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Cowles Foundation for Research in Economics

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PAPERS (REPRINTS), 2002

NOTE: If you or your university/college has an electronic subscription to the
relevant journals, you should be able to download the linked articles below.
Otherwise, you may ORDER individual reprints directly from Cowles.

No. Author(s) Title, Where published
CFP 1030 Quintos, Carmela
Fan, Zhenhong
Phillips, Peter C.B.
"Structural Change Tests in Tail Behavior and the Asian Crisis." Review of Economic Studies (2001), 68: 633-663 [CFDP 1283, 38pp, abstract]
CFP 1031 Andrews, Donald W.K. "Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators." Econometrica (January 2002), 70(1): 119-162 [CFDP 1230R, 66pp, abstract]
CFP 1032 Chang, Yoosoon
Park, Joon Y.
Phillips, Peter C.B.
"Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors." Econometrics Journal (2001), 4: 1-36 [CFDP 1245, 43pp, abstract]
CFP 1033 Shubik, Martin
Tsomocos, D.P.
"A Strategic Market Game with Seigniorage Costs of Fiat Money." Economic Theory (2002), 19: 187-201 [CFDP 1043, 15pp, abstract]
CFP 1034 Mailath, George J.
Morris, Stephen
"Repeated Games with Almost-Public Monitoring." Journal of Economic Theory (2002), 102: 189-228 [CFDP 1236, 52pp, abstract]
CFP 1035 Maynard, Alex
Phillips, Peter C.B.
"Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly." Journal of Applied Econometrics (2001), 16: 671-708
CFP 1036 Scarf, Herbert E. "Inventory Theory." Operations Research (2002), 50(1): 186-191
CFP 1037 Ploberger, Werner
Phillips, Peter C.B.
"Rissanen's Theorem and Econometric Time Series." In Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer, eds., Simplicity, Inference and Modelling, Cambridge University Press, 2001, pp. 165-180 [CFDP 1197, 14pp, abstract]
CFP 1038 Bergemann, Dirk
Välimäki, Juuso
"Information Acquisition and Efficient Mechanism Design." Econometrica (May 2002, 70(3), 1007-1033 [CFDP 1248, 42pp, abstract]
CFP 1039 Corbae, Dean
Ouliaris, Sam
Phillips, Peter C.B.
"Band Spectral Regression with Trending Data." Econometrica (May 2002), 70(3): 1067-1109 [CFDP 1163, 46pp, abstract]
CFP 1040 Shubik, Martin "Game Theory and Operations Research: Some Musings 50 Years Later." Operations Research (January-February 2002), 50(1): 192-196
CFP 1041 Shimotsu, Katsumi
Phillips, Peter C.B.
"Pooled Log Periodogram Regression." Journal of Time Series Analysis (2002), 23(1): 57-93 [CFDP 1267, 46pp, abstract]
CFP 1042 Brown, Donald J.
Wegkamp, Marten H.
"Weighted Minimum Mean-Square Distance from Independence Estimation." Econometrica (September 2002), 70(5): 2035-2051 [CFDP 1288, 31pp, abstract]
CFP 1043 Baliga, Sandeep
Morris. Stephen
"Co-ordination, Spillovers, and Cheap Talk." Journal of Economic Theory (2002), 105: 450-468 [CFDP 1203, 19pp, abstract]

PAPERS (REPRINTS), 2003

NOTE: If you or your university/college have an electronic subscription to the
relevant journals, you should be able to download the linked articles below.
Otherwise, you may ORDER individual reprints directly from Cowles.

