Working Papers

From Duke University, Department of Economics
Department of Economics Duke University 213 Social Sciences Building Box 90097 Durham, NC 27708-0097.
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13-30: Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads

Dong Hwan Oh and Andrew Patton

13-29: Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions

Tim Bollerslev, Andrew Patton and Wang Wenjing

13-28: Dynamic Copula Models and High Frequency Data

Irving Arturo De Lira Salvatierra and Andrew Patton

13-27: Asymptotic Inference about Predictive Accuracy Using High Frequency Data

Jia Li and Andrew Patton

13-27: The Impact of Hedge Funds on Asset Markets

Matthias Kruttli, Andrew Patton and Tarun Ramadorai

13-25: Lawyers: Gatekeepers of the Sovereign Debt Market?

Michael Bradley, Irving Arturo De Lira Salvatierra and G. Mitu Gulati

13-24: Endogenous Insurance and Informal Relationships

Xiao Yu Wang

13-23: A Note on Moral Hazard and Linear Compensation Schemes

Xiao Yu Wang

13-22: Interdependent Utility and Truthtelling in Two-Sided Matching

Xiao Yu Wang

13-21: How Individual Preferences Get Aggregated in Groups - an Experimental Study

Attila Ambrus, Ben Greiner and Parag Pathak

13-20: Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach

Francesco Bianchi and Andrea Civelli

13-19: Escaping the Great Recession

Francesco Bianchi and Leonardo Melosi

13-18: Supplement to “Foundations for Cooperation in the Prisoners’ Dilemma”

Brendan Daley and Philipp Sadowski

13-17: Foundations for Cooperation in the Prisoners’ Dilemma

Brendan Daley and Philipp Sadowski

13-16: On Uniform Inference in Nonlinear Models with Endogeneity

Shakeeb Khan and Denis Nekipelov

13-15: Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares

Edward Tower and Heehyun Lim

13-14: Modeling the Evolution of Expectations and Uncertainty in General Equilibrium

Francesco Bianchi and Leonardo Melosi

13-13: Constrained Discretion and Central Bank Transparency

Francesco Bianchi and Leonardo Melosi

13-12: Dormant Shocks and Fiscal Virtue

Francesco Bianchi and Leonardo Melosi

13-11: Endogenous Growth and Property Rights over Renewable Resources

Nujin Suphaphiphat, Pietro Peretto and Simone Valente

13-10: From Smith to Schumpeter: A Theory of Take-Off and Convergence to Sustained Growth

Pietro Peretto

13-9: Growth on a Finite Planet: Resources, Technology, and Population in the Long Run

Pietro Peretto and Simone Valente

13-8: The Role of Age in Jury Selection and Trial Outcomes

Shamena Anwar, Patrick Bayer and Randi Hjalmarsson

13-7: The Vulnerability of Minority Homeowners in the Housing Boom and Bust

Patrick Bayer, Fernando Ferreira and Stephen Ross

13-1: Exchange Rate Determination, Risk Sharing and the Asset Market View

Craig Burnside and Jeremy J. Graveline

12-21: Terms of Endearment: An Equilibrium Model of Sex and Matching

Peter Arcidiacono, Andrew Beauchamp and Marjorie McElroy

12-20: Dynamic Price Competition with Capacity Constraints and a Strategic Buyer

James Anton, Gary Biglaiser and Nikolaos Vettas

12-19: Paying for Performance When Health Care Production is Multi-Dimensional: The Impact of Rwanda's National Program on Rewarded Services, Multitasking and Health Outcome

Tisamarie B. Sherry, Sebastian Bauhoff and Manoj Mohanan

12-18: Delay as Agenda Setting

James Anton and Dennis Yao

12-17: A Theory of Subjective Learning

David Dillenberger, Juan Sebastian Lleras, Philipp Sadowski and Norio Takeoka

12-16: Dynamic Preference for Flexibility

R. Vijay Krishna and Philipp Sadowski

12-15: Generalized Partition and Subjective Filtration

David Dillenberger and Philipp Sadowski

12-14: Shale Gas Development and Property Values: Differences Across Drinking Water Sources

Lucija Muehlenbachs, Elisheba Spiller and Christopher Timmins

12-13: Commitment-Flexibility Trade-Off and Withdrawal Penalties

Attila Ambrus and Georgy Egorov

12-12: Gradual Bidding in eBay-Like Auctions

Attila Ambrus, James Burns and Yuhta Ishii

12-11: Rationalizing Choice with Multi-Self Models

Attila Ambrus and Kareen Rozen

12-10: Price Discrimination in the Housing Market

Patrick Bayer, Marcus Casey, Fernando Ferreira and Robert McMillan

12-09: The Dynamic Effects of Educational Accountability

Hugh Macartney

12-08: A Fair and Impartial Jury? The Role of Age in Jury Selection and Trial Outcomes

Shamena Anwar, Patrick Bayer and Randi Hjalmarsson

12-07: Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration

Peter Arcidiacono, Patrick Bayer, Federico Bugni and Jon James

12-06: Ambiguous Business Cycles

Cosmin Ilut and Martin Schneider

12-05: Testing an Informational Theory of Legislation: Evidence from the U.S. House of Representatives: Supplementary Appendix

Attila Ambrus, Laszlo Sandor and Hye Young You

12-04: Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics

Francesco Bianchi

12-02: Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum

Edward Tower

12-01: Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State

A. Gallant, Han Hong and Ahmed Khwaja

11-26: (Un)Informed Charitable Giving

Silvana Krasteva and Huseyin Yildirim

11-25: Appendix for Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Transaction Costs

Attila Ambrus, Eric Chaney and Igor Salitskiy

11-24: Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Transaction Costs

Attila Ambrus, Eric Chaney and Igor Salitskiy

11-23: Volatility Activity: Specification and Estimation

Viktor Todorov, George Tauchen and Iaryna Grynkiv

11-22: Levy Process Models for High Frequency Financial Data

George Tauchen