Working Papers

From Duke University, Department of Economics
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11-21: Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions

Viktor Todorov and George Tauchen

11-20: Advances in Forecasting Under Instability

Barbara Rossi

11-19: Information Structure and Statistical Information in Discrete Response Models

Shakeeb Khan and Denis Nekipelov

11-18: Forecast Optimality Tests in the Presence of Instabilities

Barbara Rossi and Tatevik Sekhposyan

11-17: Payoff Uncertainty, Bargaining Power, and the Strategic Sequencing of Bilateral Negotiations

Silvana Krasteva and Huseyin Yildirim

11-16: A Dynamic Model of Demand for Houses and Neighborhoods

Patrick Bayer, Robert McMillan, Alvin Murphy and Christopher Timmins

11-15: Causal Effects of Health Shocks on Consumption and Debt: Quasi-Experimental Evidence from Bus Accident Injuries

Manoj Mohanan

11-14: Time Inconsistency, Expectations and Technology Adoption: The Case of Insecticide Treated Nets

Alessandro Tarozzi and Aprajit Mahajan

11-13: Micro-Loans, Insecticide-Treated Bednets and Malaria: Evidence from a Randomized Controlled Trial in Orissa (India)

Alessandro Tarozzi, Aprajit Mahajan, Brian Blackburn, Daniel Kopf, Lakshmi Krishnan and Joanne Yoong

11-12: Growth on a Finite Planet: Resources, Technology and Population in the Long Run

Pietro Peretto and Simone Valente

11-11: Another Look at the Identification at Infinity of Sample Selection Models

Arnaud Maurel and Xavier D'Haultfoeuille

11-10: Inference on an Extended Roy Model, with an Application to Schooling Decisions in France

Arnaud Maurel and Xavier D'Haultfoeuille

11-09: Separate When Equal? Racial Inequality and Residential Segregation

Patrick Bayer, Hanming Fang and Robert McMillan

11-08: A Theory of Charitable Fund-Raising with Costly Solicitations

Alvaro Name Correa and Huseyin Yildirim

11-07: Identification of Panel Data Models with Endogenous Censoring

Shakeeb Khan, Maria Ponomareva and Elie Tamer

11-06: Evidence for Dynamic Contracts in Sovereign Bank Lending

Peter Benczur and Cosmin Ilut

11-05: Can Oil Prices Forecast Exchange Rates?

Domenico Ferraro, Kenneth Rogoff and Barbara Rossi

11-04: Out-of-Sample Forecast Tests Robust to Window Size Choice

Barbara Rossi and Atsushi Inoue

11-03: Speculators and Middlemen: The Role of Flippers in the Housing Market

Patrick Bayer, Christopher Geissler and James W. Roberts

11-02: What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?

Barbara Rossi and Sarah Zubairy

11-01: Causal Structure and Hierarchies of Model

Kevin Hoover

10-94: The First Globalization Debate

Craufurd Goodwin

10-93: Economic Modernization in Late British India: Hindu-Muslim Differences

Timur Kuran and Anantdeep Singh

10-92: Testing for Weak Identification in Possibly Nonlinear Models

Barbara Rossi and Atsushi Inoue

10-91: Pragmatism, Perspectival Realism, and Econometrics

Kevin Hoover

10-90: Computational Methods for Production-Based Asset Pricing Models with Recursive Utility

Eric Aldrich and Howard Kung

10-89: Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

Eric Aldrich, Jesus Fernandez-Villaverde, A. Gallant and Juan F Rubio-Ramirez

10-88: Biodiversity Conservation and Child Malaria: Microeconomic Evidence from Flores, Indonesia

Subhrendu Pattanayak, Catherine G. Corey, Yewah F. Lau and Randall Kramer

10-87: Strategic Asset Allocation in Practice: Using Vanguard Funds to Clone GMO’s Benchmark - Free Allocation Fund

Edward Tower

10-86: GMO versus Vanguard: Assessing the Performance of Comparable Funds

Edward Tower

10-85: Are GMO’s Predictions Prescient? Using them to predict Vanguard’s Mutual Fund Returns, October 2010

Edward Tower

10-84: Ashamed to be Selfish

Philipp Sadowski and David Dillenberger

10-83: Contingent Preference for Flexibility: Eliciting Beliefs from Behavior

Philipp Sadowski

10-82: Overeagerness

Philipp Sadowski

10-81: Robust Firm Pricing with Panel Data

James W. Roberts, Benjamin R. Handel and Kanishka Misra

10-80: Unobserved Heterogeneity and Reserve Prices in Auctions

James W. Roberts

10-79: Online Privacy and Price Discrimination

Vincent Conitzer, Curtis Taylor and Liad Wagman

10-78: Bednets, Information and Malaria in Orissa

Aprajit Mahajan, Alessandro Tarozzi, Joanne Yoong and Brian Blackburn

10-77: Bright Lines, Risk Beliefs, and Risk Avoidance: Evidence from a Randomized Intervention in Bangladesh

Lori Bennear, Alessandro Tarozzi, Alexander Pfaff, H. B. Soumya, Kazi Matin Ahmed and Alexander van Geen

10-76: Time-Consistent Majority Rules and Heterogenous Preferences in Group Decision-Making

Huseyin Yildirim

10-75: Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models

Viktor Todorov, Iaryna Grynkiv and George Tauchen

10-74: Limit Theorems for Power Variations of Pure-Jump Processes with Application to Activity Estimation

Viktor Todorov and George Tauchen

10-73: Volatility in Equilibrium: Asymmetries and Dynamic Dependencies

Tim Bollerslev, Natalia Sizova and George Tauchen

10-72: The Realized Laplace Transform of Volatility

Viktor Todorov and George Tauchen

10-71: Pricing of the Time-Change Risks

Ivan Shaliastovich and George Tauchen

10-70: Stairway to Heaven or Highway to Hell: Liquidity, Sweat Equity, and the Uncertain Path to Ownership

R. Vijay Krishna and Giuseppe Lopomo

10-69: Monetary Policy and Stock Market Booms

Cosmin Ilut, Lawrence Christiano, Roberto Motto and Massimo Rostagno

10-68: Dynamic Preference for Flexibility

R. Vijay Krishna and Philipp Sadowski

10-67: Factor-Eliminating Technical Change

John Seater and Pietro Peretto

10-66: An Economic Model of Amniocentesis Choice

Eduardo Fajnzylber, Seth Sanders and V. Joseph Hotz