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Details about David N. DeJong

E-mail:
Homepage:http://www.pitt.edu/~dejong
Postal address:4144 Saline St. Pittsburgh, PA 15217
Workplace:Department of Economics, University of Pittsburgh, (more information at EDIRC)

Access statistics for papers by David N. DeJong.

Last updated 2010-01-08. Update your information in the RePEc Author Service.

Short-id: pde3


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Working Papers

2009

  1. Efficient likelihood evaluation of state-space representations
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pittsburgh, Department of Economics (2008) Downloads

2008

  1. Efficient Filtering in State-Space Representations
    Working Papers, University of Pittsburgh, Department of Economics Downloads View citations (2)
  2. Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes
    Working Papers, University of Pittsburgh, Department of Economics Downloads View citations (1)
  3. Growth in Post-Soviet Russia: A Tale of Two Transitions
    Working Papers, University of Pittsburgh, Department of Economics Downloads View citations (2)

2007

  1. An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (2)
  2. The Cyclical Behavior of Equity Turnover
    Working Papers, University of Pittsburgh, Department of Economics Downloads

2002

  1. Integration: An Empirical Assessment of Russia
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (2)

2001

  1. Entrepreneurship and Post-Socialist Growth
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (4)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
  2. Policy Reform and Growth in Post-Soviet Russia
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (9)
    See also Journal Article in European Economic Review (2003)

2000

  1. The Evolution of Market Integration in Russia
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads
    See also Journal Article in The Economics of Transition (2001)

1999

  1. Accounting for Growth in Post-Soviet Russia
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (1998) Downloads View citations (4)

    See also Journal Article in Regional Science and Urban Economics (2002)

1998

  1. Russia's Internal Border
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (4)
    See also Journal Article in Regional Science and Urban Economics (1999)

1997

  1. Transition in Russia: It's Happening
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (1)

1996

  1. Cyclical Implications of the Variable Utilization of Physical and Human Capital
    Macroeconomics, EconWPA Downloads View citations (6)
    Also in Working Papers, University of Iowa, Department of Economics (1996) View citations (8)

1995

  1. Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations
    Working Papers, University of Iowa, Department of Economics View citations (2)
    Also in Macroeconomics, EconWPA (1995) Downloads View citations (1)

1994

  1. Beyond Calibration
    Working Papers, University of Iowa, Department of Economics View citations (1)

1991

  1. The Case for Trend-Stationarity is Stronger than we Thought
    Working Papers, University of Iowa, Department of Economics View citations (16)
    See also Journal Article in Journal of Applied Econometrics (1991)

Journal Articles

2007

  1. Do self-control preferences help explain the puzzling behavior of asset prices?
    Journal of Monetary Economics, 2007, 54, (4), 1035-1050 Downloads View citations (9)

2006

  1. Tariffs and Growth: An Empirical Exploration of Contingent Relationships
    The Review of Economics and Statistics, 2006, 88, (4), 625-640 Downloads View citations (34)
  2. Timing structural change: a conditional probabilistic approach
    Journal of Applied Econometrics, 2006, 21, (2), 175-190 Downloads View citations (3)

2005

  1. A Nonlinear Forecasting Model of GDP Growth
    The Review of Economics and Statistics, 2005, 87, (4), 697-708 Downloads View citations (1)
  2. Economic fragmentation in Russia: The influence of international trade and initial conditions
    Economics of Governance, 2005, 6, (3), 253-268 Downloads View citations (3)
  3. Entrepreneurship and Post-socialist Growth
    Oxford Bulletin of Economics and Statistics, 2005, 67, (1), 25-46 Downloads View citations (32)
    See also Working Paper (2001)

2003

  1. Policy reform and growth in post-Soviet Russia
    European Economic Review, 2003, 47, (2), 337-352 Downloads View citations (30)
    See also Working Paper (2001)
  2. Regional integration: an empirical assessment of Russia
    Journal of Urban Economics, 2003, 53, (3), 541-559 Downloads View citations (16)

