| No. |
Author(s) |
Title |
| CFDP 857 |
Fair, Ray C.
Shiller, Robert J. |
"The Informational Content of Ex Ante
Forecasts" [17pp, abstract]
Reprinted in Review of Economics and Statistics (May 1989), 71(2): 325-331 [CFP 736] |
| CFDP 858 |
Campbell, John Y.
Shiller, Robert J. |
"Stock Prices, Earnings and Expected
Dividends" [41pp, abstract] |
| CFDP 859 |
Dybvig, Philip H. |
"Increases in Risk Aversion and
Portfolio Choice in a Complete Market" [10pp, abstract] |
| CFDP 860 |
Dybvig, Philip H.
Huang, Chi-fu |
"Nonnegative Wealth, Absence of
Arbitrage, and Feasible Consumption Plans" [20pp, abstract] |
| CFDP 861 |
Todd, Michael J.
Ye, Yinyu |
"A Centered Projective Algorithm for
Linear Programming" [40pp, abstract]
Reprinted in Mathematics of Operations Research (August 1990), 15(3): 508-529 [CFP 769] |
| CFDP 862 |
Levin, Richard C.
Klevorick, Alvin K.
Nelson, Richard R.
Winter, Sidney G. |
"Appropriating the Returns from
Industrial R&D" [79pp, abstract]
Reprinted in Brookings Papers on Economic Activity (1987), 3: 783-820 [CFP 714] |
| CFDP 863 |
Geanakoplos, John
Magill, M.
Quinzii, M.
Dreze, J. |
"Generic Inefficiency of Stock Market
Equilibrium When Markets Are Incomplete" [53pp, abstract] Reprinted in Journal of Mathematical Economics
(1990), 19: 113-151 [CFP 751] |
| CFDP 864 |
Brandenburger, Adam
Geanakoplos, John |
"Common Knowledge of Summary
Statistics" [10pp, abstract] |
| CFDP 865 |
Phillips, Peter C.B. |
"The Characteristic Function of the
Dirichlet and Multivariate F Distributions" [19pp, abstract] |
| CFDP 866R |
Phillips, Peter C.B. |
"Optimal Inference in Cointegrated
Systems" (1989) [28pp, abstract]
Reprinted in Econometrica (March 1991), 59(2): 283-306 [CFP 777] |
| CFDP 867 |
Lutz, Nancy A. |
"Warranties as Signals Under consumer
Moral Hazard" [42pp, abstract]
Reprinted in Rand Journal of Economics (Summer 1989), 20(2): 240-255 [CFP 739] |
| CFDP 868 |
Bewley, Truman F. |
"Knightian Decision Theory and
Econometric Inference" [47pp, abstract] |
| CFDP 869R |
Phillips, Peter C.B.
Hansen, Bruce E. |
"Statistical Inference in Instrumental
Variables" [58pp, abstract]
Reprinted as "Statistical Inference in Instrumental Variables, Regression with I(1)
Processes" in Review of Economic Studies (1990), 57: 99-125 [CFP 743] |
| CFDP 870 |
Shapiro, Matthew D.
Watson, Mark W. |
"Sources of Business Cycle
Fluctuations" [61pp, abstract] |
| CFDP 871 |
Shubik, Martin
Yao, Shuntian |
"Gold, Liquidity and Secured Loans in
a Multistage Economy. Part I: Gold as Money" [45pp, abstract] Reprinted in Journal of Economics (1989), 49(3):
245-277 [CFP 731] |
| CFDP 872 |
Phillips, Peter C.B. |
"Spectral Regression for Cointegrated
Time Series" [33pp, abstract]
Reprinted in W.A. Barnett, J. Powell and G.E. Tauchen, eds., Nonparametric and
Semiparametric Methods in Econometrics and Statistics: Proceedings of the 5th
International Symposium in Economic Theory and Econometrics, Cambridge University
Press, 1991, pp. 413-435 [CFP 796p] |
| CFDP 873 |
Brown, Donald J.
Ross, Stephen A. |
"Spanning, Valuation and Options"
[20pp, abstract] |
| CFDP 874R |
Andrews, Donald W.K. |
"Asymptotic Normality of Series
Estimators for Nonparametric and Semiparametric Regression Models" [70pp, abstract] Reprinted in Econometrica
(March 1991), 59(2): 307-345 [CFP 776] |
| CFDP 875 |
Pearce, David
Abreu, Dilip
Milgrom, Paul |
"Information and Timing in Repeated
Partnerships" [37pp, abstract] |
| CFDP 876 |
Shapiro, Matthew D. |
"The Stabilization of the U.S.
