Details about Ray Fair

E-mail:
Homepage:	http://fairmodel.econ.yale.edu
Phone:	203-432-3715
Postal address:	Cowles Foundation Box 208281, Yale Station New Haven, CT 06520-8281
Workplace:	Cowles Foundation for Research in Economics, Yale University, (more information at EDIRC)

Access statistics for papers by Ray Fair.

Last updated 2007-02-13. Update your information in the RePEc Author Service.

Short-id: pfa24

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Jump to Journal Articles Chapters

Working Papers

2007

1. A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
   Also in Levine's Bibliography, UCLA Department of Economics (2006)
2. Branch Rickey’s Equation Fifty Years Later
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
3. Estimated Age Effects in Baseball
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
4. Evaluating Inflation Targeting Using a Macroeconometric Model
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   Also in Levine's Bibliography, UCLA Department of Economics (2006) View citations
5. Interpreting the Predictive Uncertainty of Elections
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

2006

6. Estimated Age Effects in Athletic Events and Chess
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
7. Interpreting the Predictive Uncertainty of Presidential Elections
   Levine's Bibliography, UCLA Department of Economics

2005

8. College Football Rankings and Market Efficiency
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
9. Natural Concepts in Macroeconomics
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
10. Policy Effects in the Post Boom U.S. Economy
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

2004

11. Predicting Electoral College Victory Probabilities from State Probability Data
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

2003

12. Bootstrapping Macroeconometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in Yale School of Management Working Papers, Yale School of Management (2002)
13. Estimates of the Effectiveness of Monetary Policy
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in Yale School of Management Working Papers, Yale School of Management (2001) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2005)
14. Events that Shook the Market
    Yale School of Management Working Papers, Yale School of Management
    Also in Yale School of Management Working Papers, Yale School of Management (2000) View citations
    See also Journal Article in Journal of Business (2002)
15. Risk Aversion and Stock Prices
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in Yale School of Management Working Papers, Yale School of Management (2002)
16. Testing for a New Economy in the 1990s
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in Yale School of Management Working Papers, Yale School of Management (2002)

2002

17. Comparing the Predictive Information Content of College Football Rankings
    Yale School of Management Working Papers, Yale School of Management View citations
18. On Modeling the Effects of Inflation Shocks
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2001

19. Is There Empirical Support for the 'Modern' View of Macroeconomics?
    Yale School of Management Working Papers, Yale School of Management View citations
20. Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
    Yale School of Management Working Papers, Yale School of Management
    See also Journal Article in Computational Economics (2003)
21. Shock Effects on Stocks, Bonds, and Exchange Rates
    Yale School of Management Working Papers, Yale School of Management View citations
    See also Journal Article in Journal of International Money and Finance (2003)
22. The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford
    Yale School of Management Working Papers, Yale School of Management
    See also Journal Article in Eastern Economic Journal (2003)

2000

23. Estimated, Calibrated, and Optimal Interest Rate Rules
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1997

24. Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1996

25. Estimated Inflation Costs Had European Unemployment Been Reduced in the 1980s by Macro Prices
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
26. Explaining the Labor Force Participation of Women 20-24
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
27. Testing the Standard View of the Long-Run Unemployment-Inflation Relationship
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1995

28. Evaluating Alternative Monetary Policy Rules
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in Journal of Monetary Economics (1996)
29. Is monetary policy becoming less effective?
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1994)

1994

30. The Effect of Economic Events on Votes for President: 1992 Update
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989)
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987)

1992

31. Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987) View citations
    See also Journal Article in American Economic Review (1991)
32. Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
33. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) View citations
    See also Journal Article in Proceedings (1992)

1991

34. Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
35. Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1989)
    See also Journal Article in Journal of Applied Econometrics (1990)
36. How Fast Do Old Men Slow Down?
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) View citations
    See also Journal Article in The Review of Economics and Statistics (1994)

1990

37. Econometric Modeling as Information Aggregation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1988)
38. The Production Smoothing Model is Alive and Well
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1989) View citations
    See also Journal Article in Journal of Monetary Economics (1989)

