No. |
Author(s) |
Title |
| CFDP 1004 |
Fair, Ray C. |
"The Cowles Commission Approach, Real
Business Cycle Theories, and New Keynesian Economics" [22pp, abstract] Reprinted in Michael T. Belongia
and Michelle R. Garfinkel (eds.), The Business Cycle: Theories and Evidence, 1992,
pp. 133-147 [CFP 821] |
| CFDP 1005 |
Fair, Ray C. |
"Estimates of the Bias of Lagged
Dependent Variable Coefficient Estimates in Macroeconomic Equations" [19pp, abstract] |
| CFDP 1006 |
Case, Karl E.
Shiller, Robert J.
Weiss, Allan N. |
"Index-Based Futures and Options
Markets in Real Estate" [25pp, abstract] |
| CFDP 1007 |
Hajivassiliou, Vassilis A. |
"Simulation Estimation Methods for
Limited Dependent Variable Models" [33pp, abstract] Reprinted in G.S. Maddala, C.R. Rao and H.D. Vinod, eds., Handbook
of Statistics, Elsevier, Vol. 11, 1993, pp. 519-543 [CFP 862] |
| CFDP 1008 |
Maheswaran, S.
Sims, Christopher A. |
"Empirical Implications of
Arbitrage-Free Asset Markets" [32pp, abstract] |
| CFDP 1009 |
Nordhaus, William D. |
"The "DICE" Model:
Background and Structure of a Dynamic Integrated Climate-Economy Model of the Economics of
Global Warming" [133pp, abstract] |
| CFDP 1010 |
Mendelsohn, Robert
Nordhaus, William D.
Shaw, Daigee |
"The Impact of Climate on Agriculture:
A Ricardian Approach" [49pp, abstract]
Reprinted as "The Impact of Global Warming on Agriculture: A Ricardian Analysis"
in American Economic Review (1994), 84(4): 753-771 [CFP 876] |
| CFDP 1011 |
Sims, Christopher A. |
"Interpreting the Macroeconomic Time
Series Facts: The Effects of Monetary Policy" [29pp, abstract] Reprinted in European Economic Review (1991), 36:
974-1011 [CFP 823] |
| CFDP 1012 |
Shiller, Robert J.
Kon-Ya, Fumiko
Tsutsui, Yoshiro |
"Expanding the Scope of Expectations
Data Collection: The U.S. and Japanese Stock Markets" [51pp, abstract] Reprinted as "Why Did the
Nikkei Crash? Expanding the Scope of Expectations Data Collection" in Review of
Economics and Statistics (1996) 78(1): 156-164 [CFP 922] |
| CFDP 1013 |
Tobin, James |
"Money" [33pp, abstract] Reprinted in n Peter Newman,
Murray Milgate and John Eatwell (eds.), The New Palgrave Dictionary of Money and
Finance, 1992, pp. 770-779 [CFP
826] |
| CFDP 1014 |
Shubik, Martin
Yao, Shuntian |
"Transactions Loans, Intertemporal
Loans, Variable Velocity, the Rates of Interest and Commodity Money: Part 1. Transactions
Loans" [24pp, abstract] |
| CFDP 1015 |
Andrews, Donald W.K.
Ploberger, Werner |
"Optimal Tests When a Nuisance
Parameter Is Present Only Under the Alternative" [62pp, abstract] Reprinted in Econometrica (November 1994), 62(6):
1383-1414 [CFP 879] |
| CFDP 1016 |
Andrews, Donald W.K.
Lee, Inpyo
Ploberger, Werner |
"Optimal Changepoint Tests for Normal
Linear Regressions" [32pp, abstract]
Reprinted in Journal of Econometrics (1996), 70: 9-38 [CFP 925] |
| CFDP 1017 |
Phillips, Peter C.B.
Ploberger, Werner |
"Posterior Odds Testing for a Unit
Root with Data-Based Model Selection" [35pp, abstract] Reprinted in Econometric Theory (1994), 10: 774-808 [CFP 878] |
| CFDP 1018 |
Hajivassiliou, Vassilis A.
Ioannides, Yannis M. |
"A Note on the Dual Approach to the
Existence and Characterization of Optimal Consumption Decisions Under Uncertainty and
Liquidity Constraints" [24pp, abstract] |
| CFDP 1019 |
Nordhaus, William D. |
"Rolling the 'Dice': An Optimal
Transition Path for Controlling Greenhouse Gases" [33pp, abstract] Reprinted in Resource and
Energy Economics (1993), 15: 27-50 [CFP 836] |
| CFDP 1020 |
Andrews, Donald W.K. |
"An Introduction to Econometric
Applications of Functional Limit Theory for Dependent Random Variables" [40pp, abstract] Reprinted as "An
Introduction to Econometric Applications of Empirical Process Theory for Dependent Random
Variables" in Econometric Review (1993), 12(2): 183-216 [CFP 837] |
| CFDP 1021R |
Hajivassiliou, Vassilis A.
