Working Papers

From Duke University, Department of Economics
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10-15: Explaining the Economic Trajectories of Civilizations: The Systemic Approach

Timur Kuran

10-14: The Scale of Entrepreneurship in Middle Eastern History: Inhibitive Roles of Islamic Institutions

Timur Kuran

10-13: Quality, Upgrades, and (the Loss of) Market Power in a Dynamic Monopoly Model

James Anton and Gary Biglaiser

10-12: Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude

Edward Tower and Wei Zheng

10-11: Cointegrated TFP Processes and International Business Cycles

Pau Rabanal, Juan F Rubio-Ramirez and Vicente Tuesta

10-10: Pricing of the Time-Change Risks

Ivan Shaliastovich and George Tauchen

10-09: Volatility Jumps

Viktor Todorov and George Tauchen

10-08: Activity Signature Functions for High-Frequency Data Analysis

George Tauchen and Viktor Todorov

10-07: Can Exchange Rates Forecast Commodity Prices?

Yu-chin Chen, Kenneth Rogoff and Barbara Rossi

10-06: A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects

Tim Bollerslev, Uta Kretschmer, Christian Pigorsch and George Tauchen

10-05: Agglomeration Effects in Foreign Direct Investment and the Pollution Haven Hypothesis

Ulrich Wagner and Christopher Timmins

10-04: The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach

Shanti Gamper-Rabindran, Shakeeb Khan and Christopher Timmins

10-03: Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2

Kevin Hoover, Selva Demiralp and Stephen J Perez

10-02: Probability and Structure in Econometric Models

Kevin Hoover

10-01: Dynamic Inefficiencies in an Employment-Based Health Insurance System: Theory and Evidence

Hanming Fang and Alessandro Gavazza

09-10: Model Comparisons in Unstable Environments

Raffaella Giacomini and Barbara Rossi

09-09: INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS

Alastair Hall, Atsushi, James Nason and Barbara Rossi

09-06: Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?

Tatevik Sekhposyan and Barbara Rossi

09-02: Has modelsí forecasting performance for US output growth and inflation changed over time, and when?

Tatevik Sekhposyan and Barbara Rossi

08-04: Forecast Comparisons in Unstable Environments

Raffaella Giacomini and Barbara Rossi

08-03: CAN EXCHANGE RATES FORECAST COMMODITY PRICES?

Yu-chin Chen, Kenneth Rogoff and Barbara Rossi

08-02: Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models

Atsushi Inoue and Barbara Rossi

07-04: Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

Alastair Hall, Atsushi Inoue, James Nason and Barbara Rossi

07-03: Do Vanguard's Managed Funds Beat Its Index Funds? Looking for Prescient Stock and Style Selection Draft 1

Abel Rodriguez and Edward Tower

07-01: Are GMO's Predictions Prescient? Using them to predict Vanguard's Mutual Fund Returns

Edward Tower

06-04: Asymptotic Properties for a Class of Partially Identified Models

Arie Beresteanu and Francesca Molinari

06-03: Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?

Elena Pesavento and Barbara Rossi

06-02: Supermarket Pricing Strategies

Paul Ellickson and Sanjog Misra

06-01: Detecting and Predicting Forecast Breakdowns

Barbara Rossi and Raffaella Giacomini

05-12: Generating Value in Habitat-Dependent Fisheries: The Importance Of Fishery Management Institutions

Martin Smith

05-11: Public Information and Electoral Bias

Curtis Taylor and Huseyin Yildirim

05-10: Proposal Power and Majority Rule in Multilateral Bargaining with Costly Recognition

Huseyin Yildirim

05-09: Re-examining Voter Turnout in Large Elections

Curtis Taylor and Huseyin Yildirim

05-08: How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?

Barbara Rossi and Raffaella Giacomini

05-07: Disability Risk and Miraculous Recoveries in Russia

Charles M. Becker and Irina S. Merkuryeva

05-06: Child Nutrition in India in the Nineties: A Story of Increased Gender Inequality?

Alessandro Tarozzi and Aprajit Mahajan

05-05: Does Sutton Apply to Supermarkets?

Paul Ellickson

05-04: Supermarkets as a Natural Oligopoly

Paul Ellickson

05-03: Expectations Hypotheses Tests and Predictive Regressions at Long Horizons

Barbara Rossi

05-02: Monitoring and Forecasting Currency Crises

Atsushi Inoue and Barbara Rossi

05-01: How did the 2003 Prescription Drug Re-importation Bill Pass the House?

Edward Tower, Henry Grabowski, Omer Gokcekus and Mike Adams

04-08: Fidelity versus Vanguard: Comparing the Performance of the Two Largest Mutual Fund Families

Edward Tower and Wei Zheng

04-07: Index Fundamentalism Revisited

Edward Tower and Kenneth S. Reinker

04-06: Nonparametric Estimation of Regression Functions under Restrictions on Partieal Derivatives

Arie Beresteanu

04-05: Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending

Arpad Abraham and Nicola Pavoni

03-24: Recursive Predictability Tests for Real-Time Data

Barbara Rossi and Atsushi Inoue

03-23: Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure

Barbara Rossi and Elena Pesavento

03-19: Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons

Barbara Rossi and Elena Pesavento

03-11: Open Access with Product and Labor Market Failure: The Case of Artisanal Fishing in Indonesia

Christopher Liese, Martin Smith and Randall Kramer

03-10: Privacy in Competitive Markets

Curtis Taylor