The Cowles Foundation for Research in Economics at Yale University has as its purpose the conduct and encouragement of research in economics. The Cowles Foundation seeks to foster the development and application of rigorous logical, mathematical, and statistical methods of analysis. Among its activities, the Cowles Foundation provides financial support for research, visiting faculty, postdoctoral fellowships, workshops, and graduate students. Cowles regularly sponsors conferences and publishes a working paper series, a reprint series, and monographs.

Follow


Submissions from 2020

PDF

Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry, Xiaohong Chen, Matthew Gentry, Tong Li, and Jingfeng Lu

PDF

Consistent Misspecification Testing in Spatial Autoregressive Models, Jungyoon Lee, Peter C. B. Phillips, and Francesca Rossi

PDF

Optimally Stubborn, Anna Sanktjohanser

PDF

When Do Consumers Talk?, Ishita Chakraborty, Joyee Deb, and Aniko Öry (Oery)

PDF

Heterogeneous Paths of Industrialization, Federico Huneeus and Richard Rogerson

PDF

Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs, Liang Jiang, Xiaobin Liu, Peter C. B. Phillips, and Yichong Zhang

PDF

Common Bubble Detection in Large Dimensional Financial Systems, Ye Chen, Peter C. B. Phillips, and Shuping Shi

PDF

Diagnosing Housing Fever with an Econometric Thermometer, Shuping Shi and Peter C. B. Phillips

PDF

High-Dimensional VARs with Common Factors, Ke Miao, Peter C.B. Phillips, and Liangjun Su

PDF

When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression, Peter C. B. Phillips and Ying Wang

PDF

Information Frictions and Access to the Paycheck Protection Program, John Eric Humphries, Christopher Neilson, and Gabriel Ulyssea

PDF

You Can Lead a Horse to Water: Spatial Learning and Path Dependence in Consumer Search, Charles Hodgson and Gregory Lewis

PDF

A Public Option for the Core, Yotam Harchol, Dirk Bergemann, Nick Feamster, Eric Friedman, Arvind Krishnamurthy, Aurojit Panda, Sylvia Ratnasamy, Michael Schapira, and Scott Shenker

PDF

Objective rationality foundations for (dynamic) α-MEU, Mira Frick, Ryota Iijima, and Yves Le Yaouanq

PDF

The US Employment Situation Using the Yale Labor Survey, Christopher Foote, William D. Nordhaus, and Douglas Rivers

PDF

Copula-Based Time Series With Filtered Nonstationarity, Xiaohong Chen, Zhijie Xiao, and Bo Wang

PDF

Measuring Movement and Social Contact with Smartphone Data: A Real-time Application to COVID-19, Victor Couture, Jonathan l. Dingel, Allison Green, Jessie Handbury, and Kevin R. Williams

PDF

Rationing the Commons, Nicholas Ryan and Anant Sudarshan

PDF

Work in the Time of COVID: Results from the Yale Labor Survey, Christopher Foote, William D. Nordhaus, and Douglas Rivers

PDF

Adaptive, Rate-Optimal Testing in Instrumental Variables Models, Christoph Breunig and Xiaohong Chen

PDF

From Imitation to Innovation: Where Is All That Chinese R&D Going?, König D. König, Kjetil Storesletten, Zheng Song, and Fabrizio Zilibotti

Link

Financing Firms in Hibernation during the COVID-19 Pandemic, Tatiana Didier, Federico Huneeus, Mauricio Larrain, and Sergio L. Schmukler

PDF

Competition and Public Information: A Note, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Financing Firms in Hibernation during the COVID-19 Pandemic, Tatiana Didier, Federico Huneeus, Mauricio Larrain, and Sergio L. Schmukler

PDF

Recursive Preferences, the Value of Life, and Household Finance, Antoine Bommier, Daniel Harenberg, François Le Grand, and Cormac O'Dea

PDF

Robust Identification of Investor Beliefs, Xiaohong Chen, Lars P. Hansen, and Peter G. Hansen

PDF

Stability and Robustness in Misspecified Learning Models, Mira Frick, Ryota Iijima, and Yuhta Ishii

PDF

Adaptive Rationality in Strategic Interaction: Do Emotions Regulate Thinking about Others?, Timo Ehrig, Jaison Manjaly, Aditya Singh, and Shyam Sunder

PDF

It Takes a Village: The Economics of Parenting with Neighborhood and Peer Effects, Francesco Agostinelli, Matthias Doepke, Giuseppe Sorrenti, and Fabrizio Zilibotti

PDF

Optimal Control of an Epidemic through Social Distancing, Thomas Kruse and Philipp Strack

PDF

Optimal Control of an Epidemic through Social Distancing, Thomas Kruse and Philipp Strack

PDF

The evolving impacts of COVID-19 on small businesses since the CARES Act, John Eric Humphries, Christopher Neilson, and Gabriel Ulyssea

PDF

Changes in Assortative Matching and Inequality in Income: Evidence for the UK, Pierre-André Chiappori, Monica Costa-Dias, Sam Crossman, and Costas Meghir

PDF

Changes in Assortative Matching: Theory and Evidence for the US, Pierre-André Chiappori, Monica Costa-Dias, and Costas Meghir

PDF

Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019, Robert J. Shiller

PDF

Search, Information, and Prices, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Search, Information, and Prices, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Partial Identification and Inference for Dynamic Models and Counterfactuals, Myrto Kalouptsidi, Yuichi Kitamura, Lucas Lima, and Eduardo Souza-Rodrigues

PDF

Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing, Soheil Ghili and Vineet Kumar

PDF

Optimal Long-Term Health Insurance Contracts: Characterization, Computation, and Welfare Effects, Soheil Ghili, Ben Handel, Igal Hendel, and Michael D. Whinston

PDF

Household Portfolios and Financial Preparedness for Retirement, Rowena Crawford and Cormac O'Dea

PDF

Quick or Cheap? Breaking Points in Dynamic Markets, Panayotis Mertikopoulos, Heinrich H. Nax, and Bary S.R. Pradelski

