# Centre interuniversitaire de recherche en économie quantitative, CIREQ

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Postal: C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7

Phone: (514) 343-6557

Fax: (514) 343-7221

Web page: http://www.cireq.umontreal.ca

Email:

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Phone: (514) 343-6557

Fax: (514) 343-7221

Web page: http://www.cireq.umontreal.ca

Email:

More information through EDIRC

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### 2005

**12-2005 Von Neumann-Morgenstern Stable Sets in Matching Problems***by*EHLERS, Lars**11-2005 Dynamic Measures of Individual Deprivation***by*BOSSERT, Walter & D’AMBROSIO, Conchita**10-2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form***by*DUFOUR, Jean-Marie & JOUINI, Tarek**09-2005 Kernel Estimation when Density Does Not Exist***by*ZINDE-WALSH, Victoria**08-2005 Consistent House Allocation***by*EHLERS, Lars & KLAUS, Bettina**07-2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression***by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda**06-2005 Intertemporal Social Evaluation***by*BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David**05-2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series***by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc**04-2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions***by*BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda**03-2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics***by*DUFOUR, Jean-Marie**02-2005 The Double Curse of a Common Property Productive Asset Oligopoly***by*BENCHEKROUN, Hassan**01-2005 Economic Development under Alternative Trade Regimes***by*CASTRO, Rui

### 2004

**17-2004 Nearly Serial Sharing Methods***by*SPRUMONT, Yves**16-2004 Relative Uncertainty Aversion and Additively Representable Set Rankings***by*BOSSERT, Walter & SLINKO, Arkadii**15-2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior***by*ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.**14-2004 The Progressivity of Equalization Payments in Federations***by*GRAVEL, Nicolas & POITEVIN, Michel**13-2004 Reference Groups and Individual Deprivation***by*BOSSERT, Walter & D’AMBROSIO, Conchita**12-2004 The Possibility of Ordering Infinite Utility Streams***by*BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro**11-2004 Aumann-Shapley Pricing: A Reconsideration of the Discrete Case***by*SPRUMONT, Yves**10-2004 Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods***by*McCAUSLAND, William J.**09-2004 Time Reversibility of Stationary Regular Finite State Markov Chains***by*McCAUSLAND, William J.**08-2004 A Theory of Random Consumer Demand***by*McCAUSLAND, William J.**07-2004 On the Determination of the Return to Capital when there is no Exogenous Ownership in Firms***by*CRETTEZ, Bertrand & MICHEL, Philippe**06-2004 Interpersonal Comparisons of Well-Being***by*BLACKORBY, Charles & BOSSERT, Walter**05-2004 Optimum Tariffs and Patent Length in a Model of North-South Technology Transfer***by*VISHWASRAO, Sharmila & GUPTA, Srabana & BENCHEKROUN, Hassan**04-2004 Anonymous Single-Profile Welfarism***by*BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David**03-2004 Temporary Natural Resource Cartels***by*BENCHEKROUN, Hassan & GAUDET, Gérard & LONG, Ngo Van**02-2004 Deprivation and Social Exclusion***by*BOSSERT, Walter & D'AMBROSIO, Conchita & PERAGINE, Vito**01-2004 Repeated Moral Hazard with Persistence***by*MUKOYAMA, Toshihiko & SAHIN, Aysegül

### 2003

**18-2003 Nonlinear Monetary Policy Rules: Some New Evidence for the U.S***by*DOLADO, J.J. & MARIA-DOLORES, R. & RUGE-MURCIA, Francisco J.**17-2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models***by*RUGE-MURCIA, Francisco J.**16-2003 The Backing of Government Debt and the Price Level***by*CASTRO, Rui & De RESENDE, Carlos & RUGE-MURCIA, Francisco**15-2003 Explaining the Transition Between Exchange Rate Regimes***by*MASSON, Paul & RUGE-MURCIA, Francisco J.**14-2003 Short Run and Long Run Causality in Time Series : Inference***by*DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric**13-2003 In Search of Advice for Physicians in Entry-Level Medical Markets***by*EHLERS, Lars**12-2003 Resource-Monotonicity for House Allocation Problems***by*EHLERS, Lars & KLAUS, Bettina**11-2003 Efficient Priority Rules***by*EHLERS, Lars & KLAUS, Bettina**10-2003 Identification, Weak Instruments and Statistical Inference in Econometrics***by*DUFOUR, Jean-Marie**09-2003 Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes***by*DUFOUR, Jean-Marie & NEIFAR, Malika**08-2003 Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments***by*DUFOUR, Jean-Marie & TAAMOUTI, Mohamed**07-2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models***by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude**06-2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models***by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude**05-2003 Population Ethics and the Value of Life***by*BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David**04-2003 Aversion Analysis***by*ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian**03-2003 Harsanyi's Social Aggregation Theorem : A Multi-Profile Approach with Variable-Population Extensions***by*BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David**02-2003 Altruism, Intergenerational Transfers of Time and Bequests***by*CARDIA, Emanuela & MICHEL, Philippe**01-2003 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form***by*Gonçalves, Sílvia & KILIAN, Lutz

