Econometric Society World Congress 2000 Contributed Papers

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553: Testing Affine Term Structure Models in Case of Transaction Costs

Joost Driessen, Bertrand Melenberg and Theo Nijman

547: Wealth Inequality and Intergenerational Links

Mariacristina deNardi

540: Debt Limits and Endogenous Growth

Beatriz de-Blas-Perez

535: A Fiscal Theory of Currency Crises

Betty Daniel

529: Designing Stabilization Policy in a Monetary Union

Russell Cooper and Hubert Kempf

528: Exhuming Q: Market Power vs. Capital Market Imperfections

Russell Cooper and João Ejarque

527: Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa

Russel Cooper and Kieran P. Donaghy

526: Monetary Union: A Welfare Based Approach

Martine Carré and Fabrice Collard

522: Optimal Industrial Classification: An Application to the German Industrial Classification System

John Chipman and Peter Winker

518: When Does Competition Lead to Efficient Investments?

Kalyan Chatterjee and Y. Chiu

517: N-Person Bargaining and Strategic Complexity

Kalyan Chatterjee and Hamid Sabourian

515: Capital Market Development, Corporate Governance and the Credibility of Exchange Rate Pegs

Olli Castren and Tuomas Takalo

514: Estimation of a Mixture via the Empirical Characteristic Function

Marine Carrasco and Jean-Pierre Florens

513: Currency Substitution and The Law of One Price

Gabriele Camera and Johannes Winkler

512: Dynamic Competition with No Efficiency Effect

Luis Cabral

511: Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Maurice Bun

506: Locating Local Bifurcations in Optimal Control Problems of 4-Dimensional ODE Systems

Paulo Brito

504: Daily Exchange Rate Behaviour and Hedging of Currency Risk

Charles Bos, Ronald Mahieu and Herman van Dijk

500: Is Child Work Necessary?

Sonia Bhalotra

495: Looking for a Needle in a Haystack? A Structural Time Series Model of the Relationship Between Teenage Employment and Minimum Wages in the United States

Stephen Bazen and Velayoudom Marimoutou

478: Welfare Costs of Inflation in a Dynamic Economy with Search Unemployment and Endogenous Growth

Burkhard Heer

472: Bargaining Equilibrium in a Non-Stationary Environment

Melvyn Coles and Abhinay Muthoo

471: On the Foundations of Basic Property Rights, Part I: A Model of the State-of-Nature with Two Players

Abhinay Muthoo

462: Expectations and Information in Second Generation Currency Crises Models

Massimo Sbracia and Andrea Zaghini

457: A Principal-Agent Building Block for the Study of Decentralization and Integration

Mariano Tommasi and Federico Weinschelbaum

449: Consumer Heterogeneity and Pricing in a Duopoly with Switching Costs

Tommy Gabrielsen and Steinar Vagstad

447: Implied Learning Paths from Option Prices

Massimo Guidolin and Allan Timmermann

441: Explaining Stochastic Volatility in Asset Prices

Douglas Steigerwald

437: The Weak Axiom and Comparative Statics

John Quah

436: Vintage Capital and the Dynamics of the AK Model

Raouf Boucekkine, Fernando del Río, Omar Licandro and Luis A. Puch

435: Is Entrepreneurship Always Good for Growth?

Baochun Peng

432: Semiparametric Instrumental Variables Estimation and Its Application to Dynamic Oligopoly

Sangin Park

429: Monopolisation and Industry Structure

Volker Nocke

425: Herd Behaviour as an Incentive Scheme

Nicolas Melissas

421: A Dependence Metric for Nonlinear Time Series

Clive Granger and Esfandiar Maasoumi

420: Competition and Technological Complexity in Procurement: An Empirical Study of Dual Sourcing

Thomas Lyon

418: Wage Compression and Welfare in Sweden

Matthew Lindquist

415: A Note on Environmental Decisions Under Uncertainty - The Impact of the Choice of the Welfare Measure

Andreas Lange

411: Computer Automation of General-to-Specific Model Selection Procedures

Hans-Martin Krolzig

409: Imputation Methods for Incomplete Dependent Variables in Finance

Paul Kofman and Ian Sharpe

407: Relative Backwardness and Technological Catching Up with Scale Effects

Sung Jin Kang

401: Bootstrapping Autoregressive Processes with Possible Unit Roots

Atsushi Inoue and Lutz Kilian

400: The Robustness of the CAPM-A Computational Approach

P. Jean-Jacques Herings and Felix Kubler

399: Entrepreneurship and the Process of Obtaining Resource Commitments

Thomas Hellmann

398: Estimation of Constrained Singular Seemingly Unrelated Regression Models

Harry Haupt and Walter Oberhofer

397: Price Discrimination Through Barter: A Theory and Evidence from Russia

Sergei Guriev and Dmitry Kvassov

391: Capital Utilization and the Willingness to Rest: A General Equilibrium Analysis

Martial Dupaigne

389: Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle

Frederic Dufourt

386: Shocks, Stocks and Socks: Consumption Smoothing and the Replacement of Durables During an Unemployment Spell

Martin Browning and Thomas Crossley

385: Regressions, Short and Long

Philip Cross and Charles Manski