Published Papers (Journal Reprints)

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]
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]

*This paper series also includes Cowles Commission papers.