PDF

Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing, Soheil Ghili and Vineet Kumar

PDF

The Welfare Effects of Long-Term Health Insurance Contracts, Soheil Ghili, Ben Handel, Igal Hendel, and Michael D. Whinston

PDF

What is Socialism Today? Conceptions of a Cooperative Economy, John E. Roemer

Submissions from 2019

PDF

Boosting: Why you Can Use the HP Filter, Peter C.B. Phillips and Zhentao Shi

PDF

Continuously Updated Indirect Inference in Heteroskedastic Spatial Models, Maria Kyriacou, Peter C.B. Phillips, and Francesca Rossi

PDF

Fully Modified Least Squares for Multicointegrated Systems, Igor Kheifets and Peter C.B. Phillips

PDF

Inference and Specification Testing in Threshold Regression with Endogeneity, Ping Yu, Qin Liao, and Peter C.B. Phillips

PDF

Intuitive Beliefs, Jawwad Noor

PDF

Nonlinear Cointegrating Power Function Regression with Endogeneity, Zhishui Hu, Peter C.B. Phillips, and Qiying Wang

PDF

Third-degree Price Discrimination Versus Uniform Pricing, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

Trade Models and Macroeconomics, Ray C. Fair

PDF

Uniform Pricing Versus Third-Degree Price Discrimination, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

'Follow the Data' — What Data Says About Real-world Behavior in Commons Problems, Caleb M. Koch and Heinrich H. Nax

PDF

Irving Fisher, Ragnar Frisch and the Elusive Quest for Measurable Utility, Robert W. Dimand

PDF

Léon Walras, Irving Fisher and the Cowles Approach to General Equilibrium Analysis, Robert W. Dimand

PDF

The Cowles Commission and Foundation for Research in Economics, Robert W. Dimand

PDF

Bitcoin: An Impossibility Theorem for Proof-of-Work based Protocols, Jacob Leshno and Philipp Strack

PDF

Bitcoin: An Impossibility Theorem for Proof-of-Work based Protocols, Jacob Leshno and Philipp Strack

PDF

Durables and Lemons: Private Information and the Market for Cars, Richard Blundell, Ran Gu, Søren Leth-Petersen, Hamish Low, and Costas Meghir

PDF

Affective Portfolio Analysis: Risk, Ambiguity and (IR)rationality, Donald J. Brown

PDF

A Structural Model of a Multitasking Salesforce: Multidimensional Incentives and Plan Design, Minkyung Kim, K. Sudhir, and Kosuke Uetake

PDF

Durables and Lemons: Private Information and the Market for Cars, Richard Blundell, Ran Gu, Soren Leth-Petersen, Hamish Low, and Costas Meghir

PDF

Information, Market Power and Price Volatility, Dirk Bergemann, Tibor Heumann, and Stephen Morris

PDF

Jacob Marschak and the Cowles Approaches to the Theory of Money and Assets, Robert W. Dimand and Harald Hagemann

PDF

Macroeconomic Dynamics at the Cowles Commission from the 1930s to the 1950s, Robert W. Dimand

PDF

On Her Own Account: How Strengthening Women’s Financial Control Impacts Labor Supply and Gender Norms, Erica Field, Rohini Pande, Natalia Rigol, Simone Schaner, and Charity Troyer Moore

PDF

Social Exclusion, Ambiguity and (IR)rationality, Annette Krauss and Donald J. Brown

PDF

The Economics of Social Data, Dirk Bergemann, Alessandro Bonatti, and Tan Gan

PDF

The Economics of Social Data, Dirk Bergemann, Alessandro Bonatti, and Tan Gan

PDF

The Economics of Social Data, Dirk Bergemann, Alessandro Bonatti, and Tan Gan

PDF

Business Cycle during Structural Change: Arthur Lewis' Theory from a Neoclassical Perspective, Kjetil Storesletten, Bo Zhao, and Fabrizio Zilibotti

PDF

Estimated Costs of Injuries in College and High School Female Sports, Ray C. Fair and Christopher Champa

PDF

On the Existence of Equilibrium in Bayesian Games Without Complementarities, Idione Meneghel and Rabee Tourky

PDF

On the Existence of Equilibrium in Bayesian Games Without Complementarities, Idione Meneghel and Rabee Tourky

PDF

On the Existence of Equilibrium in Bayesian Games Without Complementarities, Idione Meneghel and Rabee Tourky

PDF

Progressive Participation, Dirk Bergemann and Philipp Strack

PDF

Progressive Participation, Dirk Bergemann and Philipp Strack

PDF

Progressive Participation, Dirk Bergemann and Philipp Strack

PDF

U.S. Infrastructure: 1929-2017, Ray C. Fair

PDF

Migration and Informal Insurance, Costas Meghir, Ahmed Mushfiq Mobarak, Corina Mommaerts, and Melanie Morten

PDF

Does Eviction Cause Poverty? Quasi-Experimental Evidence from Cook County, IL, John Eric Humphries, Nicholas Mader, Daniel Tannenbaum, and Winnie van Dijk

PDF

Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification, Donald W.K. Andrews and Soonwoo Kwon

PDF

Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification, Donald W.K. Andrews and Soonwoo Kwon

PDF

Migration and Informal Insurance, Costas Meghir, Ahmed Mushfiq Mobarak, Corina Mommaerts, and Melanie Morten

PDF

Aggregation of Diverse Information with Double Auction Trading among Minimally-Intelligent Algorithmic Agents, Karim Jamal, Michael Maier, and Shyam Sunder

PDF

Boolean Expected Utility, Mira Frick, Ryota Iijima, and Yves Le Yaouanq

PDF

Boolean Representations of Preferences under Ambiguity, Mira Frick, Ryota Iijima, and Yves Le Yaouanq

PDF

Education Quality and Teaching Practices, Marina Bassi, Costas Meghir, and Ana Reynoso

