Papers (Reprints)

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]
CFP 1073 Dirk Bergemann, Juuso Välimäki, "Dynamic Common Agency," Journal of Economic Theory, (January 2003), 111(1): 23-48 [See CFDP 1206]
CFP 1072 Donald W. K. Andrews, "End-of-Sample Instability Tests," Econometrica, (November 2003), 71(6): 1661-1694 [See CFDP 1369]
CFP 1071 Zhijie Xiao, Peter C. B. Phillips, "Efficient Detrending in Cointegrating Regression," Econometric Theory, (August 1999), 15(4): 519-548
CFP 1070 Peter A. Diamond, John Geanakoplos, "Social Security Investment in Equities," American Economic Review, (September 2003), 93(4): 1047-1074 [See CFDP 1314R]
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]
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]
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
CFP 1066 Stephen Morris, Hyun Song Shin, "Social Value and Public Information," American Economic Review, (December 2002), 92(5): 1521-1534 [See CFDP 1312]
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]
CFP 1064 William D. Nordhaus, "Productivity Growth and the New Economy," Brookings Papers on Economic Activities, (January 2002), 2: 211-265 [See CFDP 1284]
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]
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]
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
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]
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]
CFP 1058 John Geanakoplos, "Nash and Walras Equilibrium via Brouwer," Economic Theory, (March 2003), 21(2/3): 585-603 [See CFDP 1131R3]
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]
CFP 1056 Dirk Bergemann, Juuso Välimäki, "Entry and Vertical Differentiation," Journal of Economic Theory, (January 2002), 106(1): 91-125 [See CFDP 1302]
CFP 1055 Robert J. Shiller, "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, 17(1): 83-104 [See CFDP 1385]
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]
CFP 1053 Truman F. Bewley, "Knightian Decision Theory: Part I," Decisions in Economics and Finance, (January 2002), 25(2): 79-110 [See CFDP 807]
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]
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
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]
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]
CFP 1048 Pradeep Dubey, John Geanakoplos, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," Quarterly Journal of Economics, (November 2002), 117(4): 1529-1570 [See CFDP 1346R2]
CFP 1047 Truman F. Bewley, "Interviews as a Valid Empirical Tool in Economics," Journal of Socio-Economics, (January 2002), 31(4): 343-353
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]
CFP 1045 William D. Nordhaus, "The Recent Recession, the Current Recovery, and Stock Prices," (Brookings Papers on Economic Activity (2002) 1: 199-228)
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]
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]
CFP 1042 Donald J. Brown, Marten H. Wegkamp, "Weighted Minimum Mean-Square Distance from Independence Estimation," Econometrica, (September 2002), 70(5): 2035-2051 [See CFDP 1288]
CFP 1041 Katsumi Shimotsu, Peter C. B. Phillips, "Pooled Log Periodogram Regression," Journal of Time Series Analysis, (January 2002), 23(1): 57-93 [See CFDP 1267]
CFP 1040 Martin Shubik, "Game Theory and Operations Research: Some Musings 50 Years Later," Operations Research, 50(1): 192-196
CFP 1039 Dean Corbae, Sam Ouliaris, Peter C. B. Phillips, "Band Spectral Regression with Trending Data," Econometrica, (May 2002), 70(3): 1067-1109 [See CFDP 1163]
CFP 1038 Dirk Bergemann, Juuso Välimäki, "Information Acquisition and Efficient Mechanism Design," Econometrica, (May 2002), 70(3): 1007-1033 [See CFDP 1248]
CFP 1037 Werner Ploberger, Peter C. B. Phillips, "Rissanen’s Theorem and Econometric Time Series," 165-180 (in Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer, eds., Simplicity, Inference and Modelling, Cambridge University Press, 2001) [See CFDP 1197]
CFP 1036 Herbert E. Scarf, "Inventory Theory," Operations Research, 50(1): 186-191
CFP 1035 Alex Maynard, Peter C. B. Phillips, "Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly," Journal of Applied Econometrics, 16(6): 671-708
CFP 1034 George J. Mailath, Stephen Morris, "Repeated Games with Almost-Public Monitoring," Journal of Economic Theory, (January 2002), 102(1): 189-228 [See CFDP 1236]
CFP 1033 Martin Shubik, Dimitrios P. Tsomocos, "A Strategic Market Game with Seigniorage Costs of Fiat Money," Economic Theory, (January 2002), 19(1): 187-201 [See CFDP 1043]
CFP 1032 Yoosoon Chang, Joon Y. Park, Peter C. B. Phillips, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Econometrics Journal, (January 2001), 4(1): 1-36 [See CFDP 1245]
CFP 1031 Donald W. K. Andrews, "Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators," Econometrica, (January 2002), 70(1): 119-162 [See CFDP 1230R]
CFP 1030 Carmela E. Quintos, Zhenhong Fan, Peter C. B. Phillips, "Structural Change Tests in Tail Behavior and the Asian Crisis," Review of Economic Studies, (January 2001), 68(3): 633-663 [See CFDP 1283]
CFP 1029 Stefano G. Athanasoulis, Robert J. Shiller, "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," American Economic Review, (September 2001), 91(4): 1031-1054 [See CFDP 1239]
CFP 1028 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Unity," Econometric Theory, (February 2001), 17(1): 29-59 [See CFDP 1191]
CFP 1027 Thomas Quint, Martin Shubik, "Games of Status," Journal of Public Economic Theory, (January 2001), 3(4): 349-372