
	Home About the Department Directions Economics Links Faculty Resources Staff Faculty Other Instructors Graduate Students Visiting Scholars Faculty Recruitment Department Newsletter Discussion Papers Data & Software Department Seminars Economics Roundtable Admissions & Resources Program Requirements Course Web Pages Job Market Candidates Announcements Admissions Program Requirements Courses / Schedule Course Web Pages Add/Drop/Waitlist Policy Undergraduate Handbook Transfer Students Career Information Undergrad Advisor Contact

Discussion Papers

92-01
January 1992
Yong Gwan Kim & Joel Sobel
An Evolutionary Approach to Pre-Play Communication

92-02R
August 1992
Vincent Crawford
Adaptive Dynamics in Coordination Games

92-03
January 1992
Vitor Gaspar & Alfredo M. Pereira
The Impact of Financial Integration and Unilateral Public Transfers on Investment and Economic Growth

92-04
January 1992
Farshid Vahid & Robert F. Engle
Common Trends and Common Cycles

92-05
January 1992
Kyle Bagwell & Garey Ramey
Coordination Economies, Advertising and Search Behavior in Retail Markets

92-06
January 1992
Graciela Kaminsky & Alfredo Pereira
The Growth Collapse of Debtor Countries: Is it the Debt Burden? (with an application to Argentina)

92-07
January 1992
Kyle Bagwell & Garey Ramey
Advertising and Coordination

92-08
January 1992
Raul Susmel & Robert F. Engle
Hourly Volatility Spillovers Between International Equity Markets

92-09
January 1992
Robert F. Engle & Raul Susmel
Common Volatility in International Equity Markets

92-10
February 1992
Michel Lubrano
Bayesian Tests for Single Equation Cointegration in the Case of Structural Breaks

92-11
February 1992
Chung-Ming Kuan & Halbert White
Artificial Neural Networks: An Econometric Perspective

92-12
March 1992
Lakshmi K. Raut
Partial Liberalization, Exports and Productivity Growth of Indian Private Firms

92-13
March 1992
Halbert White
Parametric Statistical Estimation with Artificial Neural Networks

92-14
April 1992
Andrew Levin & Lakshmi K. Raut
Complementarities Between Exports and Human Capital in Economic Growth: Evidence from the Semi-Industrialized Countries

92-15
April 1992
Xiaohong Chen & Halbert White
Weak and Strong Laws of Large Numbers for Hilbert Space - Valued Mixingales

92-16
April 1992
Charles E. Bates & Halbert White
Determination of Estimators with Minimum Asymptotic Covariance Matrices

92-17
April 1992
George W. Evans & Garey Ramey
Expectation Calculation, Hyperinflation and Currency Collapse

92-18
May 1992
Clive Granger, Maxwell L. King, and Halbert White
Comments on Testing Economic Theories and the Use of Model Selection Criteria

92-19
May 1992
Robert F. Engle, Che-Hsiung (Ted) Hong, Alex Kane & Jaesun Noh
Arbitrage Valuation of Variance Forecasts with Simulated Options

92-20
May 1992
Robert F. Engle & Joao Victor Issler
Estimating Sectoral Cycles Using Cointegration and Common Features

92-21
May 1992
Zhuanxin Ding, Clive Granger & Robert Engle
A Long Memory Property of Stock Market Returns and a New Model

92-22
May 1992
Clive Granger
What are we Learning about the Long Run?

92-23
May 1992
Andrew Levin & Chien-Fu Lin
Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties
Download PDF file (2.5Mb): via FTP or HTTP
See also 93-56

92-24R
June 1993
Valerie R. Bencivenga, Bruce D. Smith & Ross M. Starr
Liquidity of Secondary Capital Markets: Allocative Efficiency and the Maturity Composition of the Capital Stock

92-25
June 1992
Ross M. Starr & Maxwell B. Stinchcombe
Efficient Transportation Routing and Natural Monopoly in the Airline Industry: An Economic Analysis of Hub-Spoke and Related Systems
Download PDF file (1.8Mb): via FTP or HTTP

92-26
June 1992
Robert M. Kunst
Threshold Cointegration in Interest Rates

92-27
July 1992
Vitor Gaspar & Alfredo M. Pereira
A Dynamic General Equilibrium Analysis of EC Structural Funds (with an application to Portugal)

92-28
August 1992
James E. Rauch
Balanced and Unbalanced Growth

92-29
August 1992
Andreas Blume, Yong-Gwan Kim & Joel Sobel
Evolutionary Stability in Games of Communication

92-30
August 1992
Wouter J. Den Haan & Albert Marcet
Accuracy in Simulations

92-31
September 1992
Oyvind Eitrheim
Inference in Small Cointegrated Systems: Some Monte Carlo Results

92-32
September 1992
Pu Shen & Ross Starr
Liquidity of the Treasury Bill Market and the Term Structure of Interest Rates

92-33
September 1992
Kyle Bagwell & Garey Ramey
Advertising as Information: Matching Products to Buyers

92-34
September 1992
Maxwell B. Stinchcombe
When Approximate Results are Enough: The Use of Nonstandard Versions of Infinite Sets in Economics

92-35R
June 1997
Xiaohong Chen and Halbert White
Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications (formerly "Central Limit and Functional Central Limit Theorems for Hilbert Space-Valued Dependent Processes")
View Abstract || Download PostScript or PDF File