PDF

Greedy or Grateful? Asking for More when Thanking Donors, K. Sudhir, Hortense Fong, and Subroto Roy

PDF

Attribute Sentiment Scoring With Online Text Reviews : Accounting for Language Structure and Attribute Self-Selection, Ishita Chakraborty, Minkyung Kim, and K. Sudhir

PDF

Boosting the Hodrick-Prescott Filter, Peter C.B. Phillips and Zhentao Shi

PDF

Can Friends Seed More Buzz and Adoption?, Vineet Kumar and K. Sudhir

PDF

Functional Coefficient Panel Modeling with Communal Smoothing Covariates, Peter C.B. Phillips and Ying Wang

PDF

Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models, Alexander Gorokhovsky and Anna Rubinchik

PDF

The Causal Effect of Service Satisfaction on Customer Loyalty, Guofang Huang and K. Sudhir

PDF

Earnings Dynamics and Firm-Level Shocks, Benjamin Friedrich, Lisa Laun, Costas Meghir, and Luigi Pistaferri

PDF

Robust Tests for White Noise and Cross-Correlation, Violetta Dalla, Liudas Giraitis, and Peter C.B. Phillips

PDF

Robust Tests for White Noise and Cross-Correlation, Violetta Dalla, Liudas Giraitis, and Peter C.B. Phillips

PDF

Wages, Experience and Training of Women, Richard Blundell, Monica Costa Dias, David Goll, and Costas Meghir

PDF

Wages, Experience and Training of Women over the Lifecycle, Richard Blundell, Monica Costa Dias, David Goll, and Costas Meghir

PDF

Breaking Ties: Regression Discontinuity Design Meets Market Design, Atila Abdulkadiro?lu, Joshua D. Angrist, Yusuke Narita, and Parag A. Pathak

PDF

Global Unanimity Equilibrium on the Carbon Budget, Humberto Llavador and John E. Roemer

PDF

The Economics of Social Data: An Introduction, Dirk Bergemann and Alessandro Bonatti

PDF

The Economics of Social Data: An Introduction, Dirk Bergemann and Alessandro Bonatti

PDF

Variable Mismeasurement in a Class of DSGE Models: Comment, Ray C. Fair

PDF

Contract Enforcement and Productive Efficiency: Evidence from the Bidding and Renegotiation of Power Contracts in India, Nicholas Ryan

PDF

Contract Enforcement and Productive Efficiency: Evidence from the Bidding and Renegotiation of Power Contracts in India, Nicholas Ryan

PDF

Global Collateral and Capital Flows, Ana Fostel, John Geanakoplos, and Gregory Phelan

PDF

Inflation in the Great Recession and New Keynesian Models: Comment, Ray C. Fair

PDF

Narratives About Technology-Induced Job Degradation Then and Now, Robert J. Shiller

PDF

Non-Exclusive Insurance with Free Entry: A Pedagogical Note, Pradeep Dubey and John Geanakoplos

PDF

Physical Laws and Human Behavior: A Three-Tier Framework, Shabnam Mousavi and Shyam Sunder

PDF

Some Important Macro Points, Ray C. Fair

PDF

Some Important Macro Points, Ray C. Fair

PDF

Spatial Linkages, Global Shocks, and Local Labor Markets: Theory and Evidence, Rodrigo Adão, Costas Arkolakis, and Federico Espósito

PDF

Variable Mismeasurement in a Class of DSGE Models: Comment, Ray C. Fair

PDF

Counterfactuals with Latent Information, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Counterfactuals with Latent Information, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Eliminating Latent Discrimination: Train Then Mask, Soheil Ghili, Ehsan Kazemi, and Amin Karbasi

PDF

Endogenous Beliefs and Institutional Structure in Competitive Equilibrium with Adverse Selection, Gerald David Jaynes

PDF

Learning under Diverse World Views: Model-Based Inference, George J. Mailath and Larry Samuelson

PDF

Misinterpreting Others and the Fragility of Social Learning, Mira Frick, Ryota Iijima, and Yuhta Ishii

PDF

Misinterpreting Others and the Fragility of Social Learning, Mira Frick, Ryota Iijima, and Yuhta Ishii

PDF

The Wisdom of a Confused Crowd: Model-Based Inference, George J. Mailath and Larry Samuelson

Submissions from 2018

PDF

Aiming for the Goal: Contribution Dynamics of Crowdfunding, Joyee Deb, Aniko Öry, and Kevin R. Williams

PDF

Dynamic Panel Modeling of Climate Change, Peter C.B. Phillips

PDF

Efficient Counterfactual Learning from Bandit Feedback, Yusuke Narita, Shota Yasui, and Kohei Yata

PDF

HAR Testing for Spurious Regression in Trend, Peter C.B. Phillips, Yonghui Zhang, and Xiaohu Wang

PDF

Quantitative Easing, Collateral Constraints, and Financial Spillovers, John Geanakoplos and Haobin Wang

PDF

Strategically Simple Mechanisms, Tilman Börgers and Jiangtao Li

PDF

A Behavioral Interpretation of the Origins of African American Family Structure, Gerald David Jaynes

PDF

Countering the Winner’s Curse: Optimal Auction Design in a Common Value Model, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Countering the Winner’s Curse: Optimal Auction Design in a Common Value Model, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Real Time Monitoring of Asset Markets: Bubbles and Crises, Peter C.B. Phillips and Shuping Shi

PDF

Sensitivity Analysis using Approximate Moment Condition Models, Timothy B. Armstrong and Michal Kolesár

PDF

Sensitivity Analysis using Approximate Moment Condition Models, Timothy B. Armstrong and Michal Kolesár

PDF

Adaptation Bounds for Confidence Bands under Self-Similarity, Timothy B. Armstrong

PDF

Adaptation Bounds for Confidence Bands under Self-Similarity, Timothy B. Armstrong

PDF

Can Network Theory-based Targeting Increase Technology Adoption?, Lori Beaman, Ariel BenYishay, Jeremy Magruder, and Ahmed Mushfiq Mobarak

