| No. |
Author(s) |
Title |
| CFP
1077 |
Sun, Yixiao
Phillips, Peter C.B. |
"Nonlinear Log-Periodogram Regression
for Perturbed Fractional Processes." Journal of Econometrics (2003), 115(2):
355-389 [CFDP 1366, 40pp, abstract] |
| CFP 1078 |
Aura, Saku
Diamond, Peter
Geanakoplos, John |
"Savings and Portfolio Choice in a
Two-Period Two-Asset Model." American Economic Review (2002), 92(4): 1185-1191
[CFDP 1268, 9pp, abstract] |
| CFP 1079 |
Bergemann, Dirk
Juuso Välimäki |
"Strategic Buyers and Privately
Observed Prices." Journal of Economic Theory (2002), 105: 469-482 [CFDP 1237, 20pp, abstract] |
| CFP
1080 |
Andrews, Donald W.K.
Sun, Yixiao |
"Adaptive Local
Polynomial Whittle Estimation of Long-Range Dependence." Econometrica
(2004), 72(2): 569-614 [CFDP 1384,
50pp, abstract] |
| CFP 1081 |
Phillips, Peter C.B. |
"Laws and Limits of
Econometrics." The Economic Journal (2003), 113(4&6): C26-C52 [CFDP 1397, 32pp, abstract] |
| CFP 1082 |
Geanakoplos, John
Tsomocos, Dimitrios |
"International Finance in General
Equilibrium." Research in Economics (2002), 56: 85-142 [CFDP 1313, 50pp, abstract] |
| CFP
1083 |
Gerardi, Dino |
"Unmediated Communication in Games
with Complete and Incomplete Information." Journal of Economic Theory (2004),
114: 104-131 [CFDP 1371, 73pp, abstract] |
| CFP 1084 |
Dubey, Pradeep
Geanakoplos, John
Shubik, Martin |
"Is Gold an Efficient Store of
Value?" Economic Theory (2003), 21(4): 767-782 [CFDP 1031R, 15pp, abstract] |
| CFP 1085 |
Moon, Hyungsik Roger
Phillips, Peter C.B. |
"GMM Estimation of Autoregressive
Roots Near Units with Panel Data." Econometrica (March
2004) 72(2): 467-522 [CFDP 1274, 54pp, abstract] |
| CFP 1086 |
Yildiz, Muhamet |
"Waiting to Persuade." Quarterly
Journal of Economics (2004), 223-248 |
| CFP
1087 |
Phillips, Peter C.B.
Park, Joon Y.
Chang, Yoosoon |
"Nonlinear Instrumental Variable
Estimation of an Autoregression." Journal of Econometrics (2004) 118(1-2):
219-246 [CFDP 1331, 30pp] abstract] |
| CFP 1088 |
Corsetti, Giancarlo
Dasgupta, Amil
Morris, Stephen
Shin, Hyun Song |
"Does One Soros Make a Difference? A
Theory of Currency Crises with Large and Small Traders" Review of Economic Studies
(2004), 71(1): 87-113 [CFDP 1273, 31pp,
abstract] |
| CFP
1089 |
Case, Karl E.
Shiller, Robert J. |
"Is There a Bubble in the Housing
Market?" Brookings Papers on Economic Activity (2003), 2: 299-362 |
| CFP 1090 |
Geanakoplos, John |
"The Arrow-Debreu Model of General
Equilibrium." The New Palgrave Dictionary of Money and Finance, Vol. 1, edited
by I. Eatwell, M. Milgate, and P. Newman, Macmillan, 1987, pp. 116-123 [9pp] |
| CFP
1091 |
Andrews, Donald W.K. |
"The Block-Block Bootstrap: Improved
Asymptotic Refinements." Econometrica (May
2004), 72(3): 673-700 [CFDP 1370,
36pp, abstract] |
| CFP 1092 |
Fair, Ray C. |
"Events that Shook the Market." Journal
of Business (2002), 75(4): 713-731 |
| CFP 1093 |
Geanakoplos, John |
"The Overlapping Generations Model of
General Equilibrium." The New Palgrave Dictionary of Money and Finance, Vol. 1,
edited by I. Eatwell, M. Milgate, and P. Newman, Macmillan, 1987, pp. 767-779 [13pp] |
| CFP
1094 |
Xiao, Zhijie
Phillips, Peter C.B. |
"Higher Order Approximations for Wald
Statistics in Time Series Regressions with Integrated Processes." Journal of
Econometrics (2002), 108(1): 157-198 |
| CFP
1095 |
Baliga, Sandeep
Polak, Ben |
"The Emergence and Persistence of the
Anglo-Saxon and German Financial Systems," The Review of Financial Studies
(2004), 17(1): 129-163 |
| CFP
1096 |
Dubey, Pradeep
Sahi, Siddhartha |
"Price-mediated Trade with Quantity
Signals: An Axiomatic Approach," Journal of Mathematical Economics (2003), 39:
377-389 |
| CFP 1097 |
Morris, Stephen
Shin, Hyun Song |
"Global Games: Theory and
Applications." In M. Dewatripont, L. Hansen and S. Turnovsky, eds., Advances in
Economics and Econometrics, Vol. 1, Cambridge University Press, 2003, pp.
57-114 [CFDP 1275R, 69pp, abstract] |
| CFP 1098 |
Phillips, Peter C.B.
Shimotsu, Katsumi |
"Local Whittle Estimation in
Nonstationary and Unit Root Cases." The Annals of Statistics (2004), 34(2):
656-692 [CFDP 1266, 46pp, abstract] |
| CFP 1099 |
Geanakoplos, John
Magill, Michael
Quinzii, Martine |
"Demography and the Long-Run
Predictability of the Stock Market." Brookings Papers on Economic Activity
(2004), 1: 241-325 [CFDP 1380R,
55pp, abstract] |
| CFP 1100 |
Fair, Ray C. |
"On Modeling the Effects of Inflation
Shocks." Contributions to Macroeconomics (2002), 2(1): Article 3 |
| CFP
1101 |
Phillips, Peter C.B.
Hall, Viv B. |
"Early Development of Econometric
Software at the University of Aukland." Journal of Economic and Social Measurement
(2004), 29: 127-133 |
| CFP
1102 |
Shubik, Martin |
"Game Theory and Experimental
Gaming." Chapter 62 in R.J. Aumann and S. Hart, eds., Handbook of Game Theory with
Economic Applications, Vol. 3, North-Holland, 2002, pp. 2329-2351 |
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