Details about Richard Startz

Access statistics for papers by Richard Startz.

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Short-id: pst261

Working Papers

2009

1. Litigant Resources and the Evolution of Legal Precedent
   Working Papers, University of Washington, Department of Economics

2008

2. Non-Exponential Discounting: A Direct Test
   Working Papers, University of Washington, Department of Economics
   Also in Working Papers, Virginia Polytechnic Institute and State University, Department of Economics (2008)
3. The Changing Relation Between the Canadian and U.S. Yield Curves
   Working Papers, University of Washington, Department of Economics

2007

4. Are Consumers Forward-Looking?
   Working Papers, University of Washington, Department of Economics
5. Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified
   Working Papers, University of Washington, Department of Economics
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2007)
6. The Yield Curve through Time and Across Maturities
   Working Papers, University of Washington, Department of Economics
7. The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models
   Working Papers, University of Washington, Department of Economics View citations
   Also in Working Papers, University of Washington, Department of Economics (2004)
   See also Journal Article in Journal of Econometrics (2007)

2005

8. Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
   Computing in Economics and Finance 2005, Society for Computational Economics View citations
   Also in Working Papers, Department of Economics, West Virginia University (2004)
   Working Papers, University of Washington, Department of Economics (2004) View citations
9. The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium
   Working Papers, University of Washington, Department of Economics
10. The dynamic relationship between permanent and transitory components of U.S. business cycles
    Working Papers, Federal Reserve Bank of St. Louis View citations
    Also in Working Papers, University of Washington, Department of Economics (2003) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2007)

2004

11. Estimation of Markov regime-switching regression models with endogenous switching
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Econometrics (2008)
12. Information and Racial Exclusion
    IZA Discussion Papers, Institute for the Study of Labor (IZA)
    See also Journal Article in Journal of Population Economics (2007)
13. The Zero-Information-Limit Condition and Spurious Inference
    Econometric Society 2004 North American Winter Meetings, Econometric Society

2003

14. A Markov Switching Model of Congressional Partisan Regimes
    Working Papers, University of Washington, Department of Economics
15. Partial Adjustment As Optimal Response in a Dynamic Brainard Model
    Working Papers, University of Washington, Department of Economics View citations

2002

16. Why Were Changes in the Federal Funds Rate Smaller in the 1990s?
    Working Papers, University of Washington, Department of Economics
    See also Journal Article in Journal of Applied Econometrics (2004)

2001

17. Permanent and transitory components of business cycles: their relative importance and dynamic relationship
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
18. The Retirement-Consumption Puzzle: A Marital Bargaining Approach
    Working Papers, RAND Corporation Publications Department View citations

2000

19. Improved Inference for the Instrumental Variables Estimator
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    Also in Working Papers, University of Washington, Department of Economics (1999) View citations
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) View citations
    Econometrics, EconWPA (1999) View citations

1998

20. Growth States and Shocks
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations
    Also in Working Papers, University of Washington, Department of Economics (1998) View citations
    See also Journal Article in Journal of Economic Growth (1998)
21. Inequality and Race: Models and Policy
    Working Papers, University of Washington, Department of Economics
    Also in Working Papers, University of Washington, Department of Economics (1996) View citations
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1998) View citations
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996) View citations
22. Race, Information, and Segregation
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations
    Also in Working Papers, University of Washington, Department of Economics (1998) View citations

1997

23. Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve
    Working Papers, Federal Reserve Bank of St. Louis
24. Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    Working Papers, University of Washington, Department of Economics
    Also in Working Papers, University of Washington, Department of Economics (1996)
    Econometrics, EconWPA (1996) View citations
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1997)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996)
    See also Journal Article in International Economic Review (1998)

1996

25. Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1996)
26. Valid Confidence Regions and Inference in the Presence of Weak Instruments
    Working Papers, University of Washington, Department of Economics
    Also in Working Papers, University of Washington, Department of Economics (1996)

1994

27. On the Persistence of Racial Inequality
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations
    Also in Working Papers, University of Washington, Department of Economics (1992)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1992) View citations
    Working Papers, University of Washington, Department of Economics (1994) View citations
    See also Journal Article in Journal of Labor Economics (1998)

1993

28. Fractional Integration and Cointegration
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1993)

1992

29. Addition and Interdependence: Positive and Normative Predictions
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1992)

1991

30. Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Economic Studies (1991)

1990

31. CONSUMPTION WITH A POSSIBLY FINIT HORIZON
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1990)
32. More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1990)
33. Notes on Imperfect Competition and New Keynesian Economics
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1990)

1989

34. A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Financial Economics (1989)
35. THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET
    Working Papers, University of Washington, Department of Economics View citations
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1989) View citations

1988

36. MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE
    Working Papers, University of Washington, Department of Economics View citations
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1988) View citations
37. SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR
    Working Papers, University of Washington, Department of Economics
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1988) View citations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988) View citations
    See also Journal Article in Econometrica (1990)
38. THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988)
    Working Papers, University of Washington, Department of Economics (1988)
    See also Journal Article in Journal of Business (1990)

