Content
Undated material is presented at the end, although it may be more recent than other items
2024
- 202405 Default and Interest Rate Shocks: Renegotiation Matters
by Carlos Esquivel Author-1-Name-First: Carlos Author-1-Name-Last: Esquivel & Victor Almeida Author-2-Name-First: Victor Author-2-Name-Last: Almeida & Timothy Kehoe Author-3-Name-First: Timothy Author-3-Name-Last: Kehoe & Juan Pablo Nicolini Author-4-Name-First: Juan Pablo Author-4-Name-Last: Nicolini - 202404 The Sovereign Default Risk of Giant Oil Discoveries
by Carlos Esquivel - 202403 Sovereign Risk and Dutch Disease
by Carlos Esquivel - 202402 Underinvestment and Capital Misallocation Under Sovereign Risk
by Carlos Esquivel - 202401 Expansionary Fiscal Consolidation Under Sovereign Risk
by Carlos Esquivel
2023
- 202302 Optimal Compellance
by Tomas Sjostrom - 202301 Long Wars
by Tomas Sjostrom
2022
- 202201 The Role of Sentiment in the U.S. Economy: 1920 to 1934
by John Landon-Lane
2020
- 202101 Milton Friedman on Bailouts
by Hugh Rockoff - 202002 Dynamic information acquisition and time-varying uncertainty
by Zhifeng Cai - 202001 Secular Stagnation, Financial Frictions, and Land Prices
by Zhifeng Cai
2019
- 201904 An alternative to natural monopoly
by Oriol Carbonell-Nicolau - 201903 Recursive Differencing for Estimating Semiparametric Models
by Chan Shen - 201902 Long Term Health Efect of Earned Income Tax Credit
by Ze Song - 201901 Does Scale Matter in Community Bank Performance? Evidence Obtained by Applying Several New Measures of Performance
by Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester & Choon-Geol Moon
2018
- 201806 Consumer Lending Efficiency: Commercial Banks Versus A Fintech Lender
by Joseph Hughes & Julapa Jagtiani & Choon-Geol Moon - 201805 The Performance of Financial Institutions: Modeling, Evidence, and Some Policy Implications
by Joseph P. Hughes & Loretta J. Mester - 201804 Can the Greater Fool Theory Explain Bubbles? Evidence from China
by Xuan Zou - 201803 Does Scale Matter In Community Bank Performance? Evidence Obtained By Applying Several New Measures Of Performance
by Joseph Hughes & Julapa Jagtiani & Loretta Mester & Choon-Geol Moon - 201802 How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)
by Joseph Hughes & Choon-Geol Moon - 201801 Further Results on the Inequality Reducing Properties of Income Tax Schedules
by Oriol Carbonell-Nicolau & Humberto Llavador
2017
- 201714 Poverty’s Deconstruction: Beyond the Visible
by Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun - 201713 Inequality, Good Governance and Endemic Corruption
by Gil S. Epstein & Ira N. Gang - 201712 Taxation, social protection, and governance decentralization
by Gil S. Epstein & Ira N. Gang - 201711 Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas
by Yuan Liao & Xiye Yang - 201710 The Volatility of Capital Flows in Emerging Markets: Measures and Determinants
by Maria Sole Pagliari & Swarnali Ahmed Hannan - 201709 How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)
by Joseph Hughes & Choon-Geol Moon - 201708 WARP Decompositions
by Hassan Nosratabadi - 201707 Referential Revealed Preference Theory
by Hassan Nosratabadi - 201706 Rational Filters
by Hassan Nosratabadi - 201705 Referential Revealed Preference Theory
by Hassan Nosratabadi - 201704 Capital Regulation: Less Really Can Be More When Incentives Are Socially Aligned
by Joseph P. Hughes - 201703 Perfect Equilibria in Games of Incomplete Information
by Oriol Carbonell-Nicolau - 201702 Equilibria in Infinite Games of Incomplete Information
by Oriol Carbonell-Nicolau - 201701 Recursive Differencing: Bias Reduction with Regular Kernels
by Chan Shen & Roger Klein
2016
- 201611 Market Discipline Working for and Against Financial Stability: The Two Faces of Equity Capital in U.S. Commercial Banking
by Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon - 201610 The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications
by Christian Hansen & Yuan Liao - 201609 The U.S. Economy in WWII as a Model for Coping with Climate Change
by Hugh Rockoff - 201608 Vulnerability to Poverty: Tajikistan during and after the Global Financial Crisis
by Ira N. Gang & Ksennia Gatskova & John Landon Lane & Myeong-Su Yun - 201607 Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?