PDF

Early Stimulation and Nutrition: The Impacts of a Scalable Intervention, Orazio P. Attanasio, Helen Baker-Henningham, Raquel Bernal, Costas Meghir, Diana Pineda, and Marta Rubio-Codina

PDF

Enforcing Regulation under Illicit Adaptation, Andrés González Lira and Ahmed Mushfiq Mobarak

PDF

Information Content of DSGE Forecasts, Ray C. Fair

PDF

Markets for Information: An Introduction, Dirk Bergemann and Alessandro Bonatti

PDF

Risk Aversion and Double Marginalization, Soheil Ghili and Matthew Schmitt

PDF

Unobserved Heterogeneity in Auctions, Philip A. Haile and Yuichi Kitamura

PDF

Apologia Pro Vita Sua: The Vanishing of the White Whale in the Mists, Martin Shubik

PDF

Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions, Giovanni Compiani, Philip A. Haile, and Marcelo Sant'Anna

PDF

Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions, Giovanni Compiani, Philip A. Haile, and Marcelo Sant'Anna

PDF

Extrapolation using Selection and Moral Hazard Heterogeneity from within the Oregon Health Insurance Experiment, Amanda E. Kowalski

PDF

Intertemporal Price Discrimination in Sequential Quantity-Price Games, James D. Dana Jr. and Kevin R. Williams

PDF

Intertemporal Price Discrimination in Sequential Quantity-Price Games, James D. Dana Jr. and Kevin R. Williams

PDF

Oligopoly Price Discrimination: The Role of Inventory Controls, James D. Dana Jr. and Kevin R. Williams

PDF

Oligopoly Price Discrimination: The Role of Inventory Controls, James D. Dana Jr. and Kevin R. Williams

PDF

Speculation and Price Indeterminacy in Financial Markets: An Experimental Study, Shinichi Hirota, Juergen Huber, Thomas Stöckl, and Shyam Sunder

PDF

Speculation and Price Indeterminacy in Financial Markets: An Experimental Study, Shinichi Hirota, Juergen Huber, Thomas Stöckl, and Shyam Sunder

PDF

Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices, Offer Lieberman and Peter C.B. Phillips

PDF

Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process, Farzad Sabzikar, Qiying Wang, and Peter C.B. Phillips

PDF

First-Price Auctions with General Information Structures: A Short Introduction, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Revenue Guarantee Equivalence, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Dispersed Behavior and Perceptions in Assortative Societies, Mira Frick, Ryota Iijima, and Yuhta Ishii

PDF

Dispersed Behavior and Perceptions in Assortative Societies, Mira Frick, Ryota Iijima, and Yuhta Ishii

PDF

Entry Games under Private Information, José-Antonio Espín-Sánchez and Álvaro Parra

PDF

Experiment-as-Market: Incorporating Welfare into Randomized Controlled Trials, Yusuke Narita

PDF

Global Melting? The Economics of Disintegration of the Greenland Ice Sheet, William D. Nordhaus

PDF

The Persistent Power of Promises, Florian Ederer and Frédéric Schneider

PDF

The Persistent Power of Promises, Florian Ederer and Frédéric Schneider

PDF

Toward an Ethical Experiment, Yusuke Narita

PDF

A theory of cooperation in games with an application to market socialism, John E. Roemer

PDF

Explaining the Slow U.S.Recovery: 2010–2017, Ray C. Fair

PDF

Intuitive Solutions in Game Representations: The Shapley Value Revisited, Pradeep Dubey

PDF

When Salespeople Manage Customer Relationships: Multidimensional Incentives and Private Information, Minkyung Kim, K. Sudhir, Kosuke Uetake, and Rodrigo Canales

PDF

Censored Quantile Instrumental Variable Estimation with Stata, Victor Chernozhukov, Iván Fernández-Val, Sukjin Han, and Amanda E. Kowalski

PDF

Competing for Talent, Yuhta Ishii, Aniko Öry, and Adrien Vigier

PDF

Marriage, Labor Supply and the Dynamics of the Social Safety Net, Hamish Low, Costas Meghir, Luigi Pistaferri, and Alessandra Voena

PDF

Regulating Mismeasured Pollution: Implications of Firm Heterogeneity for Environmental Policy, Eva Lyubich, Joseph S. Shapiro, and Reed Walker

PDF

Regulating Mismeasured Pollution: Implications of Firm Heterogeneity for Environmental Policy, Eva Lyubich, Joseph S. Shapiro, and Reed Walker

PDF

The Paradox of Competition: Power, Markets, and Money - Who Gets What, When, How?, Martin Shubik

PDF

Who Gets What, When, How? Power, Organization, Markets, Money and the Allocation of Resources, Martin Shubik

Submissions from 2017

PDF

Continuous Workout Mortgages: Efficient Pricing and Systemic Implications, Robert J. Shiller, Rafal M. Wojakowski, M. Shahid Ebrahim, and Mark B. Shackleton

PDF

Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness, Timothy B. Armstrong and Michal Kolesár

PDF

Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness, Timothy B. Armstrong and Michal Kolesár

PDF

Hybrid Stochastic Local Unit Roots, Offer Lieberman and Peter C.B. Phillips

PDF

Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour, Yubo Tao, Peter C.B. Phillips, and Jun Yu

PDF

Mentoring and the Dynamics of Affirmative Action, Michèle Müller-Itten and Aniko Öry

PDF

Mentoring and the Dynamics of Affirmative Action, Michèle Müller-Itten and Aniko Öry

PDF

Boundary Limit Theory for Functional Local to Unity Regression, Anna Bykhovskaya and Peter C.B. Phillips

PDF

Detecting Financial Collapse and Ballooning Sovereign Risk, Peter C.B. Phillips

PDF

Identification-Robust Subvector Inference, Donald W.K. Andrews

PDF

Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression, Degui Li, Peter C.B. Phillips, and Jiti Gao

