Discussion Papers
91-01
January 1991
Timo Teräsvirta, Chien-Fu Lin and Clive W.J. Granger
Power of the Neural Network Linearity Test
91-02
January 1991
Isabel Sánchez and Joel Sobel
Hierarchical Design and Enforcement of Income Tax Policies
91-03
January 1991
Alfredo Pereira and Lih-Jau Wang
The Optimal Taxation of Foreign Investment Income with Two-Way Foreign Direct Investment Flows
91-04
January 1991
Alfredo Pereira and Lih-Jau Wang
Optimal Capital Accumulation and the Optimal Taxation of Foreign Source Investment Income
91-05R
March 1991
Chung-Ming Kuan and Halbert White
Strong Convergence of Recursive m-Estimators for Models with Dynamic Latent Variables
91-06
February 1991
Chia-Shang James Chu and Halbert White
Testing for Structural Change in Some Simple Time Series Models
91-07
February 1991
Karen M. Brooks, Jose Luis Guasch, Avishay Braverman and Csaba Csaki
Agriculture and the Transition to the Market
91-08
February 1991
Andrew Levin
The Macroeconomic Significance of Nominal Wage Contract Duration
91-09
February 1991
Peter A. Streufert
Existence and Characterization Results for Stochastic Dynamic Programming
91-10
February 1991
Peter A. Streufert
Nonnegative Stochastic Dynamic Preferences
91-11
March 1991
Lakshmi K. Raut and T.N. Srinivasan
Endogenous Fertility, Technical Change and Growth in a Model of Overlapping Generations
91-12
March 1991
Robert F. Engle and Victor K. Ng
Measuring and Testing the Impact of News on Volatility
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91-13
March 1991
Ramu Ramanathan and Jan Blackburn
U.S. Defense Expenditures: An Error Correction (Cointegration) Approach
91-14
March 1991
Yasuhiro Nakagami and Alfredo Pereira
Housing Costs and Bequest Motives
91-15
March 1991
Robert F. Engle and Victor K. Ng
Time-Varying Volatility and the Dynamic Behavior of the Term Structure
91-16
April 1991
Yasuhiro Nakagami and Alfredo M. Pereira
The Optimal Timing of Homeowner Mobility
91-17
April 1991
Clive W.J. Granger
Reducing Self-Interest and Improving the Relevance of Economic Research
91-18
April 1991
Alfredo M. Pereira
Boom and Bust Hypothesis in the Colonial Chesapeake Economy: Empirical Evidence for the Period 1676-1713
91-19
May 1991
Peter A. Streufert
An Abstract Topological Approach to Consistent Intergenerational Preferences and Markov-Perfect Equilibria
91-20
May 1991
Eugen Nowak
Discovering Hidden Cointegration
91-21
May 1991
Tung Liu, Clive Granger and Walter P. Heller
Using the Correlation Exponent to Decide if an Economic Series is Chaotic
91-22
May 1991
Leo K. Simon and Maxwell B. Stinchcombe
Equilibrium Refinement in Infinite Games: The Compact and Continuous Case
91-23
May 1991
C.W.J. Granger
Forecasting Stock Market Prices - Lessons for Forecasters
91-24
May 1991
Timo Teräsvirta and Heather M. Anderson
Modelling Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models
91-25R
April 1992
L.K. Raut
Old-Age Security and Gender Preference Hypotheses: A Duration Analysis of Malaysian Family Life Survey Data
91-26
August 1991
Chien-Fu Jeff Lin, Timo Terasvirta
Testing the Constancy of Regression Parameters Against Continuous Structural Change
91-27
August 1991
George J. Borjas
Ethnic Capital and Intergenerational Mobility
91-28
September 1991
Antonio Cabrales, Joel Sobel
On the Limit Points of Discrete Selection Dynamics
91-29R
September 1993
Lakshmi K. Raut
R&D Spillover and Productivity Growth: Evidence from Indian Private Firms
91-30
October 1991
Wouter J. den Haan
The Term Structure of Interest Rates in Real and Monetary Production Economies
91-31
October 1991
Andreas Blume, Joel Sobel
Communication-Proof Equilibria in Cheap-Talk Games
91-32
October 1991
Robert F. Engle
Statistical Models for Financial Volatility
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91-33
October 1991
Jesus Gonzalo, Clive W.J. Granger
Estimation of Common Long-Memory Components in Cointegrated Systems
91-34
November 1991
Eun Young Chah, Valerie A. Ramey and Ross M. Starr
Liquidity Constraints and Intertemporal Consumer Optimization: Theory and Evidence from Durable Goods
91-35
November 1991
Glenn T. Sueyoshi
A Class of Binary Response Models for Grouped Duration Data
91-36
November 1991
Glenn T. Sueyoshi
Evaluating Simple Alternatives to the Proportional Hazard Model: Unemployment Insurance Receipt and the Duration of Unemployment
91-37
November 1991
George J. Borjas, Glenn T. Sueyoshi
A Two-Stage Estimator for Probit Models with Structural Group Effects
91-38
November 1991
Graciela Kaminsky
Dual Exchange Rates: The Mexican Experience 1982-1987
91-39R
February 1994
Yongmiao Hong, Halbert White
Consistent Specification Testing via Nonparametric Series Regression
UCSD Department of Economics
Revised Papers 1991
88-23R
March 1991
Valerie Ramey
The Source of Fluctuations in Money: Evidence from Trade Credit (previously "Money, Trade, Credit and Output: A Test of Real Business Cycle Hypothesis")
89-14R
March 1991
Yasuhiro Nakagami and Alfredo Pereira
Housing Tax Policy and Homeowner Mobility
89-53R
June 1991
A. Ron Gallant and Halbert White
On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks
91-05R
March 1991
Chung-Ming Kuan and Halbert White
Strong Convergence of Recursive m-Estimators for Models with Dynamic Latent Variables
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