Undated

39. Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions
    Working Papers, University of Washington, Department of Economics
    See also Journal Article in Journal of Business & Economic Statistics (2008)
40. Can Money Matter ?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in Journal of Monetary Economics (1984)
41. Competition and Interest Rate Ceilings in Commerical Banking
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in The Quarterly Journal of Economics (1983)
42. Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
    See also Journal Article in Journal of Financial Economics (1982)
43. Implicit Interest on Demand Deposits
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in Journal of Monetary Economics (1979)
44. Private Discrimination and Social Intervention in Competitive Labor Markets
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
    See also Journal Article in American Economic Review (1983)
45. Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in Journal of International Money and Finance (1982)
46. Testing Rational Expectations by the Use of Overidentifying Restrictions
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in Journal of Econometrics (1983)
47. The NOW Account Experiment and the Demand for Money
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in Journal of Banking & Finance (1982)
48. Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in American Economic Review (1981)

Journal Articles

2008

1. Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions
   Journal of Business & Economic Statistics, 2008, 26, 1-8
   See also Working Paper
2. Estimation of Markov regime-switching regression models with endogenous switching
   Journal of Econometrics, 2008, 143, (2), 263-273
   See also Working Paper (2004)
3. Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach
   The Review of Economics and Statistics, 2008, 90, (4), 805-811

2007

4. Information and racial exclusion
   Journal of Population Economics, 2007, 20, (3), 621-642 View citations
   See also Working Paper (2004)
5. Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
   Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1)
   See also Working Paper (2007)
6. The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles
   Journal of Money, Credit and Banking, 2007, 39, (1), 187-204
   See also Working Paper (2005)
7. The zero-information-limit condition and spurious inference in weakly identified models
   Journal of Econometrics, 2007, 138, (1), 47-62 View citations
   See also Working Paper (2007)

2005

8. Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004
   Econometric Theory, 2005, 21, (03), 647-652

2004

9. Why were changes in the federal funds rate smaller in the 1990s?
   Journal of Applied Econometrics, 2004, 19, (3), 339-354
   See also Working Paper (2002)

1999

10. Are nominal wage changes skewed away from wage cuts? commentary
    Review, 1999, (May), 133-136

1998

11. Growth States and Shocks
    Journal of Economic Growth, 1998, 3, (3), 203-15 View citations
    See also Working Paper (1998)
12. Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates
    The Review of Economics and Statistics, 1998, 80, (3), 420-426 View citations
13. On the Persistence of Racial Inequality
    Journal of Labor Economics, 1998, 16, (2), 292-323 View citations
    See also Working Paper (1994)
14. Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1
    Journal of Empirical Finance, 1998, 5, (2), 131-154 View citations
15. Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    International Economic Review, 1998, 39, (4), 1119-46 View citations
    See also Working Paper (1997)

1991

16. Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
    Review of Economic Studies, 1991, 58, (3), 515-28 View citations
    See also Working Paper (1991)

1990

17. Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
    Econometrica, 1990, 58, (4), 967-76 View citations
    See also Working Paper (1988)
18. The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One
    Journal of Business, 1990, 63, (1), S125-40 View citations
    See also Working Paper (1988)

1989

19. A Markov model of heteroskedasticity, risk, and learning in the stock market
    Journal of Financial Economics, 1989, 25, (1), 3-22 View citations
    See also Working Paper (1989)
20. Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models
    The Quarterly Journal of Economics, 1989, 104, (4), 737-52 View citations
21. The Stochastic Behavior of Durable and Nondurable Consumption
    The Review of Economics and Statistics, 1989, 71, (2), 356-63 View citations

1984

22. Can money matter?
    Journal of Monetary Economics, 1984, 13, (3), 381-385
    See also Working Paper
23. Prelude to Macroeconomics
    American Economic Review, 1984, 74, (5), 881-92 View citations

1983

24. Competition and Interest Rate Ceilings in Commercial Banking
    The Quarterly Journal of Economics, 1983, 98, (2), 255-65 View citations
    See also Working Paper
25. Computation of linear hypothesis tests for two-stage least squares
    Economics Letters, 1983, 11, (1-2), 129-131 View citations
26. Private Discrimination and Social Intervention in Competitive Labor Markets
    American Economic Review, 1983, 73, (3), 340-47 View citations
    See also Working Paper
27. Testing rational expectations by the use of overidentifying restrictions
    Journal of Econometrics, 1983, 23, (3), 343-351 View citations
    See also Working Paper

1982

28. Do forecast errors or term premia really make the difference between long and short rates?
    Journal of Financial Economics, 1982, 10, (3), 323-329 View citations
    See also Working Paper
29. Real versus nominal forecast errors in the prediction of foreign exchange rates
    Journal of International Money and Finance, 1982, 1, (1), 193-200
    See also Working Paper
30. The NOW account experiment and the demand for money
    Journal of Banking & Finance, 1982, 6, (2), 179-193 View citations
    See also Working Paper

1981

31. Implicit interest on demand deposits: Reply
    Journal of Monetary Economics, 1981, 7, (3), 403-404
32. Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality
    American Economic Review, 1981, 71, (5), 969-77
    See also Working Paper

1979

33. Implicit interest on demand deposits
    Journal of Monetary Economics, 1979, 5, (4), 515-534 View citations
    See also Working Paper