CFDP 1430, "Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models" (July 2003, updated updated April 2008) (with Edwardo Engel) [32pp, abstract] [Old title: "Adjustment Is Much Slower Than You Think"]

CFDP 1456, "Three Strikes and You're Out: Reply to Cooper and Willis" (March 2004) (with Eduardo Engel) [13pp, abstract] Reprinted in American Economic Review (September 2004), 94(4): 1238-1244

CFDP 1480, "Effective Labor Regulation and Microeconomic Flexibility" (September 2004, updated June 2010) (with Kevin N. Cowan, Eduardo M.R.A. Engel, Alejandro Micco) (updated October 2006) [29pp, abstract]

CFDP 1566, "Lumpy Investment in Dynamic General Equilibrium" (June 2006) (with Ruediger Bachmann, Eduardo Engel) [52pp, abstract]

CFDP 1566R, "Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model" (Revised June 2008, updated April 2010) (with Ruediger Bachmann, Eduardo Engel) [abstract, 48pp]

CFDP 1603, "Price Stickiness in Ss Models: New Interpretations of Old Results" (February 2007) (with Eduardo Engel) [29pp, abstract] Reprinted in Journal of Monetary Economics (September 2007), 54(1): 100-121 [doi:10.1016/j.jmoneco.2007.06.020]

CFDP 1867, "The Anatomy of French Production Hierarchies" (July 2012) (with Ferdinando Monte, Esteban Rossi-Hansberg) [75pp, abstract]

CFP 1288, "The Wisdom of the Minority." Journal of Economic Theory (2009), 144(4): 1421-1439 (with Johannes Hörner)

CFDP 1399, "The Strong Law of Demand" (2003) (with Donald J. Brown) [12pp, abstract]

CFDP 1399R, "Rationalizing and Curve-Fitting Demand Data with Quasilinear Utilities" (July /2004) (with Donald J. Brown) [11pp, abstract]

CFDP 1507, "The Nonparametric Approach to Applied Welfare Analysis" (2005) (with Donald J. Brown) [14pp, abstract] Reprinted in D.J. Brown and F. Kubler, eds., Computational Aspects of General Equilibrium Theory: Refutable Theories of Value, Springer-Verlag, 2008

CFDP 1615, "Marshall's Theory of Value and the Strong Law of Demand" (2007) (with Donald J. Brown) [8pp, abstract]

CFDP 1615R, "Alfred Marshall's Cardinal Theory of Value: The Strong Law of Demand" (July 2007, Revised July 2013) (with Donald J. Brown) [7pp, abstract]

CFDP 1890, "Testing for Fictive Learning in Decision-Making under Uncertainty" (March 2013) (with Oliver Bunn, Donald Brown) [16pp, abstract]

CFDP 1615, "Marshall's Theory of Value and the Strong Law of Demand" (2007) (with Donald J. Brown) [8pp, abstract]

CFDP 1164, "A Multifractal Model of Asset Returns" (1997) (with Benoit Mandelbrot, Adlai Fisher) [40pp, abstract]

CFDP 1165, "Large Deviations and the Distribution of Price Changes" (1997) (with Adlai Fisher, Benoit Mandelbrot) [30pp, abstract]

CFDP 1166, "Multifractality of Deutschemark/US Dollar Exchange Rates" (1997) (with Adlai Fisher, Benoit Mandelbrot) [77pp, abstract]

CFDP 402, "A Critical Analysis of Ridge Regression" (1975) (with Gary Smith) [25pp] [CFP 496]

CFP 496, "A Critique of Some Ridge Regression Methods." Journal of the American Statistical Association (March 1980), 75(369): 74-103 (with Gary Smith) [CFDP 402]

CFDP 667, "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates" (June 1983) (with Robert J. Shiller, Kermit L. Schoenholtz) [84pp] Reprinted in Brookings Papers on Economic Activity (1983), 1: 173-217

CFDP 772R, "The Term Structure of Euromarket Interest Rates: An Empirical Investigation" (September 1985, revised February 1986) (with Richard H. Clarida) [35pp, abstract] Reprinted in Journal of Monetary Economics (January 1987), 19: 25-44

CFDP 785, "Cointegration and Tests of Present Value Models" (March 1986) (with Robert J. Shiller) [41pp, abstract] Reprinted in Journal of Political Economy (October 1987), 95: 1062-1088; also in Robert F. Engle and Clive W.J. Granger (eds.), Long-Run Economic Relationships: Readings in Cointegration, Oxford University Press, 1991, pp. 191-217; and Andrew W. Lo (ed.), Financial Econometrics, Edward Elgar, 2005

CFDP 812, "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors" (December 1986) (with Robert J. Shiller) [39pp, abstract] Reprinted in Review of Financial Studies (Fall 1988), 1: 195-228; also in Andrew W. Lo (ed.), Market Efficiency: Stock Market Behavior in Theory and Practice, Edward Elgar, 1996

CFDP 858, "Stock Prices, Earnings and Expected Dividends" (February 1988) (with Robert J. Shiller) [41pp, abstract] Reprinted in Journal of Finance, Papers and Proceedings (July 1988), 43: 662-676