by Yuan Liao & Anna Simoni - 201606 Shifting the Burden of Taxation from the Corporate to the Personal Level and Getting the Corporate Tax Rate Down to 15 Percent
by Harry Grubert & Rosanne Altshuler - 201605 Measuring Agency Costs and the Value of Investment Opportunities of U.S. Bank Holding Companies with Stochastic Frontier Estimation
by Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon - 201604 Is Bigger Necessarily Better in Community Banking?
by Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester - 201603 Inequality Reducing Properties of Progressive Income Tax Schedules: The Case of Endogenous Income
by Oriol Carbonell-Nicolau & Humberto Llavador - 201602 Inequality and Financial Fragility
by Yuliyan Mitkov - 201601 Asset Returns and Financial Fragility
by Yang Li
2015
- 201524 The Future of Large, Internationally Active Banks: Does Scale Define the Winners?
by Joseph P. Hughes & Loretta J. Mester - 201523 Migration, Transfers and Child Labor
by Ralitza Dimova & Gil S. Epstein & Ira N. Gang - 201522 Female Engagement in Commercial Agriculture, Interventions and Welfare in Malawi: What Works for the Poorest?
by Ralitza Dimova & Ira N. Gang - 201521 Is women's ownership of land a panacea in developing countries? Evidence from land-owning farm households in Malawi
by Sumon Kumar Bhaumik & Ralitza Dimova & Ira N. Gang - 201520 Making Aid Work: Governance and Decentralization
by Gil S. Epstein & Ira N. Gang - 201519 Ethnic Goods and Immigrant Assimilation
by Ilhom Abdulloev & Gil S. Epstein & Ira N. Gang - 201518 Good and Efficient? Women’s Voice in Agriculture
by Ralitza Dimova & Ira N. Gang - 201517 Inequality Reducing Properties of Progressive Income Tax Schedules: The Case of Endogenous Income
by Oriol Carbonell-Nicolau & Humberto Llavador - 201516 War and Inflation in the United States from the Revolution to the First Iraq War
by Hugh Rockoff - 201515 Fighting the Last War: economists on the lender of last resort
by Richard S. Grossman & Hugh Rockoff - 201514 Towards a History of the Junk Bond Market, 1910-1955
by Peter F. Basile & Sung Won Kang & John Landon-Lane & Hugh Rockoff - 201513 On the Existence of Nash Equilibrium in Bayesian Games
by Oriol Carbonell-Nicolau & Richard McLean - 201512 Semicontinuous integrands as jointly measurable maps
by Oriol Carbonell-Nicolau - 201511 Semiparametric Instrumental Variable Estimation in an Endogenous Treatment Model
by Roger Klein & Chan Shen - 201502 Robust Forecast Comparison
by Sainan Jin & Valentina Corradi & Norman Swanson - 201501 The Spillover Effects Of Outward Foreign Direct Investment On Home Countries: Evidence From The United States
by Jitao Tang & Rosanne Altshuler
2014
- 201413 Do We Really Value Identified Lives More Highly Than Statistical Lives?
