura, Luigi
- 105-110 A woman's labor participation and economic growth : Creativity, knowledge utilization and family preference
by Zhang, Wei-Bin
- 111-116 Marine pollution and sport fishing quality : Using Poisson models as household production functions
by Smith, V. Kerry & Liu, Jin Long & Palmquist, Raymond B.
- 117-119 Exhaustibility and the reserves/production ratio
by Marks, Robert E. & Swan, Peter L.
1993, Volume 41, Issue 4
- 339-343 Pre-test estimation in regression under absolute error loss
by Giles, David E. A.