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Content
2004
- 649 Valuation in Dynamic Bargaining Markets
by Lasse Pedersen & Darrell Duffie & Nicolae Garleanu
- 648 Liquidity Premia in Dynamic Bargaining Markets
by Pierre-Olivier Weill
- 647 Search and Endogenous Concentration of Liquidity in Asset Markets
by Dmitrios Vayanos
- 646 Household Risk Management and Optimal Mortgage Choice
by Joao Cocco & John Campbell
- 645 Homeownership as a Constraint on Asset Allocation
by Stephen Cauley & Andrey Pavlov
- 644 Liquidity Black Holes
by Hyun Song Shin & Stephen Morris
- 643 Arbitraging Arbitrageurs
by Martin E. Ruckes & Mukarram Attari & Antonio S. Mello
- 641 Bidding with Securities: Auctions and Security Design
by Andrzej Skrzypacz & Peter M. DeMarzo & Ilan Kremer
- 640 Distance, Time and Specialization
by James Harrigan & Carolyn Evans
- 639 Search for Multiple Equilibria in Urban Industrial Structure
by David E. Weinstein & Donald R. Davis
- 638 Higher Order Expansions in the Weak Instrument Case
by Gustavo Suarez & Marcelo J. Moreira & Jack R. Porter
- 637 Bidding with Securities: Auctions and Security Design
by Andrzej Skrzypacz & Peter M. DeMarzo & Ilan Kremer
- 636 What moves GNP?
by Harald Uhlig
- 635 Search and Endogenous Concentration of Liquidity in Asset Markets
by dvayanos
- 634 Liquidity Premia in Dynamic Bargaining Markets
by duffie
- 633 Valuation in Dynamic Bargaining Markets
by duffie
- 632 Household Risk Management and Optimal Mortgage Choice
by Joao Cocco & John Campbell
- 630 Endogeneity of the Optimal Currency Area Revisited
by Michael Devereux
- 629 The Invisible Hand in Emerging Markets
by Anusha Chari (Chicago) & Peter Henry (Stanford)
- 628 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Eric van Wincoop & Philippe Bacchetta
- 627 Estimating Dynamic Models of Imperfect Competition
by Jonathan Levin (Stanford University) & Pat Bajari & Lanier Benkard
- 626 Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals
by Liran Einav (Stanford University)
- 625 Homeownership as a Constraint on Asset Allocation
by Stephen Cauley & Andrey Pavlov
- 623 Exchange rates, equity returns and capital flows
by Helene Rey (Princeton) & Harald Hau (INSEAD)
- 622 A New Micro Model of Exchange Rate Dynamics
by Rich Lyons & Martin Evans
- 621 Arbitraging Arbitrageurs
by Martin E. Ruckes & Mukarram Attari & Antonio S. Mello
- 620 Liquidity Black Holes
by Hyun Song Shin & Stephen Morris
- 614 Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions
by Tae-Hwy Lee & Yongmiao Hong
- 609 Demand Shifts and Second Degree Price discimination - the Impact of DVDs on the Motion Pictures Industry
by Arie Beresteanu
- 605 Ordinal Cheap Talk in Common Value Auctions
by Archishman Chakraborty & Nandini Gupta
- 595 The Spatial Analysis of Time Series
by Joon Y. Park
- 594 Endogeneity in Nonlinear Regressions with Integrated Time Series
by Joon Y. Park & Yoosoon Chang
- 592 King Solomon's Dilemma: A Laboratory Study on Implementation
by John H. Kagel & A. Alexander Elbittar
- 589 The Impacts of the Americans with Disabilities Act on the Entry and Exit of Retail Firms
by James E. Prieger
- 583 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
by Alex Shapiro & Suleyman Basak & Anna Pavlova
- 582 Social Security Reform in an Economy with Population Aging
by Shinichi Nishiyama
- 579 Asset Prices and Exchange Rates
by Roberto Rigobon & Anna Pavlova
- 576 Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
by Eric Swanson & Gary Anderson & Andrew Levin
- 575 Why Distinguishing Jumps from Volatility is Difficult (But Not Impossible)
by Yacine Ait-Sahalia
- 567 Structural Labor Supply Models when Budget Constraints are Nonlinear
by Bruce D. Meyer & Bradley T. Heim
- 561 Networks and Farsighted Stability
by Samir Kamat & Frank Page & Myrna Wooders
- 556 Expected Value Models: A New Approach
by Nour Meddahi
- 552 Identity vs. Popularity
by Sue Hwang Mialon
- 551 Internet Trading Mechanisms And Rational Expectations
by Sergei Severinov & Michael Peters
- 550 The effect of direct-to-consumer pharmaceutical advertising on health choices: an empirical investigation using panel data
by Mark Showalter & James Cardon
- 546 Dynamic Forecasting Behavior by Analysts: Theory and Evidence
by Ajay Subramanian & Jonathan Clarke
- 545 Inference in Difference in Difference Models
by Christopher Taber & Timothy Conley
- 543 Can Financial Frictions Help Explain the Performance of the US Fed?
