Annals of Economics and Finance

2000 - 2024

Current editor(s): Heng-fu Zou

From Society for AEF
Contact information at EDIRC.
Bibliographic data for series maintained by Qiang Gao ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 4, issue 2, 2003

Reflections on Growth and Development pp. 219-229

Robert Solow

Determinants of Economic Growth in a Panel of Countries pp. 231-274

Robert Barro

Urbanization and Economic Development pp. 275-341

J. Vernon Henderson

The Timing of Marriage in China pp. 343-357

Lixin Xu, Christine Qiang and Limin Wang

Equilibria for Pure Exchange Infinite Economies in the Sense of Incomplete Preference pp. 359-373

Jinqing Zhang

Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises pp. 375-400

Kevin Huang and Thaneepanichskul Suchada

Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach pp. 401-426

Chenghu Ma

A Wealth-Dependent Investment Opportunity Set: Its Effect on Optimal Consumption and Portfolio Decisions pp. 427-469

Sungsub Choi, Hyeng Koo, Gyoocheol Shim and Thaleia Zariphopoulou

Fiscal Federalism, Public Capital Formation, and Endogenous Growth pp. 471-490

Liutang Gong and Heng-Fu Zou

The Tradeoff Between Inequality and Growth pp. 491-507

Jess Benhabib

Volume 4, issue 1, 2003

Optimal Management of Indexed and Nominal Debt pp. 1-15

Robert Barro

A Time Series Analysis of the Shanghai and New York Stock Price Indices pp. 17-35

Gregory Chow and Caroline Lawler

Price and Volatility Transmission in International Wheat Futures pp. 37-50

Jian Yang, Jin Zhang and David Leatham

Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs pp. 51-71

Ning Sun and Zaifu Yang

Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures pp. 73-101

Ramazan Gencay and Aslihan Salih

Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data pp. 103-124

Xiaodong Jin and Janusz Kawczak

A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators pp. 125-136

Insik Min, Sheng Sheu and Zijun Wang

Monitoring the Monitor: Does Ownership Matter? pp. 137-149

Yijiang Wang

Comparing Sectoral FDI Incentives: Comparative Advantages and Market Opportunities pp. 151-176

Larry Qiu

Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply pp. 177-191

Yangru Wu and Junxi Zhang

The Optimum Quantity of Debt: Technical Appendix pp. 193-217

S. Aiyagari and Ellen McGrattan

Volume 3, issue 2, 2002

Speculative Attacks and the Dynamics of Exchange Rates pp. 219-248

Stephen J Turnovsky and Jian Xu

What Determines Expected International Asset Returns? pp. 249-298

Campbell Harvey, Bruno Solnik and Guofu Zhou

Trading Volume and Asset Prices pp. 299-359

Jiang Wang

A Theory of Co-operatives Based on Rights pp. 361-378

Thomas Noe and Stephen Smith

Effects of Growth and Volatility in Public Expenditures on Economic Growth: Theory and Evidence pp. 379-406

Liutang Gong and Heng-Fu Zou

Income Taxation and Tax Evasion in a Finite Economy pp. 407-431

Waly Wane

The Economic Effects of Inflation Tax Instruments in an Overlapping-Generations Economy with Production pp. 433-451

Jianhuai Shi

Nonparametric Inference Based on Sampled Minima pp. 453-469

Ibrahim Ahmad

Volume 3, issue 1, 2002

Does a Higher Sacrifice Ratio Mean that Central Bank Independence is Excessive? pp. 1-25

Alex Cukierman

Fiscal Policy and the Implementation of the Walsh Contract for Central Bankers pp. 27-42

Haizhou Huang and A. Jorge Padilla

PPP May not Hold Afterall: A Further Investigation pp. 43-64

Serena Ng and Pierre Perron

Managerial Performance, Bid Premiums, and the Characteristics of Takeover Targets pp. 67-84

Chao Chen and Philippe Cornu

Inflation, Growth, and Income Distribution: A Cross-Country Study pp. 85-101

Hongyi Li and Heng-Fu Zou

Series Estimation of Partially Linear Panel Data Models with Fixed Effects pp. 103-116

Badi Baltagi and Dong Li

Generalized Semiparametric Binary Prediction pp. 117-134

Jeffrey Racine

Existence of an Equilibrium in a General Competitive Exchange Economy with Indivisible Goods and Money pp. 135-147

Satoru Fujishige and Zaifu Yang

A Stochastic Theory of Limit Order Transactions in Securities Markets pp. 149-167

Edmund Mantell

Government Deficits, Political Inefficiency, and Fiscal Reconstruction in Japan pp. 169-183

Takero Doi, Toshihiro Ihori and Hiroki Kondo

General Equilibrium in a Labor-Managed Economy with Uncertainty and Incomplete Markets pp. 185-217

Richard Kihlstrom and Jean-Jacques Laffont

Volume 2, issue 2, 2001

Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets pp. 265-296

Domenico Cuoco and Hua He

Viable Costs and Equilibrium Prices in Frictional Securities Markets pp. 297-323

Zhiwu Chen

Liquidity, Bargaining, and Multiple Equilibria in a Search Monetary Model pp. 325-351

Shouyong Shi

The Dynamics of Firms in the Presence of Adjustment Costs pp. 353-377

Ruqu Wang

Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets pp. 379-400

Tao Zha

Equilibrium Cost Overruns pp. 401-414

Yongmin Chen and Ronald Smith

Finite Horizon Negotiation Games pp. 415-435

Lutz-Alexander Busch and Quan Wen

Residential Investment and Economic Growth pp. 437-444

Yi Wen

Martingale Measure Method for Expected Utility Maximization in Discrete-Time Incomplete Markets pp. 445-465

Ping Li, Jianming Xia and Jia-an Yan

Do Stock Returns Follow a Finite Variance Distribution? pp. 467-486

Qi-Man Shao, Hao Yu and Jun Yu

Attribute Coordination in Organizations pp. 487-518

Yingyi Qian, Gérard Roland and Chenggang Xu

Volume 2, issue 1, 2001

A Comparative Study of Different Shrinkage Estimators for Panel Data Models pp. 1-30

G. S. Maddala, Hongyi Li and V. K. Srivastava

Consistent Speciffcation Tests for Regression Models pp. 31-58

Chunrong Ai

Data Transformation and Forecasting in Models with Unit Roots and Cointegration pp. 59-76

John Chao, Valentina Corradi and Norman Swanson

A Consistent Test for the Parametric Specification of the Hazard Function pp. 77-96

Yanqin Fan and Paul Rilstone

On Model Approximation for Long-Memory Processes: A Cautionary Result pp. 97-100

Clive Granger

Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application pp. 101-122

Jie Guo and Tong Li

Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function pp. 123-164

Yongmiao Hong

An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services pp. 165-185

Cheng Hsiao, J. S. Chen, Li Gan and R. B. Williamson

Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions pp. 187-213

Soosung Hwang, John Knight and Stephen Satchell

Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints pp. 215-235

Chihwa Kao, Lung-Fei Lee and Mark Pitt

Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator pp. 237-248

Oliver Linton

Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors pp. 249-264

Aman Ullah, Shalabh and Debasri Mukherjee