Discussion Papers

98-01
January 1998
Clive W.J. Granger
Extracting Information from Mega-Panels and High-Frequency Data
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98-02
January 1998
Marjorie Flavin and Takashi Yamashita
Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle
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98-03
January 1998
Robert F. Engle and Aaron D. Smith
Stochastic Permanent Breaks
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98-04
February 1998
Julian R. Betts
Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?
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98-05
February 1998
Steven Raphael, Michael A. Stoll, and Harry J. Holzer
Are Suburban Firms More Likely to Discriminate Against African-Americans?
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98-06
February 1998
Graham Elliott and Takatoshi Ito
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market
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98-07
February 1998
Robert F. Engle and Asger Lunde
Trades and Quotes: A Bivariate Point Process
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98-08
March 1998
João Ejarque
Investment Irreversibility and Precautionary Savings in General Equilibrium
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98-09
April 1998
Clive W.J. Granger, Bwo-Nung Huang, and Chin Wei Yang
A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
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98-10
April 1998
Jeffrey R. Russell and Robert F. Engle
Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model
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98-11
April 1998
Asger Lunde, Allan Timmermann, and David Blake
The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis
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98-12
April 1998
Partha Deb, Xing Ming, Pravin K. Trivedi
Moment-based Estimation of Latent Class Models of Event Counts
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98-13
May 1998
Alejandro Gaviria
Intergenerational Mobility, Siblings' Inequality and Borrowing Constraints
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98-14
May 1998
Alejandro Gaviria
Increasing Returns and the Evolution of Violent Crime: The Case of Colombia
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98-15
June 1998
Cynthia Bansak and Steven Raphael
Have Employment Relationships in the United States Become Less Stable?
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98-16
June 1998
Ryan Sullivan, Allan Timmermann, and Halbert White
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns
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98-17
July 1998
Joel Sobel
Manipulation of Preferences and Relative Utilitarianism
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98-18
July 1998
Clive W.J. Granger and Namwon Hyung
Introduction to M-M Processes
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98-19
August 1998
Steven Raphael and Rudolf Winter-Ebmer
Identifying the Effect of Unemployment on Crime
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98-20
August 1998
Cynthia Bansak and Steven Raphael
Immigration Reform and the Earnings of Latino Workers: Do Employer Sanctions Cause Discrimination?
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98-21
August 1998
Ismael Sánchez
Testing for Unit Roots with Prediction Errors
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98-22
September 1998
Miguel Costa-Gomes, Vincent Crawford, and Bruno Broseta
Cognition and Behavior in Normal-Form Games: An Experimental Study
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98-23
October 1998
Ross M. Starr
Monetizing Trade: A Tatonnement Example
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98-24
October 1998
Valerie A. Ramey and Matthew D. Shapiro
Displaced Capital
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98-25
October 1998
Clive W.J. Granger, Namwon Hyung, and Yongil Jeon
Spurious Regressions with Stationary Series
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98-26
October 1998
Dale Squires, R. Quentin Grafton, Mohammed Ferdous Alam, and Ishak Haji Omar
Where the Land Meets the Sea: Integrated Sustainable Fisheries Development and Artisanal Fishing
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98-27
November 1998
Li Li and Robert F. Engle
Macroeconomic Announcements and Volatility of Treasury Futures
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UCSD Department of Economics
Revised Papers 1998

97-15R
September 1998
Joel Sobel
On the Dynamics of Standards
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97-30R
April 1998
Patrick Burns, Robert Engle, and Joseph Mezrich
Correlations and Volatilities of Asynchronous Data
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96-25R
April 1998
Julian R. Betts and Jamie L. Shkolnik
The Effects of Ability Grouping on Student Math Achievement and Resource Allocation in Secondary Schools (formerly "The Effects of Ability Tracking on Student Math Achievement and Resource Allocation in Secondary Schools")
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