CFP 1300, "Property Derivatives for Managing European Real-Estate Risk" (with Robert J. Shiller, Radu S. Tunaru) European Financial Management (2010), 16(1): 8-26

CFDP 1213, "The Hierarchical Approach to Modeling Knowledge and Common Knowledge" (1999) (with John Geanakoplos, Joseph Y. Halpern, Moshe Y. Vardi) [31pp, abstract] [CFP 984]

CFP 984, "The Hierarchical Approach to Modeling Knowledge and Common Knowledge." International Journal of Game Theory (1999), 28: 331-365 (with John Geanakoplos, Joseph Y. Halpern, Moshe Y. Vardi) [35pp] [CFDP 1213]

CFDP 1624, "Reputation Effects and Equilibrium Degeneracy in Continuous-Time Games" (2007) (with Yuliy Sannikov) [50pp, abstract] [CFP 1326]

CFDP 1734, "Uniform Topologies on Types" (October 2009) (with Yi-Chun Chen, Alfredo Di Tillio, Siyang Xiong) [abstract, 37pp]

CFP 1326, "Reputation in Continuous-Time Games." Econometrica (May 2011), 79(3): 773-876 (plus Supplementary Material, 6pp) (with Yuliy Sannikov) [CFDP 1624]

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

CFDP 1148, "Some Higher Order Theory for a Consistent Nonparametric Model Specification Test" (1997) (with Oliver Linton) [39pp, abstract] Reprinted in Journal of Statistical Planning and Inference (2003), 109(1-2): 125-154

CFDP 1683, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship" (November 2008) (with Xiaohong Chen, Demian Pouzo, Zhiliang Ying) [abstract, 38pp]  Forthcoming in Journal of Econometrics (July 2010), 157(1): 129-142 [CFP 1299]

CFP 1299, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship." Journal of Econometrics (July 2010), 157(1): 129-142 (with Xiaohong Chen, Demian Pouzo, Zhiliang Ying) [CFDP 1683]

CFDP 1283, "Structural Change in Tail Behavior and the Asian Financial Crisis" (2000) (with Carmela E. Quintos, Peter C.B. Phillips) [38pp, abstract] [CFP 1030]

CFP 1030, "Structural Change Tests in Tail Behavior and the Asian Crisis." Review of Economic Studies (2001), 68(3): 633-663 (with Carmela Quintos, Peter C.B. Phillips) [CFDP 1283]

CFDP 181, "A Time Series Analysis of Interest Rates" (1964) [40pp] [CFP 248]

CFP 248, "A Time-Series Analysis of the 'Bills-Only' Theory of Interest Rates." Review of Economics and Statistics (1966), 48(4): 361-371 [CFDP 181]

CFDP 1422, "Morale Hazard" (May 2003) (with Giuseppe Moscarini) [36pp, abstract] Reprinted in Journal of Monetary Economics (May 2005), 52(4): 749-777

CFDP 1423, "Multidimensional Private Value Auctions" (May 2003) (with Stephen Morris) [40pp, abstract] Reprinted in Journal of Economic Theory (2006), 126: 1-30

CFDP 1440, "To Bundle or Not to Bundle" (October 2003) (with Peter Norman) [12pp, abstract] Reprinted in Rand Journal of Economics (Winter 2006), 37(4): 946-963

CFDP 1441, "An Efficiency Rationale for Bundling of Public Goods" (October 2003) (with Peter Norman) [52pp, abstract]

CFDP 1441R, "Optimal Provision of Multiple Excludable Public Goods" (Revised April 2006) (with Peter Norman) [44pp, abstract]

CFDP 1464, "An Alternative Test of Racial Prejudice in Motor Vehicle Searches: Theory and Evidence" (2004) (with Shamena Anwar) [36pp, abstract] Reprinted in American Economic Review (March 2006), 96(1): 127-151

CFDP 1465, "Time Inconsistency and Welfare Program Participation: Evidence from the NLSY" (2004) (with Dan Silverman) [36pp, abstract] Reprinted in International Economic Review (November 2009), 50(4): 1043-1077

CFDP 1483, "Toward an Economic Theory of Dysfunctional Identity" (2004) (with Glenn C. Loury) [48pp, abstract] Reprinted in Christopher B. Barrett (ed.), The Social Economics of Poverty: On Identities, Groups, Communities and Networks, Routledge, 2005, pp. 12-55