by Louise B Russell - 201412 Sometimes, Winners Lose: Economic Disparity and Indigenization in Kazakhstan
by Ira N. Gang & Achim Schmillen - 201411 The Effect of Publicized Quality Information on Home Health Agency Choice
by Kyoungrae Jung & Bingxiao Wu & Hyunjee Kim & Daniel Polsky - 201410 Information Presentation and Consumer Choice: Evidence from Assisted Reproductive Technology (ART) Success Rates Reports
by Bingxiao Wu - 201409 Mismeasurement in Pay-for-Performance: Evidence from an Intervention to Reduce Health Care Spending in China
by Bingxiao Wu - 201408 Consistent Pretesting for Jumps
by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson - 201407 Migration, Education and the Gender Gap in Labour Force Participation
by Ira N. Gang - 201406 The Science of Making Better Decisions about Health: Cost-Effectiveness and Cost-Benefit Analysis
by Louise Russell - 201405 Floating A “Lifeboat”: The Banque De France And The Crisis Of 1889
by Eugene White & Pierre-Cyrille Hautcoeur & Angelo Riva - 201404 The Evolution Of Bank Boards Of Directors In New York, 1840-1950
by Eugene White & Howard Bodenhorn - 201403 Semiiparametric Selection Models with Binary Outcomes
by Roger Klein & Chan Shen & Francis Vella - 201402 On the existence of Nash equilibrium in Bayesian games
by Oriol Carbonell-Nicolau & Richard McLean - 201401 Bailouts and Financial Fragility
by Todd Keister
2013
- 201325 Liquidity regulation and the implementation of monetary policy
by Morten L. Bech & Todd Keister - 201324 Late Bidding in Open Auctions with Two Bidders
by Colin Campbell & Ying Zhang - 201323 Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
by Norman Swanson & Richard Urbach - 201322 Measuring the Performance of Banks: Theory, Practice, Evidence, and Some Policy Implications
by Joseph P. Hughes & Loretta J. Mester - 201321 Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
by Diep Duong & Norman Swanson - 201320 High Frequency Trading in the Equity Markets During U.S. Treasury POMO
by Cheng Gao & Bruce Mizrach - 201319 An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books
by Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach - 201318 Market Quality Breakdowns in Equities
by Cheng Gao & Bruce Mizrach - 201317 Strategic Interaction in A Stock Trading Chat Room
by Jie Lu & Bruce Mizrach - 201316 Mining Big Data Using Parsimonious Factor and Shrinkage Methods
by Hyun Hak Kim & Norman Swanson - 201315 Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
by Kihwan Kim & Norman Swanson - 201314 Testing for Structural Stability of Factor Augmented Forecasting Models
by Valentina Corradi & Norman Swanson - 201312 Density and Conditional Distribution Based Specification Analysis
by Diep Duong & Norman Swanson - 201311 An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen - 201310 Combining Two Consistent Estimators
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen - 201309 A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance
by Valentina Corradi & Norman Swanson - 201308 Comparison of Parametric and Semi-Parametric Binary Response Models
by Xiangjin Shen & Shiliang Li & Hiroki Tsurumi - 201305 Fixing the System: An Analysis of Alternative Proposals for the Reform of International Tax
by Harry Grubert & Rosanne Altshuler - 201304 An Experiment on Partnership Protocols for Bilateral Trade with Incomplete Information
by Barry Sopher & Revan Sopher - 201303 Information Transparency, Fairness and Labor Market Efficiency
by Ebru Isgin & Barry Sopher - 201302 The Origins of Risk Sharing: An Experimental Approach
by Steven Gazzillo & Barry Sopher & Athena Aktipis & Lee Cronk - 201301 Consistency and Aggregation in Individual Choice Under Uncertainty
by Jeff Birchby & Gary Gigliotti & Barry Sopher
2012
- 201209 On Essential Nash Equilibria in Normal-Form Games
by Oriol Carbonell-Nicolau - 201208 On Essential, (Strictly) Perfect Equilibria
by Oriol Carbonell-Nicolau - 201207 On Equilibrium Refinement in Supermodular Games
by Oriol Carbonell-Nicolau & Richard McLean - 201206 Approximation Results for Discontinuous Games with an Application to Equilibrium Refinement
by Oriol Carbonell-Nicolau & Richard McLean - 201205 Long-term Health and Socioeconomic Consequences of Child Labor: Evidence from Brazil
by Xuelian Zhang - 201204 A Primer on Market Discipline and Governance of Financial Institutions for Those in a State of Shocked Disbelief
by Joseph P. Hughes & Loretta J. Mester - 201203 Bertrand Delegation Games With Implementability In Weakly Undominated SPNE
by Junnosuke Shino - 201202 2x2 Delegation Games With Implementability In Weakly Undominated SPNE