PDF

Latent Variable Nonparametric Cointegrating Regression, Qiying Wang, Peter C.B. Phillips, and Ioannis Kasparis

PDF

Point Optimal Testing with Roots That Are Functionally Local to Unity, Anna Bykhovskaya and Peter C.B. Phillips

PDF

Politics, Hospital Behavior, and Health Care Spending, Zack Cooper, Amanda E. Kowalski, Eleanor Neff Powell, and Jennifer Wu

PDF

Dynamic Airline Pricing and Seat Availability, Kevin R. Williams

PDF

Dynamic Airline Pricing and Seat Availability, Kevin R. Williams

PDF

Dynamic Mechanism Design: An Introduction, Dirk Bergemann and Juuso Välimäki

PDF

Dynamic Mechanism Design: An Introduction, Dirk Bergemann and Juuso Välimäki

PDF

Embedding Cooperation in General-equilibrium Models, John E. Roemer

PDF

Estimated Costs of Contact in College and High School Male Sports, Ray C. Fair and Christopher Champa

PDF

Estimated Costs of Contact in Men's Collegiate Sports, Ray C. Fair and Christopher Champa

PDF

Estimating Aging Effects in Running Events, Ray C. Fair and Edward H. Kaplan

PDF

Naiveté About Temptation and Self-Control: Foundations for Naive Quasi-Hyperbolic Discounting, David S. Ahn, Ryota Iijima, and Todd Sarver

PDF

Naiveté About Temptation and Self-Control: Foundations for Naive Quasi-Hyperbolic Discounting, David S. Ahn, Ryota Iijima, and Todd Sarver

PDF

Resistance to Institutions and Cultural Distance: Brigandage in Post-Unification Italy, Giampaolo Lecce, Laura Ogliari, and Tommaso Orlando

PDF

Resistance to Institutions and Cultural Distance: Brigandage in Post-Unification Italy, Giampaolo Lecce, Laura Ogliari, and Tommaso Orlando

PDF

Selling 'Money' on EBay: a Field Study of Surplus Division, Alia Gizatulina and Olga Gorelkina

PDF

A Survey of Global Impacts of Climate Change: Replication, Survey Methods, and a Statistical Analysis, William D. Nordhaus and Andrew Moffat

PDF

Default, Efficiency and Uniqueness, Cheng-Zhong Qin, Thomas Quint, and Martin Shubik

PDF

Unit Roots in Life and Research, Peter C.B. Phillips

PDF

A Design for Market Socialism, John E. Roemer

PDF

Dynamic Random Utility, Mira Frick, Ryota Iijima, and Tomasz Strzalecki

PDF

Dynamic Random Utility, Mira Frick, Ryota Iijima, and Tomasz Strzalecki

PDF

Socialism Revised, John E. Roemer

PDF

The Best and Worst of All Possible Worlds: Some Crude Evaluations, Martin Shubik and Michael R. Powers

PDF

Information and Interaction, Dirk Bergemann, Tibor Heumann, and Stephen Morris

PDF

In Life Choose what is Beautiful, but Choose Wisely: Quinnipiac Graduation Speech, May 20, 2017, John Geanakoplos

PDF

Revealed Price Preference: Theory and Stochastic Testing, Rahul Deb, Yuichi Kitamura, John K.-H. Quah, and Jörg Stoye

PDF

Defensive Investments and the Demand for Air Quality: Evidence from the NOx Budget Program, Olivier Deschenes, Michael Greenstone, and Joseph S. Shapiro

PDF

Multidimensional Sales Incentives in CRM Settings: Customer Adverse Selection and Moral Hazard, Minkyung Kim, K. Sudhir, Kosuke Uetake, and Rodrigo Canales

PDF

Econometric Measurement of Earth's Transient Climate Sensitivity, Peter C.B. Phillips, Thomas Leirvik, and Trude Storelvmo

PDF

Evolution of Modeling of the Economics of Global Warming: Changes in the DICE model, 1992-2017, William D. Nordhaus

PDF

John Denis Sargan at the London School of Economics, David F. Hendry and Peter C.B. Phillips

PDF

Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation, Atila Abdulkadiroğlu, Joshua D. Angrist, Yusuke Narita, and Parag A. Pathak

PDF

Tribute to T. W. Anderson, Peter C.B. Phillips

PDF

Behavioral Characterizations of Naiveté for Time-Inconsistent Preferences, David S. Ahn, Ryota Iijima, Yves Le Yaouanq, and Todd Sarver

PDF

Behavioral Characterizations of Naiveté for Time-Inconsistent Preferences, David S. Ahn, Ryota Iijima, Yves Le Yaouanq, and Todd Sarver

PDF

Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability, Ana Fostel, John Geanakoplos, and Gregory Phelan

PDF

Inefficient Liquidity Provision, John Geanakoplos and Kieran James Walsh

PDF

Information Design: A Unified Perspective, Dirk Bergemann and Stephen Morris

PDF

Information Design: A Unified Perspective, Dirk Bergemann and Stephen Morris

PDF

Information Design: A Unified Perspective, Dirk Bergemann and Stephen Morris

PDF

Information Design: A Unified Perspective, Dirk Bergemann and Stephen Morris

PDF

The Scope of Sequential Screening with Ex-Post Participation Constraints, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

The Scope of Sequential Screening with Ex-Post Participation Constraints, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

The Scope of Sequential Screening with Ex-Post Participation Constraints, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

The Scope of Sequential Screening with Ex-Post Participation Constraints, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

The Scope of Sequential Screening with Ex-Post Participation Constraints, Dirk Bergemann, Francisco Castro, and Gabriel Weintraub

PDF

Zone Pricing in Retail Oligopoly, Brian Adams and Kevin R. Williams

PDF

Zone Pricing in Retail Oligopoly, Brian Adams and Kevin R. Williams

PDF

Zone Pricing in Retail Oligopoly, Brian Adams and Kevin R. Williams

PDF

A Note on Optimal Inference in the Linear IV Model, Donald W.K. Andrews, Vadim Marmer, and Zhengfei Yu

