Details about David N. DeJong

Access statistics for papers by David N. DeJong.

Last updated 2010-01-08. Update your information in the RePEc Author Service.

Short-id: pde3

Working Papers

2009

1. Efficient likelihood evaluation of state-space representations
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics

2007

2. An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (3)

2002

3. Integration: An Empirical Assessment of Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (2)

2001

4. Entrepreneurship and Post-Socialist Growth
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (9)
   See also Journal Article Entrepreneurship and Post‐socialist Growth, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) View citations (59) (2005)
5. Policy Reform and Growth in Post-Soviet Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (9)
   See also Journal Article Policy reform and growth in post-Soviet Russia, European Economic Review, Elsevier (2003) View citations (59) (2003)

2000

6. The Evolution of Market Integration in Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)

1999

7. Accounting for Growth in Post-Soviet Russia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (4)
   Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (1998) View citations (10)
   See also Journal Article Accounting for growth in post-Soviet Russia, Regional Science and Urban Economics, Elsevier (2002) View citations (17) (2002)

1998

8. Russia's Internal Border
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (5)
   See also Journal Article Russia's internal border, Regional Science and Urban Economics, Elsevier (1999) View citations (31) (1999)

1997

9. Transition in Russia: It's Happening
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)

1996

10. Cyclical Implications of the Variable Utilization of Physical and Human Capital
    Working Papers, University of Iowa, Department of Economics View citations (10)
    Also in Macroeconomics, University Library of Munich, Germany (1996) View citations (8)

1995

11. Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations
    Macroeconomics, University Library of Munich, Germany View citations (1)
    Also in Working Papers, University of Iowa, Department of Economics (1995) View citations (2)

1994

12. Beyond Calibration
    Working Papers, University of Iowa, Department of Economics View citations (1)

1991

13. The Case for Trend-Stationarity is Stronger than we Thought
    Working Papers, University of Iowa, Department of Economics View citations (33)
    See also Journal Article The Case for Trend-Stationarity Is Stronger Than We Thought, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1991) View citations (24) (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 (24)

2006

2. Tariffs and Growth: An Empirical Exploration of Contingent Relationships
   The Review of Economics and Statistics, 2006, 88, (4), 625-640 View citations (68)
3. Timing structural change: a conditional probabilistic approach
   Journal of Applied Econometrics, 2006, 21, (2), 175-190 View citations (3)

2005

4. A Nonlinear Forecasting Model of GDP Growth
   The Review of Economics and Statistics, 2005, 87, (4), 697-708 View citations (9)
5. Economic fragmentation in Russia: The influence of international trade and initial conditions
   Economics of Governance, 2005, 6, (3), 253-268 View citations (4)
6. Entrepreneurship and Post‐socialist Growth
   Oxford Bulletin of Economics and Statistics, 2005, 67, (1), 25-46 View citations (59)
   See also Working Paper Entrepreneurship and Post-Socialist Growth, William Davidson Institute Working Papers Series (2001) View citations (9) (2001)

2003

7. Policy reform and growth in post-Soviet Russia
   European Economic Review, 2003, 47, (2), 337-352 View citations (59)
   See also Working Paper Policy Reform and Growth in Post-Soviet Russia, William Davidson Institute Working Papers Series (2001) View citations (9) (2001)
8. Regional integration: an empirical assessment of Russia
   Journal of Urban Economics, 2003, 53, (3), 541-559 View citations (30)

2002

9. Accounting for growth in post-Soviet Russia
   Regional Science and Urban Economics, 2002, 32, (2), 221-239 View citations (17)
   See also Working Paper Accounting for Growth in Post-Soviet Russia, William Davidson Institute Working Papers Series (1999) View citations (4) (1999)
10. Divergence
    The B.E. Journal of Macroeconomics, 2002, 2, (1), 1-38 View citations (1)

2001

11. Population growth in U.S. counties, 1840-1990
    Regional Science and Urban Economics, 2001, 31, (6), 669-699 View citations (34)
12. The Cyclical Behavior of Skill Acquisition
    Review of Economic Dynamics, 2001, 4, (3), 536-561 View citations (64)

2000

13. A Bayesian approach to dynamic macroeconomics
    Journal of Econometrics, 2000, 98, (2), 203-223 View citations (154)
14. Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations
    Journal of Applied Econometrics, 2000, 15, (3), 311-329 View citations (47)

1999

15. Russia's internal border
    Regional Science and Urban Economics, 1999, 29, (5), 633-649 View citations (31)
    See also Working Paper Russia's Internal Border, William Davidson Institute Working Papers Series (1998) View citations (5) (1998)

1998

16. Quantifying Price Liberalization in Russia
    Journal of Comparative Economics, 1998, 26, (4), 735-760 View citations (24)

1996

17. A Bayesian Approach to Calibration
    Journal of Business & Economic Statistics, 1996, 14, (1), 1-9 View citations (78)
18. Modeling Stock Prices without Knowing How to Induce Stationarity
    Econometric Theory, 1996, 12, (4), 739-740
    Also in Econometric Theory, 1994, 10, (3-4), 701-719 (1994) View citations (2)

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 (12)
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 (31)
23. Integration versus Trend Stationarity in Time Series
    Econometrica, 1992, 60, (2), 423-33 View citations (261)
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 (169)

1991

26. On robustness
    Journal of Monetary Economics, 1991, 28, (2), 265-270 View citations (1)
27. Reconsidering 'trends and random walks in macroeconomic time series'
    Journal of Monetary Economics, 1991, 28, (2), 221-254 View citations (69)
28. The Case for Trend-Stationarity Is Stronger Than We Thought
    Journal of Applied Econometrics, 1991, 6, (4), 413-21 View citations (24)
    See also Working Paper The Case for Trend-Stationarity is Stronger than we Thought, Working Papers (1991) View citations (33) (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 (31)

Chapters

2007

1. Implementing Nonlinear Appoximations Empirically, from Structural Macroeconometrics
   A chapter in Structural Macroeconometrics, 2007 View citations (4)
2. Introduction to Structural Macroeconometrics
   A chapter in Structural Macroeconometrics, 2007 View citations (95)

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