CFDP 1125, "A Scorecard for Indexed Government Debt" (May 1996) (with Robert J. Shiller) [47pp, abstract] Reprinted in Ben S. Bernanke and Julio Rotemberg (eds.), National Bureau of Economic Research Macroeconomics Annual 1996, MIT Press, 1996, pp. 155-197

CFDP 1295, "Valuation Ratios and the Long-Run Stock Market Outlook: An Update" (2001) (with Robert J. Shiller) [31pp, abstract] Reprinted in Richard H. Thaler, Advances in Behavioral Finance II, Princeton: Princeton University Press, 2005

CFDP 1696, "Understanding Inflation-Indexed Bond Markets" (May 2009) (with Robert Shiller, Luis Viceira) [47pp, abstract] Reprinted in Brookings Papers on Economic Activity (Spring 2009), 79-120 [doi:10.1353/eca.0.0045]

CFP 595, "The Determinants of Interest Rates: Old Controversies Reopened." AEA Papers and Proceedings (May 1984), 74(2): 44-48 (with Robert J. Shiller)

CFP 1148, "An Interview with Robert J. Shiller," by John Y. Campbell. Macroeconomic Dynamics (2004), 8: 649-683

CFDP 1793, "Breakdown Point Theory for Implied Probability Bootstrap" (April 2011) (with Taisuke Otsu) [14pp, abstract]

CFDP 1796, "Robustness of Bootstrap in Instrumental Variable Regression" (April 2011) (with Taisuke Otsu) [abstract, 24pp]

CFDP 1825, "On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family" (October 2011) (with Taisuke Otsu) [7pp, abstract]

CFDP 1789, "Hodges-Lehmann Optimality for Testing Moment Conditions" (March 2011) (with Taisuke Otsu) [18pp, abstract]

CFDP 1276, "Investment Incentives in Procurement Auctions" (2000) (with Leandro Arozamena) [41pp, abstract] Reprinted in Review of Economic Studies (2004), 71(1): 1-18

CFDP 1279, "The Effect of Bidders' Asymmetries on Expected Revenue in Auctions" (2000) [37pp, abstract] Reprinted in Games and Economic Behavior (2008), 62: 1-25

CFDP 1285, "A Graphical Analysis of Some Basic Results in Social Choice" (2000) (with Antonio Rangel) [23pp, abstract] Reprinted in Social Choice and Welfare (2002), 19: 587-611

CFDP 1291, "Electoral Rules and the Emergence of New Issue Dimensions" (2001) [37pp]

CFDP 649, "Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm" (1982) (with Philip M. White, Ludo Van der Heyden) [26pp, abstract] [CFP 624b]

CFDP 937, "Aggregation and Social Choice: A Mean Voter Theorem" (1990) (with Barry Nalebuff) [37pp, abstract] Reprinted in Econometrica (January 1991), 59(1): 1-23

CFDP 938, "Aggregation and Social Choice: A Mean Voter Theorem" (1990) (with Andrew Caplin) [27pp, abstract] Reprinted in Econometrica (January 1991), 59(1): 1-23

CFP 624b, "Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm." Mathematics of Operations Research (August 1985), 10(3): 439-449 (with Philip M. White, Ludo Van der Heyden) [CFDP 649]

CFDP 1507, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll-over" (2005) (with Galina B. Hale) [24pp, abstract]

CFDP 1652, "Nonlinearity and Temporal Dependence" (May 2008) (with Xiaohong Chen, Lars P. Hansen) [abstract, 31pp]

CFDP 1652R, "Nonlinearity and Temporal Dependence" (May 2008, revised October 2009) (with Xiaohong Chen, Lars P. Hansen) [40pp, abstract] [CFP 1298]

CFP 1298, "Nonlinearity and Temporal Dependence." Journal of Econometrics (April 2010), 155(2): 155-169 (with Xiaohong Chen, Lars P. Hansen) [CFDP 1652]

CFDP 1375, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors" (2002) (with Zhijie Xiao, Oliver Linton, E. Mammen) [49pp, abstract] Reprinted in Journal of the American Statistical Association (2003), 98: 980-992

CFDP 851, "Prices of Single Family Homes Since 1970: New Indexes for Four Cities" (October 1987) (with Robert J. Shiller) [53pp, abstract] Reprinted in New England Economic Review, Federal Reserve Bank of Boston, issue Sep., pp. 45-56

CFDP 890, "The Behavior of Home Buyers in Boom and Post-Boom Markets" (November 1988) (with Robert J. Shiller) [39pp] Reprinted in New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pp. 29-46

CFDO 1006, "Index-Based Futures and Options Markets in Real Estate" (1992) (with Robert J. Shiller, Allan N. Weiss) [25pp, abstract]

CFDP 1098, "Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate" (1995) (with Robert J. Shiller, Allan N. Weiss) [21pp, abstract]

CFDP 1335, Comparing Wealth Effects: The Stock Market versus the Housing Market" (2001) (with John M. Quigley, Robert J. Shiller) [25pp, abstract] [CFP 1181]

