Boston College Working Papers in Economics

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334: Fractional Dynamics in Japanese Financial Time Series

John Barkoulas and Christopher Baum

333: Persistence in International Inflation Rates

Christopher Baum, John Barkoulas and Mustafa Caglayan

332: Q, Cash Flow and Investment: An Econometric Critique

Christopher Baum and Clifford Thies

331: A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions

David Belsley

330: Private Safety Nets through Inter-Household Transfers: The Case of Viet Nam

Donald Cox, John Fetzer and Emmanuel Jiminez

329: Intergenerational Transfers and the Demonstration Effect

Donald Cox and Oded Stark

328: Family Safety Nets and Economic Transition: A Study of Worker Households in Poland

Donald Cox, Emmanuel Jimenez and Wlodzimierz Okrasa

327: Motives for Private Transfers over the Life Cycle: An Analytical Framework and Evidence for Peru

Donald Cox, Zekeriya Eser and Emmanuel Jimenez

325: Estimation of TAR Models

Bruce Hansen

324: The Role of Bridge Jobs in the Retirement Patterns of Older Americans in the 1990s

Joseph Quinn

323: Entitlements and the Federal Budget

Joseph Quinn

322: Does Social Security Discourage Work?

Jill Quadagno and Joseph Quinn

321: Fractional Monetary Dynamics

John Barkoulas, Christopher Baum and Mustafa Caglayan

320: Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate

John Barkoulas, Christopher Baum and Joseph Onochie

319: Sample Splitting and Threshold Estimation

Bruce Hansen

318: Is OPEC a Cartel? Evidence from Cointegration and Causality Tests

Gurcan Gulen

317: Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates

John Barkoulas and Christopher Baum

316: The Welfare Analysis of Fiscal Policy: A Simple Unified Account

James Anderson and Will Martin

315: Fractional Cointegration Analysis of Long Term International Interest Rates

John Barkoulas, Christopher Baum and Gurkan Oguz

314: Long Term Dependence in Stock Returns

Christopher Baum and John Barkoulas

313: Nearest-Neighbor Forecasts of U.S. Interest Rates

John Barkoulas, Christopher Baum and Atreya Chakraborty

312: Monetary Instability, the Predictability of Prices and the Allocation of Investment: An Empirical Investigation Using UK Panel Data

Paul Beaudry, Mustafa Caglayan and Fabio Schiantarelli

311: A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency

John Barkoulas and Christopher Baum

310: Testing for Structural Change in Conditional Models

Bruce Hansen

309: Taxes and Allowances in a Dynamic Equilibrium Model of Urban Housing with a Size-Quality Hierarchy

Richard Arnott and Alex Anas

308: Effective Protection Redux

James Anderson

307: A General Equilibrium Spatial Model of Housing Quality and Quantity

Richard Arnott, Ralph Braid, Russell Davidson and David Pines

306: Is Earnings Inequality Also Rising in Other Industrialized Countries? -- the Role of Institutional Constraints

Peter Gottschalk and Mary Joyce

305: Recent Developments in the Bottleneck Model

Richard Arnott, André de Palma and Charles Lindsey

304: Self-Financing of Congestible Facilities in a Growing Economy

Richard Arnott and Marvin Kraus

303: Does Employee Ownership Improve Incentives for Efforts

Chong-En Bai and Chenggang Xu

302: Are Brokers' Commission Rates on Home Sales Too High? A Conceptual Analysis

Richard Arnott and Paul Anglin

301: A Filtering Model with Steady-State Housing

Richard Arnott and Ralph Braid

300: Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power

Bruce Hansen

299: Review Article Methodology: Alchemy or Science?

Bruce Hansen

298: A Theory of the Soft-Budget Constraint

Chong-En Bai and Yijiang Wang

297: Approximate Asymptotic P-Values for Structural Change Tests

Bruce Hansen

296: Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP

Bruce Hansen

295: Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays

Bruce Hansen

294: Formal Measures of the Informal Sector Wage Gap in Mexico, El Salvador, and Peru

Douglas Marcouiller, Veronica Ruiz de Castilla and Christopher Woodruff

293: Financial Constraints and Investment: A Critical Review of Methodological Issues and International Evidence

Fabio Schiantarelli

292: The Roles of Part-time Work and Self-employment in the Retirement Transition: A Preliminary View from the HRS

Joseph Quinn and Michael Kozy

291: Can Ignorance Make Central Banks Behave?

Christopher Canavan

290: Trade Restrictiveness Benchmarks

James Anderson

289: The Loss in Efficiency from Using Grouped Data

Peter Gottschalk and Kathleen Lang

288: Modeling Returns on the Term Structure of Treasury Interest Rates

Christopher Baum and Basma Bekdache

287: The Battle Against Major Air Pollutants: Some Wartime Statistics

Frank Gollop, Kelly Chaston and Kathleen Lang

286: Form of Ownership and Financial Constraints: Panel Data Evidence from Leverage and Investment Equations

Fabio Schiantarelli and Alessandro Sembenelli

285: The Pin Factory Revisited: Diversification and Productivity Growth

Frank Gollop

284: Investment and Financing Constraints: A Switching Regression Approach Using U.S. Firm Panel Data

Fabio Schiantarelli and Xiaoqiang Hu