| No. |
Author(s) |
Title |
| CFDP 1112 |
Shubik, Martin |
"Time and Money" (January 1996)
[20pp, abstract] Reprinted in W. Brian
Arthur, Steven Durlauf and David Lane (eds.), The Economy as a Complex Evolving System
II, Addison-Wesley, 1997 |
| CFDP 1113 |
Bergemann, Dirk
Välimäki, Juuso |
"Learning and Strategic Pricing"
(January 1996) [33pp, abstract] |
| CFDP 1114 |
Grant, Simon
Kajii, Atsushi
Polak, Ben |
"Preference for Information"
(January 1996) [44pp, abstract]
Reprinted as "Intrinsic Preference for Information" in Journal of Economic
Theory (1998), 83: 233-259 [CFP
974] |
| CFDP 1115 |
Shiller, Robert J. |
"Why Do People Dislike
Inflation?" (March 1996) [54pp, abstract]
Reprinted in Reducing Inflation: Motivation and Strategy, NBER, 1997, pp. 13-70 |
| CFDP 1116 |
Fair, Ray C.
Macunovich, Diane J. |
"Explaining the Labor Force
Participation of Women 20-24" (March 1996, revised February 1997) [24pp, abstract] |
| CFDP 1117 |
Nordhaus, William D.
Popp, David |
"What is the Value of Scientific
Knowledge? An Application to Global Warming Using the PRICE Model" (March 1996)
[49pp, abstract] Reprinted in The
Energy Journal (1997), 18(1): 1-45 [CFP
941] |
| CFDP 1118 |
Linton, Oliver |
"An Asymptotic Expansion in the
Garch(1,1) Model" (March 1996) [35pp, abstract]
Reprinted in Econometric Theory (1997), 13: 558-58 |
| CFDP 1119 |
Andrews, Donald W.K.
Schafgans, Marcia A. |
"Semiparametric Estimation of a Sample
Selection Model" (April 1996) [35pp, abstract]
Reprinted as "Semiparametric Estimation of the Intercept of a Sample Selection
Model" in Review of Economic Studies (1998), 65: 497-517 [CFP 965] |
| CFDP 1120 |
Andrews, Donald W.K. |
"A Stopping Rule for the Computation
of Generalized Method of Moments Estimators" (April 1996) [29pp, abstract] Published in Econometrica
(July 1997), 65(4): 913-931 [CFP 945,
19pp] |
| CFDP 1121 |
Fair, Ray C. |
"Testing the Standard View of the
Long-Run Unemployment-Inflation Relationship" (April 1996) [32pp, abstract] |
| CFDP 1122 |
Bergemann, Dirk
Välimäki, Juuso |
"Market Experimentation and
Pricing" (April 1996) [39pp, abstract] |
| CFDP 1123R |
Geanakoplos, John |
"Three Brief Proofs of Arrow's
Impossibility Theorem" (April 1996) [6pp, abstract] |
| CFDP 1123R2 |
Geanakoplos, John |
"Three Brief Proofs of Arrow's
Impossibility Theorem" (Revised August 2000) [6pp, abstract] |
| CFDP 1123R3 |
Geanakoplos, John |
"Three Brief Proofs of Arrow's
Impossibility Theorem" (Revised July 2001) [6pp, abstract] |
| CFDP 1123R4 |
Geanakoplos, John |
"Three Brief Proofs of Arrow's
Impossibility Theorem" (Revised August 2004) [6pp, abstract] Reprinted in Economic Theory (2005), 26(1): 211-215 [CFP 1116] |
| CFDP 1124 |
Andrews, Donald W.K.
Liu, Xuemei
Ploberger, Werner |
"Tests of Seasonal and Non-Seasonal
Serial Correlation" (May 1996) [35pp, abstract]
Reprinted as "Tests for White Noise Against Alternatives with Both Seasonal and
Nonseasonal Serial Correlation" in Biometrika (1998), 85: 727-740 [CFP 971] |
| CFDP 1125 |
Campbell, John Y.
Shiller, Robert J. |
"A Scorecard for Indexed Government
Debt" (May 1996) [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 1126R |
Aliprantis, C.
Brown, Donald J.