CFDP 1784, "Wealth Effects Revisited 1978-2009" (February 2011) (with John M. Quigley, Robert J. Shiller) [40pp, abstract]

CFDP 1876, "What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets" (September 2012) (with Robert J. Shiller, Anne K. Thompson) [40pp, abstract]

CFDP 1884, "Wealth Effects Revisited 1975-2012" (December 2012) (with John M. Quigley, Robert J. Shiller) [34pp, abstract]

CFP 1089, "Is There a Bubble in the Housing Market?" Brookings Papers on Economic Activity (2003), 2: 299-362 (with Robert J. Shiller)

CFP 1181, "Comparing Wealth Effects: The Stock Market vs. the Housing Market." Advances in Macroeconomics (2005) 5(1): 1-34 (with John M. Quigley, Robert J. Shiller) [CFDP 1335]

CFDP 178, "Optimum Economic Growth in an Aggregative Model of Capital Accumulation: A Turnpike Theorem" (November 1964) [42pp, abstract] [CFP 264]

CFDP 195, "A Re-Examination of the Pure Consumption Loans Model" (1965) (with Menahem E. Yaari) [29pp] [CFP 240]

CFDP 198, "Individual Saving, Aggregate Capital Accumulation, and Efficient Growth" (1965) (with Menahem E. Yaari) [45pp] [CFP 259]

CFDP 215, "A Note on the Role of Money in Providing Sufficient Intermediation" (1966) (with Menahem E. Yaari) [30pp]

CFP 240, "A Re-Examination of the Pure Consumption Loans Model." Journal of Political Economy (1966), 74(4): 353-367 (with Menahem E. Yaari) [CFDP 195]

CFP 259, "Individual Saving, Aggregate Capital Accumulation, and Efficient Growth." In Karl Shell, ed., Essays on the Theory of Optimal Economic Growth, MIT Press, 1967, pp. 233-268 (with Menahem E. Yaari) [CFDP 198]

CFP 264, "Optimum Growth in an Aggregative Model of Capital Accumulation: A Turnpike Theorem." Econometrica (October 1966) 34(4): 833-850 [CFDP 178]

CFP 299, "The Implications of Alternative Saving and Expectations Hypotheses for Choices of Technique and Patterns of Growth." Journal of Political Economy (1969), 77(4), Part II, 586-627 (with Joseph E. Stiglitz)

CFP 329, "The Structure of Investor Preferences and Asset Returns, and Separability in Portfolio Allocation: A Contribution to the Pure Theory of Mutual Funds." Journal of Economic Theory (June 1970), 2(2): 122-160 (with Joseph E. Stiglitz)

CFP 395, "Risk Aversion and Wealth Effects on Portfolios with Many Assets." Review of Economic Studies (July 1972), 39(3): 331-354 (with Joseph E. Stiglitz)

CFDP 1530, "Branch Rickey's Equation Fifty Years Later" (2005, revised January 2007) (with Ray C. Fair) [13pp, abstract] Reprinted in Nine (Fall 2008), 111-119

CFDP 1844, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility" (January 2012) (with Peter C.B. Phillips, Stephan Smeekes, A.M. Robert Taylor) [35pp, abstract]

CFDP 1555, "Repeated Games with Present-Biased Preferences" (2006) (with Pavlo Prokopovych, Lones Smith) [24pp, abstract] Reprinted in Journal of Economic Theory (March 2008), 139(1): 157-175 [doi:10.1016/j.jet.2007.06.007]

CFDP 1556, "Simultaneous Search" (2006) (with Lones Smith) [16pp, abstract] Reprinted in Econometrica (September 2006), 74(5): 1293-1307 [doi:10.1111/j.1468-0262.2006.00705.x]

CFDP 553, "The Welfare Cost of Capital Income Taxation in a Growing Economy" (1980) [48pp] [CFP 535]

CFDP 554, "Optimal Intertemporal Taxation and the Public Debt" (1980) [53pp, abstract]

CFDP 580, "Entrepreneurial Abilities and Liabilities in a Model of Self-Selection" (1980) [34pp] [CFP 598]

CFDP 591, "Efficient Stationary Taxation and Intertemporal General Equilibrium" (1980) (with Douglas Downing) [28pp, abstract] [CFP 626]

CFDP 598, "On the Infinite Welfare Cost of Inflation and Other Second Order Effects" (1980) [31pp, abstract]

CFDP 605, "Asset Markets, General Equilibrium and the Neutrality of Money" (1981) (with H.M. Polemarchakis) [22pp, abstract] [CFP 586]

CFDP 666, "Fiscal Incidence in a Dynamic Life-Cycle Model with Land" (1983) (with Brian D. Wright) [28pp]

CFDP 699, "Optimal Taxation of Capital Income in Economies with Identical Private and Social Discount Rates" (1984) [33pp, abstract]

CFDP 700, "A General Equilibrium Expression of the Paradox of Thrift" (1984) [43pp, abstract]

CFP 535, "The Welfare Cost of Capital Income Taxation in a Growing Economy." Journal of Political Economy (1981), 89(3): 468-496 [CFDP 553]