by Beatriz de-Blas-Pérez
- 541 On the Feasibility of Debt Ponzi Schemes - A Bond Portfolio Approach
by Martin Barbie & Marcus Hagedorn
- 538 Temporal aggregation of multivariate GARCH processes
by Christian M. Hafner
- 536 Market Price of Risk Specifications for Affine Models: Theory and Evidence
by Patrick Cheridito & Damir Filipovic
- 527 Efficient Mechanisms for Bilateral Trading with Cooperative Investment
by Rui Ray Zhao
- 517 Market Structure and Multiple Equilibria in Airline Markets
by Elie Tamer & Federico Ciliberto
- 514 The Effect of Outside Options on Bargaining Under Asymmetric Information
by Abraham L. Wickelgren
- 513 The Impact of Chronic Disease Burden on Education, Fertility and Economic Growth – Evidence from the American South
by Fabian Lange & Hoyt Bleakley
- 512 Generalized Indirect Inference for Discrete Choice Models
by Anthony A. Smith, Jr. & Michael Keane
- 509 Exclusive Contracts, Loss to Delay and Incentives to Invest
by Giancarlo Spagnolo & Christian Groh
- 506 Do Migration Restrictions Matter?
by Gustavo Ventura & Paul Klein
- 504 Gender Wage Gaps in the Netherlands with Sample Selection Adjustments
by James Albrecht & Aico van Vuuren
- 501 Testing for structural change in regression with long memory processes
by Stepana Lazarova
- 498 Balanced Budget Rules and Aggregate Instability: The Role of Consumption Taxes
by Chryssi Giannitsarou
- 496 Networks of Relations
by Giancarlo Spagnolo & Steffen Lippert
- 495 Optimal Contracts for Teams of Money Managers
by Pegaret Pichler
- 492 Career Progression and Formal versus on the Job Training
by Adda & Dustmann
- 491 Testing Asset Pricing Model with Coskweness
by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini
- 490 A Nonlinear Model of the Business Cycle
by Simon M. Potter & Edward E. Leamer
- 487 Testing Distributional Assumptions: A GMM Approach
by N. Meddahi & C. Bontemps
- 485 Divide et Impera. Optimnal Deterrence Mechanisms Against Cartels and Organized Crime
by Giancarlo Spagnolo
- 483 Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes
by Marcel Rindisbacher & Jérôme Detemple & René Garcia
- 474 Exchange Rate Regimes And Fiscal Performance. Do Fixed Exchange Rate Regimes Generate More Discipline Than Flexible Ones?
by Guillermo J. Vuletin
- 469 Are the directions of stock price changes predictable? A generalized cross-spectral approach
by Jaehun Chung & Yongmiao Hong
- 467 A Specification Test for Time Series Models by a Normality
by Jin-Chuan Duan
- 466 Team Size and Geographic Dispersion in Scientific Research:
by James Adams & Grant Black
- 465 Can They Take it With Them? The Portability of Star Knowledge Workers' Performance: Myth or Reality?