### 2002

**21-2002 Correcting The Errors : A Note On Volatility Forecast Evaluation Based On High-Frequency Data And Realized Volatilities***by*Torben G. ANDERSEN & Tim BOLLERSLEV & Nour MEDDAHI**20-2002 Arma Representation Of Integrated And Realized Variances***by*Nour MEDDAHI**19-2002 Responsibility And Cross-Subsidization In Cost Sharing***by*Hervé MOULIN & Yves SPRUMONT**18-2002 Testing For A Unit Root In Panels With Dynamic Factors***by*Hyungsik Roger MOON & Benoit PERRON**17-2002 Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach***by*Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF**16-2002 Maximal-Element Rationalizability***by*Walter BOSSERT & Yves SPRUMONT & Kotaro SUZUMURA**15-2002 Critical-Level Population Principles And The Repugnant Conclusion***by*Charles BLACKORBY & Walter BOSSERT & David DONALDSON**14-2002 Testing Normality : A Gmm Approach***by*Christian BONTEMPS & Nour MEDDAHI

### 2001

**2001-29 An Eigenfunction Approach for Volatility Modeling***by*Meddahi, N.**2001-28 Trade Liberalization and the Profitability of Domestic Mergers***by*Gaudet, G. & Kanouni, R.**2001-27 Probabilistic Assignements of Identical Indivisible Objects and Uniform Probabilistic Rules***by*Ehlers, L. & Klaus, B.**2001-26 A Theoretical Comparison Between Integrated and Realized Volatilies***by*Meddahi, N.**2001-25 Multiple Public Goods and Lexicographic Preferences Replacement Principle***by*Ehlers, L.**2001-24 On Fixed-Path Rationing Methods***by*Ehlers, L.**2001-23 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions***by*Dufour, J.M. & Farhat, A.**2001-22 On the Political Economy of Sequential Reforms***by*Ruge-Murcia, F.J.**2001-21 On the Political Economy of Sequential Reforms***by*Castro, R. & Coen-Pirani, D.**2001-20 La finance islamique: fondements, theorie et realite***by*Martens, A.**2001-19 The Bootstrap of Mean for Dependent Heterogeneous Arrays***by*Goncalves, S. & White, H.**2001-18 Wage Policy of Firms: An Empirical Investigation***by*Lluis, S.**2001-17 The Measurement of Diversity***by*Bossert, W. & Pattanaik, P.K. & Xu, Y.**2001-16 A Representation Theorem for Domains with Discrete and Continuous Variables***by*Blackorby, C. & Bossert, W. & Donaldson, D.**2001-15 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie***by*Dufour, J.M.**2001-14 Efficiency in Uncertain Cooperative Games***by*Bossert, W. & Derks, J. & Peters, H.**2001-13 Rationalizability of Choice Functions on General Domains without Full Transitivity***by*Bossert, W. & Sprumont, Y. & Suzumura, K.**2001-12 Organizational Design of R&D Activities***by*Ambec, S. & Poitevin, M.**2001-10 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables***by*Garcia, R. & Luger, R. & Renault, E.**2001-09 Asymmetric Smiles, Leverage Effects and Structural Parameters***by*Garcia, R. & Luger, R. & Renault, E.**2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects***by*Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I.**2001-07 A Prudent Central Banker***by*Ruge-Murcia, F.J.**2001-06 The Axiomatic Approach to Population Ethics***by*Blackorby, C. & Bossert, W. & Donaldson, D.**2001-05 Religion and Economic Growth: Was Weber Right?***by*Blum, U. & Dudley, L.**2001-04 Inflation Targeting Under Asymmetric Preferences***by*Ruge-Murcia, F.J.**2001-03 What Is a Commody? Two Axiomatic Anwers***by*Sprumont, Y.**2001-02 Ranking Sets of Objects***by*Barbera, S. & Bossert, W. & Pattanaik, P.K.**2001-01 Non-Deteriorating Choice***by*Bossert, W. & Sprumont, Y.