CFP 586, "Assets, General Equilibrium and the Neutrality of Money." Review of Economic Studies (1984), 51: 129-138 (with Heracles M. Polemarchakis) [CFDP 605]

CFP 598, "Entrepreneurial Abilities and Liabilities in a Model of Self-Selection." Bell Journal of Economics (Spring 1983), 14(1): 70-80 [CFDP 580]

CFP 610, "On a Simple Rule for the Optimal Inflation Rate in Second Best Taxation." Journal of Public Economics (1985), 26: 35-50

CFP 626, "Efficient Taxation in a Stylized Model of Intertemporal General Equilibrium." International Economic Review (June 1985), 36(1): 452-468 [CFDP 591]

"Multiscale Adaptive Inference on Conditional Moment Inequalities" (January 2013) (with Timothy B. Armstrong) [47pp, abstract]

CFDP 1245, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors" (1999) (with Joon Y. Park, Peter C.B. Phillips) [43pp, abstract] [CFP 1032]

CFDP 1331, "Nonlinear Instrumental Variable Estimation of an Autoregression" (2001) (with Peter C.B. Phillips, Joon Y. Park) [30pp, abstract] [CFP 1087]

CFP 919, "Time Series Regression with Mixtures of Integrated Processes." Econometric Theory (1995), 11: 1033-1094 (with Peter C.B. Phillips)

CFP 1032, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors." Econometrics Journal (2001), 4: 1-36 (with Joon Y. Park, Peter C.B. Phillips) [CFDP 1245]

CFP 1087, "Nonlinear Instrumental Variable Estimation of an Autoregression." Journal of Econometrics (2004) 118: 219-246 (with Peter C.B. Phillips, Joon Y. Park) [CFDP 1331]

CFDP 1137, "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior" (1996) (with Peter C.B. Phillips) [36pp, abstract] [CFP 970]

CFDP 1155, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure" (1997) (with Peter C.B. Phillips) [47pp, abstract] [CFP 992]

CFDP 1198, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables" (1998) (with Peter C.B. Phillips) [32pp, abstract] [CFP 1107]

CFDP 1417, "Consistent Estimation with a Large Number of Weak Instruments" (2003) (with Norman R. Swanson) [36pp, abstract] Reprinted in Econometrica (2005), 73: 1673-1692

CFDP 1418, Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction" (2003) (with Norman R. Swanson) [23pp, abstract] Reprinted in Journal of Econometrics (2007), 137: 515-555

CFP 943. "An Empirical Bayesian Approach to Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices." In Jack C. Lee, Wesley O. Johnson and Arnold Zellner, eds., Modelling and Prediction, 1996, pp. 325-349 (with Peter C.B. Phillips)

CFP 970, "Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using Jeffreys Prior" Journal of Economic Surveys (1998), 87:49-86 (with Peter C.B. Phillips) [CFDP 1137]

CFP 992, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure." Journal of Econometrics (1999), 91: 227-271 (with Peter C.B. Phillips) [CFDP 1155]

CFP 1107, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n + 1 Endogenous Variables." Journal of Econometrics (2002), 111(2): 251-283 (with Peter C.B. Phillips) [CFDP 1198]

CFP 1121, "A Note on the Economic Rationalization of Gun Control." Economics Letters (1998), 58(1): 51-53 (with John Geanakoplos)

CFDP 1677, "Asymptotic Equivalence of Probabilistic Serial and Random Priority Mechanisms" (October 2008) (with Fuhito Kojima) [abstract, 37pp]

CFDP 1026, "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series" (1992) (with Donald W.K. Andrews) [47pp, abstract] [CFP 867]

CFP 867, "Approximately Median-Unbiased Estimation of Autoregressive Models." Journal of Business and Economic Statistics (April 1994), 12(2): 186-204 (with Donald W.K. Andrews) [CFDP 1026]

CFDP 1450, "Does Prison Harden Inmates? A Discontinuity-based Approach" (2004) (with Jesse M. Shapiro) [32pp, abstract] Reprinted as "Do Harsher Prison Conditions Reduce Recidivism? A Discontinuity-based Approach" in American Law and Economics Review (June 2007)

CFDP 1524, "The Evolution of Our Preferences: Evidence from Capuchin-Money Trading Behavior" (2005) (with Venkat Lakshminarayanan, Laurie Santos) [26pp, abstract] Reprinted as "How Basic Are Behavioral Biases? Evidence from Capuchin-Monkey Trading Behavior" in Journal of Political Economy (2006), 114(3): 517-537

CFDP 1588, "One-Way Essential Complements" (2006) (with Barry Nalebuff) [39pp, abstract]

CFDP 1669, "Rationalization and Cognitive Dissonance: Do Choices Affect or Reflect Preferences?" (July 2008) [abstract, 18pp]

CFDP 1820, "The Effect of Language on Economic Behavior: Evidence from Savings Rates, Health Behaviors, and Retirement Assets" (August 2011, Revised December 2012) [56pp, abstract]

CFDP 1766, "The Value of Luminosity Data as a Proxy for Economic Statistics" (August 2010) (with William Nordhaus) [43pp, abstract]