by Junnosuke Shino
2011
- 201134 The Elusive Scale Economies of the Largest Banks and their Implications for Global Competitiveness
by Joseph P. Hughes - 201133 Sectoral Price Facts in a Sticky-Price Model
by Carlos Carvalho & Jae Won Lee - 201132 Aggregate Implications of Heterogeneous Households in a Sticky-Price Model
by Jae Won Lee - 201131 Methods for Computing Marginal Data Densities from the Gibbs Output
by Cristina Fuentes-Albero & Leonardo Melosi - 201130 A Structural Approach To Information Shares
by Oleg Korenok & Bruce Mizrach & Stanislav Radchenko - 201129 A New Cost Efficiency Measure For Not-For-Profit Firms: Evidence Of A Link Between Inefficiency And Large Endowments
by Joseph P. Hughes - 201128 Approximation Results for Discontinuous Games with an Application to Equilibrium Refinement
by Oriol Carbonell-Nicolau & Richard McLean - 201127 Who Said Large Banks Don't Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function
by Joseph J. Hughes & Loretta Mester - 201126 Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models
by Xiangjin Shen & Hiroki Tsurumi - 201125 Refinements of Nash equilibrium in potential games
by Oriol Carbonell-Nicolau & Richard McLean - 201124 Understanding U.S. Corporate Tax Losses
by Rosanne Altshuler & Alan Auerbach & Michael Cooper & Matthew Knittel - 201122 Capital Income Taxation and Progressivity in a Global Economy
by Rosanne Altshuler & Benjamin Harris & Eric Toder - 201121 Desperately Seeking Revenue
by Rosanne Altshuler & Katherine Lim & Roberton Williams - 201120 Fiscal Consolidation in America: The Policy Options
by Rosanne Altshuler & Barry Bosworth - 201119 Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
by Huyn Hak Kim & Norman R. Swanson - 201118 Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - 201117 Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps
by Diep Duong & Norman R. Swanson - 201116 Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks
by Diep Duong & Norman R. Swanson - 201115 Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators
by Norman R. Swanson & Nii Ayi Armah - 201114 Diffusion Index Models and Index Proxies: Recent Results and New Directions
by Norman R. Swanson & Nii Ayi Armah - 201113 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
by Norman R. Swanson & Andres Fernandez - 201112 Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models
by Norman R. Swanson & Valentina Corradi - 201111 Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - 201110 Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - 201109 Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso - 201108 Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso - 201107 Information in the Revision Process of Real-Time Datasets
by Norman R. Swanson & Valentina Corradi & Andres Fernandez - 201105 Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments
by Norman R. Swanson & Nii Ayi Armah - 201104 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
by Norman R. Swanson & Oleg Korenok & Stanislav Radchenko - 201103 Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
by Norman R. Swanson & Nii Ayi Armah - 201102 In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008
by Norman R. Swanson & Lili Cai - 201101 War and the International Trading System in the Twentieth Century
by Hugh Rockoff
2010
- 201008 Management of Hazardous Waste and Contaminated Land
by Hilary Sigman & Sarah Stafford - 201007 Lender of Last Resort Policy in a Global Game and the Role of Depositors Aggregate Behavior as Signaling
by Junnosuke Shino - 201006 Monitoring and Enforcement of Climate Policy
by Hilary Sigman - 201005 The Market Microstructure of the European Climate Exchange
by Bruce Mizrach & Yoichi Otsubo - 201004 Parallel Journeys: Adam Smith and Milton Friedman on the Regulation of Banking
by Hugh Rockoff - 201003 Tail Return Analysis of Bear Stearns Credit Default Swaps
by Liuling Li & Bruce Mizrach - 201002 Monetary Policy with Heterogeneous Households and Financial Frictions
by Jae Won Lee - 201001 Heterogeneous Households in a Sticky Price Model
by Jae Won Lee
2009
- 200908 Pre-electoral Coalitions and Post-election Bargaining
by Siddhartha Bandyopadhyay & Kalyan Chatterjee & Tomas Sjostrom - 200907 Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
by Sandeep Baliga & David Lucca & Tomas Sjostrom - 200906 The Strategy of Manipulating Conflict
by Sandeep Baliga & Tomas Sjostrom - 200905 Conflict Games with Payoff Uncertainty
by Sandeep Baliga & Tomas Sjostrom - 200903 Exchange Rate and Political Risks, Again
by Gregory Clare & Ira N. Gang - 200902 Why Pay Taxes When No One Else Does?