McFadden, Daniel
Ruud, Paul |
"Simulation of Multivariate Normal
Rectangle Probabilities: Theoretical and Computational Results" (1994) [43pp, abstract] Reprinted as "Simulation
of Multivariate Normal Rectangle Probabilities and Their Derivatives: Theoretical and
Computational Results" in Journal of Econometrics (1996), 72: 85-134 [CFP 924] |
| CFDP 1022 |
Grandmont, Jean-Michel |
"Expectations Driven Nonlinear
Business Cycles" [39pp, abstract] |
| CFDP 1023 |
Phillips, Peter C.B. |
"Bayesian Model Selection and
Prediction with Empirical Applications" [31pp, abstract] Reprinted in Journal of Econometrics (1995), 69:
289-331 [CFP 911] |
| CFDP 1024 |
Phillips, Peter C.B. |
"Bayes Models and Forecasts of
Australian Macroeconomic Time Series" [33pp, abstract] Reprinted in Colin P. Hargreaves, ed., Nonstationary Time
Series Analysis and Cointegration, 1994, pp. 53-86 [CFP 897] |
| CFDP 1025 |
Phillips, Peter C.B. |
"Bayes Methods for Trending Multiple
Time Series with an Empirical Application to the US Economy" [69pp, abstract] |
| CFDP 1026 |
Andrews, Donald W.K.
Chen, Hong-Yuan |
"Approximately Median-Unbiased
Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial
Time Series" [47pp, abstract]
Reprinted as "Approximately Median-Unbiased Estimation of Autoregressive Models"
in Journal of Business and Economic Statistics (April 1994), 12(2): 186-204 [CFP 867] |
| CFDP 1027 |
Ghysels, Eric |
"Christmas, Spring and the Dawning of
Economic Recovery" [25pp, abstract] |
| CFDP 1028 |
Ghysels, Eric |
"On the Periodic Structure of the
Business Cycle" [25pp, abstract] |
| CFDP 1029 |
Scarf, Herbert E. |
"Tjalling Charles Koopmans (August 28,
1910-February 26, 1985)" abstract] |
| CFDP 1030R |
Tobin, James |
"Poverty in Relation to Macroeconomic
Trends, Cycles, and Policies" (1993) [35pp, abstract] Reprinted in Sheldon H. Danziger, Gary D.
Sandefur, and Daniel H. Weinberg, eds., Confronting Poverty, Prescription for Change,
1994, pp. 148-167 [CFP 877] |
| CFDP 1031R |
Dubey, Pradeep
Geanakoplos, John
Shubik, Martin |
"Is Gold an Efficient Store of
Value?" (2002) [15pp, abstract]
Reprinted in Economic Theory (2003), 21: 767-782 [CFP 1084] |
| CFDP 1032 |
Barany, Imre
Howe, Roger
Scarf, Herbert E. |
"The Complex of Maximal Lattice Free
Simplices" [15pp, abstract]
Reprinted in Mathematical Programming (1994), 66: 273-281 [CFP 888] |
| CFDP 1033 |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William D. |
"Construction of Stationary Markov
Equilibria in a Strategic Market Game" [44pp, abstract] Reprinted in Mathematics of Operations Research
(November 1994), 19(4): 975-1006 [CFP
884] |
| CFDP 1034 |
Sims, Christopher A. |
"A Nine Variable Probabilistic
Macroeconomic Forecasting Model" [37pp, abstract] |
| CFDP 1035 |
Andrews, Donald W.K. |
"The Large Sample Correspondence
Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests" [40pp, abstract] Reprinted in Econometrica
(September 1994), 62(5): 1207-1232 [CFP 874] |
| CFDP 1036 |
Shiller, Robert J. |
"Measuring Asset Values for Cash
Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual
Futures" [35pp, abstract] Reprinted
in Journal of Finance (July 1993), 48(3): 911-931 [CFP 856] |
| CFDP 1037 |
Miller, John M.
Shubik, Martin |
"Some Dynamics of a Strategic Market
Game with a Large Number of Agents" [29pp, abstract] Reprinted in Journal of Economics (1994), 60(1): 1-28
[CFP 881] |
| CFDP 1038 |
Phillips, Peter C.B.
Ploberger, Werner |
"Time Series Modeling with a Bayesian
Frame of Reference: Concepts, Illustrations and Asymptotics" [66pp, abstract] |
| CFDP 1039 |
Phillips, Peter C.B. |
"Some Exact Distribution Theory for
Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction
Models" [28pp, abstract] Reprinted
in Econometrica (January 1994), 62(1): 73-93 [CFP 864] |
| CFDP 1040 |
Phillips, Peter C.B. |
"Hyper-Consistent Estimation of a Unit
Root in Time Series Regression" [20pp, abstract] |
| CFDP 1041 |
Ericson, Richard
Pakes, Ariel |
"An Alternative Theory of Firm and
Industry Dynamics" [69pp, abstract] |
