University of California at San Diego, Economics Working Paper Series

From Department of Economics, UC San Diego
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2005: Rational Transparency Choice in Financial Market Equilibrium¤

Marc-Andreas Muendler

2005: The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States¤

Naercio Aquino Menezes Filhoz, Marc-Andreas Muendler and Garey Ramey

2005: Equalizing Opportunity for Racial and Socioeconomic Groups in the United States Through Educational Finance Reform

Julian Betts and John Roemer

2005: Level-k Auctions: Can a Non-Equilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?

Vincent Crawford and Nagore Iriberri

2005: Estimation and Inference in Panel Structure Models

Yixiao Sun

2005: Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗

Yixiao Sun, Peter Phillips and Sainan Jin

2005: Risk Neutral Investors Do Not Acquire Information¤

Marc-Andreas Muendler

2005: The Action Value of Information and the Natural Transparency Limit¤

Marc-Andreas Muendler

2005: Equilibrium and Media of Exchange in a Convex Trading Post Economy with transaction Costs

Ross M Starr

2005: The Dynamic Beveridge Curve

Shigeru Fujita and Garey Ramey

2005: Commodity Money Equilibrium in a Walrasian Trading Post Model: An Elementary Example

Ross M Starr

2005: Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?

Carlos Capistrán

2005: Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices

Dimitris Politis

2005: Rational Information Choice in Financial Market Equilibrium

Marc-Andreas Muendler

2005: The Flexible-Salary Match: A Proposal to Increase the Salary Flexibility of the National Resident Matching Program

Vincent Crawford

2005: Fatal Attraction: Focality, Naivete and Sophistication in Experimental “Hide and Seek” Games

Vincent Crawford and Nagore Iriberri

2004: Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations

Hoyt Bleakley and Kevin Cowan

2004: Location Choices and Employment Decisions: A Comparison of German and Swedish Multinationals

Sascha Becker, Karolina Ekholm, Robert Jackle and Marc-Andreas Muendler

2004: Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation

Peter Phillips, Yixiao Sun and Sainan Jin

2004: Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation

Patrik Guggenberger and Yixiao Sun

2004: Edgeworth Price Cycles, Cost-based Pricing and Sticky Pricing in Retail Gasoline Markets

Michael Noel

2004: Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Peter Phillips, Yixiao Sun and Sainan Jin

2004: Optimally Testing General Breaking Processes in Linear Time Series Models

Graham Elliott and Ulrich K. Mueller

2004: Edgeworth Cycles and Focal Prices: Computational Dynamic Markov Equilibria

Michael D. Noel

2004: Cognition and Behavior in Two-Person Guessing Games: An Experimental Study

Miguel Costa-Gomes and Vincent Crawford

2004: Confidence Sets for the Date of a Single Break in Linear Time Series Regressions

Graham Elliott and Ulrich K. Muller

2004: The Existence of Informationally Efficient Markets When Individuals Are Rational

Marc-Andreas Muendler

2004: Optimal Power for Testing Potential Cointegrating Vectors with Known

Graham Elliott, Michael Jansson and Elena Pesavento

2004: Testing for a time-varying price-cost markup in the Euro area inflation process

Christopher Bowdler and Eilev Jansen

2004: Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998

Marc-Andreas Muendler

2004: Estimating Production Functions When Productivity Change Is Endogenous

Marc-Andreas Muendler

2004: A heavy-tailed distribution for ARCH residuals with application to volatility prediction

Dimitris N. Politis

2004: Edgeworth Price Cycles: Evidence from the Toronto Retail Gasoline Market

Michael Noel

2004: Time Series Analysis, Cointegration, and Applications

Clive Granger

2003: Model-Free Volatility Prediction

Dimitris N. Politis

2003: Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium

Kate Antonovics and Robert Town

2003: Testing Conditional Independence Via Empirical Likelihood

Liangjun Su and Halbert White

2003: On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Tae-Hwan Kim and Halbert White

2003: Bounded Rationality in Randomization

Steven Scroggin

2003: A Consistent Characteristic-Function-Based Test for Conditional Independence

Liangjun Su and Halbert White

2003: Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital

Kate Antonovics and Arthur Goldberger

2003: Tests of Conditional Predictive Ability

Raffaella Giacomini and Halbert White

2003: Competing Against the Opposite Sex

Kate Antonovics, Peter Arcidiacono and Randall Walsh

2003: Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series

Yixiao Sun

2003: Games and Discrimination: Lessons From the Weakest Link

Kate Antonovics, Peter Arcidiacono and Randall Walsh

2003: Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes

Yixiao Sun

2003: A Convergent t-statistic in Spurious Regressions

Yixiao Sun

2003: A simple model that generates stylized facts of returns

Gawon Yoon

2002: Existence of Uniqueness of "Money" in General Equilibrium: Natural Monopoly in the Most Liquid Asset

Ross M. Starr

2002: Common Factors in Conditional Distributions

Clive Granger, Timo Teräsvirta and Andrew Patton

2002: Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence

Donald Andrews and Yixiao Sun

2002: Methods to Estimate Dynamic Stochastic General Equilibrium Models

Francisco Ruge-Murcia

2002: Structurally-Induced Volatility Clustering

Mark Machina and Clive Granger

2002: Hypernormal Densities

Raffaella Giacomini, Christian Haefke, Halbert White and Andreas Gottschling

2002: Hard Evidence and Mechanism Design

Jesse Bull and Joel Watson

2002: Evidence Disclosure and Verfiability

Jesse Bull and Joel Watson

2002: Testing for Unit Roots with Stationary Covariates

Graham Elliott and Michael Jansson

2002: Monetary General Equilibrium With Transaction Costs

Ross M. Starr

2002: Monetary General Equilibrium with Transaction Costs

Ross M. Starr

2002: How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data

Bradley S. Paye and Allan Timmermann

2002: Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods

Raffaella Giacomini

2002: Evaluation and Combination of Conditional Quantile Forecasts

Raffaella Giacomini and Ivana Komunjer

2002: The Renegotiation-Proofness Principle and Costly Renegotiation

Joel Watson and Jim Brennan

2002: Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions

Graham Elliott and Allan Timmermann

2002: Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression

Halbert White and Tae-Hwan Kim

2002: Robustifying the Classical Model of Risk Preferences and Beliefs

Mark Machina

2002: Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

Silvia Goncalves and Halbert White

2002: Persistent Racial Wage Inequality

Kate Antonovics

2002: General Equilibrium in a Segmented Market Economy with Convex Transaction Cost: Existence, Efficiency, Commodity and Fiat Money

Ross M. Starr

2002: Hidden Cointegration

Clive Granger and Gawon Yoon

2002: Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted

Valerie Ramey and Neville Francis

2002: Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space

Xiaohong Chen and Halbert White

2002: Contract, Mechanism Design, and Technological Detail

Joel Watson