### 2000

**2000-17 Information Sharing and the Stability of Cooperation in Research Joint Ventures***by*Atallah, G.**2000-16 Vertical R&D Sprillovers, Cooperation, Market Structure, and Innovation***by*Atallah, G.**2000-15 Cooperative VS. Non-cooperative Truels: Little Agreement, but Does that Matter?***by*Bossert, W. & Brams, S.J. & Kilgour, D.M.**2000-14 Econometrie, theorie des tests et philosophie des sciences***by*Dufour, J.M.**2000-13 Can the Theory of Incentives Explain Devcentralization?***by*Poitevin, M.**2000-12 Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes***by*Dufour, J.M. & Torres, O.**2000-11 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions***by*Dufour, J.M. & Khalaf, L.**2000-10 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions***by*Dufour, J.M. & Khalaf, L.**2000-09 Core Retionalizability in Two-Agent Exchange Economies***by*Bossert, W. & Sprumont, Y.**2000-08 Sharing a River***by*Ambec, S. & Sprumont, Y.**2000-07 Optimal Licensing Contracts and the Value of a Patent***by*Erutku, C. & Richelle, Y.**2000-06 International Transmission of the Business Cycle in a Multi-Sector Model***by*Ambler, S. & Cardia, E. & Zimmermann, C.**2000-05 International Business Cycles: What Are the Facts?***by*Ambler, S. & Cardia, E. & Zimmermann, C.**2000-04 How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis***by*Cardia, E. & Ng, S.**2000-03 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity***by*Moon, H.R. & Perron, P.**2000-01 Letent Variable Models for Stochastic Discount Factors***by*Garcia, R. & Renault, E.

### 1999

**9910 Noncompetitive Recycling and Market Power***by*Gaudet & G. & Van Long, N.

### 1998

**9804 Pleasures of Cockaigne: a Story of Quality Gaps, Market Structure and Demand for Grading Services***by*Hollander, A. & Monier, S. & Ossard, H.**9803 Uncovering Financial Markets Beliefs About Inflation Targets***by*Ruge-Murcia, F.J.**9802 Political Influence, Economic Interests and Endogenous Tax Structure in a Computable Equilibrium Framework: With Applicatioon to the United States, 1973 and 1983***by*Hotte, L. & Winer, S.L.**9801 Risk Aversion, Intertemporal Substitution, and Option Pricing***by*Garcia, R. & Renault, E.

### 1997

**9719 How do Young People Choose College Majors?***by*Montmarquette, C. & Cannings, C. & Mahseredjian,S.**9718 Intertemporal and Spatial Depletion of Landfills***by*Gaudet, G. & Moreaux, M. & Salant, S.W.**9717 On the Profitability of Production Constraints in a Dynamic Natural Resource Oligopoly***by*Benchkeroun, H. & Gaudet, G.**9716 The Macroeconomic Effects of Infrequent Information With Adjustment Costs***by*Bonomo, M. & Garcia, R.**9715 Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market***by*Bonomo, M. & Garcia, R.**9714 Decentralisation Financiere et Pays en Developement: Concepts, Mesure et Evaluation***by*Bird, R. & Vaillancourt, F.