No. Author(s) Title, Where published
CFP 1044 Andrews, Donald W.K. "Equivalence of the Higher Order Asymptotic Efficiency of k-Step and Extremum Statistics." Econometric Theory (2002), 18: 1040-1085 [CFDP 1269, 42pp, abstract]
CFP 1045 Nordhaus, William D. "The Recent Recession, the Current Recovery, and Stock Prices." Brookings Papers on Economic Activity (2002) 1: 199-228
CFP 1046 Xiao, Zhijie
Phillips, Peter C.B.
"A CUSUM Test for Cointegration Using Regression Residuals." Journal of Econometrics (2002), 108: 43-61 [CFDP 1329, abstract]
CFP 1047 Bewley, Truman "Interviews as a Valid Empirical Tool in Economics." Journal of Socio-Economics (2002), 31: 343-353
CFP 1048 Dubey, Pradeep
Geanakoplos, John
"Competitive Pooling: Rothschild-Stiglitz Reconsidered." Quarterly Journal of Economics (November 2002), 1529-1570 [CFDP 1346R2, 35pp, abstract]
CFP 1049 Karatzas, Ioannis
Shubik, Martin
Sudderth, William D.
"A Stochastic Overlapping Generations Economy with Inheritance." Journal of Economics (2002) 77(3): 207-240 [CFDP 1262, 26pp, abstract
CFP 1050 Bandi, Federico M.
Phillips, Peter C.B.
"Fully Nonparametric Estimation of Scalar Diffusion Models." Econometrica (January 2003), 71(1): 241-283 [CFDP 1332, 48pp]
CFP 1051 Andrews, Donald W.K.
Guggenberger, Patrik
"A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter." Econometrica (March 2003), 71(2): 675-712
CFP 1052 Dubey, Pradeep
Geanakoplos, John
"Inside and Outside Fiat Money, Gains to Trade, and IS-LM." Economic Theory (2003), 21: 347-397 [CFDP 1257R, 55pp, abstract]
CFP 1053 Bewley, Truman F. "Knightian Decision Theory: Part I." Decisions in Economics and Finance (2002), 25(2): 79-110 [CFDP 807, 43pp, abstract]
CFP 1054 Phillips, Peter C.B. "Vision and Influence in Econometrics: John Denis Sargan." Econometric Theory (2003), 19: 495-511 [CFDP 1393, 19pp]
CFP 1055 Shiller, Robert J. "From Efficient Markets Theory to Behavioral Finance." Journal of Economic Perspectives (Winter 2003), 17(1): 83-104 [CFDP 1385, 43pp, abstract]
CFP 1056 Bergemann, Dirk
Välimäki, Juuso
"Entry and Vertical Differentiation." Journal of Economic Theory (2002), 106: 91-125 [CFDP 1302, 41pp]
CFP 1057 Geanakoplos, John "Promises Promises." In W.B. Arthur, S.N. Durlauf and D.A. Lane, eds., The Economy as an Evolving Complex System II, Addison-Wesley, 1997, pp. 285-320 [CFDP 1143, 32pp]
CFP 1058 Geanakoplos, John "Nash and Walras Equilibrium via Brouwer." Economic Theory (2003), 21(2/3): 585-603 [CFDP 1131R3, 20pp, abstract]
CFP 1059 Phillips, Peter C.B. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Journal of Econometrics (2002), 111: 323-353 [CFDP 1196, 25pp, abstract]
CFP 1060 Morris, Stephen "Coordination, Communication, and Common Knowledge: A Retrospective on the Electronic-Mail Game." Oxford Review of Economic Policy (2002), 18(4): 433-445 [CFDP 1041, 23pp, abstract]
CFP 1061 Shiller, Robert J. "Social Security and Individual Accounts as Elements of Overall Risk-Sharing." AEA Papers and Proceedings (2003), 93(2): 343-347
CFP 1062 Ploberger, Werner
Phillips, Peter C.B.
"Empirical Limits for Time Series Econometric Models." Econometrica (March 2003), 71(2): 627-673 [CFDP 1220, 42pp, abstract]
CFP 1063 Dubey, Pradeep
Geanakoplos, John
"Monetary Equilibrium with Missing Markets." Journal of Mathematical Economics (2003), 39: 585-618 [CFDP 1389, 37pp, abstract]
CFP 1064 Nordhaus, William D. "Productivity Growth and the New Economy." Brookings Papers on Economic Activities (2002), 2: 211-265 [CFDP 1284, 42pp]
CFP 1065 Dubey, Pradeep
Geanakoplos, John
"From Nash to Walras via Shapley-Shubik." Journal of Mathematical Economics (2003), 39: 391-400 [CFDP 1360, 11pp, abstract]
CFP 1066 Morris, Stephen
Shin, Hyun Song
"Social Value and Public Information." American Economic Review (December 2002), 92(5): 1521-1534 [CFDP 1312, 35pp, abstract]
CFP 1067 Fair, Ray C. "Shock Effects on Stocks, Bonds, and Exchange Rates." Journal of International Money and Finance (2003), 22: 307-341
CFP 1068 Phillips, Peter C.B.
McFarland, James W.
"Forward Exchange Market Unbiasedness: the Case of the Australian Dollar Since 1984." Journal of International Money and Finance (1997), 16(6): 885-907 [CFDP 1055, 18pp, abstract]
CFP 1069 Andrews, Donald W.K.
Buchinsky, Moshe
"On the Number of Bootstrap Repetitions for BCa Confidence Intervals." Econometric Theory (2002), 18: 962-984 [CFDP 1141R, 52pp, abstract]
CFP 1070 Diamond, Peter
Geanakoplos, John
"Social Security Investment in Equities." The American Economic Review (September 2003), 93(4): 1047-1074 [CFDP 1314R, 30pp, abstract]
CFP 1071 Xiao, Zhijie
Phillips, Peter C.B.
"Efficient Detrending in Cointegrating Regression." Econometric Theory (1999), 15: 519-548
CFP 1072 Andrews, Donald W.K. "End-of-Sample Instability Tests." Econometrica (November 2003), 71(6): 1661-1694 [CFDP 1369, 43pp, abstract]
CFP 1073 Bergemann, Dirk
Välimäki, Juuso
"Dynamic Common Agency." Journal of Economic Theory (2003), 111: 23-48 [CFDP 1206, 61pp, abstract]
CFP 1074 Geanakoplos, John "Liquidity, Default, and Crashes." In M. Dewabtripont, L.P. Hansen and S.J. Turnovsky, eds., Advances in Economics and Econometrics II, Cambridge University Press, 2003, pp. 170-205 [CFDP 1316RR, 35pp, abstract]
CFP 1075 Frankel, David M.
Morris, Stephen
Pauzner, Ady
"Equilibrium Selections in Global Games with Strategic Complementarities." Journal of Economic Theory (2003), 108: 1-44 [CFDP 1336, 62pp, abstract]
CFP 1076 Fair, Ray C. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations." Computational Economics (2003) 21: 245-256
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