PDF

Consequences of the Clean Water Act and the Demand for Water Quality, David A. Keiser and Joseph S. Shapiro

PDF

Consequences of the Clean Water Act and the Demand for Water Quality, David A. Keiser and Joseph S. Shapiro

PDF

Narrative Economics, Robert J. Shiller

On Optimal Inference in the Linear IV Model, Donald W.K. Andrews, Vadim Marmer, and Zhengfei Yu

PDF

The Benefit of Collective Reputation, Zvika Neeman, Aniko Öry (Oery), and Jungju Yu

PDF

The Benefit of Collective Reputation, Zvika Neeman, Aniko Öry (Oery), and Jungju Yu

PDF

Three Essays on the Theory of Money and Financial Institutions Essay 3: The Economy with Innovation, Externalities and Context, Martin Shubik

PDF

Uniform Inference in Panel Autoregression, John C. Chao and Peter C.B. Phillips

PDF

Weak σ- Convergence: Theory and Applications, Jianning Kong, Peter C.B. Phillips, and Donggyu Sul

Submissions from 2016

PDF

Belief-Free Rationalizability and Informational Robustness, Dirk Bergemann and Stephen Morris

PDF

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship, Shu-Ping Shi, Stan Hurn, and Peter C.B. Phillips

PDF

Change Detection and the Causal Impact of the Yield Curve, Stan Hurn, Peter C.B. Phillips, and Shu-Ping Shi

PDF

Homogeneity Pursuit in Panel Data Models: Theory and Applications, Peter C.B. Phillips, Liangjun Su, and Wuyi Wang

PDF

Informationally Robust Optimal Auction Design, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models, Offer Lieberman and Peter C.B. Phillips

PDF

(Non)Randomization: A Theory of Quasi-Experimental Evaluation of School Quality, Yusuke Narita

PDF

(Non)Randomization: A Theory of Quasi-Experimental Evaluation of School Quality, Yusuke Narita

PDF

Optimal Auction Design in a Common Value Model, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Projections and uncertainties about climate change in an era of minimal climate policies, William D. Nordhaus

PDF

Selling to Intermediaries: Optimal Auction Design in a Common Value Model, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors, Jin Seo Cho and Peter C.B. Phillips

PDF

Structural Inference from Reduced Forms with Many Instruments, Peter C.B. Phillips and Wayne Yuan Gao

PDF

Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail, Thomas W. Quan and Kevin R. Williams

PDF

Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail, Thomas W. Quan and Kevin R. Williams

PDF

Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail, Thomas W. Quan and Kevin R. Williams

PDF

Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail, Thomas W. Quan and Kevin R. Williams

PDF

Three Essays on the Theory of Money and Financial Institutions Essay 2: The Exchange Economy, Money, and Markets, Martin Shubik

PDF

Aggregation of Preferences and the Structure of Decisive Sets, Donald J. Brown

PDF

Cooperative and Noncooperative Solutions, and the 'Game within a Game', Martin Shubik and Michael R. Powers

PDF

Nonlinear Tax Incidence and Optimal Taxation in General Equilibrium, Dominik Sachs, Aleh Tsyvinski, and Nicolas Werquin

PDF

Uniqueness and Stability of Equilibrium in Economies with Two Goods, John Geanakoplos and Kieran James Walsh

PDF

Common Ownership, Competition, and Top Management Incentives, Miguel Antón, Florian Ederer, Mireia Giné, and Martin Schmalz

PDF

Consumers on a Leash: Advertised Sales and Intertemporal Price Discrimination, Aniko Öry

PDF

Contracting with Word-of-Mouth Management, Yuichiro Kamada and Aniko Öry (Oery)

PDF

Contracting with Word-of-Mouth Management, Yuichiro Kamada and Aniko Öry (Oery)

PDF

Contracting with Word-of-Mouth Management, Yuichiro Kamada and Aniko Öry (Oery)

PDF

The Design and Price of Information, Dirk Bergemann, Alessandro Bonatti, and Alex Smolin

PDF

The Design and Price of Information, Dirk Bergemann, Alessandro Bonatti, and Alex Smolin

PDF

Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments, Amanda E. Kowalski

PDF

Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár

PDF

Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár

PDF

Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár

PDF

Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár

PDF

Energy Prices, Pass-Through, and Incidence in U.S. Manufacturing, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker

PDF

Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes, Michael R. Powers, Martin Shubik, and Wen Wang

PDF

Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes, Michael R. Powers, Martin Shubik, and Wen Wang

MCMC Confidence Sets for Identified Sets, Xiaohong Chen, Timothy M. Christensen, and Elie Tamer

MCMC Confidence Sets for Identified Sets, Xiaohong Chen, Timothy M. Christensen, and Elie Tamer

PDF

Mechanism Design with Partially Verifiable Information, Roland Strausz

Money and Status: How Best to Incentivize Work, Pradeep Dubey and John Geanakoplos

Monte Carlo Confidence Sets for Identified Sets, Xiaohong Chen, Timothy M. Christensen, and Elie Tamer

PDF

Optimal Inference in a Class of Regression Models, Timothy B. Armstrong and Michal Kolesár

PDF

Optimal Inference in a Class of Regression Models, Timothy B. Armstrong and Michal Kolesár

PDF

Optimal Inference in a Class of Regression Models, Timothy B. Armstrong and Michal Kolesár

PDF

Reputation Building Under Uncertain Monitoring, Joyee Deb and Yuhta Ishii

PDF

Reputation with Opportunities for Coasting, Heski Bar-Isaac and Joyee Deb

PDF

The Incidence of Carbon Taxes in U.S. Manufacturing: Lessons from Energy Cost Pass-through, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker

PDF

The Incidence of Carbon Taxes in U.S. Manufacturing: Lessons from Energy Cost Pass-through, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker

PDF

The Incidence of Carbon Taxes in U.S. Manufacturing: Lessons from Energy Cost Pass-through, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker

