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Cowles Foundation Discussion Papers
from Cowles Foundation, Yale University Yale University, Box 208281, New Haven, CT 06520-8281 USA. Contact information at EDIRC . Series data maintained by Glena Ames ().
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1034: A Nine Variable Probabilistic Macroeconomic Forecasting Model
Christopher Sims
1033: Construction of Stationary Markov Equilibria in a Strategic Market Game
Ioannis Karatzas , Martin Shubik and William D. Sudderth
1032: The Complex of Maximal Lattice Free Simplices
Imre Barany , Roger Howe and Herbert E. Scarf
1031: Is Gold an Efficient Store of Value?
Pradeep Dubey , John Geanakoplos and Martin Shubik
1030: Poverty in Relation to Macroeconomic Trends, Cycles, and Policies
James Tobin
1029: Tjalling Charles Koopmans (August 28, 1910-February 26, 1985)
Herbert E. Scarf
1028: On the Periodic Structure of the Business Cycle
Eric Ghysels
1027: Christmas, Spring and the Dawning of Economic Recovery
Eric Ghysels
1026: Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series
Donald W. K. Andrews and Chen, Hong-Yuan
1025: Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy
Peter C. B. Phillips
1024: Bayes Models and Forecasts of Australian Macroeconomic Time Series
Peter C. B. Phillips
1023: Bayesian Model Selection and Prediction with Empirical Applications
Peter C. B. Phillips
1022: Expectations Driven Nonlinear Business Cycles
Grandmont, Jean-Michel
1021: Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results
Vassilis Hajivassiliou , Daniel L. McFadden and Paul A. Ruud
1020: An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables
Donald W. K. Andrews
1019: Rolling the 'Dice': An Optimal Transition Path for Controlling Greenhouse Gases
William D. Nordhaus
1018: A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions Under Uncertainty and Liquidity Constraints
Vassilis Hajivassiliou and Yannis Ioannides
1017: Posterior Odds Testing for a Unit Root with Data-Based Model Selection
Peter C. B. Phillips and Werner Ploberger
1016: Optimal Changepoint Tests for Normal Linear Regression
Donald W. K. Andrews , Inpyo Lee and Werner Ploberger
1015: Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
Donald W. K. Andrews and Werner Ploberger
1014: Transactions Loans, Intertemporal Loans, Variable Velocity, the Rates of Interest and Commodity Money: Part 1. Transactions Loans
Martin Shubik and Shuntian Yao
1013: Money (for New Palgrave Money and Finance)
James Tobin
1012: Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets
Robert J. Shiller , Kon-Ya, Fumiko and Yoshiro Tsutsui
1011: Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy
Christopher Sims
1010: The Impact of Climate on Agriculture: A Ricardian Approach
Robert Owen Mendelsohn , William D. Nordhaus and Daigee Shaw
1009: The 'DICE' Model: Background and Structure of a Dynamic Integrated Climate-Economy Model of the Economics of Global Warming
William D. Nordhaus
1008: Empirical Implications of Arbitrage-Free Asset Markets
S. Maheswaran and Christopher Sims
1007: Simulation Estimation Methods for Limited Dependent Variable Models
Vassilis Hajivassiliou
1006: Index-Based Futures and Options Markets in Real Estate
Karl E. Case , Robert J. Shiller and Allan N. Weiss
1005: Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations
Ray Fair
1004: The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics
Ray Fair
1003: Unidentified Components in Reduced Rank Regression Estimation of ECM's
Peter C. B. Phillips
1002: A Bayesian Analysis of Trend Determination in Economic Time Series
Eric Zivot and Peter C. B. Phillips
1001: Vector Autoregression and Causality: A Theoretical Overview and Simulation Study
Hiro Y. Toda and Peter C. B. Phillips
1000: The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
Peter C. B. Phillips
999: The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models
Peter C. B. Phillips
998: Unit Roots
Peter C. B. Phillips
997: A Reexamination of the Consumption Function Using Frequency Domain Regressors
Dean Corbea , Sam Ouliaris and Peter C. B. Phillips
996: Classification of Two-Person Ordinal Bimatrix Games
Imre Barany , Jon Lee and Martin Shubik
995: Preface to Eduard Marz, Schumpeter, English Translation, Yale University Press
James Tobin
994: Price Flexibility and Output Stability: An Old Keynesian View
James Tobin
993: International Currency Regimes, Capital Mobility, and Macroeconomic Policy
James Tobin
992: Commentary on Irving Fisher, The Nature of Capital and Income (1906)
James Tobin
991: On the Internationalization of Portfolios
William C. Brainard and James Tobin
990: An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming
William Cook , Thomas F. Rutherford , Herbert E. Scarf and David F. Shallcross
989: How Fast Do Old Men Slow Down?
Ray Fair
988: The Ecology of Markets
William D. Nordhaus
987: Transformations of the Commodity Space, Behavioral Heterogeneity and the Aggregation Problem
Grandmont, Jean-Michel
986: Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum
Peter C. B. Phillips
985: Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
Christopher Sims