| No. |
Author(s) |
Title |
| CFDP 815 |
Fair, Ray C. |
"Sources of Output and Price
Variability in a Macroeconometric Model" (January 1987) [26pp, abstract] |
| CFDP 816 |
Shiller, Robert J. |
"Ultimate Sources of Aggregate
Variability" (January 1987) [23pp, abstract]
Reprinted in American Economic Review, Papers and Proceedings (May 1987), 77(2):
87-92 |
| CFDP 817 |
Tobin, James |
"Financial Intermediaries"
(January 1987) [32pp, abstract] |
| CFDP 818 |
Fair, Ray C. |
"Optimal Choice of Monetary Policy
Instruments in a Macroeconometric Model" (January 1987) [23pp, abstract] Reprinted in Journal of
Monetary Economics (1988), 22: 301-315 [CFP
734] |
| CFDP 819R |
Park, Joon Y.
Phillips, Peter C.B. |
"Statistical Inference in Regressions
with Integrated Processes: Part 2" (Revised August 1987) [62pp, abstract] Reprinted in Econometric
Theory (1989), 5: 95-131 [CFP 722] |
| CFDP 820 |
Tobin, James |
"The Future of Social Security: One
Economist's Assessment" (February 1987) [49pp, abstract] |
| CFDP 821 |
Shapiro, Matthew D. |
"Supply Shocks in Macroeconomics"
(February 1987) [18pp, abstract]
Reprinted in The New Palgrave, London, 1987; revised version, The New Palgrave
Dictionary of Money and Finance, London, 1992 |
| CFDP 822 |
Shapiro, Matthew D. |
"Are Cyclical Fluctuations in
Productivity Due More to Supply Shocks or Demand Shocks?" (February 1987) [20pp, abstract] Reprinted in AEA Papers and
Proceedings (May 1987), 77(2): 118-124 [CFP
677] |
| CFDP 823 |
Phillips, Peter C.B. |
"Spherical Matrix Distributions and
Cauchy Quotients" (February 1987) [6pp, abstract]
Reprinted in Statistics and Probability Letters (1989), 8: 51-53 [CFP 729] |
| CFDP 824R |
Phillips, Peter C.B. |
"Conditional and Unconditional
Statistical Independence" (January 1987, revised December 1987)[14pp, abstract] Reprinted in Journal of
Econometrics (1988), 75(2): 341-348 [CFP
705] |
| CFDP 825 |
Amir, Rabah |
"Sequential Games of Resource
Extraction: Existence of Nash Equilibria" (March 1987) [26pp, abstract] |
| CFDP 826R |
Dybvig, Philip H. |
"Inefficient Dynamic Portfolio
Strategies or How to Throw Away a Million Dollars in the Stock Market" (Revised
January 1988) [41pp, abstract]
Reprinted in Review of Financial Studies (Spring 1988), 1(1): 67-88 [CFP 704] |
| CFDP 827R |
Dybvig, Philip H. |
"Distributional Analysis of Portfolio
Choice" (Revised January 1988) [43pp, abstract]
Reprinted in Journal of Business (1988), 61(3): 369-393 [CFP 709] |
| CFDP 828 |
Shapiro, Matthew D. |
"Measuring Market Power in U.S.
Industry" (April 1987) [37pp, abstract] |
| CFDP 829 |
Shubik, Martin |
"Game Theory. Models of Strategic
Behavior and Nuclear Deterrence" (March 1987) [97pp, abstract] |
| CFDP 830 |
Matzkin, Rosa L. |
"Semiparametric Estimation of
Monotonic and Concave Utility Functions: The Discrete Choice Case" (April 1987)
[42pp, abstract] Reprinted as
"Semiparametric Estimation of Monotone and Concave Utility Functions for
Polychotomous Choice Models" in Econometrica (September 1991), 59(5):
1315-1327 [CFP 795] |
| CFDP 831 |
Fair, Ray C. |
"The Effect of Economic Events on
Votes for President: 1984 Update" (April 1987) [14pp, abstract] Reprinted in Political Behavior (1988), 10(2):
168-179 [CFP 735] |
| CFDP 832 |
Andrews, Donald W.K.
Fair, Ray C. |
"Inference in Econometric Models with
Structural Change" (April 1987) [60pp, abstract]
Reprinted in Review of Economic Studies (1988), 55: 615-640 [CFP 713] |
| CFDP 833R |
Fair, Ray C.
Shiller, Robert J. |
"Econometric Modeling as Information
Aggregation" (Revised January 1988) [26pp, abstract] Reprinted as "Comparing Information in Forecasts from
Econometric Models" in American Economic Review (June 1990), 80(3): 376-389 [CFP 754] |
| CFDP 834R |
Aliprantis, Charalambos D.
Brown, Donald J.
