Papers (Journal Reprints)

Number
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]
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]

*This paper series also includes Cowles Commission papers.