### 1996

**9628 On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited***by*Amigues, J-P & Favard, P. & Gaudet, G. & Moreaux, M**9627 Equal Factor Equivalence in Economies with Multiple Public Goods***by*Sprumont, Y.**9626 Production Linkages Between Informal and Formal Activities Considering Domestic and Imported Inputs: An Application of the Minimal-Flow-Analysis Method to Senegal***by*Dansereau, P. & Martens, A. & Schnabl, H.**9625 The Transformation Problem : An Aleternative Solution with an Identical Aggregate Profit Rate in the Labor value and the Monetary Space***by*Loranger, J.G.**9624 Ordinal Cost Sharing***by*Sprumont, Y.**9623 Economic integration in North America: Formal, Informal and Spatial Aspects***by*Proulx, P.P.**9622 La mondialisation de l'economie et le role de l'Etat***by*Proulx, P.P.**9621 Macroemesures in Computable General Equilibrium Models: A Probabilistic Treatment with an Application to Morocco***by*Touhami, A. & Martens, A.**9620 Communication and Economic Growth***by*Dudley, L.**9619 The Rationality of Revolution***by*Dudley, L.**9618 La mobilite internationale des facteurs de production en situation de chomage et de libre-echange commercial: une revue de la problematique***by*Tremblay, R.**9617 Actifs financiers et theorie de la consommation***by*Allard, M. & Bronsard, C. & Gourieroux, C.**9616 The Rise and Decline of the East German Economy, 1949-1989***by*Blum, U. & Dudley, L.**9615 Arbitrage-Based Pricing when Volatility is Stochastic***by*Bossaerts, P. & Ghysels, E. & Gourieroux, C.**9614 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation***by*Kollman, R.**9613 Stochastic Volatility***by*Ghysels, E. & Harvey, A. & Renault, E.**9612 A Semi-Parametric Factor Model for Interest Rates***by*Ghysels, E. & Ng, S.**9611 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests***by*Perron, P. & Ng, S.**9610 Investment Under Demand Uncertainty: The Newsboy Problem Revisited***by*Dionne, G. & Mounsif, T.**9609 The Efficiency of Collective Bargaining in Public Schools***by*Hosken, D.S. & Margolis, D.N.**9608 Labor Market Institutions and Gender Differences in Wage Inequality***by*Fortin, N.M. & Lemieux, T.**9607 Rank Regressions, Wage Distributions and the Gender Gap***by*Fortin, N.M. & Lemieux, T.**9606 How Prescribed Policy Can Mislead when Data Are Defective: A Follow-Up to Srinivasan (1994) Using General Equilibrium***by*Mercenier, J. & Yeldan, E.**9605 Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia***by*Al, C. & Arcand, J.L. & Ethier, F.**9604 Toward a Political Theory of Environmental Policy***by*Boyer, M. & Laffont, J.J.**9603 A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks***by*Gonzalo, J. & Ng, S.**9602 Cognition in Seemingly Riskless Choices and Judgments***by*Levy-Garboua, L. & Montmarquette, C.**9601 Parametric and Nonparametric Approaches to Price and Tax Reform***by*Deaton, A. & Ng, S.

