University of California at San Diego, Economics Working Paper Series

From Department of Economics, UC San Diego
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1999: A Pedagogical Proof of Arrow's Impossibility Theorem

Valentino Dardanoni

1999: Contingent Valuation: A User's Guide

Richard Carson

1999: Why is there Money? Convergence to a Monetary Equilibrium in a General Equilibrium Model with Transaction Costs

Ross M. Starr

1999: Closed Form Integration of Artificial Neural Networks with Some Applications to Finance

Andreas Gottschling, Christian Haefke and Halbert White

1999: Estimating Restricted Cointegrating Vectors

Graham Elliott

1999: Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone

Giampiero Gallo

1999: CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles

Robert Engle and Simone Manganelli

1999: Model Instability and Choice of Observation Window

Mohammad Pesaran and Allan Timmermann

1999: Contractual Intermediaries

Garey Ramey and Joel Watson

1999: A Quantal Response Equilibrium Model of Order Statistic Games

Kang-Oh Yi

1999: The Impact of the Use of Forecasts in Information Sets

Giampiero Gallo, Clive Granger and Yongil Jeon

1999: Capacity and Capacity Utilization in Fishing Industries

James E Kirkley and Dale Squires

1999: Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings

Uzi Segal and Joel Sobel

1999: Time and the Price Impact of a Trade

Alfonso Dufour and Robert Engle

1999: Occasional Structural Breaks and Long Memory

Clive Granger and Namwon Hyung

1999: Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk

Clive Granger and Chor-yiu (CY) Sin

1999: The Impact of Technological Change on Older Workers: Evidence from Data on Computers

Leora Friedberg

1999: Job Destruction and the Experiences of Displaced Workers

Wouter J. den Haan, Garey Ramey and Joel Watson

1999: Starting Small and Commitment

Joel Watson

1999: Starting Small in an Unfamiliar Environment

James Rauch and Joel Watson

1999: Bureaucratic Structure and Bureaucratic Performance in Less Developed Countries

James Rauch and Peter B. Evans

1999: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim and Halbert White

1999: Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market

Robert Engle

1999: M-Testing Using Finite and Infinite Dimensional Parameter Estimators

Halbert White and Yongmiao Hong

1999: Contract-Theoretic Approaches to Wages and Displacement

Wouter J. den Haan, Garey Ramey and Joel Watson

1999: A Parametric Approach to Flexible Nonlinear Inference

James Hamilton

1999: Educational Attainment as a Determinant of International Trade Flows

David Riker

1998: Macroeconomic Announcements and Volatility of Treasury Futures

Robert Engle

1998: Where the Land Meets The Sea: Integrated Sustainable Fisheries Development and Artisanal Fishing

Dale Squires and R. Quentin Grafton

1998: Spurious Regressions with Stationary Series

Clive Granger, Namwon Hyung and Yongil Jeon

1998: Monetizing Trade: A Tatonnement Example

Ross M. Starr

1998: Displaced Capital

Valerie Ramey and Matthew Shapiro

1998: Cognition and Behavior in Normal-Form Games: An Experimental Study

Miguel Costa-Gomes, Vincent Crawford and Bruno Broseta

1998: Testing for Unit Roots with Prediction Errors

Ismael Sanchez

1998: Immigration Reform and the Earnings of Latino Workers: Do Employer Sanctions Cause Discrimination?

Cynthia Bansak and Steven Raphael

1998: Identifying the Effect of Unemployment on Crime

Steven Raphael and Rudolf Winter-Ebmer

1998: Introduction to M-M Processes

Clive Granger and Namwon Hyung

1998: Manipulation of Preferences and Relative Utilitarianism

Joel Sobel

1998: Have Employment Relationships in the United States Become Less Stable?

Cynthia Bansak and Steven Raphael

1998: Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns

Ryan Sullivan, Allan Timmermann and Halbert White

1998: Intergenerational Mobility, Siblings' Inequality and Borrowing Constraints

Alejandro Gaviria

1998: Increasing Returns and the Evolution of Violent Crime: The Case of Columbia

Alejandro Gaviria

1998: A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu

Clive Granger, Bwo-Nung Huang and Chin W. Yang

1998: Moment-based Estimation of Latent Class Models of Event Counts

Partha Deb and Pravin Trivedi

1998: Investment Irreversibility and Precautionary Savings in General Equilibrium

João Miguel Ejarque

1998: The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis

Asger Lunde, Allan Timmermann and David Blake

1998: Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model

Jeffrey Russell and Robert Engle

1998: Trades and Quotes: A Bivariate Point Process

Robert Engle and Asger Lunde

1998: Are Suburban Firms More Likely to Discriminate Against African-Americans?

Steven Raphael, Michael Stoll and Harry Holzer

1998: Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?

Julian Betts

1998: Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market

Graham Elliott and Takatoshi Ito

1998: Stochastic Permanent Breaks

Robert Engle and Aaron Smith

1998: Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle

Marjorie Flavin and Takashi Yamashita

1998: Extracting Information from Mega-Panels and High-Frequency Data

Clive Granger