by Boris Groysberg & Ashish Nanda
- 463 Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity
by Byeongseon Seo
- 461 On the inadmissibility of classical tests in unit-root-type situations
by Werner Ploberger
- 456 Why Issue Mandatory Convertibles? Theory and Empirical Evidence
by An Yan & Debarshi Nandy & Thomas Chemmanur
- 451 The Determinants of Care Quality in a Health Maintenance Organization:
by Randy Cebul & Jim Rebitzer
- 445 “Knowledge Hierarchies in Law Firms”
by Luis Garicano & Thomas Hubbard
- 441 Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments
by Norman R. Swanson & John C. Chao
- 439 Estimating Switching Costs for Heterogeneous Consumers: An Application to Wireless Number Portability
by Brian Viard & Katja Seim
- 436 On the Asymptotic Efficiency of GMM
by Jean-Pierre Florens & Marine Carrasco
- 434 Mortgages as Recursive Contracts
by Milton H. Marquis & John Krainer
- 433 Hard Evidence and Mechanism Design
by Joel Watson & Jesse Bull
- 432 Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature
by Jesper Lund & Torben G. Andersen & Luca Benzoni
- 431 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?
by Feng Zhao & Robert Jarrow & Haitao Li
- 428 The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty
by J. Huston McCulloch
- 426 Optimal Expectations
by Jonathan A. Parker & Markus K. Brunnermeier
- 425 Predatory Trading
by Lasse H. Pedersen & Markus Brunnermeier
- 419 Ambiguous Contracting: Natural Language and Judicial Interpretation
by Shurojit Chatterji & Dragan Filipovich
- 414 Survival Auctions
by Lixin Ye & John Kagel & Svetlana Pevnitska
- 413 Consistency conditions for affine term structure models
by Sergei Levendorskii
- 411 Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
by Christopher A. Sims & Jinill Kim & Sunghyun Kim
- 405 Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
by Jing-zhi Huang & Liuren Wu
- 402 Giving Little by Little: Dynamic Voluntary Contribution Games
by Lise Vesterlund & John Duffy & Jack Ochs
- 397 Non-Exclusive Contracts, Collateralized Trade, and a Theory of an Exchange
by Yaron Leitner
- 394 Multi-Agent Bilateral Bargaining with Endogenous Protocol
by Quan Wen & Sang-Chul Suh
- 393 Finite-Sample Inference Methods for Quantile Regression Models
by Christian Hansen & Victor Chernozhukov
- 392 Savings Adequacy and Retirement Expectations Among Older Married Couples
by Debra S. Dwyer & Hugo Benitez-Silva
- 385 Are Good Workers Employed by Good Firms? A Simple Test of Positive Assortative Matching Models
by John M. Abowd (corresponding) & Francis Kramarz
- 382 Parameter Set Inference in a Class of Econometric Models
by E. Tamer & V. Chernozhukov & H. Hong
- 373 Monopoly rights can reduce income big time
by Berthold Herrendorf & Arilton Teixeira
- 370 Bayesian Clustering Of Similar Multivariate Garch Models
by Luc Bauwens & Jeroen Rombouts
- 364 Small sample confidence intervals for multivariate impulse response functions at long horizons
by Barbara Rossi (Duke) & Elena Pesavento (Emory)
- 363 Agent Heterogeneity and Learning: An Application to Labor Markets
by Simon D. Woodcock
- 361 Employment and Child Care Decisions of Mothers and the Well-being of their Children
by Raquel Bernal
- 360 The Effect of the Payroll Tax on Earnings: A Test of Competing Models of Wage Determination
by Kevin Lang
- 356 Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk
by Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee
- 354 Durable Goods Monopoly with Quality Improvements over Time
by Gary Biglaiser & James J. Anton
- 350 Matching and Price Competition
by Jonathan Levin & Jeremy Bulow
- 346 What Does the Walrasian Auctioneer Know? (Or: The Relationship Between Technology Adoption and Financial Innovation.)
by Ana Fernandes
- 339 Monotone Methods for Equilibrium Selection under Perfect Foresight Dynamics
by Josef Hofbauer & Daisuke Oyama & Satoru Takahashi
- 335 Social Interactions in Schooling
by A. Rosolia & P. Cipollone
- 334 Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques
by Hielke Buddelmeyer & Kenneth Troske
- 332 An Empirical Investigation of Habit-Based Asset Pricing Models
by Sydney C. Ludvigson & Xiaohong Chen
- 330 Can Business and Social Networks Explain the Border Effect Puzzle?
