|
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] |
|
|
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] |
|