Published Papers (Journal Reprints)

CFP 1348 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455-491 [See CFDP 1770]
CFP 1347 Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126-129 [See CFDP 1309]
CFP 1346 Peter C. B. Phillips, Liangjun Su, "Non-parametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457-486 [See CFDP 1702]
CFP 1345 Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," Econometrica, (January 2012), 80(1): 277-321 ([Supplemental Material]) [See CFDP 1650R2]
CFP 1344 Xiaohong Chen, Han Hong, Denis Nekipelov, "Nonlinear Models of Measurement Errors," Journal of Economic Literature, (December 2011), 49(4): 901-937
CFP 1343 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228-245 [See CFDP 1778]
CFP 1342 Alberto Bisin, John Geanakoplos, Piero Gottardi, Enrico Minelli, Heracles M. Polemarchakis, "Markets and Contracts," Journal of Mathematical Economics, (May 2011), 47(3): 279-288
CFP 1341 Dirk Bergemann, Karl Schlag, "Robust Monopoly Pricing," Journal of Economic Theory, (November 2011), 46(6): 2527-2543 [See CFDP 1527R2]
CFP 1340 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory, (December 2011), 27(6): 1320-1368 [See CFDP 1749]
CFP 1339 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Econometric Theory, (December 2011), 27(6): 1117-1151 [See CFDP 1746]
CFP 1338 Chirok Han, Jin Seo Cho, Peter C. B. Phillips, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business and Economic Statistics, (April 2011), 29(2): 282-294 [See CFDP 1701]
CFP 1337 Ke-Li Xu, Peter C. B. Phillips, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," Journal of Business and Economic Statistics, (October 2011), 29(4): 518-528 [See CFDP 1612]
CFP 1336 Dirk Bergemann, Alessandro Bonatti, "Targeting in Advertising Markets: Implications for Offline versus Online Media," RAND Journal of Economics, 42(3): 417-443 [See CFDP 1758R]
CFP 1335 Taisuke Otsu, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Journal of Multivariate Analysis, (January 2011), 102(8): 1203-1216 [See CFDP 1785]
CFP 1334 Taisuke Otsu, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Econometrics Journal, (July 2011), 14(2): 321-329 [See CFDP 1783]
CFP 1333 Johannes Hörner, Takuo Sugaya, Satoru Takahashi, Nicolas Vieille, "Recursive Methods in Discounted Stochastic Games: An Algorithm for delta approaching 1 and a Folk Theorem," Econometrica, (July 2011), 79(4): 1277-1318 [See CFDP 1742]
CFP 1332 John Geanakoplos, "What’s Missing from Macroeconomics: Endogenous Leverage and Default," 220-238 (in Marek Jarocinski, Frank Smets, and Christian Thimann, eds., Approaches to Monetary Policy Revisited — Lesson from the Crisis, Sixth ECB Central Banking Conference 18-19 November 2010, European Central Bank, 2011)
CFP 1331 John Geanakoplos, "Incorporating Financial Features into Macroeconomics: Discussion," (in Macroeconomic Challenges: The Decade Ahead. Jackson Hole, Federal Reserve Bank of Kansas City Economic Policy Symposium, 2010)
CFP 1330 John Geanakoplos, Pradeep Dubey, "Credit Cards and Inflation," Games and Economic Behavior, (November 2010), 70(2): 325-353 (with Pradeep Dubey) [See CFDP 1709]
CFP 1329 Xiaohong Chen, Markus Reiss, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Econometric Theory, (June 2011), 27(3): 497-521 [See CFDP 1626]
CFP 1328 Dirk Bergemann, Stephen Morris, Olivier Tercieux, "Rationalizable Implementation," Journal of Economic Theory, (May 2011), 146(3): 1253-1274 [See CFDP 1697R]
CFP 1327 Herbert E. Scarf, "The Computation of Equilibria for the Walrasian Model: A Personal Account," 46-73 (in Pascal Bridel, ed., General Equilibrium Analysis: A Century after Walras. Routledge, 2011)
CFP 1326 Eduardo Faingold, Yuliy Sannikov, "Reputation in Continuous-Time Games," Econometrica, (May 2011), 79(3): 773-876
CFP 1325 Dirk Bergemann, Maher Said, "Dynamic Auctions: A Survey," 1511-1522 (in J. J. Cochran, with L. A. Cox, P. Keskinocak, J. P. Kharoufeh, and J. C. Smith, eds., Wiley Encyclopedia of Operations Research and Management Science, Volume 2, Wiley, 2011) [See CFDP 1757R]
CFP 1324 Humberto Llavador, John E. Roemer, Joaquim Silvestre, "Intergenerational Justice When Future Worlds Are Uncertain," 728-761 (Journal of Mathematical Economics (September 2010) 46(5)) [See CFDP 1692]
CFP 1323 John E. Roemer, "Kantian Equilibrium," Scandinavian Journal of Economics, (March 2010), 112(1): 1-24 [See CFDP 1582]
