Papers (Reprints)

Number

CFP 1136

Peter C. B. Phillips and Donggyu Sul, “Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence,” Econometrics Journal (June 2003), 6(1): 217-259 [See CFDP 1362]

CFP 1135

Alok Kumar and Martin Shubik, “A Computational Analysis of Core Convergence in a Multiple Equilibria Economy,” Games and Economic Behavior (February 2003), 42(2): 253-266 [See CFDP 1290]

CFP 1134

R. B. Alley, J. Marotzke, W. D. Nordhaus, J. T. Overpeck, J.  T. Peteet, R. A Pielke Jr., R. T. Pierrehumbert, P. B. Rhines, T. F. Stocker, L. D. Talley, and J. M. Wallace, “Abrupt Climate Change,” Science (March 28, 2003), 299(5615): 2005-2010

CFP 1133

Martin Shubik, “The Uses of Teaching Games in Game Theory Classes and Some Experimental Games,” Simulation and Gaming (June 2002), 33(2): 139-156 [See CFDP 1289]

CFP 1132

Peter C. B. Phillips and Sainan Jin, “The KPSS Test with Seasonal Dummies,” Economics Letters (October 2002), 77(2): 239-243 [See CFDP 1373]

CFP 1131

Donald W. K. Andrews, “Generalized Method of Moments Estimation When a Parameter Is on a Boundary,” Journal of Business and Economic Statistics (October 2002), 20(4): 530-544

CFP 1130

Ray C. Fair, “Events That Shook the Market,” Journal of Business (October 2002), 75(4): 713-731

CFP 1129

John E. Roemer, “Egalitarianism against the Veil of Ignorance,” The Journal of Philosophy (April 2002), 99(4): 167-184 [See CFDP 1328]

CFP 1128

Stephen Morris and Hyun Song Shin, “Coordination Risk and the Price of Debt,” European Economic Review (February 2004), 48(1): 133-153 [See CFDP 1241R]

CFP 1127

Jeffrey Amato, Stephen Morris, and Hyun Song Shin, “Communication and Monetary Policy,” Oxford Review of Economic Policy (Winter 2002), 18(4): 495-503 [See CFDP 1405]

CFP 1126

Stephen Morris, “Faulty Communication: Some Variations on the Electronic Mail Game,” Advances in Theoretical Economics (February 2002), 1(1): 1-23 [See CFDP 1271R]

CFP 1125

Donald W. K. Andrews and Moshe Buchinsky, “Evaluation of a Three-Step Method for Choosing the Number of Bootstrap Repetitions,” Journal of Econometrics (July 2001), 103(1-2): 345-386

CFP 1124

Jun Yu and Peter C. B. Phillips, “A Gaussian Approach for Continuous Time Models of the Short-term Interest Rate,” Econometrics Journal (December 2001), 4(2): 210-224 [See CFDP 1309] Also see “Corrigendum,” Econometrics Journal (February 2011), 14(4), 126-129 [CFP 1347]

CFP 1123

Costis Skiadas and Stephen Morris, “Rationalizable Trade,” Games and Economic Behavior (May 2000), 31(2): 311-323 [See CFDP 1211]

CFP 1122

Martin Shubik, “Quantum Economics, Uncertainty and the Optimal Grid Size,” Economics Letters (September 1999), 64(3): 277-278

CFP 1121

Vivek Chaudhri and John Geanakoplos, “A Note on the Economic Rationalization of Gun Control,” Economics Letters (January 1998), 58(1): 51-53

CFP 1120

John Geanakoplos and Heracles M. Polemarchakis, “Walrasian Indeterminacy and Keynesian Macroeconomics,” Review of Economic Studies (October 1986), 53(5): 755-779 [See CFDP 778]

CFP 1119

Peter C. B. Phillips and Jun Yu, “Jackknifing Bond Option Prices,” Review of Financial Studies, (Summer 2005), 18(2): 707-742 [See CFDP 1392]

CFP 1118

Alok Kumar and Martin Shubik, “Variations on the Theme of Scarf’s Counter-Example,” Computational Economics (August 2004), 24(1): 1-19

CFP 1117

Yixiao Sun and Peter C. B. Phillips, “Understanding the Fisher Equation,” Journal of Applied Econometrics (November/December 2004), 19(7): 869-866

CFP 1116

John Geanakoplos, “Three Brief Proofs of Arrow’s Impossibility Theorem,” Economic Theory (July 2005), 26(1): 211-215 [See CFDP 1123R4]

CFP 1115

Victoria Zinde-Walsh and Peter C. B. Phillips, “Fractional Brownian Motion as a Differentiable Generalized Gaussian Process,” in K. Athreya, M. Majumdar, M. Puri, and E. Waymire, eds., Probability, Statistics and Their Applications: Papers in Honor of Rabi Bhattacharya, Vol. 41, Institute of Mathematical Statistics, 2003, pp. 285-292 [See CFDP 1391]

CFP 1114

Stephen Morris and Hyun Song Shin, “Liquidity Black Holes,” Review of Finance (2004), 8(1): 1-18 [See CFDP 1434]

CFP 1113

John E. Roemer and Joaquim Silvestre, “The ‘Flypaper’ Effect is Not an Anomaly,” Journal of Public Economic Theory (January 2002), 4(1): 1-17