2002

  1. Accounting for growth in post-Soviet Russia
    Regional Science and Urban Economics, 2002, 32, (2), 221-239 Downloads View citations (8)
    See also Working Paper (1999)
  2. Divergence
    The B.E. Journal of Macroeconomics, 2002, 2, (1), 1-38 Downloads View citations (1)

2001

  1. Population growth in U.S. counties, 1840-1990
    Regional Science and Urban Economics, 2001, 31, (6), 669-699 Downloads View citations (14)
  2. The Cyclical Behavior of Skill Acquisition
    Review of Economic Dynamics, 2001, 4, (3), 536-561 Downloads View citations (35)
  3. The evolution of market integration in Russia
    The Economics of Transition, 2001, 9, (1), 87-104 Downloads View citations (10)
    See also Working Paper (2000)

2000

  1. A Bayesian approach to dynamic macroeconomics
    Journal of Econometrics, 2000, 98, (2), 203-223 Downloads View citations (104)
  2. Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations
    Journal of Applied Econometrics, 2000, 15, (3), 311-329 Downloads View citations (39)

1999

  1. Russia's internal border
    Regional Science and Urban Economics, 1999, 29, (5), 633-649 Downloads View citations (22)
    See also Working Paper (1998)

1998

  1. Quantifying Price Liberalization in Russia
    Journal of Comparative Economics, 1998, 26, (4), 735-760 Downloads View citations (10)

1996

  1. A Bayesian Approach to Calibration
    Journal of Business & Economic Statistics, 1996, 14, (1), 1-9 View citations (54)
  2. Modeling Stock Prices without Knowing How to Induce Stationarity
    Econometric Theory, 1996, 12, (04), 739-740 Downloads
    Also in Econometric Theory, 1994, 10, (3-4), 701-719 (1994) Downloads View citations (2)

1993

  1. Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration
    Journal of Applied Econometrics, 1993, 8, (2), 115-28 Downloads
  2. Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors
    Journal of Business & Economic Statistics, 1993, 11, (3), 311-17 View citations (6)
  3. Towards a Reconciliation of the Empirical Evidence on the Monetary Approach to Exchange Rate Determination
    The Review of Economics and Statistics, 1993, 75, (1), 123-28 Downloads

1992

  1. Co-integration and trend-stationarity in macroeconomic time series: Evidence from the likelihood function
    Journal of Econometrics, 1992, 52, (3), 347-370 Downloads View citations (21)
  2. Integration versus Trend Stationarity in Time Series
    Econometrica, 1992, 60, (2), 423-33 Downloads View citations (152)
  3. More unsettling evidence on the perfect markets hypothesis
    Economic Review, 1992, (Nov), 1-13
  4. The power problems of unit root test in time series with autoregressive errors
    Journal of Econometrics, 1992, 53, (1-3), 323-343 Downloads View citations (93)

1991

  1. On robustness
    Journal of Monetary Economics, 1991, 28, (2), 265-270 Downloads View citations (1)
  2. Reconsidering 'trends and random walks in macroeconomic time series'
    Journal of Monetary Economics, 1991, 28, (2), 221-254 Downloads View citations (39)
  3. The Case for Trend-Stationarity Is Stronger Than We Thought
    Journal of Applied Econometrics, 1991, 6, (4), 413-21 Downloads View citations (7)
    See also Working Paper (1991)
  4. The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function
    American Economic Review, 1991, 81, (3), 600-617 Downloads View citations (26)

Chapters

2007

  1. Implementing Nonlinear Appoximations Empirically, from Structural Macroeconometrics
    (Structural Macroeconometrics)
    Princeton University Press Downloads View citations (4)
  2. Introduction to Structural Macroeconometrics
    (Structural Macroeconometrics)
    Princeton University Press Downloads View citations (36)

Software Items

2006

  1. Fortran Code For Implementing the Particle Filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Gauss Code For Implementing the Particle Filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Solve Deterministic Optimal Growth Model Using Projection Algorithm (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  6. Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  7. Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2014-11-25