1989

39. Does Monetary Policy Matter? Narrative Versus Structural Approaches
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
40. Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Econometrics (1992)
41. Forecasting the Depression: Harvard Versus Yale
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1986) View citations
    See also Journal Article in American Economic Review (1988)
42. Inflationary Expectations and Price Setting Behavior
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) View citations
    See also Journal Article in The Review of Economics and Statistics (1993)
43. International Evidence on the Demand for Money
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1986)
    See also Journal Article in The Review of Economics and Statistics (1987)
44. Sources of Output and Price Variability in a Macroeconometric Model
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987)
45. The Informational Content of Ex Ante Forecasts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1988) View citations
    See also Journal Article in The Review of Economics and Statistics (1989)
46. VAR Models as Structural Approximations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1988)

1987

47. Inference in Econometric Models with Structural Change
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987) View citations
48. Optimal Choice of Monetary Policy Instruments in a Macroeconometric Model
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987)
    See also Journal Article in Journal of Monetary Economics (1988)

1986

49. Estimated Macroeconomic Effects of Deficit Targeting
    NBER Working Papers, National Bureau of Economic Research, Inc
50. Interest Rate and Exchange Rate Determination
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986)

1984

51. A Comparison of the Michigan and Fair Models
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
52. A Comparison of the Michigan and Fair Models: Further Results
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
53. Effect of Expected Future Government Deficits on Current Economic Activity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1984) View citations
54. Estimated Trade-Offs Between Unemployment and Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1984)
    See also Journal Article in Proceedings (1984)
55. Excess Labor and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1984) View citations
    See also Journal Article in American Economic Review (1985)
56. The Use of Expected Future Variables in Macroeconometric Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1984)

1981

57. A Comment on Feldstein's Fisher-Schultz Lecture
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
58. A Multicountry Econometric Model
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
59. Estimated Effects of Relative Prices on Trade Shares
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1981) View citations
60. Estimated Effects of the October 1979 Change in Monetary Policy on the 1980 Economy
    NBER Working Papers, National Bureau of Economic Research, Inc
61. Estimated Output, Price, Interest Rate, and Exchange Rate Linkages Among Countries
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1981) View citations
    See also Journal Article in Journal of Political Economy (1982)

1980

62. Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1980) View citations
    See also Journal Article in Econometrica (1983)

1979

63. A Multicountry Econometric Model (Revised)
    NBER Working Papers, National Bureau of Economic Research, Inc
64. Full Information Estimates of a Nonlinear Macroeconometric Model
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Journal of Econometrics (1980)

1978

65. An Analysis of the Accuracy of Four Macroeconometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Journal of Political Economy (1979)
66. An Estimate of the Uncertainty of Policy Effects in a Macro-economic Model
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
67. Estimating the Expected Predictive Accuracy of Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in International Economic Review (1980)

1977

68. A Model of the Balance of Payments
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in Journal of International Economics (1979)
69. An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in American Economic Review (1979)
70. Can the Government Affect Real Output?: A Critique of Models with Rational Expectations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
71. On Modeling the Economic Linkages among Countries
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
72. Policy Effects in a Model of the Balance of Payments
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
73. The Sensitivity of Fiscal-Policy Effects to Assumptions about the Behavior of the Federal Reserve
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Econometrica (1978)

1976

74. A Model of the World Economy
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
75. A Note on the Computation of the Tobit Estimator
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Econometrica (1977)
76. A Theory of Extramarital Affairs
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Journal of Political Economy (1978)
77. The Effects of Economic Events on Votes for President
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in The Review of Economics and Statistics (1978)
78. The Use of Optimal Control Techniques to Measure Economic Performance
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in International Economic Review (1978)

1975

79. On Controlling the Economy to Win Elections
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1973

80. A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

Journal Articles

2005

1. Estimates of the Effectiveness of Monetary Policy
   Journal of Money, Credit and Banking, 2005, 37, (4), 645-60 View citations
   See also Working Paper (2003)

2003

2. Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
   Computational Economics, 2003, 21, (3), 245-256 View citations
   See also Working Paper (2001)
3. Shock effects on stocks, bonds, and exchange rates
   Journal of International Money and Finance, 2003, 22, (3), 307-341 View citations
   See also Working Paper (2001)
4. The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford
   Eastern Economic Journal, 2003, 29, (2), 159-163
   See also Working Paper (2001)

2002

5. Events That Shook the Market
   Journal of Business, 2002, 75, (4), 713-732 View citations
   See also Working Paper (2003)

2001

6. Actual Federal Reserve policy behavior and interest rate rules
   Economic Policy Review, 2001, (Mar), 61-72 View citations

2000

7. Testing the NAIRU Model for the United States
   The Review of Economics and Statistics, 2000, 82, (1), 64-71 View citations

