Details about David N. DeJong

Access statistics for papers by David N. DeJong.

Last updated 2009-04-07. Update your information in the RePEc Author Service.

Short-id: pde3

Working Papers

2009

1. Efficient Filtering in State-Space Representations
   Working Papers, University of Pittsburgh, Department of Economics View citations
2. The Cyclical Behavior of Equity Turnover
   Working Papers, University of Pittsburgh, Department of Economics

2008

3. Efficient Likelihood Evaluation in State-Space Representations
   Working Papers, University of Pittsburgh, Department of Economics
4. Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes
   Working Papers, University of Pittsburgh, Department of Economics
5. Growth in Post-Soviet Russia: A Tale of Two Transitions
   Working Papers, University of Pittsburgh, Department of Economics

2002

6. Integration: An Empirical Assessment of Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School

2001

7. Entrepreneurship and Post-Socialist Growth
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
8. Policy Reform and Growth in Post-Soviet Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
   See also Journal Article in European Economic Review (2003)

2000

9. The Evolution of Market Integration in Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School
   See also Journal Article in The Economics of Transition (2001)

1999

10. Accounting for Growth in Post-Soviet Russia
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School (1998) View citations
    See also Journal Article in Regional Science and Urban Economics (2002)

1998

11. Russia's Internal Border
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
    See also Journal Article in Regional Science and Urban Economics (1999)

1997

12. Transition in Russia: It's Happening
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations

1996

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

1995

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

1994

15. Beyond Calibration
    Working Papers, University of Iowa, Department of Economics View citations

1991

16. The Case for Trend-Stationarity is Stronger than we Thought
    Working Papers, University of Iowa, Department of Economics View citations
    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 View citations

2006

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

2005

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

2003

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

2002

9. Accounting for growth in post-Soviet Russia
   Regional Science and Urban Economics, 2002, 32, (2), 221-239 View citations
   See also Working Paper (1999)

2001

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

2000

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

1999

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

1998

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

1996

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

1993

19. Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration
    Journal of Applied Econometrics, 1993, 8, (2), 115-28
20. Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors
    Journal of Business & Economic Statistics, 1993, 11, (3), 311-17 View citations
21. 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

1992

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

1991

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

Chapters

2007

1. Implementing Nonlinear Appoximations Empirically, from Structural Macroeconometrics
   A chapter in Structural Macroeconometrics, 2007
2. Introduction to Structural Macroeconometrics
   A chapter in Structural Macroeconometrics, 2007

Software Items

2006

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