GSIA Working Papers

From Carnegie Mellon University, Tepper School of Business
Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890.
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57: Valuation and Return Dynamics of Research and Development Ventures

Jonathan Berk, Richard Green and Vasant Naik

55766133: Admission, Tuition, and Financial Aid Policies in the Market for Higher Education

Dennis Epple, Richard Romano and Holger Sieg

55: Equilibrium Forward Curves for Commodities

Bryan Routledge, Duane Seppi and Chester Spatt

53: Insurance, Vertical Restraints, and Competition

Martin Gaynor and Ching-to Ma

515949340: Equilibrium Welfare and Government Policy with Quasi-Geometric Discounting

Per Krusell, Burhanettin Kuruscu and Anthony A. Smtih, Jr.

5: Design and Estimation of Affine Yield Models

David Backus, Chris Telmer and Liuren Wu

49: The Sociology of Groups and the Economics of Incentives: Theory and Evidence on Compensation Systems

William E. Encinosa, III, Martin Gaynor and James Rebitzer

475731961: Price dispersion: The role of distance, borders and location

Mario Crucini, Chris Telmer and Marios Zachariadis

473528242: MCMC Approach to Classical Estimation with Overidentifying Restrictions

Luis Quintero

473008852: Theoretical perspectives on three issues of electricity economics

Yves Balasko

422213697: Production Uncertainty and Agricultural Investment in Sub-Saharan Africa

Selvan Kumar

417232337: General Equilibrium Benefit Estimates for Spatial Externalities: Projected Ozone Reductions for the Los Angeles Air Basin

V. Smith, Holger Sieg, Spencer Banzhaf and Randall Walsh

416: Beliefs and Volatility

Michael Gallmeyer

415: Derivative Security Induced Price Manipulation

Michael Gallmeyer and Duane Seppi

414: An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility

Jesper Andreasen, Pierre Collin-Dufresne and Wei Shi

413: Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk

Pierre Collin-Dufresne and Julien Hugonnier

412: True Stochastic Volatility and Generalized Affine Models of the Term Structure

Pierre Collin-Dufresne and Robert Goldstein

407427706: The Effect of Household Appliances on Female Labor Force Participation: Evidence from Micro Data

Daniele Coen-Pirani, Alexis León and Steven Lugauer

405: Is Lumpy Investment Relevant for the Business Cycle?

Julia Thomas

401399832: Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables

Michal Pakos

401: Nonconvex Factor Adjustments in Equilibrium Business Cycle Models: Do Nonlinearities Matter?

Aubhik Khan and Julia Thomas

4: A Linear Programming Approach to Solving Stochastic Dynamic Programming

Michael Trick and Stanley Zin

397: When to Terminate a Long-Term Contract

Cheng Wang

396: Dynamic Credit Relationships in General Equilibrium

Cheng Wang and Anthony Smith

395: Dynamic Costly State Verification

Cheng Wang

394: Optimal Monitoring and Financing

Cheng Wang and Ruilin Zhou

388859950: Estimating Hedonic Functions for Rents and Values in the Presence of Unobserved Heterogeneity in the Quality for Housing

Dennis Epple, Luis Quintero and Holger Sieg

386: Mismeasurement of the Elasticity of Intertemporal Substitution:The Role of Limited Stock Market Participation

Fatih Guvenen

383672710: Why Have Aggregate Skilled Hours Become So Cyclical Since the Mid 1980s?

Rui Castro and Daniele Coen-Pirani

382: Revenue Accounting in the Age of E-Commerce: Exploring Its Conceptual and Analytical Frameworks

Jonathan C. Glover and Yuji Ijiri

379933039: Equilibrium Participation in Public Goods Allocations

Paul Healy

379: On Measuring Partisanship in Roll Call Voting: The U.S. House of Representatives, 1877-1999

Gary W. Cox and Keith T. Poole

378: The Geometry of Multidimensional Quadratic Utility in Models of Parliamentary Roll Call V oting

Keith T. Poole

370: Design and Estimation of Affine Yield Models

David Backus, Chris Telmer and Liuren Wu

366: Portfolio Delegation with Limited Liability

Uday Rajan and Sanjay Srivastava

365: Do Credit Spreads Reflect Stationary Leverage Ratios

Pierre Collin-Dufresne and Robert Goldstein

364: The Determinants of Credit Spreads Changes

Pierre Collin-Dufresne, Robert S. Goldstein and Spencer J. Martin

362: Competition for Listings

Thierry Foucault and Christine a Parlour

358: The Personal-Tax Advantages of Equity

Richard Green and Burton Hollifield

34: Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models

Ming Liu and Harold Zhang

330964096: Preemptive Bidding, Target Resistance, and Takeover Premiums

Theodosios Dimopoulos and Stefano Sacchetto

33: Cyclical Variation in the Risk and Return Relation

Paul Harrison and Harold Zhang

329: Entry and Competition in Local Hospital Markets

Jean Abraham, Martin Gaynor and William Vogt

328: Change, Consolidation, and Competition in Health Care Markets

Martin Gaynor and Deborah Haas-Wilson

327: Are Invisible Hands Good Hands? Moral Hazard, Competition, and the 2nd Best in Health Care Markets

Martin Gaynor, Deborah Haas-Wilson and William Vogt

326: Antitrust and Competition in Health Care Markets

Martin Gaynor and William Vogt

325: D-Nominate After 10 Years: An Update to Congress: A Political Economic History of Roll Call Voting

Keith T. Poole and Howard Rosenthal

323: Advertising Effectiveness, Price Sensitivity and Use Experience Interactions in Experience Good Markets

Tulin Erden and Baohong Sun

322: Advertising Effectiveness, Price Sensitivity and Use Experience Interactions in Experience Good Markets

Tulin Erden and Baohong Sun

32: External Habit and the Cyclicality of Expected Stock Returns

Thomas Tallarini and Harold Zhang