Working Papers

From York University, Department of Economics
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2004_1: Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation

Andrei Semenov

2003_6: Firm Location Choice in the Presence of a Free Rider Problem

Elie Appelbaum and Eliakim Katz

2003_5: An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance

Andrei Semenov

2003_4: High-Order Consumption Moments and Asset Pricing

Andrei Semenov

2003_3: International Conference on Structural Reform and the Transformation of rganisations and Business Homerton College, University of Cambridge, U.K

Harvey Schwartz

2003_2: Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union

Alfred Haug, Ozer Karagedikli and Satish Ranchhod

2003_1: Unit Roots, Nonlinear Cointegration and Purchasing Power Parity

Alfred Haug and Syed Basher

2002_13: Estimation of the Saving Function without Expected Utility

Elie Appelbaum and Parantap Basu

2002_12: Union Contracts and the Firm's Financial Structure

Elie Appelbaum

2002_11: Currency Invoicing of U.S. Imports

Shabtai Donnenfeld and Alfred Haug

2002_10: Canadian Money Demand Functions Cointegration¨CRank Stability

Alfred Haug

2002_09: A Closer Look at Long Run Money Demand

Alfred Haug and Julie Tam

2002_08: The Term Spread International Evidence of Non-Linear Adjustment

Alfred Haug and Pierre Siklos

2002_07: THE NEW GOVERNMENTAL STRUCTURE OF TORONTO AND ITS RELEVANCE FOR THE ECONOMIC AND SOCIAL ENVIRONMENT OF THE 21ST CENTURY

Harvey Schwartz

2002_6: Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market

M. Kabir Hassan, Anisul Islam and Syed Basher

2002_05: PPP TESTS IN COINTEGRATED PANELS: EVIDENCE FROM ASIAN DEVELOPING COUNTRIES

Syed Basher and Mohammed Mohsin

2002_04: The Employment, Investment and Current Account Effects of Exchange Rate Policies in a Cash-in-Advance Economy

Arman Mansoorian and Mohammed Mohsin

2002_03: On the Implications of Different Cash-in-Advance Constraints With Endogenous Labour

Arman Mansoorian and Mohammed Mohsin

2002_02: Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates

Arman Mansoorian and Mohammed Mohsin

2002_01: Migration, Family, and Risk Diversification

Kong-Pin Chen, Shin-Hwang Chiang and Siu Leung

2001_4: Product Differentiation under Uncertainty

Elie Appelbaum

2001_03: Consistent Estimation of Shape-Restricted Functions and Their Derivatives

Pok Chak, Neal Madras and Barry Smith

2001_02: Flexible Functional Forms Bernstein Polynomials

Pok Chak, Neal Madras and Barry Smith

2001_01: THE FINANCIAL IMPLICATIONS OF AMALGAMATION: THE CASE OF THE CITY OF TORONTO

Harvey Schwartz

2000_5: Estimating the firm's demand and supply functions under uncertainty without expected utility

Elie Appelbaum

2000_04: ADJUSTING TO ECONOMIC GROWTH IN TORONTO AMALGAMATION AND FEDERALISM

John Robinson and Harvey Schwartz

2000_03: Monetary Non-Superneutrality and Endogenous Time Preference in an Infinitely Lived, Representative Agent Model

Eric Kam

2000_1: Nonlinear Persistence and Copersistence

Christian Gourieroux and Joann Jasiak

1999_15: The Effects of Population Diversity on Productivity, Competitiveness and Employment

Elie Appelbaum

1999_8: Persistence in Intertrade Durations

Joann Jasiak

1999_06: More on Keynes and the Classics

Keith MacKinnon

1999_05: A Keynesian Solution to Classical Unemployment

Keith MacKinnon

1999_04: Price Discrimination and Social Welfare with Demand Uncertainty

Mahmudul Anam and Shin-Hwan Chiangy

1999_03: Risk Sharing in a Federation with Population Mobility and Long Horizons

Arman Mansoorian

1999_02: On Cash in Advance Constraints for Open Economies

Arman Mansoorian

1999_01: ECONOMIC AND SOCIAL PROBLEMS OF RAPID URBAN GROWTH THE CASE OF TORONTO

John Robinson and Harvey Schwartz

1998_04: A Note on Endogenous Time Preference and Monetary Non-Superneutrality

Eric Kam, Arman Mansoorian and John Smithin

1998_03: REFILLABLE VERSUS NON-REFILLABLE CONTAINERS THE IMPACT OF REGULATORY MEASURES ON PACKAGING MIX AND QUALITY CHOICES

Ida Ferrara and Charles Plourde

1998_02: Epistemic Conditions for Agreement and Stochastic Independence of epsilon-Contaminated Beliefs

Kin Chung Lo

1998_01: THE ECONOMICS OF UNSYSTEMATIC PLANNING IN A RAPIDLY GROWING URBAN REGION: THE CASE OF TORONTO

John Robinson and Harvey Schwartz

1997_5: Uncertainty and the measurement of productivity

Elie Appelbaum

1997_4: Import-Price Uncertainty, Production Decisions, and Relative Factor Shares

Elie Appelbaum and Ulrich Kohli

1997_03: Microfoundations of Influencing Public Opinion Lobbying and Voting for Trade Policies

Derek Pyne

1997_02: Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong

Pauline Shum and James Pesando

1997_01: Revealed Preference Tests of the Stolper-Samuelson Theorem

Derek Pyne

1996_12: Corporate taxation, incumbency advantage and entry

Elie Appelbaum and Eliakim Katz

1996_11: Transfer seeking and avoidance: On the full social costs of rent seeking

Elie Appelbaum and Eliakim Katz

1996_10: Import Price Uncertainty and the Distribution of Income

Elie Appelbaum

1996_9: Estimation of moments and production decisions under uncertainty

Elie Appelbaum and Aman Ullah

1996_8: An Application of Duality under Uncertainty, Elie Appelbaum

Elie Appelbaum

1996_07: Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

James MacKinnon, Alfred Haug and Leo Michelis

1996_06: Habits and Durability in Consumption, and the Effects of Exchange Rate Policies

Arman Mansoorian and Simon Neaime

1996_05: Fiscal Externalities with Imperfect Population Mobility The Three Region Case

Arman Mansoorian and Gordon Myers

1996_04: Fiscal Externalities Over Long Horizons

Arman Mansoorian

1996_03: Risk Sharing and Redistribution in a Federal System with Population Mobility

Arman Mansoorian

1996_02: Habits and Durability in Consumption, and the Effects of Tariff Protection

Arman Mansoorian and Simon Neaime

1996_01: Habits and Durability in Consumption, and the Dynamics of the Current Account

Arman Mansoorian