Discussion Papers

CFDP 1204 Stephen Morris, Hyun Song Shin, "A Theory of the Onset of Currency Attacks," (December 1998) [25pp, Abstract]
CFDP 1203 Sandeep Baliga, Stephen Morris, "Cheap Talk and Co-ordination with Payoff Uncertainty," (December 1998) [19pp, Abstract] [See 1043]
CFDP 1202 Martin Shubik, "Fiat Money and the Efficient Financing of the Float, Production and Consumption. Part I: The Float," (November 1998) [13pp, Abstract]
CFDP 1201 William D. Nordhaus, Joseph G. Boyer, "Requiem for Kyoto: An Economic Analysis of the Kyoto Protocol," (October 1998) [50pp, Abstract]
CFDP 1200 William D. Nordhaus, "The Health of Nations: Irving Fisher and the Contribution of Improved Longevity to Living Standard," (October 1998) [33pp, Abstract]
CFDP 1199 Giuseppe Moscarini, Marco Ottaviani, "Price Competition for an Informed Buyer," (October 1998) [43pp, Abstract]
CFDP 1198 John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n + 1 Endogenous Variables," (October 1998) [32pp, Abstract] [See 1107]
CFDP 1197 Werner Ploberger, Peter C. B. Phillips, "Rissanen's Theorem and Econometric Time Series," (October 1998) [14pp, Abstract]
CFDP 1196 Peter C. B. Phillips, "New Unit Root Asymptotics in the Presence of Deterministric Trends," (October 1998) [25pp, Abstract] [See 1059]
CFDP 1195 Franklin Allen, Stephen Morris, "Finance Applications of Game Theory," (September 1998) [45pp, Abstract]
CFDP 1194 John Geanakoplos, Olivia S. Mitchell, Stephen P. Zeldes, "Would a Privatized Social Security System Really Pay a Higher Rate of Return," (August 1998) [28pp, Abstract]
CFDP 1193 John Geanakoplos, Olivia S. Mitchell, Stephen P. Zeldes, "Social Security Money's Worth," (August 1998) [49pp, Abstract]
CFDP 1192 Zhijie Xiao, Peter C. B. Phillips, "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," (August 1998) [43pp, Abstract] [See 968]
CFDP 1191 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Units," (August 1998) [39pp, Abstract] [See 1028]
CFDP 1190 Joon Y. Park, Peter C. B. Phillips, "Nonlinear Regressions with Integrated Time Series," (August 1998) [63pp, Abstract] [See 1016]
CFDP 1189 Peter C. B. Phillips, Zhijie Xiao, "A Primer on Unit Root Testing," (August 1998) [51pp, Abstract] [See 972]
CFDP 1188 James Tobin, "Financial Globalization: Can National Currencies Survive?," (July 1998) [15pp, Abstract] [See 985]
CFDP 1187 James Tobin, "A Monetary Policy: Recent Theory and Practice," (July 1998) [7pp, Abstract] [See 975]
CFDP 1186 Arthur Lewbel, Oliver B. Linton, "Nonparametric Censored Regression," (July 1998) [24pp, Abstract]
CFDP 1185 Robert J. Shiller, "Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing," (July 1998) [38pp, Abstract] [See 993]
CFDP 1184 Martin Shubik, "Game Theory, Complexity and Simplicity. Part III: Critique and Prospective," (June 1998) [26pp, Abstract] [See 967]
CFDP 1183 John Geanakoplos, Ioannis Karatzas, Martin Shubik, William D. Sudderth, "A Strategic Market Game with Active Bankruptcy," (June 1998) [42pp, Abstract] [See 1008]
CFDP 1182 Joon Y. Park, Peter C. B. Phillips, "Asymptotics for Nonlinear Transformations of Integrated Time Series," (June 1998) [27pp, Abstract] [See 980]
CFDP 1181 Peter C. B. Phillips, Joon Y. Park, "Nonstationary Density Estimation and Kernel Autoregression," (June 1998) [27pp, Abstract]
CFDP 1180 Peter C. B. Phillips, "Econometric Analysis of Fisher’s Equation," (June 1998) [38pp, Abstract]