CFP 1112

Ling Hu and Peter C. B. Phillips, “Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach,” Journal of Applied Econometrics (November/December 2004), 19(7): 851-867 [See CFDP 1365]

CFP 1111

John Geanakoplos, “The Ideal Inflation-Indexed Bond and Irving Fisher’s Impatience Theory of Interest with Overlapping Generations,” in R. Dimand and J. Geanakoplos, eds., Celebrating Irving Fisher: The Legacy of a Great Economist. Blackwell, 2005 and American Journal of Economics and Sociology (January 2005), 64(1): 257-306 [See CFDP 1429]

CFP 1110

Donald W. K. Andrews, “Generalized Method of Moments Estimation When a Parameter is on a Boundary,” Journal of Business and Economic Statistics (2002), 20(4): 530-544

CFP 1109

Werner Ploberger and Peter C. B. Phillips, “An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional,” Oxford Bulletin of Economics and Statistics, Supplement (December 2003), 65: 877-878

CFP 1108

Pradeep Dubey, John Geanakoplos, and Martin Shubik, “Default and Punishment in General Equilibrium,” Econometrica (January 2005), 73(1): 1-37 [See CFDP 1304R5]

CFP 1107

John C. Chao and Peter C. B. Phillips, “Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables,” Journal of Econometrics (December 2002), 111(2): 251-283 [See CFDP 1198]

CFP 1106

John E. Roemer, “Equality of Opportunity: A Progress Report,” Social Choice and Welfare (2002), 19(2): 455-471

CFP 1105

Zhijie Xiao and Peter C. B. Phillips, “An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy,” Econometrics Journal (December 1998), 1(2): 27-43 [See CFDP 1161]

CFP 1104

Herbert E. Scarf, “Optimal Inventory Policies When Sales Are Discretionary,” International Journal of Production Economics (January 2005), 93-94: 111-119 [See CFDP 1270]

CFP 1103

Ling Hu and Peter C. B. Phillips, “Nonstationary Discrete Choice,” Journal of Econometrics (May 2004), 120(1): 103-138 [See CFDP 1364]

CFP 1102

Martin Shubik, “Game Theory and Experimental Gaming,” in R. J. Aumann and S. Hart, eds., Handbook of Game Theory with Economic Applications, Vol. 3, North-Holland, 2002, pp. 2329-2351

CFP 1101

Peter C. B. Phillips and Viv B. Hall, “Early Development of Econometric Software at the University of Auckland,” Journal of Economic and Social Measurement (2004), 29(1-3): 127-133

CFP 1100

Ray C. Fair, “On Modeling the Effects of Inflation Shocks,” Contributions to Macroeconomics (April 2002), 2(1): Article 3

CFP 1099

John Geanakoplos, Michael Magill, and Martine Quinzii, “Demography and the Long-Run Predictability of the Stock Market,” Brookings Papers on Economic Activity (2004), 1: 241-325 [See CFDP 1380R]

CFP 1098

Peter C. B. Phillips and Katsumi Shimotsu, “Local Whittle Estimation in Nonstationary and Unit Root Cases,” Annals of Statistics (April 2004), 32(2): 656-692 [See CFDP 1266]

CFP 1097

Stephen Morris and Hyun Song Shin, “Global Games: Theory and Applications,” in M. Dewatripont, L. Hansen, and S. Turnovsky, eds., Advances in Economics and Econometrics, Vol. 1, Cambridge University Press, 2003, pp. 57-114 [See CFDP 1275R]

CFP 1096

Pradeep Dubey and Siddhartha Sahi, “Price-mediated Trade with Quantity Signals: An Axiomatic Approach,” Journal of Mathematical Economics (July 2003), 39(5-6): 377-389

CFP 1095

Sandeep Baliga and Ben Polak, “The Emergence and Persistence of the Anglo-Saxon and German Financial Systems,” Review of Financial Studies (January 2004), 17(1): 129-163

CFP 1094

Zhijie Xiao and Peter C. B. Phillips, “Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes,” Journal of Econometrics (May 2002), 108(1): 157-198

CFP 1093

John Geanakoplos, “The Overlapping Generations Model of General Equilibrium,” in  I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987, pp. 767-779

CFP 1092

Ray C. Fair, “Events that Shook the Market,” Journal of Business (October 2002), 75(4): 713-731

CFP 1091

Donald W. K. Andrews, “The Block-Block Bootstrap: Improved Asymptotic Refinements,” Econometrica (May 2004), 72(3): 673-700 [See CFDP 1370]

CFP 1090

John Geanakoplos, “The Arrow-Debreu Model of General Equilibrium,” in I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987, pp. 116-123

CFP 1089

Karl E. Case and Robert J. Shiller, “Is There a Bubble in the Housing Market?,” Brookings Papers on Economic Activity (2003), 2: 299-362

CFP 1088

Giancarlo Corsetti, Amil Dasgupta, Stephen Morris, and Hyun Song Shin, “Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small TradersReview of Economic Studies (January 2004), 71(1): 87-113 [See CFDP 1273]

CFP 1087

Peter C. B. Phillips, Joon Y. Park, and Yoosoon Chang, “Nonlinear Instrumental Variable Estimation of an Autoregression,” Journal of Econometrics (January-February 2004) 118(1-2): 219-246 [See CFDP 1331]

Pages