Working Papers

From University of Waterloo, Department of Economics
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1305: Markovian Elections

Jean Guillaume Forand and John Duggan

1304: A Dynamic Duverger's Law

Jean Guillaume Forand and Vikram Maheshri

1303: The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands

Abdullah Almansour and Margaret Insley

1302: On the timing of non-renewable resource extraction with regime switching prices: an optimal stochastic control approach

Margaret Insley

1301: Keeping Your options Open

Jean Guillaume Forand

1208: Gone Fishing! Reported Sickness Absenteeism and the Weather

Jingye Shi and Mikal Skuterud

1207: Useless Prevention vs. Costly Remediation

Jean Guillaume Forand

1206: Evolutionary Stability of Kantian Optimization

Phil Curry and John Roemer

1205: Social Welfare and the Benefits to Crime

Phil Curry and Matthew Doyle

1204: Continuous Empirical Characteristic Function Estimation of GARCH Models

Dinghai Xu

1203: GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study

Pierre Chausse and Dinghai Xu

1202: (De)Regulation and Market Thickness

Jean Guillaume Forand and Vikram Maheshri

1201: Competing Through Information Provision

Jean Guillaume Forand

1106: Evaluation of the Impact of the Increase in EI Allowable Earnings Pilot Project on Working While on Claim and Job Search Behaviour in Canada

Stéphanie Lluis and Brian McCall

1105: Uncertainty, Task Environment, and Organization Design: An Empirical Investigation

Avner Ben-Ner, Fanmin Kong and Stéphanie Lluis

1104: Generalized empirical likelihood for a continuum of moment conditions

Pierre Chausse

1103: Market Share Exclusion

Mikko Packalen

1102: Green Technology Transfers and Border Tax Adjustments

Alain-Désiré Nimubona and Horatiu Rus

1101: The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions

Shan Chen, Margaret Insley and Tony Wirjanto

1017: On the Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Costs

Shilei Niu and Margaret Insley

1016: Regime Switching in Stochastic Models of Commodity Prices: An Application to an Optimal Tree Harvesting Problem

Shan Chen and Margaret Insley

1015: The Other Ex-Ante Moral Hazard in Health

Mikko Packalen and Jay Bhattacharya

1014: Opportunities and Benefits as Determinants of the Direction of Scientific Research

Mikko Packalen and Jay Bhattacharya

1013: Identification and Estimation of Social Interactions through Variation in Equilibrium Influence

Mikko Packalen

1012: Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation

Mikko Packalen and Tony Wirjanto

1011: Two-Party Competition with Persistent Policies

Jean Guillaume Forand

1010: Is the New Keynesian Explanation of the Great Dis-Inflation Consistent with the Cross Country Data?

Matthew Doyle and Jean-Paul Lam

1009: Polluters and Abaters

Alain-Désiré Nimubona and Bernard Sinclair-Desgagné

1008: The Importance of Commitment in the New Keynesian Model

Jean-Paul Lam

1007: Environmental Depletion, Governance and Conflict

Horatiu Rus

1006: Renewable Resources, Pollution and Trade in a Small Open Economy

Horatiu Rus

1005: Corruption, Conflict and the Management of Natural Resources

Horatiu Rus

1004: Pollution Policy and Liberalization of Trade in Environmental Goods

Alain-Désiré Nimubona

1003: A Threshold Stochastic Volatility Model with Realized Volatility

Dinghai Xu

1002: Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach

Dinghai Xu and Yuying Li

1001: Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data

Cathy Ning, Dinghai Xu and Tony Wirjanto

0904: The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey

Dinghai Xu

0903: An Efficient Estimation for Switching Regression Models: A Monte Carlo Study

Dinghai Xu

0902: Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?

Matthew Doyle and Barry Falk

0901: The effect of physician supply on health status as measured in the NPHS

Emmanuelle Pierard

08014: IT Innovation Persistence and State Dependence: An Empirical Investigation

Jee Hae Lim, Theophanis C. Stratopoulos and Tony Wirjanto

08013: Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity

Alan Huang, Yao Tian and Tony Wirjanto

08012: Compensating Differentials and Fringe Benefits: Evidence from the Medical Expenditure Panel Survey 1997-2004

Jean Abraham and Stéphanie Lluis

08011: A Simple Model of the Nominal Term Structure of Interest Rates

Yougsoo Choi and Tony Wirjanto

08010: Time-Deformation Modeling Of Stock Returns Directed By Duration Processes

Dingan Feng, Peter X.-K. Song and Tony Wirjanto

08009: Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach

Cathy Ning and Tony Wirjanto

08008: An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility

Dinghai Xu and Tony Wirjanto

08007: Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach"

Dinghai Xu, John Knight and Tony Wirjanto

08006: Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters

Dinghai Xu and John Knight

08005: Hedging and trees: Incorporating fire risk into optimal decisions in forestry using a no-arbitrage approach

Margaret Insley and M. Lei