Werner, J. |
"Incomplete Derivative Markets and
Portfolio Insurance" (May 1996, revised June 1997) [13pp, abstract] [Old title: "Hedging with
Derivatives in Incomplete Markets"] |
| CFDP 1127 |
Bárány, Imre
Scarf, Herbert E. |
"Matrices with Identical Sets of
Neighbors" (May 1996) [12pp, abstract]
Reprinted in Mathematics of Operations Research (November 1998), 12(5): 863-873 [CFP 973] |
| CFDP 1128 |
Geanakoplos, John |
"The Hangman's Paradox and Newcomb's
Paradox as Psychological Games" (July 1996) [20pp, abstract] |
| CFDP 1129 |
Fair, Ray C. |
"Estimated Inflation Costs Had
European Unemployment Been Reduced in the 1980s by Macro Prices" (August 1996) [30pp,
abstract] |
| CFDP 1130R |
Whang, Yoon-Jae
Linton, Oliver |
"The Asymptotic Distribution of
Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series" (Revised
October 1997) [47pp, abstract]
Reprinted in Journal of Econometrics (1999), 91: 1-42 |
| CFDP 1131R |
Geanakoplos, John |
"Nash and Walras Equilibrium Via
Brouwer" (Revised August 2000) [17pp, abstract] |
| CFDP 1131R2 |
Geanakoplos, John |
"Nash and Walras Equilibrium Via
Brouwer" (Revised June 2001) [17pp, abstract] |
| CFDP 1131R3 |
Geanakoplos, John |
"Nash and Walras Equilibrium Via
Brouwer" (Revised February 2002) [20pp, abstract] Published in Economic Theory (2003),
21(2/3): 585-603 [CFP 1058] |
| CFDP 1132 |
Bak, P.
Paczuski, M.
Shubik, Martin |
"Price Variations in a Stock Market
with Many Agents" (September 1996) [43pp, abstract] |
| CFDP 1133 |
Ghosal, S.
Polemarchakis, Heracles |
"Exchange and Optimality"
(September 1996) [18pp, abstract]
Reprinted in Economic Theory (April 1999), 13(3): 629-642 |
| CFDP 1134 |
Phillips, Peter C.B.
Lee, Chin Chin |
"Efficiency Gains from
Quasi-Differencing Under Nonstationarity" (September 1996) [14pp, abstract] Reprinted in P.M. Robinson and M.
Rosenblatt, eds., Athens Conference on Applied Probability and Time Series, Vol.
II, 1996. pp. 300-314 [CFP 936] |
| CFDP 1135 |
Phillips, Peter C.B. |
"Spurious Regression Unmasked"
(October 1996) [38pp, abstract] |
| CFDP 1136 |
Polemarchakis, Heracles
Siconolfi, P. |
"Prices, Asset Markets and
Indeterminacy" (November 1996) [18pp, abstract]
Reprinted in Journal of Economic Theory (1998), 82(1): 46-64 |
| CFDP 1137 |
Chao, John C.
Phillips, Peter C.B. |
"Bayesian Posterior Distributions in
Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys
Prior" (November 1996) [36pp, abstract]
Reprinted as "Posterior Distributions in Limited Information Analysis of the
Simultaneous Equations Model Using Jeffreys Prior" in Journal of Econometrics
(1998), 87: 49-86 [CFP 970] |
| CFDP 1138 |
Bergemann, Dirk
Välimäki, Juuso |
"Market Diffusion with Two-Sided
Learning" (November 1996) [43pp, abstract] |
| CFDP 1139 |
Khan, M. Ali
Sun, Yeneng |
"Hyperfinite Asset Pricing
Theory" (November 1996) [60pp, abstract] |
| CFDP 1140 |
Linton, Oliver
Gozalo, Pedro |
"Conditional Independence
Restrictions: Testing and Estimation" (November 1996) [47pp, abstract] |
| CFDP 1141R |
Andrews, Donald W.K.
Buchinsky, Moshe |
"On the Number of Bootstrap
Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests" (Revised
August 1997) [52pp, abstract]
Reprinted in Econometric Theory (2002), 18(2-3): 962-984 [CFP
1125] |
| CFDP 1142 |
Bulow, Jeremy
Klemperer, Paul |
"The Generalized War of
Attrition" (December 1996) [24pp, abstract] |
| CFDP 1143 |
Geanakoplos, John |
"Promises Promises" (December
1996) [32pp, abstract] Reprinted iIn
W.B. Arthur, S.N. Durlauf and D.A. Lane (eds.), The Economy as an Evolving Complex
System II, 1997, pp. 285-320 [CFP 1057] |