1999

8. Does the NAIRU Have the Right Dynamics?
   American Economic Review, 1999, 89, (2), 58-62 View citations
9. Estimated Inflation Costs Had European Unemployment Been Reduced in the 1980s by Macro Policies
   Journal of Macroeconomics, 1999, 21, (1), 1-28

1997

10. Response [Econometrics and Presidential Elections]
    Journal of Economic Perspectives, 1997, 11, (3), 197-98

1996

11. Computing Median Unbiased Estimates in Macroeconometric Models
    Journal of Applied Econometrics, 1996, 11, (4), 431-35 View citations
12. Econometrics and Presidential Elections
    Journal of Economic Perspectives, 1996, 10, (3), 89-102 View citations
13. Evaluating alternative monetary policy rules
    Journal of Monetary Economics, 1996, 38, (2), 173-193 View citations
    See also Working Paper (1995)

1994

14. How Fast Do Old Men Slow Down?
    The Review of Economics and Statistics, 1994, 76, (1), 103-18 View citations
    See also Working Paper (1991)

1993

15. Inflationary Expectations and Price Setting Behavior
    The Review of Economics and Statistics, 1993, 75, (1), 8-18
    See also Working Paper (1989)
16. Testing Macroeconomic Models
    American Economic Review, 1993, 83, (2), 287-93 View citations
17. Testing the Rational Expectations Hypothesis in Macroeconometric Models
    Oxford Economic Papers, 1993, 45, (2), 169-90 View citations

1992

18. Estimation of polynomial distributed lags and leads with end point constraints
    Journal of Econometrics, 1992, 53, (1-3), 123-139
    See also Working Paper (1989)
19. The Cowles Commission approach, real business cycles theories, and New- Keynesian economics
    Proceedings, 1992, 133-157
    See also Working Paper (1992)

1991

20. Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
    American Economic Review, 1991, 81, (5), 1276-94 View citations
    See also Working Paper (1992)

1990

21. Comparing Information in Forecasts from Econometric Models
    American Economic Review, 1990, 80, (3), 375-89 View citations
22. Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
    Journal of Applied Econometrics, 1990, 5, (4), 381-92 View citations
    See also Working Paper (1991)

1989

23. The Informational Context of Ex Ante Forecasts
    The Review of Economics and Statistics, 1989, 71, (2), 325-31 View citations
    See also Working Paper (1989)
24. The production-smoothing model is alive and well
    Journal of Monetary Economics, 1989, 24, (3), 353-370 View citations
    See also Working Paper (1990)

1988

25. Forecasting the Depression: Harvard versus Yale
    American Economic Review, 1988, 78, (4), 595-612 View citations
    See also Working Paper (1989)
26. Inference in Nonlinear Econometric Models with Structural Change
    Review of Economic Studies, 1988, 55, (4), 615-39 View citations
27. Optimal choice of monetary policy instruments in a macroeconometric model
    Journal of Monetary Economics, 1988, 22, (2), 301-315 View citations
    See also Working Paper (1987)
28. Sources of Economic Fluctuations in the United States
    The Quarterly Journal of Economics, 1988, 103, (2), 313-32 View citations

1987

29. International Evidence on the Demand for Money
    The Review of Economics and Statistics, 1987, 69, (3), 473-80 View citations
    See also Working Paper (1989)
30. Properties of a multicountry econometric model
    Journal of Policy Modeling, 1987, 9, (1), 83-123

1985

31. Excess Labor and the Business Cycle
    American Economic Review, 1985, 75, (1), 239-45 View citations
    See also Working Paper (1984)
32. Macro Simulations for PCs in the Classroom
    American Economic Review, 1985, 75, (2), 85-90

1984

33. Estimated tradeoffs between unemployment and inflation
    Proceedings, 1984, 57-96
    See also Working Paper (1984)

1983

34. Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
    Econometrica, 1983, 51, (4), 1169-85 View citations
    See also Working Paper (1980)

1982

35. Estimated Output, Price, Interest Rate, and Exchange Rate Linkages among Countries
    Journal of Political Economy, 1982, 90, (3), 507-35 View citations
    See also Working Paper (1981)
36. The Effect of Economic Events on Votes for President: 1980 Results
    The Review of Economics and Statistics, 1982, 64, (2), 322-25

1981

37. Estimated Effects of the Oct. 1979 Change in Monetary Policy on the 1980 Economy
    American Economic Review, 1981, 71, (2), 160-65