CFDP 1857, "Improved Estimates of Using Luminosity as a Proxy for Economic Statistics: New Results and Estimates of Precision" (March 2012) (with William Nordhaus) [44pp, abstract]

CFDP 1734, "Uniform Topologies on Types" (October 2009) (with Alfredo Di Tillio, Eduardo Faingold, Siyang Xiong) [abstract, 37pp]

CFDP 1875, "The Strategic Impact of Higher-Order Beliefs" (September 2012) (with Alfredo Di Tillio, Eduardo Faingold, Siyang Xiong) [48pp, abstract]

CFDP 1589, "Outsourcing Induced by Strategic Competition" (2006) (with Pradeep Dubey, Debapriya Sen) [21pp, abstract]

CFDP 1658, "Semiparametric Cointegrating Rank Selection" (May 2008) (with Peter C.B. Phillips) [abstract, 23pp] [CFP 1272]

CFDP 1688, "Cointegrating Rank Selection in Models with Time-Varying Variance" (January 2009) (with Peter C.B. Phillips) [abstract, 27pp] Reprinted in Journal of Econometrics (August 2012), 169(2): 155-165 [CFP 1362]

CFDP 1773, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Supplement (October 2010) (with Donald W.K. Andrews) [abstract, 40pp]

CFDP 1773R, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Supplement (June 2010, Revised July 2011) (with Donald W.K. Andrews) [65pp, abstract] Reprinted in Econometrica (September 2012) 80(5): 2153-2211 [CFP 1370]

CFDP 1824, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Supplemental Appendix (October 2011) (with Donald W.K. Andrews) [71pp, abstract]

CFDP 1824R, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Supplemental Appendix (October 2011, Revised October 2012) (with Donald W.K. Andrews) [55pp, abstract] Journal of Econometrics (March 2013), 173(1): 36-56 [CFP 1375]

CFDP 1828, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Supplemental Appendix (October 2011) (with Donald W.K. Andrews) [75pp, abstract]

CFDP 1828R, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Supplemental Appendix (October 2011, Revised January 2013) (with Donald W.K. Andrews) [58pp, abstract] Forthcoming in Econometrica (2013)

CFP 1272, "Semiparametric Cointegrating Rank Selection." Econometrics Journal (2009), 12: S83-S104 (with Peter C.B. Phillips) [CFDP 1658]

CFP 1362, "Cointegrating Rank Selection in Models with Time-varying Variance," Journal of Econometrics (August 2012), 169(2): 155-165 (with Peter C.B. Phillips) [CFDP 1688]

CFP 1370, "Estimation and Inference with Weak, Semi-Strong, and Strong Identification," Econometrica (September 2012) 80(5): 2153-2211 (with Donald W.K. Andrews) [CFDP 1773R]

CFP 1375, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Journal of Econometrics (March 2013), 173(1): 36-56 (with Donald W.K. Andrews) [CFDP 1824R]

CFDP 106, "Comparative Advantage and Development Policy" (1960) [55pp] [CFP 161]

CFP 161, "Comparative Advantage and Development Policy." American Economic Review (1961), 51(1): 18-51 [CFDP 106]

CCDP Statistics 312, "Gradient Methods of Maximization" (1948) [5pp]

CCDP Statistics 312a, "Gradient Methods of Maximization in Estimating Economic Parameters" (1948) [3pp]

CCDP Statistics 314, "Comparison of Computing Machines" (1948) [4pp]

CCDP Statistics 315, "The Effect of a Small Error in Observations on the Limited Information Estimates of a Stochastic Equation" (1948) [4pp]

CCDP Statistics 323, "Computation of Maximum Likelihood Estimates of the Parameters of Linear Stochastic Difference Equations in the Case of Serially Correlated Disturbances" (1948) [9pp]

CCDP Statistics 326, "Remarks on a Rational Selection of a Decision Function" (1949) [5pp]

CCDP Statistics 326a, "Remarks on a Rational Selection of a Decision Function" (1949) [17pp]

CCDP Statistics 328, "Computational Methods Used in Limited Information Treatment of a Set of Linear Stochastic Difference Equations" (with Jean Bronfenbrenner) [21pp] (1949)

CCDP Statistics 332, "Gradient Methods of Maximization" (1949) (with Jean Bronfenbrenner) [17pp] [CFP 92]

CCDP Statistics 342, "Asymptotic Properties of Limited Information Estimates under Generalized Conditions" (1949) (with Herman Rubin) [11pp]

CCDP Statistics 346, "Remarks on a Rational Selection of a Decision Function" (1950) (sequel to Statistics 326 and 326a) [4pp]

CCDP Statistics 378, "Rational Selection of Decision Functions" (1952) [44pp] [CFP 91]

CPF 91, "Rational Selection of Decision Functions." Econometrica (1954), 22: 422-443

CFP 92, "Gradient Methods of Maximization." Pacific Journal of Mathematics (March 1955), 5(1): 33-50 (with Jean Bronfenbrenner Crockett) [CCDP St332]

