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CFP 1092 |
Ray C. Fair, "Events that Shook the Market," Journal of Business, (October 2002), 75(4): 713-731 |
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CFP 1091 |
Donald W. K. Andrews, "The Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, (May 2004), 72(3): 673-700 [See CFDP 1370] |
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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) |
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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 |
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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] |
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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] |
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CFP 1086 |
Muhamet Yildiz, "Waiting to Persuade," Quarterly Journal of Economics, (January 2004), 119(1): 223-248 |
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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] |
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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] |
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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] |
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CFP 1082 |
John Geanakoplos, Dimitrios P. Tsomocos, "International Finance in General Equilibrium," Research in Economics, (June 2002), 56(1): 85-142 [See CFDP 1313] |
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CFP 1081 |
Peter C. B. Phillips, "Laws and Limits of Econometrics," The Economic Journal, (March 2003), 113(486): C26-C52 [See CFDP 1397] |
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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] |
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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] |
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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] |
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|
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] |
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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)) |
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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] |
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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] |
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CFP 1073 |
Dirk Bergemann, Juuso Välimäki, "Dynamic Common Agency," Journal of Economic Theory, (January 2003), 111(1): 23-48 [See CFDP 1206] |
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CFP 1072 |
Donald W. K. Andrews, "End-of-Sample Instability Tests," Econometrica, (November 2003), 71(6): 1661-1694 [See CFDP 1369] |
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CFP 1071 |
Zhijie Xiao, Peter C. B. Phillips, "Efficient Detrending in Cointegrating Regression," Econometric Theory, (August 1999), 15(4): 519-548 |
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CFP 1070 |
Peter A. Diamond, John Geanakoplos, "Social Security Investment in Equities," American Economic Review, (September 2003), 93(4): 1047-1074 [See CFDP 1314R] |
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CFP 1069 |
Donald W. K. Andrews, Moshe Buchinsky, "On the Number of Bootstrap Repetitions for BCa Confidence Intervals," Econometric Theory, (August 2002), 18(4): 962-984 [See CFDP 1141R] |
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CFP 1068 |
Peter C. B. Phillips, James W. McFarland, "Forward Exchange Market Unbiasedness: the Case of the Australian Dollar Since 1984," Journal of International Money and Finance, (December 1997), 16(6): 885-907 [See CFDP 1055] |
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CFP 1067 |
Ray C. Fair, "Shock Effects on Stocks, Bonds, and Exchange Rates," Journal of International Money and Finance, (June 2003), 22(3): 307-341 |
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CFP 1066 |
Stephen Morris, Hyun Song Shin, "Social Value and Public Information," American Economic Review, (December 2002), 92(5): 1521-1534 [See CFDP 1312] |
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CFP 1065 |
Pradeep Dubey, John Geanakoplos, "From Nash to Walras via Shapley-Shubik," Journal of Mathematical Economics, (July 2003), 39(5-6): 391-400 [See CFDP 1360] |
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CFP 1064 |
William D. Nordhaus, "Productivity Growth and the New Economy," Brookings Papers on Economic Activities, (January 2002), 2: 211-265 [See CFDP 1284] |
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CFP 1063 |
Pradeep Dubey, John Geanakoplos, "Monetary Equilibrium with Missing Markets," Journal of Mathematical Economics, (July 2003), 39(5-6): 585-618 [See CFDP 1389] |
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CFP 1062 |
Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," Econometrica, (March 2003), 71(2): 627-673 [See CFDP 1220] |
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CFP 1061 |
Robert J. Shiller, "Social Security and Individual Accounts as Elements of Overall Risk-Sharing," American Economic Review, (May 2003), 93(2): 343-347 |
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CFP 1060 |
Stephen Morris, "Coordination, Communication, and Common Knowledge: A Retrospective on the Electronic-Mail Game," Oxford Review of Economic Policy, (January 2002), 18(4): 433-445 [See CFDP 1401] |
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CFP 1059 |
Peter C. B. Phillips, "New Unit Root Asymptotics in the Presence of Deterministic Trends," Journal of Econometrics, (December 2002), 111(2): 323-353 [See CFDP 1196] |
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CFP 1058 |
John Geanakoplos, "Nash and Walras Equilibrium via Brouwer," Economic Theory, (March 2003), 21(2/3): 585-603 [See CFDP 1131R3] |
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CFP 1057 |
John Geanakoplos, "Promises Promises," 285-320 (In W. B. Arthur, S. N. Durlauf, and D. A. Lane, eds., The Economy as an Evolving Complex System II, Addison-Wesley, 1997) [See CFDP 1143] |
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CFP 1056 |
Dirk Bergemann, Juuso Välimäki, "Entry and Vertical Differentiation," Journal of Economic Theory, (January 2002), 106(1): 91-125 [See CFDP 1302] |
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CFP 1055 |
Robert J. Shiller, "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, 17(1): 83-104 [See CFDP 1385] |
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CFP 1054 |
Peter C. B. Phillips, "Vision and Influence in Econometrics: John Denis Sargan," Econometric Theory, (June 2003), 19(3): 495-511 [See CFDP 1393] |
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CFP 1053 |
Truman F. Bewley, "Knightian Decision Theory: Part I," Decisions in Economics and Finance, (January 2002), 25(2): 79-110 [See CFDP 807] |
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CFP 1052 |
Pradeep Dubey, John Geanakoplos, "Inside and Outside Fiat Money, Gains to Trade, and IS-LM," Economic Theory, (January 2003), 21(2-3): 347-397 [See CFDP 1257R] |
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CFP 1051 |
Donald W. K. Andrews, Patrik Guggenberger, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Econometrica, (March 2003), 71(2): 675-712 |
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CFP 1050 |
Federico M. Bandi, Peter C. B. Phillips, "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, (January 2003), 71(1): 241-283 [See CFDP 1332] |
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CFP 1049 |
Ioannis Karatzas, Martin Shubik, William D. Sudderth, "A Stochastic Overlapping Generations Economy with Inheritance," 207-240 (Journal of Economics (2002) 77(3)) [See CFDP 1262] |
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CFP 1048 |
Pradeep Dubey, John Geanakoplos, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," Quarterly Journal of Economics, (November 2002), 117(4): 1529-1570 [See CFDP 1346R2] |
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CFP 1047 |
Truman F. Bewley, "Interviews as a Valid Empirical Tool in Economics," Journal of Socio-Economics, (January 2002), 31(4): 343-353 |
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CFP 1046 |
Zhijie Xiao, Peter C. B. Phillips, "A CUSUM Test for Cointegration Using Regression Residuals," Journal of Econometrics, (January 2002), 108: 43-61 [See CFDP 1329] |
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CFP 1045 |
William D. Nordhaus, "The Recent Recession, the Current Recovery, and Stock Prices," (Brookings Papers on Economic Activity (2002) 1: 199-228) |
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CFP 1044 |
Donald W. K. Andrews, "Equivalence of the Higher Order Asymptotic Efficiency of k-Step and Extremum Statistics," Econometric Theory, (October 2002), 18(5): 1040-1085 [See CFDP 1269] |
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CFP 1043 |
Sandeep Baliga, Stephen Morris, "Co-ordination, Spillovers, and Cheap Talk," Journal of Economic Theory, (August 2002), 105(2): 450-468 [See CFDP 1203] |
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