Motivational Ratings, Johannes Hörner and Nicolas Lambert

Three Essays on the Theory of Money and Financial Institutions: Essay 1: A Nontechnical Overview, Martin Shubik

Three Lectures on the Theory of Money and Financial Institutions: Lecture 1: A Nontechnical Overview, Martin Shubik

Dynamic Equality of Opportunity, John E. Roemer and Burak Unveren

Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide, Xiaohong Chen and Yin Jia Qiu

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model, Xiaohong Chen, Oliver B. Linton, and Stefan Schneeberger

The Optimal Distribution of Income Revisited, Ray C. Fair

Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later, Maxim Boycko and Robert J. Shiller

How Fast Do Equilibrium Payoff Sets Converge in Repeated Games?, Johannes Hörner and Satoru Takahashi

Information Design, Bayesian Persuasion and Bayes Correlated Equilibrium, Dirk Bergemann and Stephen Morris

The Extensive Margin of Exporting Products: A Firm-level Analysis, Costas Arkolakis, Sharat Ganapati, and Marc-Andreas Muendler

Submissions from 2015

Human Capital Development and Parental Investment in India, Orazio P. Attanasio, Costas Meghir, and Emily Nix

Human Capital Development and Parental Investment in India, Orazio P. Attanasio, Costas Meghir, and Emily Nix

Human Capital Development and Parental Investment in India, Orazio P. Attanasio, Costas Meghir, and Emily Nix

Long Term Effects of Experience During Youth: Evidence From Consumptions in China, K. Sudhir and Ishani Tewari

Long Term Effects of “Prosperity in Youth” on Consumption: Evidence from China, K. Sudhir and Ishani Tewari

Optimal Product Variety in Radio Markets, Steven T. Berry, Alon Eizenberg, and Joel Waldfogel

Premuneration Values and Investments in Matching Markets, George J. Mailath, Andrew Postlewaite, and Larry Samuelson

Are We Approaching an Economic Singularity? Information Technology and the Future of Economic Growth, William D. Nordhaus

Modeling Uncertainty in Climate Change: A Multi‐Model Comparison, Kenneth Gillingham, William D. Nordhaus, David Anthoff, Geoffrey Blanford, Valentina Bosetti, Peter Christensen, and Haewon McJeon

First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

PDF

Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models, Xiaohong Chen, Zhuo Huang, and Yanping Yi

First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

Identification in Differentiated Products Markets, Steven T. Berry and Philip A. Haile

Information and Market Power, Dirk Bergemann, Tibor Heumann, and Stephen Morris

Information and Market Power, Dirk Bergemann, Tibor Heumann, and Stephen Morris

Introduction to JET Symposium Issue on ‘Dynamic Contracts and Mechanism Design, Dirk Bergemann and Alessandro Pavan

Team Production, Endogenous Learning about Abilities and Career Concerns, Evangelia Chalioti

An Analysis of Top Trading Cycles in Two-Sided Matching Markets, Yeon-Koo Che and Olivier Tercieux

Efficiency and Stability in Large Matching Markets, Yeon-Koo Che and Olivier Tercieux

Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure, Steven T. Berry and Philip A. Haile

Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure, Steven T. Berry and Philip A. Haile

Inference Based on Many Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi

Inference Based on Many Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi

Inference in Near Singular Regression, Peter C.B. Phillips

Information Limits of Aggregate Data, Ray C. Fair

Payoff Equivalence of Efficient Mechanisms in Large Matching Markets, Yeon-Koo Che and Olivier Tercieux

Sieve Semiparametric Two-Step GMM under Weak Dependence, Xiaohong Chen and Zhipeng Liao

Business Cycles, Trend Elimination, and the HP Filter, Peter C.B. Phillips and Sainan Jin

Edmond Malinvaud: A Tribute to His Contributions in Econometrics, Peter C.B. Phillips

Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan, Ryan Greenaway-McGrevy and Peter C.B. Phillips

Investment Horizons and Price Indeterminacy in Financial Markets, Shinichi Hirota, Juergen Huber, Thomas Stöckl, and Shyam Sunder

Minimum Distance Testing and Top Income Shares in Korea, Jin Seo Cho, Myung-Ho Park, and Peter C.B. Phillips

Pitfalls and Possibilities in Predictive Regression, Peter C.B. Phillips

Testing Mean Stability of Heteroskedastic Time Series, Violetta Dalla, Liudas Giraitis, and Peter C.B. Phillips

Optimal Design for Social Learning, Yeon-Koo Che and Johannes Hörner

Overidentification in Regular Models, Xiaohong Chen and Andres Santos

Overidentification in Regular Models, Xiaohong Chen and Andres Santos

The Dynamics of Capital Accumulation in the US: Simulations after Piketty, Philippe De Donder and John E. Roemer

The Dynamics of Capital Accumulation in the US: Simulations after Piketty, Philippe De Donder and John E. Roemer

PDF

Innovation Adoption by Forward-Looking Social Learners, Mira Frick and Yuhta Ishii

Buying Locally, George J. Mailath, Andrew Postlewaite, and Larry Samuelson

Insurance in Extended Family Networks, Orazio P. Attanasio, Costas Meghir, and Corina Mommaerts

Insurance in Extended Family Networks, Orazio P. Attanasio, Costas Meghir, and Corina Mommaerts

Learning to Disagree in a Game of Experimentation, Alessandro Bonatti and Johannes Hörner

Pundits and Quacks, Jesper Rudiger and Adrien Vigier

Relational Contracts with Subjective Peer Evaluations, Joyee Deb, Jin Li, and Arijit Mukherjee

The Implementation Duality, Georg Nöldeke and Larry Samuelson

The Implementation Duality, Georg Nöldeke and Larry Samuelson

The Implementation Duality, Georg Nöldeke and Larry Samuelson

The Marriage Market, Labor Supply and Education Choice, Pierre-André Chiappori, Monica Costa Dias, and Costas Meghir