by Gil S. Epstein & Ira N. Gang - 200901 Integration of the Global Emissions Trading Markets
by Bruce Mizrach
2008
- 200808 Farsighted Stable Sets in Hotelling's Location Games
by Junnosuke Shino - 200807 Log-linear Dynamics and Local Potential
by Daijiro Okada & Olivier Tercieux - 200806 Towards an Understanding of the Endogenous Nature of Identity in Games
by John Smith & Katerina Bezrukova - 200805 Imperfect Memory and the Preference for Increasing Payments
by John Smith - 200804 Reconsidering Tax Expenditure Estimation: Challenges And Reforms
by Rosanne Altshuler & Robert Dietz - 200803 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
by Michael Fleming & Bruce Mizrach - 200802 Jump and Cojump Risk in Subprime Home Equity Derivatives
by Bruce Mizrach - 200801 Efficiency in Banking: Theory, Practice, and Evidence
by Joseph P. Hughes & Loretta J. Mester - 200710 Rationality as a barrier to peace: Micro-evidence from Kosovo
by Sumon K. Bhaumik & Ira N. Gang & Myeong-Su Yun
2007
- 200709 Reputation, Social Identity and Social Conflict
by John Smith - 200708 Ethnic Fragmentation and Police Spending: Social Identity and a Public Good
by John Smith & Olugbenga Ajilore - 200707 Medicare's Prospective Payment System for Hospitals: New Evidence on Transitions Among Health Care Settings
by Xufeng Qian & Louise Russell & Elmira Valiyeva & Jane Miller - 200706 A Positive Theory of Income Taxation
by Oriol Carbonell-Nicolau - 200705 Cognitive Dissonance, Imperfect Memory and the Preference for Increasing Payments
by John Smith - 200704 Immigration and Crime in Early 20th Century America
by Carolyn Moehling & Anne Morrison Piehl - 200703 Comment: Legal Liability as Climate Change Policy
by Hilary Sigman - 200702 Recovering Probabilistic Information From Options Prices and the Underlying
by Bruce Mizrach - 200701 Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room
by Jie Lu & Bruce Mizrach - 200626 Corporate Taxes in the World Economy: Reforming the Taxation of Cross-Border Income
by Harry Grubert & Rosanne Altshuler
2006
- 200636 Ethnic Conflict and Economic Disparity: Serbians and Albanians in Kosovo
by Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun - 200635 A Note on Poverty in Kosovo
by Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun - 200634 Poverty in Rural India: Ethnicity and Caste
by Ira N. Gang & Kunal Sen & Myeong-Su Yun - 200633 A Note on Decomposing Differences in Poverty Incidence Using Regression Estimates: Algorithm and Example
by Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun - 200632 Immigration Amnesty and Immigrant's Earnings
by Ira N. Gang & Myeong-Su Yun - 200631 Wage Growth and Inequality Change During Rapid Economic Transition
by Ira N. Gang & Robert C. Stuart & Myeong-Su Yun - 200630 Migrants, Ethnicity and Strategic Assimilation
by Gil S. Epstein & Ira N Gang - 200629 Decentralizing Aid with Interested Parties
by Gil S. Epstein & Ira N Gang - 200628 The Hope for Hysteresis in Foreign Aid
by Gil S. Epstein & Ira N Gang - 200627 Good Governance and Good Aid Allocation
by Gil S. Epstein & Ira N. Gang - 200625 The Three Parties in the Race to the Bottom: Host Governments, Home Governments and Multinational Companies
by Rosanne Altshuler & Harry Grubert - 200624 Constrained Tax Reform: How Political and Economic Constraints Affect the Formation of Tax Policy Proposals
by Rosanne Altshuler & Jonathan Ackerman - 200623 Where to Work? The Role of the Household in explaining Gender Differences in Labour Market Outcomes
by Ira N. Gang & John Landon-Lane & Ralitza Dimova - 200622 The Role of Dynamic Scoring in the Federal Budget Process: Closing the Gap Between Theory and Practice
by Rosanne Altshuler & Nicholas Bull & John Diamond & Timothy Dowd & Pamela Moomau - 200621 Predictive Density Evaluation. Revised
by Valentina Corradi & Norman Swanson - 200620 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures
by Valentina Corradi & Norman Swanson & Walter Distaso - 200619 Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
by Norman Swanson & Nii Ayi Armah - 200618 Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes
by Norman Swanson & Valentina Corradi - 200617 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
by Norman Swanson & Oleg Korenok & Stanislav Radchenko - 200616 Predictive Inference for Integrated Volatility
by Valentina Corradi & Norman Swanson & Walter Distaso - 200615 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives
by Norman Swanson & Oleg Korenok - 200614 A Simulation Based Specification Test for Diffusion Processes
by Valentina Corradi & Norman Swanson & Geetesh Bhardwaj - 200613 A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
by Norman Swanson & Geetesh Bhardwaj - 200612 How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version
by Norman Swanson & Oleg Korenok - 200610 Highs and Lows: A Behavioral and Technical Analysis
by Bruce Mizrach & Susan Weerts - 200609 Environmental Liability and Redevelopment of Old Industrial Land
by Hilary Sigman - 200608 A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002."
by Hugh Rockoff & John Landon-Lane - 200607 Trade First and Trade Fast: A Duration Analysis of Recovery from Currency Crisis
by Saubhik Deb