University of California at San Diego, Economics Working Paper Series

From Department of Economics, UC San Diego
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2001: Tests for Unit Roots and the Initial Observation

Ulrich Muller and Graham Elliott

2001: The Law and Economics of Costly Contracting

Alan Schwartz and Joel Watson

2001: Overcoming Informational Barriers to International Resource Allocation: Prices and Ties

James Rauch and Alessandra Casella

2001: Entrepreneurship in International Trade

James Rauch and Joel Watson

2001: Estimation of Copula Models for Time Series of Possibly Different Length

Andrew Patton

2001: Why Is There Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples

Ross M. Starr

2001: Lying for Strategic Advantage: Rational and Boundedly Rational Misrepresentation of Intentions

Vincent Crawford

2001: Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Robert Engle and Kevin Sheppard

2001: Shocks and Institutions in a Job Matching Model

Wouter J. den Haan, Christian Haefke and Garey Ramey

2001: Revisiting Okun's Law: An Hysteretic Perspective

Yann Schorderet

2001: Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy

Ana María Herrera and James Hamilton

2001: Almost-Objective Uncertainty

Mark Machina

2001: Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula

Andrew Patton

2001: Aggregationn of Space-Time Processes

Raffaella Giacomini and Clive Granger

2001: Adaptive Expectations, Underparameterization and the Lucas Critique

George Evans and Garey Ramey

2001: Consistent Estimation for Aggregated GARCH

Ivana Komunjer

2001: Unit Root Testing via the Continuous-Path Block Bootstrap

Efstathios Paparoditis and Dimitris N Politis

2001: The Comovements Between Real Activity and Prices

Wouter J. den Haan and Steven W Sumner

2001: Self-Generating Variables in a Cointegrated VAR Framework

Clive Granger and Gawon Yoon

2001: Recurrent Trade Agreements and the Value of External Enforcement

Mikhail Klimenko, Garey Ramey and Joel Watson

2001: Regime Switching and Monetary Policy Measurement

Michael Owyang and Garey Ramey

2001: Structural Breaks, Incomplete Information and Stock Prices

Allan Timmermann

2000: Explaining Ethnic, Racial, and Immigrant Differences in Private School Attendance

Julian Betts and Robert Fairlie

2000: Liquidity Flows and Fragility of business Enterprises

Wouter J. den Haan, Garey Ramey and Joel Watson

2000: Liquidity Flows and Fragility of Business Enterprises

Wouter J. den Haan, Garey Ramey and Joel Watson

2000: Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

Silvia Goncalves and Halbert White

2000: The Effects of Unions on Research and Development: An Empirical Analysis Using Multi-Year Data

Julian Betts

2000: Market Makers' Supply and Pricing of Financial Market Liquidity

Pu Shen and Ross M. Starr

2000: Min, Max, and Sum

Uzi Segal and Joel Sobel

2000: The Impact of 401(k) Plans on Retirement

Leora Friedberg and Anthony Webb

2000: Why is there Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples

Ross M. Starr

2000: Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights

Tae-Hwan Kim, Halbert White and Douglas Stone

2000: Payoff Kinks in Preferences Over Lotteries

Mark Machina

2000: A Re-examination of the Predictability of Economic Activity Using the Yield Spread

James Hamilton and Dong Heon Kim

2000: Analytical Evaluation of the Power of Tests for the Absence of Cointegration

Elena Pesavento

2000: Impacts of Trades in an Error-Correction Model of Quote Prices

Robert Engle and Andrew Patton

2000: Public Preferences Towards Environmental Risks: The Case of Trihalomethanes

Richard Carson and Robert Cameron Mitchell

2000: Cognition and Behavior in Normal-Form Games: An Experimental Study

Bruno Broseta, Miguel Costa-Gomes and Vincent Crawford

2000: Incentives and Equity Under Standards-Based Reform

Julian Betts and Robert Costrell

2000: The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes

Peter Hansen

2000: Confidence Intervals for Autoregressive Coefficients Near One

Graham Elliott and James H Stock

2000: Market Responses to Interindustry Wage Differentials

George Borjas and Valerie Ramey

2000: On the Robustness of Unit Root Tests in the Presence of Double Unit Roots

Niels Haldrup and Peter Lildholdt

2000: A Dual Dutch Auction in Taipei: The Choice of Numeraire and Auction Form in Multi-Object Auctions with Bundling

Vincent Crawford and Ping-Sing Kuo

2000: Local Power Functions of Tests for Double Unit Roots

Niels Haldrup and Peter Lildholdt

2000: Evidence Disclosure and Verifiability

Jesse Bull and Joel Watson

2000: Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach

Michael Jansson and Niels Haldrup

2000: Measurement Errors and Outliers in Seasonal Unit Root Testing

Niels Haldrup, Antonio Montañés and Andreu Sansó

2000: Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

Wouter J. den Haan and Andrew Levin

2000: The Impact of School Resources on Women's Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women

Julian Betts

2000: Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models

Robert Engle

2000: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim and Halbert White

2000: Testing for Unit Roots with Stationary Covariances

Graham Elliott and Michael Jansson

2000: James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim and Halbert White

2000: The Cost Channel of Monetary Transmissions

Marvin J Barth and Valerie Ramey

2000: Conditioning Institutions and Renegotiation

Garey Ramey and Joel Watson

2000: Economic and Legal Aspects of Costly Recontracting

Alan Schwartz and Joel Watson

2000: Bootstrapping the Information Matrix Test

Christopher Stomberg and Halbert White

2000: Properties of Nonlinear Transformations of Fractionally Integrated Processes

Ingolf Dittmann and Clive Granger

2000: Contingent Valuation: Controversies and Evidence

Richard Carson and Nicholas Flores

2000: John Nash and the Analysis of Strategic Behavior

Vincent Crawford

2000: A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk

Patrice Bertail, Christian Haefke, D N Politis and Halbert White