CFP 1322 John E. Roemer, "Incentive Provision and Coordination as Market Functions," Zeitschrift für ArbeitsmarktForschung, (February 2010), 43(1): 6-16
CFP 1321 John E. Roemer, "The Ethics of Intertemporal Distribution in a Warming Planet," 363-390 (Environmental and Resource Economics (March 2011) 48(3)) [See CFDP 1693]
CFP 1320 John E. Roemer, "A Theory of Income Taxation where Politicians Focus upon Core and Swing Voters," Social Choice and Welfare, (April 2011), 36(3-4): 383-421 [See CFDP 1637]
CFP 1319 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications," Econometric Theory, (April 2011), 27(2): 235-259 [See CFDP 1687]
CFP 1318 Eduardo Engel, Ronald Fischer, Alexander Galetovic, "Public-Private Partnerships to Revamp U.S. Infrastructure," (The Hamilton Project, February 2011)
CFP 1317 Eduardo Engel, Ronald Fischer, "Optimal Resource Extraction Contracts under Threat of Expropriation," 161-195 (in W. Hogan and F. Sturzenegger, eds., The Natural Resource Trap. Cambridge: MIT Press)
CFP 1316 Dirk Bergemann, Stephen Morris, "Robust Implementation in General Mechanisms," Games and Economic Behavior, (March 2011), 71(2): 261-281 [See CFDP 1666R]
CFP 1315 Juergen Huber, Martin Shubik, Shyam Sunder, "Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence," Games and Economic Behavior, (November 2010), 70(2): 403-424 [See CFDP 1623R]
CFP 1314 Martin Angerer, Juergen Huber, Martin Shubik, Shyam Sunder, "An Economy with Personal Currency: Theory and Experimental Evidence," Annals of Finance, (October 2010), 6(4): 475-509 [See CFDP 1622]
CFP 1313 Taisuke Otsu, Yoon-Jae Whang, "Testing for Non-nested Conditional Moment Restrictions via Conditional Empirical Likelihood," Econometric Theory, (February 2011), 27(1): 114-153 [See CFDP 1533]
CFP 1312 Taisuke Otsu, "Empirical Likelihood Estimation of Conditional Moment Restriction Models with Unknown Functions," Econometric Theory, (February 2011), 27(1): 8-46
CFP 1311 Peter C. B. Phillips, "The Mysteries of Trend," Macroeconomic Review, (October 2010), 82-89 (Special Feature C) [See CFDP 1771]
CFP 1310 Peter C. B. Phillips, "Bootstrapping I(1) Data," Journal of Econometrics, (October 2010), 158(2): 280-284 [See CFDP 1689]
CFP 1309 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," Journal of Econometrics, (October 2010), 158(2): 274-279 [See CFDP 1659]
CFP 1308 Peter C. B. Phillips, "Two New Zealand Pioneer Econometricians," New Zealand Economic Papers, (April 2010), 44(1): 1-26
CFP 1307 Donald W. K. Andrews, Patrik Guggenberger, "Applications of Subsampling, Hybrid, and Size-correction Methods," Journal of Econometrics, (October 2010), 158(2): 285-305 [See CFDP 1608]
CFP 1306 John Geanakoplos, "Managing the Leverage Cycle: A Brief Talk in Milan with Questions and Answers," (Dopo la Crisi: Conseguenze Economiche, Finanziarie e Sociali, Centro Nazionale di Prevenzione e Difesa Sociale, 2010)
CFP 1305 John Geanakoplos, "Solving the Present Crisis and Managing the Leverage Cycle," 101-131 (Federal Reserve Bank of New York Economic Policy Review, August 2010) [See CFDP 1751]
CFP 1304 John Geanakoplos, "The Leverage Cycle," 1-65 (in D. Acemoglu, K. Rogoff and M. Woodford, eds., NBER Macroeconomics Annual 2009, Vol. 24, Chicago: University of Chicago Press, 2010) [See CFDP 1715R]
CFP 1303 John Geanakoplos, Stephen P. Zeldes, "Market Valuation of Accrued Social Security Benefits," 213-233 (in Deborah Lucas, ed., Measuring and Managing Federal Financial Risk. Chicago: University of Chicago Press) [See CFDP 1711]
CFP 1302 Pradeep Dubey, John Geanakoplos, "Grading Exams: 100, 99, 98,… A, B, C?," Games and Economic Behavior, (May 2010), 69(1): 72-94 [See CFDP 1710]
CFP 1301 Christian Gouriéroux, Peter C. B. Phillips, Jun Yu, "Indirect Inference for Dynamic Panel Models," Journal of Econometrics, (July 2010), 157(1): 68-77 [See CFDP 1550]
CFP 1300 Frank J. Fabozzi, Robert J. Shiller, Radu S. Tunaru, "Property Derivatives for Managing European Real-Estate Risk," European Financial Management, (January 2010), 16(1): 8-26
CFP 1299 Xiaohong Chen, Yanqin Fan, Demian Pouzo, Zhiliang Ying, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Journal of Econometrics, (July 2010), 157(1): 129-142 [See CFDP 1683]

*This paper series also includes Cowles Commission papers.