by Thierry Mayer & Pierre-Philippe Combes & Miren Lafourcade
- 328 The empirical relevance of the New Keynesian Phillips curve
by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen
- 326 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
by Thorsten V. Koeppl
- 324 Nonlinear estimators with integrated regressors but without exogeneity
by Robert de Jong
- 317 Mergers Mechanisms
by S. Viswanathan & S. Brusco & G. Lopomo
- 311 Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership
by Paul Ehling
- 303 Horizontal Versus Vertical Tax Competition: An Empirical Test
by Mario Jametti & Marius Brülhart
- 299 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
by Sainan Jin & Peter Phillips & Yixiao Sun
- 298 Monetary Policy and Labor Market Institutions
by Ester Faia & Christian Haefke
- 291 FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes
by Merih Uctum & Isamu Kato
- 287 Topologies Of Social Interactions
by Yannis M. Ioannides
- 284 Bayesian Inference for Econometric Models using Empirical Likelihood Functions
by Frank Schorfheide & Hyungsik Roger Moon
- 282 Counteroffers: When Will They Occur?
by John Barron & Mark Berger
- 280 Calculating Comparable Statistics from Incomparable Surveys, with an Application to Poverty in India
by Alessandro Tarozzi
- 279 Countervailing Power and Product Diversity
by Zhiqi Chen
- 278 Culture as Organizational Capital in Economic Growth
by Charles E. Swanson & Dimitrios Diamantaras
- 271 Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US
by Soyoung Kim & Nouriel Roubini
- 269 Exit Option in Hierarchical Agency
by Doyoung Kim & Jacques Lawarree & Dongsoo Shin
- 266 Coordination, Specialization and Incentives: An Equilibrium Model of Firm Boundaries
by Frank Mathewson & Ignatius J. Horstmann
- 264 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
by Norman R. Swanson & Valentina Corradi
- 263 When Promotions Induce Good Managers to Be Lazy
by Antoine Renucci & Frédéric Loss
- 255 The performance of reverse auctions versus request for quotes when procuring goods with quality differences
by J. Todd Swarthout & Jason Shachat
- 253 Evaluating Incentive Options
by Wei Xiong & Ronnie Sircar
- 248 Product Market Competition and the Boundaries of the firm
by Jean-Etienne de Bettignies
- 236 Martingale Tests of Value-at-Risk
by Peter Christoffersen & Jeremy Berkowitz
- 234 Properties of Optimal Forecasts
by Allan Timmermann & Andrew J. Patton
- 233 The Economics of Clear Advice and Extreme Options
by Dezsoe Szalay
- 225 Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models
by Jiti Gao & Maxwell King
- 210 Estimation of Average Treatment Effects With Misclassification
by Arthur Lewbel
- 205 A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing
by Joseph Nichols
- 202 A Bayesian semiparametric approach to pricing the S&P 500 index options
by Marcin Kacperczyk; Paul Damien; Stephen Walker
- 201 Multivariate Hypernormal Densities
by Andreas Gottschling & Christian Haefke
- 199 Higher order approximations of IV statistics that indicate their properties under weak or many instruments
by Frank Kleibergen
- 198 Quantile Regression under Misspecification
by I. Fernandez-Val & J. Angrist & V. Chernozhukov
- 196 Inference of Structural Econometric Models: A Unified Approach
by Tong Li
- 190 The Strategic Impact of Pace in Double Auction Bargaining
by Steven Gjerstad
- 189 Learning to Stand in Lines: A Prerequisite for Economic Development?
by Krishna B. Kumar & John G. Matsusaka & USC Marshall School of Business
- 186 Treatment Effect Heterogeneity in Theory and Practice
by Joshua Angrist
- 184 Friendship Networks
by Jan K. Brueckner
- 179 The thick market effect of local unemployment rate fluctuation
by Qinghua Zhang & Li Gan
- 174 Multidimensional Private Value Auctions
by Stephen Morris & Hanming Fang
- 164 The States vs. the states: On the Welfare Cost of Business Cycles in the U.S
by Michel A. Robe & Stephane Pallage
- 162 Consumption Commitments and Preferences for Risk
by Larry Samuelson & Andrew Postlewaite
- 157 Impact of higher-order uncertainty
by Muhamet Yildiz & Jonathan Weinsten
- 156 Asymptotics of non-linear lasso type estimators
by mehmet caner
- 155 The Equity Premium and the Baby Boom
by Robin Brooks
- 149 Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders
by Harry J. Paarsch & Bjarne Brendstrup
- 145 Threshold Integrated Moving Average Models (Does Size Matter? Maybe So)
by Oscar Martin & Jesus Gonzalo
- 144 Which Extreme Values are Really Extremes?