Economy: Evidence from the Stock Market" [32pp, abstract] Reprinted in American Economic Review (December
1988), 78(5): 1067-1079 [CFP 724] |
| CFDP 877R |
Andrews, Donald W.K. |
"Heteroskedasticity and
Autocorrelation Consistent Covariance Matrix Estimation" (1989) [62pp, abstract] Reprinted in Econometrica
(May 1991), 59(3): 817-858 [CFP 780] |
| CFDP 878 |
Dybvig, Philip H.
Zender, Jaime F. |
"Capital Structure and dividend
Irrelevance with Asymmetric Information" [37pp, abstract] |
| CFDP 879R |
Dubey, Pradeep
Geanakoplos, John
Shubik, Martin |
"Default and Efficiency in a General
Equilibrium Model with Incomplete Markets" (1989) [37pp, abstract] |
| CFDP 880 |
Phillips, Peter C.B.
Ouliaris, Sam
Park, Joon Y. |
"Testing for a Unit Root in the
Presence of a Maintained Trend" [40pp, abstract]
Reprinted in B. Raj, ed., Advances in Econometrics and Modelling, 1989, pp. 7-28 [CFP 756] |
| CFDP 881 |
Phillips, Peter C.B.
Hansen, Bruce E. |
"Estimation and Inference in Models of
Cointegration: A Simulation Study" [38pp, abstract] Reprinted in Advances in Econometrics, JAI Press,
Vol. 8, 1990, pp. 225-248 [CFP 747] |
| CFDP 882R |
Phillips, Peter C.B. |
"Error Correction and Long Run
Equilibrium in Continuous Time" (1989) [40pp, abstract] Reprinted in Econometrica (July 1991), 59(4): 967-980
[CFP 788] |
| CFDP 883 |
Scarf, Herbert E.
Kannan, Ravi
Lovász, Lászlo |
"The Shapes of Polyhedra" [31pp]
Reprinted in Mathematics of Operations Research (May 1990), 15(2): 364-390 [CFP 753] |
| CFDP 884R |
Geanakoplos, John
Brandenburger, Adam
Dekel, Eddie |
"Correlated Equilibrium with
Generalized Information Structures" [21pp, abstract] Reprinted in Games and Economic Behavior (1992), 4:
182-201 [CFP 819] |
| CFDP 885 |
Geanakoplos, John
Chou, Chien-fu |
"The Power of Commitment" [44pp, abstract] |
| CFDP 886 |
Phillips, Peter C.B. |
"A Little Magic with the Cauchy
Distribution" [14pp, abstract] |
| CFDP 887 |
Phillips, Peter C.B. |
"A New Proof of Knight's Theorem on
the Cauchy Distribution" [6pp, abstract] |
| CFDP 888 |
Tobin, James
Haliassos, Michael |
"The Macroeconomics of Government
Finance" [110pp, abstract]
Reprinted in B.M. Friedman and F.H. Hahn, eds., Handbook of Monetary Economics,
Elsevier Science, Vol. 2, 1990, pp. 889-950 [CFP 768] |
| CFDP 889 |
Matzkin, Rosa L. |
"Nonparametric and Distribution-Free
Estimation of the Binary Choice and the Threshold-Crossing Models" [53pp, abstract] Reprinted as "Nonparametric
and Distribution-Free Estimation of the Binary Threshold Crossing and the Binary Choices
Models" in Econometrica (March 1992, 60(2): 239-270 [CFP 809] |
| CFDP 890 |
Shiller, Robert J.
Case, Karl E. |
"The Behavior of Home Buyers in Boom
and Post-Boom Markets" [39pp] |
| CFDP 891 |
Shubik, Martin |
"The Interaction of Implicit and
Explicit Contracts in Repeated Agency" [37pp, abstract] |
| CFDP 892 |
Pearce, David G.
Stacchetti, Ennio |
"The Interaction of Implicit and
Explicit Contracts in Repeated Agency" [30pp, abstract] |
| CFDP 893 |
Phillips, Peter C.B. |
"Reflections on Econometric
Methodology" [42pp, abstract]
Reprinted in The Economic Record (December 1988), 344-359 [CFP 727] |
| CFDP 894 |
Matzkin, Rosa L. |
"Nonparametric Tests of Maximizing
Behavior Subject to Nonlinear Sets" [59pp, abstract] |