### 1995

**9554 Mutilvariate Cointegration in the Presence of Structural Breaks: The Case of Money Demand in Mexico***by*De Lemos Grandmont, R.**9553 Mexico's Financial Liberalization and Reform, A Critical Overview***by*De Lemos Grandmont, R.**9552 Estimating and Testing Linear Models with Multiple Structural Changes***by*Perron, P. & Bai, J.**9551 Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent***by*Ng, S. & Pinkse, J.**9550 Optimal Insurance Design Under Background Risk***by*Viala, P. & Briys, E.**9549 Exact Tests in Single Equation Autoregressive Distributed Lag Models***by*Dufour, J.M. & Kiviet, J.F.**9548 Exact Tests Structural Change in First-Order Dynamic Models***by*Dufour, J.M. & Kiviet, J.F.**9547 Exact Inference Methods for First-Order Autoregressive Distributed Lag Models***by*Dufour, J.M. & Kiviet, J.F.**9546 The Empirics of Economic Growth in a Cross Section of Countries: Do Errors in Variables Really Not Matter?***by*Arcand, J.L. & Dagenais, M.G.**9545 Land Ownership, Working Capital, and the Agricultural Output: Egypt, 1913-1958***by*Arcand, J.L.**9544 On the Dynamic Specification of International Asset Pricing Models***by*Kichian, M. & Garcia, R. & Ghysels, E.**9543 Intergenerational Contracts, Remittances, and Growth***by*Arcand, J.L. & Boulila, G. & Tritten, C.**9542 La decentralisation: facteur de developpement ou d'eclatement du Quebec***by*Proulx, P.P.**9541 Neoliberalism and the Overwelming Influence of Financial Markets: A Comparative Analysis between NAFTA Countries and Other G-& Countries***by*Loranger, J.G.**9540 Temporal Aggregation in a Multi-Sector Economy with Endogenous Growth***by*Mercenier, J. & Michel, P.**9539 Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration***by*Dufour, J.M.**9538 Short-Run and Long-Rub Causality in Time Series: Theory***by*Dufour, J.M. & Renault, E.**9537 Infessing Technological Parameters from Incomplete Panel Data***by*Dionne, G. & Gane, R. & Vanasse, C.**9536 Market Time and Asset Price Movements: Theory and Estimation***by*Ghysels, E. & Gourieroux, C. & Jasiak, J.**9535 The Exact Error in Estimating the Special Density at the Origin***by*Ng, S. & Perron, P.**9534 Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems***by*Ng, S. & Perron, P.**9533 Incentives in Multi-Period Regulation and Procurement : A Graphical Analysis***by*Dionne, G. & Fluet, C.**9532 Singular Demand Systems as an Intrument of Scientific Discovery***by*Bronsard, C. & Michel, P. & Salvas-Bronsard, L.**9531 Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information***by*Dionne, G. & Fombaron, N.**9530 A Discrete-Time Version of Target Zone Models with Jumps***by*Pesaran, M.H. & Ruge-Murcia, F.J.**9529 Government Expenditure and the Dynamics of High Inflation***by*Ruge-Murcia, F.J.**9528 On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach***by*Dionne, G. & Aris, M. & Guillen, M.**9527 Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents***by*Laberge-Nadeau, C. & Dionne, G. & Maag, U. & Desjardins, D. & Vanasse, C. & Okoe, J.M.**9526 Mark Up Fluctuations in U.S. Manufacturing and Trade: New Empirical Evidence Based on a Model of Optimal Storage***by*Kollmann, R.**9525 On Stable Factor Structurs in the Pricing of Risk***by*Ghysels, E.**9524 Predictive Tests for Structural Change with Unknown Breakpoint***by*Ghysels, E. & Guay, A. & Hall, A.**9523 An Empirical Analysis of the Canadian Budget Process***by*Campbell, B. & Ghysels, E.**9522 On the Residual Dynamics Implied by Rational Expectations Hypothesis***by*Bronsard, C. & Salvas-Bronsard, L. & Trognon, A.**9521 Balanced Egalitarian Redistribution of Income***by*Sprumont, Y.**9520 The Impact of Decentralization on Growth and Democracy: A Note***by*Charles, S. & Vaillancourt, F. & Marceau, N.**9519 On the Game-Theoretic Structure of Public-Good Economies***by*Sprumont, Y.**9518 On Periodic Structures and Testing for Seasonal Unit Roots***by*Ghysels, E. & Hall, A. & Lee, H.S.**9517 Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process***by*Ghysels, E. & Granger, C.W.J. & Siklos, P.L.**9516 Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary***by*Ng, S.**9515 The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information***by*Ng, S. & Schaller, H.**9514 Looking for Evidence of Speculative Stockholding in Commodity Markets***by*Ng, S.**9513 Simulation Based Inference in Moving Average Models***by*Ghysels, E. & Khalaf, L. & Vodounou, C.**9512 An Axiomatization of the Pazner-Schmeidler Rules in Large Fair Division Problems***by*Sprumont, Y.**9511 Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation***by*Garcia, R. & Lusardi, A. & Ng, S.**9510 Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models***by*Garcia, R.**9509 Matching, Human capital, and the Covariance Structure of Earnings***by*Parent, D.**9508 Industry-Specific Capiatl and the Wage Profile: Evidence from the NLSY and the PSID***by*Parent, D.**9507 Wages and Mobility: The Impact of Employer-Provided Training***by*Parent, D.**9506 Survol des contributions theoriques et empiriques liees au capital humain***by*Parent, D.**9505 Are the Effects of Monetary Policy Asymmetric?***by*Garcia, R. & Schaller, H.**9504 Indexation Lags Heterodox Stabilization Programs***by*Cardia, E. & Ambler, S.**9503 High-Wage Workers and High-Wage Firms***by*Abowd, J.M. & Kramarz, F. & Margolis, D.N.**9502 Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority***by*Margolis, D..N.**9501 Environmental Risks and Bank Liability***by*Boyer, M. & Laffont, J.J.

### 1994

**9428 An Analysis of the Real Interest rate Under Regime Shifts***by*Garcia, R. & Perron, P.**9427 Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties***by*Perron, P. & Ng, S.**9426 Sequential Location Equilibria Under Incomplete Information***by*Boyer, M. & Laffont, J.J. & Mahenc, P. & Moreau, M.**9425 The Effect of Linear Filters on Dynamic Time series with Structural Change***by*Perron, P. & Ghysels, E.**9424 The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors***by*Perron, P.**9423 Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag***by*Ng, S. & Perron, P.**9422 Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time***by*Vogelsang, T.J. & Perron, P.**9421 Further Evidence on Breaking Trend Functions in Macroeconomic Variables***by*Perron, P.