CFDP 1511, "Overcoming Participation Constraints" (May 2005) (with Peter Norman) [26pp, abstract]

CFDP 1511R, "Overcoming Participation Constraints" (Revised April 2006) (with Peter Norman) [51pp, abstract]

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

CFM 6N, Notes to CFM 6, "Harold Thayer Davis and the Least Squares Estimation of Nonlinear Equations," published in Linear Least Squares Computation, Marcel Dekker, 1988

CFDP 1520, "Economics: The Next Physical Science?" (2005) (with Martin Shubik, Eric Smith) [9pp, abstract] [CFP 1160]

CFDP 1647, "The Virtues and Vices of Equilibrium and the Future of Financial Economics" (with John Geanakoplos) [abstract, 68pp] Reprinted in Complexity (Jan/Feb 2009), 14(3): 11-38 [CFP 1274]

CFDP 1719, "Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates" (August 2009) (with John Geanakoplos) [abstract, 17pp]

CFDP 1745, "Leverage Causes Fat Tails and Clustered Volatility" (January 2010) (with Stefan Thurner, John Geanakoplos) [abstract, 19pp]

CFDP 1745R, "Leverage Causes Fat Tails and Clustered Volatility" (January 2010, Revised November 2011) (with Stefan Thurner, John Geanakoplos) [14pp, abstract] [CFP 1371]

CFDP 1852, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market" (March 2012) (with John Geanakoplos, Robert Axtell, Peter Howitt, Benjamin Conlee, 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 1160, "Is Economics the Next Physical Science?" Physics Today (September 2005), 37-42 (with Martin Shubik, Eric Smith) [CFDP 1520]

CFP 1274, "The Virtues and Vices of Equilibrium and the Future of Financial Economics." Complexity (Jan/Feb 2009), 14(3): 11-38 (with John Geanakoplos) [CFDP 1647]

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, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, Chun-Yi Yang) [CFDP 1852]

CFP 1371, "Leverage Causes Fat Tails and Clustered Volatility," Quantitative Finance (May 2012), 12:5: 695-707 (with Stefan Thurner, John Geanakoplos) [CFDP 1745R]

CCDP Economics 2027, "Irreversible Demand Functions" [27pp] (1951)

CFDP 1883, "An Estimation of Economic Models with Recursive Preferences" (December 2012) (with Xiaohong Chen, Sydney Ludvigson) [58pp, abstract] Reprinted in Quantitative Economics, 2013, 4(1), 39-83 [CFP 1387]

CFP 1387, "An Estimation of Economic Models with Recursive Preferences," Quantitative Economics, 2013, 4(1), 39-83 (with Xiaohong Chen, Sydney Ludvigson) [CFDP 1883]

CCDP Economics 2037, "Note on Marschak's Model of a (sic) Arbitrage Firm" [10pp] (1952)

CCDP Economics 2059, "Incentive Functions and the Arbitrage Firm" [8pp] (1952)

CFDP 138, "Unilateral Markets. Part I: Price-Quantity Markets" (May 1962) [78pp]

CFDP 175, "Stock Market Indices: A Principal Components Analysis" (1964) (with Donald D. Hester) [51pp]

CFDP 1505, "Flexibility as an Instrument in Digital Rights Management" (2005) (with Dirk Bergemann, Thomas Eisenbach, Scott Shenker) [19pp, abstract]

CFDP 1834, "Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods" (November 2011) (with Dirk Bergemann, Thomas Eisenbach, Scott Shenker) [22pp, abstract]

CFDP 1797, "Quantile Regression with Censoring and Endogeneity" (April 2011) (with Victor Chernozhukov, Amanda Kowalski) [abstract, 50pp]

CFP 1385, "Bimodal t-ratios: The Impact of Thick Tails on Inference," Econometrics Journal (2010), 13(2): 271–289 (with Vassilis A. Hajivassiliou, Peter C.B. Phillips) [CFDP 842]

CFDP 1353 , "How to Auction an Essential Facility When Underhand Integration Is Possible" (2002) (with Eduardo Engel, Alexander Galetovic) [21pp, abstract] Reprinted as "How to Auction a Bottleneck Monopoly when Underhand Vertical Agreements Are Possible," Journal of Industrial Economics (Sep. 2004), 52(3): 427-455

