Annals of Economics and Finance

2000 - 2025

Current editor(s): Heng-fu Zou

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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

Volume 1, issue 2, 2000

A Theory of Supervision with Endogenous Transaction Costs pp. 231-263

Antoine Faure-Grimaud, Jean-Jacques Laffont and David Martimort

Power Risk Aversion Utility Functions pp. 265-282

Danyang Xie

The Growth-Inequality Nexus without Borrowing Restrictions and Government Intervention: Some Implications from a Prototype Model pp. 283-301

Isaac Ehrlich and Chi-Wa Yuen

Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices pp. 303-339

Jushan Bai

Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth pp. 337-357

Qi Li and Jeffrey Wooldridge

Optimal Portfolios in an Incomplete Market pp. 359-381

Jiongmin Yong

Capital Structure and Product Market Strategy pp. 381-400

Chong-En Bai and Shan Li

The Macroeconomic Impact of Decentralized Spending and Deficits: International Evidence pp. 403-433

Francesca Fornasari, Steven Webb and Heng-Fu Zou

Economic Reforms and Constitutional Transition pp. 423-479

Jeffrey Sachs, Wing Woo and Xiaokai Yang

Volume 1, issue 1, 2000

Fiscal Decentralization in Developing Countries: The Effects of Local Corruption and Tax Evasion pp. 1-18

Jan Brueckner

Feasible and Continuous Double Implementation of Constrained Walrasian Allocations pp. 19-32

Guoqiang Tian

Do Debt Flows Crowd Out Equity Flows or the Other Way Round? pp. 33-47

Assaf Razin, Efraim Sadka and Chi-Wa Yuen

Evolution of Transitory Volatility over the Week pp. 49-77

Charles Cao and Hyuk Choe

Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange pp. 79-100

Pin-Huang Chou, Yuan-Lin Hsu and Guofu Zhou

Growth Optimal Portfolio in a Market Driven by a Jump-Diffusion-Like Process or a Levy Process pp. 101-116

Jia-an Yan, Qiang Zhang and Shuguang Zhang

Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income pp. 117-146

Yunhong Yang

Foreign Aid Reduces Domestic Capital Accumulation and Increases Foreign Borrowing: A Theoretical Analysis pp. 147-163

Liutang Gong and Heng-Fu Zou

Why Are Entrepreneurs Liquidity-Constrained? pp. 165-188

Weiying Zhang

Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations pp. 189-210

Chun Chang and Yijiang Wang

Endogenous Structure of the Division of Labor, Endogenous Trade Policy Regime, and a Dual Structure in Economic Development pp. 211-230

Xiaokai Yang and Dingsheng Zhang