CFDP 1795, "Local Identification of Nonparametric and Semiparametric Models" (April 2011) (with Xiaohong Chen, Sokbae Lee, Whitney Newey) [abstract, 30pp]

CFDP 1795R, "Local Identification of Nonparametric and Semiparametric Models" (April 2011, Revised November 2012) (with Xiaohong Chen, Sokbae Lee, Whitney Newey) [abstract, 45pp]

CFDP 1797, "Quantile Regression with Censoring and Endogeneity" (April 2011) (with Iván Fernández-Val, Amanda Kowalski) [abstract, 50pp]

CFDP 662, "Monetary Policies with Increasing Returns" (1983) (with Geoffrey M. Heal) [24pp, abstract]

CCDP Economics 2016, "The Stability of Systems with Nonnegative Coefficients"; plus Supplement (Economics 2016a) (1951) [14pp]

CFP 81, "A Note on Stability, Workability, and Duality in Linear Economic Models." MetroEconomica (April 1954), 6(1): 1-10

CFDP 1701, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions" (June 2009) [abstract, 32pp] (Chirok Han, Peter C.B. Phillips) Reprinted in Journal of Business and Economic Statistics (April 2011), 29(2): 282-29 [CFP 1338]

CFDP 1703, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities" (June 2009) [abstract, 10pp] (with Chirok Han, Peter C.B. Phillips) Reprinted in Econometric Theory (2010), 26(3): 953-962 [doi:10.1017/S0266466609990703]

CFP 1338, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions" (June 2009) [abstract, 32pp] (Chirok Han, Peter C.B. Phillips) Journal of Business and Economic Statistics (April 2011), 29(2): 282-29 [CFDP 1701]

CFDP 1436, "Prewhitening Bias in HAC Estimation" (2003) (with Donggyu Sul, Peter C.B. Phillips) [28pp, abstract] [CFP 1161]

CFP 1161, "Prewhitening Bias in HAC Estimation." Oxford Bulletin of Economics and Statistics (2005), 67(4): 517-546 (with Donggyu Sul, Peter C.B. Phillips) [CFDP 1436]

CFDP 899, "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains" (1989) (with Peter C.B. Phillips) [78pp, abstract] [CFP 850]

CFDP 929, "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations" (1989) (with Peter C.B. Phillips) [57pp, abstract] [CFP 806]

CFDP 1162, "Regressions for Partially Identified, Cointegrated Simultaneous Equations" (1997) (with Peter C.B. Phillips) [33pp, abstract]

CFP 806, "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations." Journal of Econometrics (1992), 51: 113-150 (with Peter C.B. Phillips) [CFDP 929]

CFP 850, "Testing for a Unit Root by Frequency Domain Regression." Journal of Econometrics (1993), 59: 263-286 (with Peter C.B. Phillips) [CFDP 899]

CFDP 777, "On Finitely Repeated Games and Pseudo-Nash Equilibria" (1985) (with John Geanakoplos) [28pp, abstract]

CFDP 885, "The Power of Commitment" (1988) (with John Geanakoplos) [44pp, abstract]

CCDP Economics 241, "Further Comments on L.R. Klein's Economic Fluctuations in the United States 1921-1941" (second draft) [24pp] (1949)

CCDP Economics241a, "Logical Relations between Production Function and Demand Equations for Factor" [4pp] (1949)

CCDP Economics269, "A Revised Klein Econometric Model for the United States, 1921–1947" [83pp] (1949)

CCDP Economics 269a, "Econometric Models: General Concepts and Definitions" [44pp] (1949)

CCDP Economics289, "Notes on Aggregate Models Based on Time Series" [5pp] (1950)

CCDP Economics290, "A Note on Models and Clearing of the Market" [10pp] (1950)

CCDP Statistics 340, "A Note on Models and Identification" [6pp] (1949)

CCDP Statistics 341, "A Note on Limited Information Estimates and Methods for Their Appraisal" [8pp] (1949)

CFP 49a, "A Test of an Econometric Model for the United States, 1921–1947." Proceedings of the Conference on Business Cycles, National Bureau of Economic Research, 1951, pp. 35-107; pp. 107-129, COMMENTS

"History of the Cowles Commission, 1932-1952," A Twenty Year Research Report, 1952

CFDP 694, "Current Account, Exchange Rate, and Monetary Dynamics in a Stochastic Equilibrium Model" (1984) [31pp, abstract]

CFDP 695, "The Behavior of U.S. Short-Term Interest Rates Since October 1979" (1984) (with Benjamin M. Friedman) [20pp, abstract] [CFP 596]

CFDP 701, "On the Stochastic Steady-State Behavior of Optimal Asset Accumulation in the Presence of Random Wage Fluctuations and Incomplete Markets" (1984) [31pp, abstract]

CFDP 702, "Conditional Projection by Means of Kalman Filtering" (1984) (with Diane Coyle) [12pp, abstract]

CFDP 705, "Optimal Spending and Money Holdings in the Presence of Liquidity Constraints and Random Income Fluctuations" (May 1984) [29pp, abstract]

CFDP 705R, "Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations" (1985) [24pp, abstract] [CFP 689]