by Jose Olmo & Jesus Gonzalo
- 143 Prohibitions on Punishments in Private Contracts
by Andrew Newman & Philip Bond
- 139 Pricing Derivatives on Two Lé}vy-driven Stocks
by Ernesto Mordecki & José Fajardo
- 137 Discrete polarization and the measurement of potential ethnic conflict
by Marta Reynal-Querol & Jose G. Montalvo
- 133 Bankruptcy in Credit Chains
by Cyril Monnet & Frederic Boissay
- 132 Conflicts of Interest and Credible Information Provision by Specialized and One-Stop Banks
by Joel Shapiro & Patrick Bolton & Xavier Freixas
- 130 High-Order Consumption Moments and Asset Pricing
by Andrei Semenov
- 129 The Effect of Cross Ownership on Competition in Auction Markets
by Keith Waehrer & Patrick Greenlee
- 127 Job Turnover and the Returns to Seniority
by Benoit Dostie
- 126 Level-n Bounded Rationality on a Level Playing Field of Sequential Games
by Ernan Haruvy & Dale Stahl
- 123 Estimating Measurement Error in SIPP Annual Job Earnings: A Comparison of Census Survey and SSA Administrative Data
by Martha Stinson
- 115 Jackknifing Bond Option Prices
by Jun Yu & Peter Phillips
- 111 State “Death” Taxes and Elderly Migration – The Chicken or the Egg?
by Jonathan C. Rork & Karen Smith Conway
- 108 Bidder Collusion
by Leslie M. Marx & Robert C. Marshall
- 106 The Zero-Information-Limit Condition and Spurious Inference
by Richard Startz & Charles R. Nelson
- 90 Asymmetry of Information Flow Between Volatilities Across Time Scales
by Ramazan Gencay & Faruk Selcuk
- 86 Auditing policies and information
by Bernard Sinclair-Desgagné & Marie-Cécile Fagart
- 84 Corporate Stability and Economic Growth
by Bernard Yeung & Kathy S. He & Randall Morck
- 82 Complexity and Efficiency in the Negotiation Game
by Hamid Sabourian & Jihong Lee
- 77 Statistical Models for High Frequency Security Prices
by Roel C.A. Oomen
- 75 Deflation, Real Wages, and the International Great Depression: A Productivity Puzzle
by Ron Leung & Harold L. Cole & Lee E. Ohanian
- 72 Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities
by Michael Melvin & Manuel Gomez
- 68 Firm Location and the Creation and Utilization of Human Capital
by Andres Almazan & Adolfo De Motta
- 64 Homogeneous Actions and Hetergeneous Beliefs: Experimental Evidence on the Formation of Information Cascades
by Angela Hung & Jeff Dominitz
- 60 How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?
by Daniel Garces-Diaz
- 59 Public and Private Information in Monetary Policy Models
by Hyun Song Shin & Jeffery D. Amato
- 58 Optimal Bidding in Multi-Unit Discriminatory Auctions: Two Bidders
by S. Viswanathan & James J.D. Wang
- 56 Tax Interdependence in American States
by Claudio A. Agostini
- 55 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
by Mathias Drehmann & Jörg Oechssler
- 54 The Growth of Global Equity Markets: A Closer Look
by Kai Li
- 51 Optimal Common Value Auctions with Asymmetric Bidders
by Rajdeep Singh & Paul Povel
- 45 Generalized Potentials and Robust Sets of Equilibria
by smorris & Takashi Ui
- 42 Efficient Delegation by an Informed Principal
by Thomas A. Gresik & Eric W. Bond
- 39 The effects of meternal education versus cognitive test scores on child nutrition in Kenya
by Melanie Fox-Kean & Alok Bhargava
- 35 Anthropometric Failure and Persistence of Poverty in Rural India
by Veena Kulkarni & Raghav Gaiha
- 24 Optimal Monetary Policy with Imperfect Common Knowledge
by Klaus Adam