Burkinshaw, Owen |
"Equilibria in Exchange Economies with
a Countable Number of Agents" (April 1987) [38pp, abstract] Reprinted in Journal of Mathematical Analysis and
Applications (1989), 142(1): 250-299 |
| CFDP 835 |
Bewley, Truman F. |
"Knightian Decision Theory, Part II:
Intertemporal Problems" (May 1987) [38pp, abstract] |
| CFDP 836 |
Rutherford, Thomas |
"A Modeling System for Applied General
Equilibrium Analysis" (May 1978) [45pp, abstract] |
| CFDP 837 |
Rutherford, Thomas |
"Implementational Issues and
Computational Performance Solving Applied General Equilibrium Models with SLCP" (May
1987) [34pp, abstract] |
| CFDP 838 |
Aliprantis, Charalambos D.
Brown, Donald J.
Burkinshaw, Owen |
"Valuation and Optimality in Exchange
Economies with a Countable Number of Agents" (June 1987) [17pp, abstract] |
| CFDP 839 |
Fair, Ray C.
Dominguez, Kathryn M. |
"Effects of the Changing U.S. Age
Distribution on Macroeconomic Equations" (June 1987) [34pp, abstract] Reprinted in American Economic
Review (1991), 81(5): 1276-1294 [CFP
800] |
| CFDP 840 |
Hillier, Grant H. |
"Joint Distribution Theory for Some
Statistics Based on LIML and TSLS" (June 1987) [32pp, abstract] |
| CFDP 841 |
Shubik, Martin |
"Silver and Gold and Liquidity"
(June 1987) [8pp, abstract] |
| CFDP 842 |
Phillips, Peter C.B.
Hajivassiliou, Vassilis A. |
"Bimodal t-Ratios" (July
1987) [26pp, abstract] |
| CFDP 843 |
Shiller, Robert J.
McCulloch, J. Huston |
"The Term Structure of Interest Rates.
With U.S. Government Term Structure Data" (July 1987) [119pp, abstract] Reprinted in B.M. Friedman and
F.H. Hahn, eds., Handbook of Monetary Economics, Vol. 1, 1990. pp. 627-715 [CFP 766] |
| CFDP 844 |
Matzkin, Rosa L.
Richter, Marcel K. |
"Testing Strictly Concave
Rationality" (July 1987) [20pp, abstract]
Reprinted in Journal of Economic Theory (April 1991), 53(2): 287-303 [CFP 782] |
| CFDP 845R |
Phillips, Peter C.B. |
"Partially Identified Econometric
Models" (July 1987, revised August 1988) [98pp, abstract] Reprinted in Econometric Theory (1989), 5: 181-240 [CFP 728] |
| CFDP 846 |
Phillips, Peter C.B. |
"Weak Convergence of Sample Covariance
Matrices to Stochastic Integrals via Martingale Approximations" (July 1987) [9pp, abstract] Reprinted in Econometric
Theory (1988), 4: 528-533 [CFP 716] |
| CFDP 847R |
Phillips, Peter C.B.
Ouliaris, Sam |
"Asymptotic Properties of Residual
Based Tests for Cointegration" (June 1987, revised July 1988) [51pp, abstract] Reprinted in Econometrica
(January 1990), 58(1): 165-193 [CFP 746] |
| CFDP 848 |
Hajivassiliou, Vassilis A. |
"An Aggregative Disequilibrium Model
of the U.S. Labour Market" (July 1987) [42pp, abstract] |
| CFDP 849 |
Tobin, James |
"Inventories, Investment, Inflation
and Taxes" (September 1987) [19pp, abstract]
Reprinted in A. Chikan and M.C. Lovell, eds., The Economics of Inventory Management,
Elsevier Science Publishers, 1988, pp. 285-304 [CFP 712] |
| CFDP 850R |
Sahi, Siddhartha
Yao, Shuntian |
"The Noncooperative Equilibria of a
Trading Economy with Complete Markets and Consistent Prices" (September 1987, revised
December 1987) [31pp] |
| CFDP 851 |
Case, Karl E.
Shiller, Robert J. |
"Prices of Single Family Homes Since
1970: New Indexes for Four Cities" (October 1987) [53pp, abstract] Reprinted in New England
Economic Review, Federal Reserve Bank of Boston, issue Sep., pp. 45-56 |
| CFDP 852 |
Phillips, Peter C.B. |
"Multiple Regression with Integrated
Time Series" (November 1987) [41pp, abstract]
Reprinted in Contemporary Mathematics (1988), 80: 79-105 [CFP 720] |
| CFDP 853 |
Shiller, Robert J. |
"Investor Behavior in the October 1987
Stock Market Crash: Survey Evidence" (November 1987) [43pp, abstract] Reprinted in Journal of the
Japanese and International Economies (1991), 5: 1-13 |
| CFDP 854 |
Shubik, Martin
Dubey, Pradeep |
"A Note on an Optimal Garnishing
Rule" (November 1987) [3pp, abstract]
Reprinted in Economics Letters (1988), 27: 5-6 [CFP 708] |
| CFDP 855 |
Pearce, David G. |
"Renegotiation-Proof Equilibria:
Collective Rationality and Intertemporal Cooperation" (December 1987) [33pp, abstract] |
| CFDP 856R |
Fair, Ray C. |
"VAR Models as Structural
Approximations" (December 1987, revised March 1989) [17pp, abstract] |
|