CFDP 769, "The Balance of Payments Adjustment Mechanism in a Rational Expectations Equilibrium" (1985) [25pp, abstract]

CFDP 771, "International Lending and Borrowing in a Stochastic Sequence Equilibrium" (1985) (with John Y. Campbell) [35pp, abstract]

CFDP 772R, "The Term Structure of Euromarket Interest Rates: An Empirical Investigation" (1985) (with John Y. Campbell) [35pp, abstract] Reprinted in Journal of Monetary Economics (January 1987), 19: 25-44

CFP 585, "Why Have Short-Term Interest Rates Been So High?" Brookings Papers and Economic Activity (1983), 2: 553-585 (with Benjamin M. Friedman)

CFP 596, "The Behavior of U.S. Short-Term Interest Rates Since October 1979." Journal of Finance (1984), 51: 129-138 (with Benjamin M. Friedman) [CFDP 695]

CFP 689, "Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations." International Economic Review (June 1987), 28(2): 339-351 [CFDP 705R]

CCDP Economics 211, "System of Trade Cycle Equations Derived from Quarterly Data of Harold Barger, U.S.A., 1921–39" (1947) [1p]

CFP 990, "Policy Persistence." American Economic Review (December 1999), 89(5): 1327-1336 (with Stephen Morris)

CFP 1139, "To What Extent Do Fiscal Regimes Equalize Opportunities for Income Acquisition Among Citizens?" Journal of Public Economics (2003), 87: 539-565 (with J.E. Roemer, R. Aaberge, J. Fritzell, S.P. Jenkins, A. Lefranc, I. Marx, M. Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo, T.n Tranaes, A. Trannoy, G.G. Wagner, I. Zubir)

CFDP 1349, "Asymptotic Theory for Multivariate GARCH Processes" (2001) (with Offer Lieberman) [24pp, abstract] Reprinted in Journal of Multivariate Analysis (2003), 84: 61-84

CFDP 1852, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market" (March 2012) (with John Geanakoplos, Robert Axtell, Doyne J. Farmer, Robert Axtell, Peter Howitt, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, Chun-Yi Yang) [13pp, abstract] Reprinted in American Economic Review: Papers & Proceedings (May 2012), 102(3): 53-58 [CFP 1358]

CFP 1358, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," American Economic Review: Papers & Proceedings (May 2012), 102(3): 53-58 (with John Geanakoplos, Robert Axtell, Doyne J. Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, Chun-Yi Yang) [CFDP 1852]

CFDP 990, "An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming" (1991) (with Thomas Rutherford, Herbert E. Scarf, David Shallcross) [13pp, abstract] [CFP 906]

CFP 906, "An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming." ORSA Journal of Computing (Spring 1993), 5(2): 206-212 (with Thomas Rutherford, Herbert E. Scarf, David F. Shallcross) [CFDP 990]

CFDP 1557, "Understanding Overbidding in Second Price Auctions: An Experimental Study" (2006) (with Hanming Fang) [51pp, abstract] Reprinted in Economic Journal (October 2008), 118: 1572-1595

CFP 27b, "The Role of Econometric Models in Economic Theory." Journal of Farm Economics (February 1948), 30(1): 101-116

CCDP Economics229, "Price Flexibility in the Friedman Proposal" (with Stanley Reiter) [2pp] (1948)

CFDP 197, "Uncertainty and Diversification in International Trade" (1965) (with William C. Brainard) [55pp] [CFP 315]

CFP 315, "Uncertainty and Diversification in International Trade." In Studies in Agricultural Economics, Trade, and Development, Vol. 8, Food Research Institute, Stanford University, 1968, pp. 257-285 (with William C. Brainard) [CFDP 197, 55pp]

CFP 427, "Empirical Monetary Macroeconomics: What Have We Learned in the Last 25 Years?" American Economic Review (May 1975), 65(2): 167-175(with William C. Brainard)

CFDP 647R, "On Allocative Distortions in Problems of Self-Selection" (1983, 1984) [31pp, abstract] [CFP 615]

CFDP 656R, "Optimal Labor Contracts and the Role of Monetary Policy in an Overlapping Generations Model" (1983) (1984) [27pp, abstract]

CFDP 660, "Predetermined Prices and the Allocation of Social Risks" (1983) (with Costas Azariadis) [35pp, abstract] [CFP 619]

CFDP 671R, "Worker Asymmetric Information and Involuntary Unemployment" (1983) [35pp] [CFP 614]

CFDP 673R, "Multiperiod Insurance Contracts" (1983) (with Beth Hayes) [32pp] [CFP 680]

CFDP 688R, "Monopoly Provision of Product Quality with Uninformed Buyers" (1984) (with Thomas W. Ross) [19pp, abstract]

CFDP 691, "Insurance, Flexibility and Non-contingent Trades" (1984) [33pp, abstract]

CFDP 716, "Product Warranties and Double Moral Hazard" (1984) (with T.W. Ross) [24pp, abstract] [CFP 630]

CFDP 727, "Expansionary Government Policy in an Economy with Commodity and Labor" (1984) [24pp, abstract]

