Departmental Working Papers

From Rutgers University, Department of Economics
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201206: Approximation Results for Discontinuous Games with an Application to Equilibrium Refinement

Oriol Carbonell-Nicolau and Richard McLean

201205: Long-term Health and Socioeconomic Consequences of Child Labor: Evidence from Brazil

Xuelian Zhang

201204: A Primer on Market Discipline and Governance of Financial Institutions for Those in a State of Shocked Disbelief

Joseph Hughes and Loretta Mester

201203: Bertrand Delegation Games With Implementability In Weakly Undominated SPNE

Junnosuke Shino

201202: 2x2 Delegation Games With Implementability In Weakly Undominated SPNE

Junnosuke Shino

201201: Financial Frictions, Financial Shocks, and Aggregate Volatility

Cristina Fuentes-Albero

201134: The Elusive Scale Economies of the Largest Banks and their Implications for Global Competitiveness

Joseph Hughes

201133: Sectoral Price Facts in a Sticky-Price Model

Carlos Carvalho and Jae Won Lee

201132: Aggregate Implications of Heterogeneous Households in a Sticky-Price Model

Jae Won Lee

201131: Methods for Computing Marginal Data Densities from the Gibbs Output

Cristina Fuentes-Albero and Leonardo Melosi

201130: A Structural Approach To Information Shares

Oleg Korenok, Bruce Mizrach and Stanislav Radchenko

201129: A NEW COST EFFICIENCY MEASURE FOR NOT-FOR-PROFIT FIRMS: EVIDENCE OF A LINK BETWEEN INEFFICIENCY AND LARGE ENDOWMENTS

Joseph Hughes

201128: Approximation Results for Discontinuous Games with an Application to Equilibrium Refinement

Oriol Carbonell-Nicolau and Richard McLean

201127: Who Said Large Banks Don't Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function

Joseph Hughes and Loretta Mester

201126: Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models

Xiangjin Shen and Hiroki Tsurumi

201125: Refinements of Nash equilibrium in potential games

Oriol Carbonell-Nicolau and Richard McLean

201124: Understanding U.S. Corporate Tax Losses

Rosanne Altshuler, Alan Auerbach, Michael Cooper and Matthew Knittel

201122: Capital Income Taxation and Progressivity in a Global Economy

Rosanne Altshuler, Benjamin Harris and Eric Toder

201121: Desperately Seeking Revenue

Rosanne Altshuler, Katherine Lim and Roberton Williams

201120: Fiscal Consolidation in America: The Policy Options

Rosanne Altshuler and Barry Bosworth

201119: Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence

Hyun Hak Kim and Norman Swanson

201118: Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity

Norman Swanson, John Chao, Jerry Hausman, Whitney Newey and Tiemen Woutersen

201117: Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps

Diep Duong and Norman Swanson

201116: Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks

Diep Duong and Norman Swanson

201115: Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators

Norman Swanson and Nii Ayi Armah

201114: Diffusion Index Models and Index Proxies: Recent Results and New Directions

Norman Swanson and Nii Ayi Armah

201113: Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting

Norman Swanson and Andrés Fernández Martin

201112: Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models

Norman Swanson and Valentina Corradi

201111: Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

Norman Swanson, John Chao, Jerry Hausman, Whitney Newey and Tiemen Woutersen

201110: Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments

Norman Swanson, John Chao, Jerry Hausman, Whitney Newey and Tiemen Woutersen

201109: Predictive Inference for Integrated Volatility

Norman Swanson, Valentina Corradi and Walter Distaso

201108: Predictive Inference for Integrated Volatility

Norman Swanson, Valentina Corradi and Walter Distaso

201107: Information in the Revision Process of Real-Time Datasets

Norman Swanson, Valentina Corradi and Andrés Fernández Martin

201105: Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments

Norman Swanson and Nii Ayi Armah

201104: International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence

Norman Swanson, Oleg Korenok and Stanislav Radchenko

201103: Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output

Norman Swanson and Nii Ayi Armah

201102: In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008

Norman Swanson and Lili Cai

201101: War and the International Trading System in the Twentieth Century

Hugh Rockoff

201008: Management of Hazardous Waste and Contaminated Land

Hilary Sigman and Sarah Stafford

201007: Lender of Last Resort Policy in a Global Game and the Role of Depositors Aggregate Behavior as Signaling

Junnosuke Shino

201006: Monitoring and Enforcement of Climate Policy

Hilary Sigman

201005: The Market Microstructure of the European Climate Exchange

Bruce Mizrach and Yoichi Otsubo

201004: Parallel Journeys: Adam Smith and Milton Friedman on the Regulation of Banking

Hugh Rockoff

201003: Tail Return Analysis of Bear Stearns Credit Default Swaps

Liuling Li and Bruce Mizrach

201002: Monetary Policy with Heterogeneous Households and Financial Frictions

Jae Won Lee

201001: Heterogeneous Households in a Sticky Price Model

Jae Won Lee

200908: Pre-electoral Coalitions and Post-election Bargaining

Siddhartha Bandyopadhyay, Kalyan Chatterjee and Tomas Sjostrom

200907: Domestic Political Survival and International Conflict: Is Democracy Good for Peace?

Sandeep Baliga, David Lucca and Tomas Sjostrom

200906: The Strategy of Manipulating Conflict

Sandeep Baliga and Tomas Sjostrom

200905: Conflict Games with Payoff Uncertainty

Sandeep Baliga and Tomas Sjostrom