The Marriage Market, Labor Supply and Education Choice, Pierre-André Chiappori, Monica Costa Dias, and Costas Meghir

Dynamic Mechanisms without Money, Yingni Guo and Johannes Hörner

Dynamic Moral Hazard without Commitment, Johannes Hörner and Larry Samuelson

Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Orazio P. Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina

Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Orazio P. Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina

Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Orazio P. Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina

Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina

Innovation Adoption by Forward-Looking Social Learners, Mira Frick and Yuhta Ishii

Money as Minimal Complexity, Pradeep Dubey, Siddhartha Sahi, and Martin Shubik

Transparency and Distressed Sales under Asymmetric Information, William Fuchs and Andrzej Skrzypacz

Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong

Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong

Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong

Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong

Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong

Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong

Identification- and Singularity-Robust Inference for Moment Condition Models, Donald W.K. Andrews and Patrik Guggenberger

Medicaid as an Investment in Children: What is the Long-Term Impact on Tax Receipts?, David W. Brown, Amanda E. Kowalski, and Ithai Z. Lurie

Nonlinear Pricing with Finite Information, Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh

The ‘Peter Pan Syndrome’ in Emerging Markets: The Productivity-Transparency Tradeoff in IT Adoption, K. Sudhir and Debabrata Talukdar

What Do Longitudinal Data on Millions of Hospital Visits Tell Us about the Value of Public Health Insurance as a Safety Net for the Young and Privately Insured?, Amanda E. Kowalski

Why is Pollution from U.S. Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade, Joseph S. Shapiro and Reed Walker

Why is Pollution from U.S. Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade, Joseph S. Shapiro and Reed Walker

Why is Pollution from U.S. Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade, Joseph S. Shapiro and Reed Walker

Why is Pollution from U.S. Manufacturing Declining? The Roles of Trade, Regulation, Productivity, and Preferences, Joseph S. Shapiro and Reed Walker

Why is Pollution from U.S. Manufacturing Declining? The Roles of Trade, Regulation, Productivity, and Preferences, Joseph S. Shapiro and Reed Walker

Submissions from 2014

A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing, Offer Lieberman and Peter C.B. Phillips

A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market, Liang Jiang, Peter C.B. Phillips, and Jun Yu

A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models, Timothy B. Armstrong

A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár

A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár

A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár

A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár

Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models, Donald W.K. Andrews and Patrik Guggenberger

Dynamic Panel GMM with Near Unity, Peter C.B. Phillips

Financial Bubble Implosion, Peter C.B. Phillips and Shu-Ping Shi

Identifying Latent Structures in Panel Data, Liangjun Su, Zhentao Shi, and Peter C.B. Phillips

Informational Robustness and Solution Concepts, Dirk Bergemann and Stephen Morris

Informational Robustness and Solution Concepts, Dirk Bergemann and Stephen Morris

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions, Xiaohong Chen and Timothy M. Christensen

Restricted Likelihood Ratio Tests in Predictive Regression, Peter C.B. Phillips and Ye Chen

Testing Equality of Covariance Matrices via Pythagorean Means, Jin Seo Cho and Peter C.B. Phillips

The Double Role of Ethnic Heterogeneity in Explaining Welfare-State Generosity, Markus Jäntti, Gerald David Jaynes, and John E. Roemer

Threshold Regression with Endogeneity, Ping Yu and Peter C.B. Phillips

True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression, Peter C.B. Phillips and Chirok Han

Weak Convergence to Stochastic Integrals for Econometric Applications, Hanying Liang, Peter C.B. Phillips, Hanchao Wang, and Qiying Wang

Wealth Effects on World Private Financial Saving, Ray C. Fair

On the Choice of Test Statistic for Conditional Moment Inequalities, Timothy B. Armstrong

On the Choice of Test Statistic for Conditional Moment Inequalities, Timothy B. Armstrong

On the Choice of Test Statistic for Conditional Moment Inequalities, Timothy B. Armstrong

The Early Impact of the Affordable Care Act State-by-State, Amanda E. Kowalski

Economics: Between Prediction and Criticism, Itzhak Gilboa, Andrew Postlewaite, Larry Samuelson, and David Schmeidler

Adaptive Testing on a Regression Function at a Point, Timothy B. Armstrong

Adaptive Testing on a Regression Function at a Point, Timothy B. Armstrong

Approximate Solutions of the Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income, Donald J. Brown

Approximate Solutions of Walrasian and Gorman Polar Form Equilibrium Inequalities, Donald J. Brown

Approximate Solutions of Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income, Donald J. Brown

Strongly Symmetric Equilibria in Bandit Games, Johannes Hörner, Nicolas Klein, and Sven Rady

Discounting the Distant Future, J. Doyne Farmer, John Geanakoplos, Jaume Masoliver, and Miquel Montero

Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack

Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack

Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack

Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack

Games with Money and Status: How Best to Incentivize Work, Pradeep Dubey and John Geanakoplos

Money and Status: How Best to Incentivize Work, Pradeep Dubey and John Geanakoplos

Selling Experiments: Menu Pricing of Information, Dirk Bergemann, Alessandro Bonatti, and Alex Smolin

Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013, Oliver D. Bunn and Robert J. Shiller

Intrahousehold Inequality, Costas Meghir

Intra-household Welfare, Costas Meghir

Simecs, Ithaca Hours, Berkshares, Bitcoins and Walmarts, Martin Shubik

Investment and Competitive Matching, Georg Nöldeke and Larry Samuelson

Minimally Complex Exchange Mechanisms: Emergence of Prices, Markets, and Money, Pradeep Dubey, Siddhartha Sahi, and Martin Shubik

A Model of Multi-pass Search: Price Search across Stores and Time, Navid Mojir and K. Sudhir

Computational Complexity of the Walrasian Equilibrium Inequalities, Donald J. Brown

Do Sympathy Biases Induce Charitable Giving? The Effects of Advertising Content, K. Sudhir, Subroto Roy, and Mathew Cherian

Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity, K. