Papers (Reprints)

CFP 1123 Costis Skiadas, 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, John Geanakoplos, "A Note on the Economic Rationalization of Gun Control," Economics Letters, (January 1998), 58(1): 51-53
CFP 1120 John Geanakoplos, 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, Jun Yu, "Jackknifing Bond Option Prices," Review of Financial Studies, 18(2): 707-742 [See CFDP 1392]
CFP 1118 Alok Kumar, Martin Shubik, "Variations on the Theme of Scarf’s Counter-Example," Computational Economics, (August 2004), 24(1): 1-19
CFP 1117 Yixiao Sun, Peter C. B. Phillips, "Understanding the Fisher Equation," Journal of Applied Econometrics, 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, Peter C. B. Phillips, "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," 285-292 (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) [See CFDP 1391]
CFP 1114 Stephen Morris, Hyun Song Shin, "Liquidity Black Holes," Review of Finance, (January 2004), 8(1): 1-18 [See CFDP 1434]
CFP 1113 John E. Roemer, Joaquim Silvestre, "The ‘Flypaper’ Effect is Not an Anomaly," Journal of Public Economic Theory, (January 2002), 4(1): 1-17
CFP 1112 Ling Hu, Peter C. B. Phillips, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Journal of Applied Econometrics, 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," American Journal of Economics and Sociology, (January 2005), 64(1): 257-306 (Special Invited Issue: Celebrating Irving Fisher: The Legacy of a Great Economist, R. Dimand and J. Geanakoplos, eds. Blackwell, 2005) [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, (January 2002), 20(4): 530-544
CFP 1109 Werner Ploberger, Peter C. B. Phillips, "An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, (December 2003), 65: 877-878
CFP 1108 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," Econometrica, (January 2005), 73(1): 1-37 [See CFDP 1304R5]
CFP 1107 John C. Chao, 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, (January 2002), 19(2): 455-471
CFP 1105 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 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, 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," 2329-2351 (in R. J. Aumann and S. Hart, eds., Handbook of Game Theory with Economic Applications, Vol. 3, North-Holland, 2002)
CFP 1101 Peter C. B. Phillips, Viv B. Hall, "Early Development of Econometric Software at the University of Auckland," Journal of Economic and Social Measurement, (January 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, Martine Quinzii, "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, (January 2004), 1: 241-325 [See CFDP 1380R]
CFP 1098 Peter C. B. Phillips, 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, Hyun Song Shin, "Global Games: Theory and Applications," 57-114 (in M. Dewatripont, L. Hansen, and S. Turnovsky, eds., Advances in Economics and Econometrics, Vol. 1, Cambridge University Press, 2003) [See CFDP 1275R]
CFP 1096 Pradeep Dubey, 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, 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, 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," 767-779 (in I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987)
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," 116-123 (in I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987)
CFP 1089 Karl E. Case, Robert J. Shiller, "Is There a Bubble in the Housing Market?," Brookings Papers on Economic Activity, (January 2003), 2: 299-362
CFP 1088 Giancarlo Corsetti, Amil Dasgupta, Stephen Morris, Hyun Song Shin, "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," Review of Economic Studies, (January 2004), 71(1): 87-113 [See CFDP 1273]
CFP 1087 Peter C. B. Phillips, Joon Y. Park, Yoosoon Chang, "Nonlinear Instrumental Variable Estimation of an Autoregression," 219-246 (Journal of Econometrics (January-February 2004) 118(1-2)) [See CFDP 1331]
CFP 1086 Muhamet Yildiz, "Waiting to Persuade," Quarterly Journal of Economics, (January 2004), 119(1): 223-248
CFP 1085 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Units with Panel Data," 467-522 (Econometrica (March 2004) 72(2)) [See CFDP 1274]
CFP 1084 Pradeep Dubey, John Geanakoplos, Martin Shubik, "Is Gold an Efficient Store of Value?," Economic Theory, (June 2003), 21(4): 767-782 [See CFDP 1031R]
CFP 1083 Dino Gerardi, "Unmediated Communication in Games with Complete and Incomplete Information," Journal of Economic Theory, (January 2004), 114(1): 104-131 [See CFDP 1371]
CFP 1082 John Geanakoplos, Dimitrios P. Tsomocos, "International Finance in General Equilibrium," Research in Economics, (June 2002), 56(1): 85-142 [See CFDP 1313]
CFP 1081 Peter C. B. Phillips, "Laws and Limits of Econometrics," The Economic Journal, (March 2003), 113(486): C26-C52 [See CFDP 1397]
CFP 1080 Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," Econometrica, (March 2004), 72(2): 569-614 [See CFDP 1384]
CFP 1079 Dirk Bergemann, Juuso Välimäki, "Strategic Buyers and Privately Observed Prices," Journal of Economic Theory, (August 2002), 105(2): 469-482 [See CFDP 1237]
CFP 1078 Saku Aura, Peter A. Diamond, John Geanakoplos, "Savings and Portfolio Choice in a Two-Period Two-Asset Model," American Economic Review, (September 2002), 92(4): 1185-1191 [See CFDP 1268]
CFP 1077 Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Journal of Econometrics, (August 2003), 115(2): 355-389 [See CFDP 1366]
CFP 1076 Ray C. Fair, "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," 21(3): 245-256 (Computational Economics (June 2003))
CFP 1075 David M. Frankel, Stephen Morris, Ady Pauzner, "Equilibrium Selections in Global Games with Strategic Complementarities," Journal of Economic Theory, (January 2003), 108(1): 1-44 [See CFDP 1336]
CFP 1074 John Geanakoplos, "Liquidity, Default, and Crashes," 170-205 (in M. Dewabtripont, L. P. Hansenm and S. J. Turnovsky, eds., Advances in Economics and Econometrics II, Cambridge University Press, 2003) [See CFDP 1316R2]