CFDP 1354, "Highway Franchising and Real Estate Values" (2002) (with Eduardo Engel, Alexander Galetovic) [28pp, abstract] Reprinted in Journal of Urban Economics (2005), 57: 432-448

CFDP 1358, "Competition in or for the Field: Which Is Better?" (April 2002, updated July 2007) (with Eduardo Engel, Alexander Galetovic) [19pp] abstract]

CFDP 1567, "Renegotiation without Holdup: Anticipating Spending and Infrastructure Concessions" (2006) (with Eduardo Engel, Alexander Galetovic) [17pp, abstract]

CFDP 1618, "The Basic Public Finance of Public-Private Partnerships" (July 2007, Updated January 2011) (with Eduardo Engel, Alexander Galetovic) [63pp, abstract]

CFDP 1636, "Optimal Resource Extraction Contracts under Threat of Expropriation" (2008) (with Eduardo Engel) [abstract, 32pp] Reprinted in W. Hogan and F. Sturzenegger (eds.), The Natural Resource Trap, Cambridge: MIT Press, 2010 [CFP 1317]

CFDP 1723, "Soft Budgets and Renegotiations in Public-Private Partnerships" (August 2009) (with Eduardo Engel, Alexander Galetovic) [abstract, 34pp]

CFP 1317, "Optimal Resource Extraction Contracts under Threat of Expropriation." Chapter 5 in W. Hogan and F. Sturzenegger (eds.), The Natural Resource Trap. Cambridge: MIT Press, pp. 161-195 (with Eduardo Engel) [CFDP 1636]

CFP 1318, "Public-Private Partnerships to Revamp U.S. Infrastructure." The Hamilton Project, February 2011 (with Eduardo Engel, Alexander Galetovic)

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

CFDP 1165, "Large Deviations and the Distribution of Price Changes" (September 1997) (with Laurent Calvet, Benoit Mandelbrot) [31pp, abstract]

CFDP 1166, "Multifractality of Deutschemark/US Dollar Exchange Rates" (September 1997) (with Laurent Calvet, Benot Mandelbrot) [77pp, abstract]

CFDP 108, "Estimation in the Linear Decision Model" (1961) [59pp, abstract] [CFP 174]

CFP 174, "Estimation in the Linear Decision Model." International Economic Review (January 1962), 3(1): 1-29 [CFDP 108]

CFDP 1415, "Two New Proofs of Afriat's Theorem" (2003) (with H.E. Scarf, M.J. Todd) [10pp, abstract] [CFP 1145]

CFDP 1468, "Non-Monotone Liquidity Under-Supply" (2004) (with John Geanakoplos) [28pp, abstract]

CFDP 1468R, "Collateral Restrictions and Liquidity Under-Supply: A Simple Model (8/2006) (with John Geanakoplos) [31pp, abstract] Reprinted in Economic Theory (2008), 35: 441-467 [CFP 1236]

CFDP 1646, "Emerging Markets in an Anxious Global Economy" (2008) (with John Geanakoplos) [abstract, 53pp] [CFP 1233]

CFDP 1762, "Why Does Bad News Increase Volatility and Decrease Leverage?" (July 2010) (with John Geanakoplos) [34pp, abstract]

CFDP 1762R, "Why Does Bad News Increase Volatility and Decrease Leverage?" (July 2010, Revised January 2011) (with John Geanakoplos) [42pp, abstract]

CFDP 1762RR, "Why Does Bad News Increase Volatility and Decrease Leverage?" (July 2010, Revised August 2011) (with John Geanakoplos) [47pp, abstract] Reprinted in Journal of Economic Theory (March 2012), 147(2): 501-525 [CFP 1354]

CFDP 1800, "Endogenous Leverage: VaR and Beyond" (May 2011) (with John Geanakoplos) [30pp, abstract]

CFDP 1809, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes" (July 23, 2011) (with John Geanakoplos) [47pp, abstract]

CFDP 1809R, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes" (July 2011, Revised August 2011) (with John Geanakoplos) [48pp, abstract] Reprinted in American Economic Journal: Macroeconomics (January 2012), 4(1): 190-225 [CFP 1353]

CFDP 1877, "Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default" (September 2012) (with John Geanakoplos) [43pp, abstract]