CFDP 745R, "Coordinating Coordination Failures in Keynesian Models" (1985) (with John Andrew) [36pp, abstract

CFP 565, "A Note on Overemployment/Underemployment in Labor Contacts Under Asymmetric Information." Economics Letters (1983), 12: 81-87

CFP 588, "Prices, Product Qualities and Asymmetric Information: The Competitive Case." Review of Economic Studies (1984), 51: 197-207 (with Thomas W. Ross)

CFP 613, "Predetermined Prices and the Allocation of Social Risks." Quarterly Journal of Economics (May 1985), 495-518 (with Costas Azariadis) [CFDP 660, 35pp]

CFP 614, "Worker Asymmetric Information and Employment Distortions." Journal of Labor Economics (1985), 3(2): 188-208 [CFDP 671R]

CFP 615, "On Allocative Distortions in Problems of Self-Selection." Rand Journal of Economics (Winter 1985), 15(4): 568-577 [CFDP 647R]

CFP 619, "Labor Contracts and Macroeconomic Performance." AEA Papers and Proceedings (May 1985), 75(2): 31-35 (with Costas Azariadis) [CFDP 660]

CFP 630, "Product Warranties and Double Moral Hazard." Rand Journal of Economics (Spring 1985), 16(1): 103-113 (with Thomas W. Ross) [CFDP 716]

CFP 680, "Multi-Period Insurance Contracts." International Journal of Industrial Organization (1987), 5: 211-231 (with Beth Hayes) [CFDP 673R]

CCDP Economics 255, "Theory of the Firm: Some Suggestions for Revision, II" [30pp] (1949)

CFDP 1543, "The Response of Prices, Sales, and Output to Temporary Changes in Demand" (2005) (with George Hall) [40pp, abstract] Forthcoming in Journal of Applied Econometrics (2011)

CFDP 997, "A Reexamination of the Consumption Function Using Frequency Domain Regressors" (1991) (with Sam Ouliaris, Peter C.B. Phillips) [18pp, abstract] [CFP 894]

CFDP 1163, "Band Spectral Regression with Trending Data" (1997) (with Sam Ouliaris, Peter C.B. Phillips) [46pp, abstract] [CFP 1039]

CFP 894, "A Reexamination of the Consumption Function Using Frequency Domain Regressions." Empirical Economics (1994), 19: 595-609 (with Sam Ouliaris, Peter C.B. Phillips) [CFDP 997]

CFP 1039, "Band Spectral Regression with Trending Data." Econometrica (May 2002), 70(3): 1067-1109 (with Peter Phillips, Sam Ouliaris) [CFDP 1163]

CFDP 1273, "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders" (2000) (with Amil Dasgupta, Stephen Morris, Hyun Shin) [31pp, abstract] [CFP 1088]

CFP 1088, "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders" Review of Economic Studies (2004), 71(1): 87-113 (with Amil Dasgupta, Stephen Morris, Hyun Song Shin) [CFDP 1273]

CFP 1352, "New Trade Models, Same Old Gains?", American Economic Review (February 2012), 102(1): 94-130 (with Costas Arkolakis, Andréz Rodríguez-Clare)

CFDP 1211, "Rationalizable Trade" (1999) (with Stephen Morris) [14pp, abstract]

CFP 246, "Forecasting Non-Stationary Economic Time Series." Management Science (September 1966), 13(1): 1-21(with David M. Grether, Marc Nerlove)

CFDP 1480, "Effective Labor Regulation and Microeconomic Flexibility" (September 2004, updated June 2010) (with Ricardo J. Caballero, Eduardo M.R.A. Engel, Alejandro Micco) (updated 10/2006) [29pp, abstract]

CFP 6, "Stock Market Forecasting." Econometrica (1944), 12: 206-214

CFP 159, "A Revision of Previous Conclusions Regarding Stock Price Behavior." Econometrica (October 1960), 28(4): 909-915

CFM 3 (1st ed.), Common-Stock Indexes, 1871–1937. Bloomington: Principia Press, Inc., 1938

CFM 3 (2nd ed.), Common-Stock Index. Bloomington: Principia Press, Inc., 1939

CFM 3sup, Supplement to Common-Stock Indexes for 1939 and 1940. Chicago: University of Chicago, 1940

CFDP 702, "Conditional Projection by Means of Kalman Filtering" (1984) (with Richard H. Clarida) [12pp, abstract]

CFDP 1575, "Common Learning" (2006) (with Jeffrey C. Ely, George J. Mailath, Larry Samuelson) [34pp, abstract]

CFDP 1575R, "Common Learning" (6/21/2007) (with Jeffrey C. Ely, George J. Mailath, Larry Samuelson) [33pp, abstract] [CFP 1257]

CFP 1257, "Common Learning." Econometrica (2008), 76(4): 909-933 (with Jeffrey C. Ely, George J. Mailath, Larry Samuelson) [CFDP 1575R]

CFP 92, "Gradient Methods of Maximization." Pacific Journal of Mathematics (March 1955), 5(1): 33-50 (with Herman Chernoff) [18pp]