CFDP 1179 Robert J. Shiller, "Designing Indexed Units of Account," (May 1998) [23pp, Abstract]
CFDP 1178 Simon Grant, Atsushi Kajii, Ben Polak, "On the Skiadas ‘Conditional Preference Approach’ to Choice Under Uncertainty," (May 1998) [12pp, Abstract]
CFDP 1177 Robert J. Shiller, Allan N. Weiss, "Moral Hazard in Home Equity Conversion," (May 1998) [29pp, Abstract] [See 1014]
CFDP 1176 Giuseppe Moscarini, Lones Smith, "Wald Revisited: The Optimal Level of Experimentation," (May 1998) [36pp, Abstract]
CFDP 1175 Donald J. Brown, Rosa L. Matzkin, "Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand," (March 1998) [18pp, Abstract]
CFDP 1174 Martin Shubik, "Some Simple Games for Teaching and Research. Part 1: Cooperative Games," (March 1998) [17pp, abstract pp, Abstract]
CFDP 1173 Jean-Jacques Herings, Vincent J. Vannetelbosch, "The Equivalence of the Dekel-Fudenberg Iterative Procedure and Weakly Perfect Rationalizability," (March 1998, Revised July 1998) [11pp, Abstract]
CFDP 1172 Robert J. Shiller, "Human Behavior and the Efficiency of the Financial System," (February 1998) [34pp, Abstract] [See 1025]
CFDP 1171 Robert J. Shiller, "Indexed Units of Account: Theory and Assessment of Historical Experience," (February 1998) [15pp, Abstract]
CFDP 1170 Donald J. Brown, Chris Shannon, "Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets," (January 1998) [15pp, Abstract]
CFDP 1169 George J. Hall, "Non-Convex Costs and Capital Utilization: A Study of Production Scheduling at Automobile Assembly Plants," (December 1997) [38pp, Abstract]
CFDP 1168 Ray C. Fair, "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," (December 1997) [35pp, Abstract]
CFDP 1167 Truman F. Bewley, "Why Not Cut Pay?," (November 1997) [40pp, Abstract] [See 963]
CFDP 1166 Adlai Fisher, Laurent Calvet, Benoit Mandelbrot, "Multifractality of Deutschemark/US Dollar Exchange Rates," (September 1997) [40pp, Abstract]
CFDP 1165 Laurent Calvet, Adlai Fisher, Benoit Mandelbrot, "Large Deviations and the Distribution of Price Changes," (September 1997) [30pp, Abstract]
CFDP 1164 Benoit Mandelbrot, Adlai Fisher, Laurent Calvet, "A Multifractal Model of Asset Returns," (September 1997) [39pp, Abstract]
CFDP 1163 Dean Corbae, Sam Ouliaris, Peter C. B. Phillips, "Band Spectral Regression with Trending Data," (September 1997) [46pp, Abstract] [See 1039]
CFDP 1162 In Choi, Peter C. B. Phillips, "Regressions for Partially Identified, Cointegrated Simultaneous Equations," (September 1997) [33pp, Abstract]
CFDP 1161 Zhijie Xiao, Peter C. B. Phillips, "An ADF Coefficient Test for A Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy," (September 1997) [18pp, Abstract] [See 1105]
CFDP 1160 Oliver B. Linton, E. Mammen, Jens Perch Nielsen, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," (September 1997) [39pp, Abstract]
CFDP 1159 James Tobin, "The Experiment in Applied Econometrics," (August 1997) [9pp, Abstract]
CFDP 1158 Boaz Moselle, Ben Polak, "A Model of a Predatory State," (August 1997) [45pp, Abstract] [See 1019]
CFDP 1157 Donald W. K. Andrews, "Simple Counterexample to the Bootstrap," (August 1997) [8pp, Abstract]
CFDP 1156 Ioannis Karatzas, Martin Shubik, William D. Sudderth, "A Stochastic Infinite-horizon Economy with Secured Lending, or Unsecured Lending and Bankruptcy," (August 1997) [33pp, Abstract]
CFDP 1155 John C. Chao, Peter C. B. Phillips, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," (July 1997) [ Abstract pp, Abstract]