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Working Papers

from University of Waterloo, Department of Economics
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08012: Compensating Differentials and Fringe Benefits: Evidence from the Medical Expenditure Panel Survey 1997-2004 Downloads
Jean Abraham and Stéphanie Lluis
08011: A Simple Model of the Nominal Term Structure of Interest Rates Downloads
Yougsoo Choi and Tony S. Wirjanto
08010: Time-Deformation Modeling Of Stock Returns Directed By Duration Processes Downloads
Dingan Feng, Peter X.-K. Song and Tony S. Wirjanto
08009: Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
Cathy Ning and Tony S. Wirjanto
08008: An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility Downloads
Dinghai Xu and Tony S. Wirjanto
08007: Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" Downloads
Dinghai Xu, John Knight and Tony S. Wirjanto
08006: Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters Downloads
Dinghai Xu and John Knight
08005: Hedging and trees: Incorporating fire risk into optimal decisions in forestry using a no-arbitrage approach
Margaret C. Insley and M. Lei
08004: Wage Posting Without Full Commitment Downloads
Matthew Doyle and Jacob Wong
08003: Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem Downloads
Shan Chen and Margaret C. Insley
08002: Contrasting two approaches in real options valuation: contingent claims versus dynamic programming Downloads
Margaret C. Insley and Tony S. Wirjanto
08001: Perinatal Family Labour Supply: Historical Trends and the Modern Experience Downloads
Mikal Skuterud
06001: Sex, Teen Pregnancies, STDs, and Beer Prices: Empirical Evidence from Canada Downloads
May Luong and Anindya Sen
05001: Tax Competition with Heterogeneous Firms Downloads
John Burbidge, Katherine Cuff and John Leach
04003: Testing the Cross-Section Implications of Friedman's Permanent Income Hypothesis
Joseph DeJuan and John J. Seater
04002: Growth with Depletable Resources Need Not be Unstable: A Special Hartwick-Rule Tax in the Stiglitz Model
Ken Stollery
04001: Exchange Rate Pass-through in Canadian Manufacturing: Its Direct and Indirect Components Downloads
Stan Kardasz and Ken Stollery
03002: Capital Tax Competition and Returns to Scale
John Burbidge and Katherine Cuff
03001: A Direct Test of the Permanent Income Hypothesis with an Application to the US States
Joseph DeJuan, John J. Seater and Tony S. Wirjanto
02009: Real options in harvesting decision on publicly owned forest lands Downloads
Margaret C. Insley and Kimberly S. Rollins
02008: On the option to invest in pollution control under a regime of tradable emissions allowances
Margaret C. Insley
02007: Tax Deferred Savings Plans
John Burbidge
02006: Health Care is not a Luxury: Evidence from OECD data
Anindya Sen
02005: Do Stricter Penalties or Media Publicity Reduce Alcohol Consumption By Drivers?
Anindya Sen
02004: Does Increased Abortion Lead to Reduced Crime? Evaluating the Relationship between Crime, Abortion, and Fertility
Anindya Sen
02003: To Encourage or Not to Encourage Seat Belt Use: Simultaneity Bias and Offsetting Behaviour
Anindya Sen and Brent Mizzen
02002: Does Protecting Smaller Firms Result in Lower Prices? Evidence from Canadian Gasoline Markets
Anindya Sen
02001: Higher Prices at the Gas Pump: International Crude Oil Price Fluctuations or Local Market Concentration? An Empirical Investigation
Anindya Sen
01001: Climate Change and Optimal Rotation in a Flammable Forest Downloads
Ken Stollery
00002: Merchandise Trade Balances of Less Developed Countries and Exchange Rate of the U.S. Dollar: Cases of Iran, Venezuela & Saudi Arabia
Ayoub Yousefi
00001: Persistent Liquidity Effects Following a Change in Monetary Policy Regime
David Andolfatto, Scott Hendry, Kevin Moran and Guang-Jia Zhang
99004: A Theory of Inalienable Property Rights
David Andolfatto
99003: Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series
Peter Kim, Lingxue Pan and Tony S. Wirjanto
99002: Unemployment and Economic Welfare
David Andolfatto and Paul Gomme
99001: Technological Change and Income Distribution Dynamics
David Andolfatto and Eric F. Smith
98007: Locus of Control for Consumer Outcomes: Predicting Consumer Behavior
Michael A. Busseri, Herbert M. Lefcourt and Robert R. Kerton
98005: Technology Diffusion and Aggregate Dynamics Downloads
David Andolfatto and Glenn M. MacDonald
98004: On the Existence and Duration "Wait" Migration in a Generalized Model
Tan Wang and Tony S. Wirjanto
98003: The Role of Risk Aversion and Uncertainty in Individual's Migration Decision
Tan Wang and Tony S. Wirjanto
98002: Government Expenditures and the Permanent-Income Model
Robert A. Amano and Tony S. Wirjanto
98001: Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level
Kevin Reilly and Tony S. Wirjanto
97003: The Game of Negotiations: Ordering Issues and Implementing Agreements
Lutz-Alexander Busch and Ignatius J. Horstmann
97002: Monetary Policy Regimes and Beliefs
David Andolfatto and Paul Gomme
97001: Immigration Control and the Welfare State
Gordon M. Myers and Yorgos Yanni Papageorgiou
9616: Information Invariance in Variable-Population Social-Choice Problems
Charles Blackorby, Walter Bossert and David Donaldson
9615: Optimal At-Will Contracts
E. Nosal
9614: Contracts renegotiation in a Continuous State Space
E. Nosal
9613: Macroeconomic Control in the Transforming Chinese Economy: An Analysis of Long-Run Effect
M.K.Y. Fung, Wai-Ming Ho and L. Zhu
9612: Government Spending, Credit Market Imperfections, and Economic Growth
Wai-Ming Ho
9611: Credit Market Imperfections and Nominal Exchange Rate Regimes
Wai-Ming Ho
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