CFDP 1877R, "Leverage and Default in Binomial Economies: A Complete Characterization" (September 2012, Revised July 2013) (with John Geanakoplos) [39pp, abstract]

CFDP 1903, "Financial Innovation, Collateral and Investment" (July 2013) (with John Geanakoplos) [39pp, abstract]

CFP 1145, "Two New Proofs of Afriat's Theorem." Economic Theory (2004), 24(1): 211-219 (Herbert E. Scarf, M.J. Todd) [CFDP 1415]

CFP 1233, "Leverage Cycles and the Anxious Economy." American Economic Review (2008), 98(4): 1211-1244 (with John Geanakoplos) [CFDP 1646]

CFP 1236, "Collateral Restrictions and Liquidity Under-Supply: A Simple Model." Economic Theory (2008), 35: 441-467 (with John Geanakoplos) [CFDP 1468R]

CFP 1353, "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics (January 2012), 4(1): 190-225 (with John Geanakoplos) [CFDP 1762RR[

CFP 1354, "Why Does Bad News Increase Volatility and Decrease Leverage?" Journal of Economic Theory (March 2012), 147(2): 501-525 (with John Geanakoplos) [CFDP 1809R[

CCDP Economics 2047, "Economical Routing of Empty Railroad Freight Cars" [22pp] (1952)

CFDP 1425, "Fundamental R&D Spillovers and the Internationalization of a Firm's Research Activities" (2003) (with Robert Owen) [53pp, abstract]

CFDP 1336, "Equilibrium Selection in Global Games with Strategic Complementarities" (2001) (with Stephen Morris, Ady Pauzner) [62pp, abstract] [CFP 1075]

CFP 1075, "Equilibrium Selection in Global Games with Strategic Complementarities." Journal of Economic Theory (2003), 108(1): 1-44 (with Stephen Morris, Ady Pauzner) [CFDP 1336]

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

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

CFP 596, "The Behavior of U.S. Short-Term Interest Rates Since October 1979." Journal of Finance (July 1984), 39(3): 671-682 (with Richard H. Clarida) [CFDP 695]

CFDP 1819, "Risky Curves: From Unobservable Utility to Observable Opportunity Sets" (August 2011) (with Shyam Sunder) [30pp, abstract]

CFDP 170, "An Informal Aggregative Socio-Economic Simulation of a Latin American Country, Part 1" (April 1964) (with Martin Shubik) [32pp]

CFDP 174, "An Experimental Study in Oligopoly" (1964) [38pp, abstract] [CFP 303]

CFDP 192, "An Experimental Study of Cooperative Duopoly" (1965) [48pp] [CPF 292]

CFDP 207, "Equal Profits as a Fair Division" (1966) [19pp]

CFDP 234, "A Noncooperative View of Oligopoly" (1967) [33pp] [CFP 351]

CFDP 246, "An Experimental Research in Oligopoly" (1968) [42pp]

CFP 282, "Reaction Functions and the Theory of Duopoly." Review of Economic Studies (July 1968), 35(3): 201-208

CFP 292, "An Experimental Study of Cooperative Duopoly." Econometrica (July-October 1967), 35(3-4): 379-397 [CFDP 192]

CFP 303, "An Experimental Research in Oligopoly." Review of Economic Studies (October 1969, 36(4): 399-415 [CFDP 174]

CFP 351, "A Noncooperative View of Oligopoly." International Economic Review (1971), 12: 106-122 [CFDP 234]

CFP 224bc, "Reply to Donald Hester." Review of Economics and Statistics (1964), 46(4): 369-376 (with David Meiselman) and "Rejoinder." Review of Economics and Statistics (1964), 46(4): 377

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. Aeberge, U. Colombino, S.P. Jenkins, A. Lefranc, I. Marx, M. Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo, T. Tranaes, A. Trannoy, G.G. Wagner, I. Zubir)

CFDP 539, "Morse Programs" (1979) [40pp, abstract]

CCDP Economics 2108, "A Note on Convergence in Linear Programming Problems" [12pp] (July 1954)

CFDP 52, "Estimation of an Index of Site Productivity" (1958) (with Richard N. Rosett) [5pp]

CFDP 1883, "An Estimation of Economic Models with Recursive Preferences" (December 2012) (with Xiaohong Chen, Sydney Ludvigson) [58pp, abstract]