1980

38. Estimating the Expected Predictive Accuracy of Econometric Models
    International Economic Review, 1980, 21, (2), 355-78 View citations
    See also Working Paper (1978)
39. Estimating the Uncertainty of Policy Effects in Nonlinear Models
    Econometrica, 1980, 48, (6), 1381-91 View citations
40. Full-information estimates of a nonlinear macroeconometric model
    Journal of Econometrics, 1980, 13, (3), 269-291 View citations
    See also Working Paper (1979)

1979

41. A model of the balance of payments
    Journal of International Economics, 1979, 9, (1), 25-46 View citations
    See also Working Paper (1977)
42. An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets
    American Economic Review, 1979, 69, (4), 539-52 View citations
    See also Working Paper (1977)
43. An Analysis of the Accuracy of Four Macroeconometric Models
    Journal of Political Economy, 1979, 87, (4), 701-18 View citations
    See also Working Paper (1978)
44. On Modeling the Effects of Government Policies
    American Economic Review, 1979, 69, (2), 86-91

1978

45. A Criticism of One Class of Macroeconomic Models with Rational Expectations
    Journal of Money, Credit and Banking, 1978, 10, (4), 411-17
46. A Theory of Extramarital Affairs
    Journal of Political Economy, 1978, 86, (1), 45-61 View citations
    See also Working Paper (1976)
47. The Effect of Economic Events on Votes for President
    The Review of Economics and Statistics, 1978, 60, (2), 159-73 View citations
    See also Working Paper (1976)
48. The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve
    Econometrica, 1978, 46, (5), 1165-79 View citations
    See also Working Paper (1977)
49. The Use of Optimal Control Techniques to Measure Economic Performance
    International Economic Review, 1978, 19, (2), 289-309 View citations
    See also Working Paper (1976)

1977

50. A Note on the Computation of the Tobit Estimator
    Econometrica, 1977, 45, (7), 1723-27 View citations
    See also Working Paper (1976)

1974

51. An Evaluation of a Short-Run Forecasting Model
    International Economic Review, 1974, 15, (2), 285-303 View citations
52. Methods of Estimation for Markets in Disequilibrium: A Further Study
    Econometrica, 1974, 42, (1), 177-90 View citations

1973

53. A Comparison of Alternative Estimators of Macroeconomic Models
    International Economic Review, 1973, 14, (2), 261-77 View citations

1972

54. A Full-Information Maximum Likelihood Program
    Econometrica, 1972, 40, (4), 773
55. Disequilibrium in Housing Models
    Journal of Finance, 1972, 27, (2), 207-21 View citations
56. Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental Variables
    The Review of Economics and Statistics, 1972, 54, (4), 444-49 View citations
57. Methods of Estimation for Markets in Disequilibrium
    Econometrica, 1972, 40, (3), 497-514 View citations

1971

58. Labor Force Participation, Wage Rates, and Money Illusion
    The Review of Economics and Statistics, 1971, 53, (2), 164-68
59. The Determination of Yield Differentials between Debt Instruments of the Same Maturity
    Journal of Money, Credit and Banking, 1971, 3, (4), 733-49 View citations
60. The Optimal Distribution of Income
    The Quarterly Journal of Economics, 1971, 85, (4), 551-79 View citations

1970

61. Aggregate price changes and price expectations
    Review, 1970, (Nov), 18-28
62. The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
    Econometrica, 1970, 38, (3), 507-16 View citations

Chapters

1996

1. Computational methods for macroeconometric models
   Chapter 03 in Handbook of Computational Economics, 1996, vol. 1, pp 143-169 View citations

1993

2. Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation
   A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 157-178 View citations

1986

3. Evaluating the predictive accuracy of models
   Chapter 33 in Handbook of Econometrics, 1986, vol. 3, pp 1979-1995 View citations

1977

4. ANNOUNCEMENT: A PROGRAM TO SOLVE AN ECONOMETRIC MODEL
   A chapter in Annals of Economic and Social Measurement, Volume 6, number 5, 1977, pp 174-177

1974

5. Methods for Computing Optimal Control Solutions: On the Solution of Optimal Control Problems as Maximization Problems
   A chapter in Annals of Economic and Social Measurement, Volume 3, number 1, 1974, pp 135-154
6. On the Robust Estimation of Econometric Models
   A chapter in Annals of Economic and Social Measurement, Volume 3, number 4, 1974, pp 117-128