Discussion Papers

CFDP 1331 Peter C. B. Phillips, Joon Y. Park, Yoosoon Chang, "Nonlinear Instrumental Variable Estimation of Autoregression," (September 2001) [30pp, Abstract]
CFDP 1330 Peter C. B. Phillips, "Bootstrapping Spurious Regression," (September 2001) [43pp, Abstract]
CFDP 1329 Zhijie Xiao, Peter C. B. Phillips, "A CUSUM Test for Cointegration Using Regression Residuals," (September 2001) [21pp, Abstract] [See 1046]
CFDP 1328 John E. Roemer, "Egalitarianism Against the Veil of Ignorance," (September 2001) [27pp, Abstract] [See 1129]
CFDP 1327 John E. Roemer, "Value and Politics," (September 2001) [30pp, Abstract]
CFDP 1326 John E. Roemer, Roberto Veneziani, "What We Owe Our Children, They Their Children, ...," (September 2001) [42pp, Abstract] [See 1146]
CFDP 1325 Ivo Welch, "The Equity Premium Consensus Forecast Revisited," (September 2001) [14pp, Abstract]
CFDP 1324 William D. Nordhaus, "The Progress of Computing," (September 2001) [52pp, Abstract]
CFDP 1323 Dirk Bergemann, Martin Pesendorfer, "Information Structures in Optimal Auctions," (September 2001) [47pp, Abstract] [See 1218]
CFDP 1322 Michael Mandler, "Compromises between Cardinality and Ordinality in Preference Theory and Social Choice," (August 2001) [39pp, Abstract]
CFDP 1321 George J. Hall, "Exchange Rates and Casualties During the First World War," (August 2001) [39pp, Abstract]
CFDP 1320 Michael Mandler, "Accessible Pareto-Improvements: Using Market Information to Reform Inefficiencies," (August 2001) [38pp, Abstract]
CFDP 1319 Larry Blume, David Easley, "If You're So Smart, Why Aren't You Rich?Belief Selection in Complete and Incomplete Markets," (August 2001) [38pp, Abstract]
CFDP 1318 Ning Sun, Zaifu Yang, "Perfectly Fair Allocations with Indivisibilities," (August 2001) [17pp, Abstract]
CFDP 1317 Zaifu Yang, "A Practical Competitive Market Model for Indivisible Commodities," (August 2001) [9pp, Abstract]
CFDP 1316R2 John Geanakoplos, "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium," (August 2001, Revised June 2002) [35pp, Abstract] [See 1074]
CFDP 1316R John Geanakoplos, "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium," (August 2001, Revised March 2002) [35pp, Abstract]
CFDP 1316 John Geanakoplos, "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium," (August 2001) [35pp, Abstract]
CFDP 1315 Pradeep Dubey, John Geanakoplos, "Insurance Contracts Designed by Competitive Pooling," (August 2001) [38pp, Abstract]
CFDP 1314R Peter A. Diamond, John Geanakoplos, "Social Security Investment in Equities," (July 2001, Revised August 2002) [30pp, Abstract] [See 1070]
CFDP 1314 Peter A. Diamond, John Geanakoplos, "Social Security Investment in Equities I: Linear Case," (July 2001) [28pp, Abstract]
CFDP 1313 John Geanakoplos, Dimitrios P. Tsomocos, "International Finance in General Equilibrium," (July 2001) [50pp, Abstract] [See 1082]
CFDP 1312 Stephen Morris, Hyun Song Shin, "The CNBC Effect: Welfare Effects of Public Information," (July 2001) [35pp, Abstract] [See 1066]
CFDP 1311 Andrew Jeffrey, Oliver B. Linton, Thong Nguyen, Peter C. B. Phillips, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," (July 2001) [47pp, Abstract] [See 1143]
CFDP 1310 Peter C. B. Phillips, "Regression with Slowly Varying Regressors," (July 2001) [45pp, Abstract]
CFDP 1309 Jun Yu, Peter C. B. Phillips, "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," (July 2001) [22pp, Abstract] [See 1347]
CFDP 1308 Offer Lieberman, Peter C. B. Phillips, "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," (July 2001) [14pp, Abstract]
CFDP 1307 Antonio E. Bernardo, Ivo Welch, "On the Evolution of Overconfidence and Entrepreneurs," (June 2001) [52pp, Abstract]
CFDP 1306 David Hirshleifer, Ivo Welch, "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," (June 2001) [46pp, Abstract]
CFDP 1305 Pradeep Dubey, John Geanakoplos, "Signalling and Default: Rothschild-Stiglitz Reconsidered," (May 2001) [28pp, Abstract]
CFDP 1304R5 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," (May 2001, Revised March 2004) [38pp, Abstract] [See 1108]
CFDP 1304R4 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," (May 2001, Revised November 2003) [35pp, Abstract]
CFDP 1304R3 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," (May 2001, Revised April 2003) [34pp, Abstract]
CFDP 1304R2 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," (May 2001, Revised May 2002) [37pp, Abstract]
CFDP 1304R Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," (May 2001, Revised March 2002) [34pp, Abstract]
CFDP 1304 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," (May 2001) [47pp, abstract pp, Abstract]
CFDP 1303 Robert J. Shiller, "Bubbles, Human Judgment, and Expert Opinion," (May 2001) [16pp, Abstract]
CFDP 1302 Dirk Bergemann, Juuso Välimäki, "Entry and Vertical Differentiation," (May 2001) [40pp, Abstract] [See 1056]
CFDP 1301 James Tobin, "Fiscal Policy: Its Macroeconomics in Perspective," (May 2001) [8pp, Abstract]
CFDP 1300 Ray C. Fair, "On Modeling the Effects of Inflation Shocks," (April 2001, Revised March 2002) [27pp, Abstract]
CFDP 1299 John Rust, George J. Hall, "Middle Men Versus Market Makers: A Theory of Competitive Exchange," (April 2001) [48pp, Abstract]
CFDP 1298 Ray C. Fair, "Estimates of the Effectiveness of Monetary Policy," (April 2001, Revised June 2003) [29pp, Abstract] [See 1155]
CFDP 1297 Juan Dubra, Federico Echenique, "Monotone Preferences over Information," (March 2001) [13pp, Abstract]
CFDP 1296 Juan Dubra, Federico Echenique, "Measurability Is Not about Information," (March 2001) [11pp, Abstract]
CFDP 1295 John Y. Campbell, Robert J. Shiller, "Valuation Ratios and the Long-Run Stock Market Outlook: An Update," (March 2001) [31pp, Abstract]
CFDP 1294 Juan Dubra, Fabio Maccheroni, Efe A. Ok, "Expected Utility Theory without the Completeness Axiom," (January 2001) [12pp, Abstract]
CFDP 1293 Donald W. K. Andrews, Yixiao Sun, "Local Polynomial Whittle Estimation," (January 2001) [36pp, Abstract]
CFDP 1292R Dirk Bergemann, Ulrich Hege, "The Financing of Innovation: Learning and Stopping," (January 2001, Revised October 2004) [50pp, Abstract]
CFDP 1292 Dirk Bergemann, Ulrich Hege, "The Financing of Innovation: Learning and Stopping," (January 2001) [41pp, Abstract]
CFDP 1291 Estelle Cantillon, "Electoral Rules and the Emergence of New Issue Dimensions," (January 2001) [37pp, Abstract]