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Working Papers

From University of Waterloo, Department of Economics
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1005: Corruption, Conflict and the Management of Natural Resources Downloads
Horatiu Rus
1004: Pollution Policy and Liberalization of Trade in Environmental Goods Downloads
Alain-Désiré Nimubona
1003: A Threshold Stochastic Volatility Model with Realized Volatility Downloads
Dinghai Xu
1002: Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach Downloads
Dinghai Xu and Yuying Li
1001: Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data Downloads
Cathy Ning, Dinghai Xu and Tony Wirjanto
0904: The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey Downloads
Dinghai Xu
0903: An Efficient Estimation for Switching Regression Models: A Monte Carlo Study Downloads
Dinghai Xu
0902: Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes? Downloads
Matthew Doyle and Barry Falk
0901: The effect of physician supply on health status as measured in the NPHS Downloads
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 Downloads
Jean Abraham and Stéphanie Lluis
08011: A Simple Model of the Nominal Term Structure of Interest Rates Downloads
Yougsoo Choi and Tony Wirjanto
08010: Time-Deformation Modeling Of Stock Returns Directed By Duration Processes Downloads
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 Downloads
Dinghai Xu and Tony Wirjanto
08007: Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" Downloads
Dinghai Xu, John Knight and Tony Wirjanto
08006: Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters Downloads
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
08004: Wage Posting Without Full Commitment Downloads
Matthew Doyle and Jacob Wong
08003: Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem Downloads
Shan Chen and Margaret Insley
08002: Contrasting two approaches in real options valuation: contingent claims versus dynamic programming Downloads
Margaret Insley and Tony Wirjanto
08001: Perinatal Family Labour Supply: Historical Trends and the Modern Experience Downloads
Mikal Skuterud
06001: Sex, Teen Pregnancies, STDs, and Beer Prices: Empirical Evidence from Canada Downloads
May Luong and Anindya Sen
05001: Tax Competition with Heterogeneous Firms Downloads
John Burbidge, Katherine Cuff and John Leach
04003: Testing the Cross-Section Implications of Friedman's Permanent Income Hypothesis
Joseph DeJuan and John Seater
04002: Growth with Depletable Resources Need Not be Unstable: A Special Hartwick-Rule Tax in the Stiglitz Model
Ken Stollery
04001: Exchange Rate Pass-through in Canadian Manufacturing: Its Direct and Indirect Components Downloads
Stan Kardasz and Ken Stollery
03002: Capital Tax Competition and Returns to Scale
John Burbidge and Katherine Cuff
03001: A Direct Test of the Permanent Income Hypothesis with an Application to the US States
Joseph DeJuan, John Seater and Tony Wirjanto
02009: Real options in harvesting decision on publicly owned forest lands Downloads
Margaret Insley and Kimberly Rollins
02008: On the option to invest in pollution control under a regime of tradable emissions allowances
Margaret Insley
02007: Tax Deferred Savings Plans
John Burbidge
02006: Health Care is not a Luxury: Evidence from OECD data
Anindya Sen
02005: Do Stricter Penalties or Media Publicity Reduce Alcohol Consumption By Drivers?
Anindya Sen
02004: Does Increased Abortion Lead to Reduced Crime? Evaluating the Relationship between Crime, Abortion, and Fertility
Anindya Sen
02003: To Encourage or Not to Encourage Seat Belt Use: Simultaneity Bias and Offsetting Behaviour
Anindya Sen and Brent Mizzen
02002: Does Protecting Smaller Firms Result in Lower Prices? Evidence from Canadian Gasoline Markets
Anindya Sen
02001: Higher Prices at the Gas Pump: International Crude Oil Price Fluctuations or Local Market Concentration? An Empirical Investigation
Anindya Sen
01001: Climate Change and Optimal Rotation in a Flammable Forest Downloads
Ken Stollery
00002: Merchandise Trade Balances of Less Developed Countries and Exchange Rate of the U.S. Dollar: Cases of Iran, Venezuela & Saudi Arabia
Ayoub Yousefi
00001: Persistent Liquidity Effects Following a Change in Monetary Policy Regime
David Andolfatto, Scott Hendry, Kevin Moran and Guang-Jia Zhang
99004: A Theory of Inalienable Property Rights
David Andolfatto
99003: Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series
Peter Kim, Lingxue Pan and Tony Wirjanto
99002: Unemployment and Economic Welfare
David Andolfatto and Paul Gomme
99001: Technological Change and Income Distribution Dynamics
David Andolfatto and Eric Smith
98007: Locus of Control for Consumer Outcomes: Predicting Consumer Behavior
Michael A. Busseri, Herbert M. Lefcourt and Robert Kerton
98005: Technology Diffusion and Aggregate Dynamics Downloads
David Andolfatto and Glenn M. MacDonald
98004: On the Existence and Duration "Wait" Migration in a Generalized Model
Tan Wang and Tony Wirjanto
98003: The Role of Risk Aversion and Uncertainty in Individual's Migration Decision
Tan Wang and Tony Wirjanto
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