Working Papers

From Michigan State - Econometrics and Economic Theory
MICHIGAN STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, EAST LANSING MICHIGAN 48824 U.S.A..
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9001: A Modification of the Schmidt-Phillips Unit Root Test

Junsoo Lee and Peter Schmidt

8906: Innovation Strategies in Centrally Planned and Transition Economies

Susan Linz

8905: Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root?

D. Kwiatkowski, Peter Phillips and Peter Schmidt

8904: Testing forUnit Root in the Presence of Deterministic Trends

Peter Schmidt and Peter Phillips

8903: External Increasing Returns, Short-Lived Agents and Long- Lived Waste

Andrew John, Rowena Pecchenino, D. Schmmelpfennig and Stacey Schreft

8902: Modal Demand: A Spatial Approach with Applications to Transportation Demand

K.D. Boyer

8901: The Soviet Economy in Transition: A Resurgence of Reform

Susan Linz

8818: INNOVATION, IMITATION AND ECONOMIC GROWTH

Paul Segerstrom

8817: FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION

Junsoo Lee

8816: WEALTH INEQUALITY AS COHORTS AGE

Paul Menchik and Nancy Jianakoplos

8815: PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES

Richard Baillie and Tim Bollerslev

8814: MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE

Richard Baillie and Robert Myers

8813: THE MACROECONOMICS OF DR. STRANGELOVE: AN OVERLAPPING- GENERATIONS MODEL OF THE APPOCALYPSE

R. John, Rowena Pecchenino and Stacey Schreft

8812: TRANSACTIONS COSTS, FRICTIONAL UNEMPLOYMENT AND TECHNICAL CHANGE IN THE MARKET TECHNOLOGY

Carl Davidson and Lawrence Martin

8811: INTRA DAY AND INTER MARKET VOLATILITY IN FOREIGN EXCHANGE RATES

Richard Baillie and Tim Bollerslev

8810: RISK-BASED DEPOSIT INSURANCE: AN INCENTIVE CAMPATIBALE PLAN

Rowena Pecchenino

8809: CHOICE AMONG WAGE-HOURS PACKAGES: AN AMPIRICAL INVESTIGATION OF LABOUR SUPPLY

Jeff Biddle and G.A. Zarkin

8808: COMMODITY PRICES AND AGGREGATE INFLATION: WOULD A COMMODITY PRICE RULE BE WORTHWHILE?

Richard Baillie

8807: MACROECONOMIC EXTERNALITIES FROM SEARCH AND IMPERFECT COMPETITION

Andrew John

8805: ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY

Richard Baillie

8804: THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY

Richard Baillie and Ramon Degennaro

8803: STOCK RETURNS AND VOLATILITY

Richard Baillie and Ramon Degennaro

8802: TECHNOLOGICAL CHANGE, IMPORT COMPETITION, AND WORKER DISPLACEMENT

Rowena Pecchenino and J.R. Wolfe

8801: COSTLY COMMUNICATION AND THE STRUCTURE OF INCENTIVE CONTRACTS IN MULTINATIONAL FIRMS

Rowena Pecchenino

8718: DEMAND FUNCTIONS FOR U.S. MONEY AND CREDIT MEASURES

Robert Rasche

8717: DICKEY-FULLER TESTS WITH DRIFT

Peter Schmidt

8716: MULTIPLE FREE TRADE EQUILIBRIA IN A MODEL OF FRICTIONAL UNEMPLOYMENT

Carl Davidson, Lawrence Martin and Steven Matusz

8715: FURTHER RESULTS ON UNIT ROOTS AND THE COINTEGRABILITY OF DAILY SPOT AND FORWARD EXCHANGE RATES

Richard Baillie and Tim Bollerslev

8714: THE CASE FOR THE CONSOL: EVIDENCE FROM BRITISH AND AMERICAN MONEY DEMAND FUNCTIONS

Christine Amsler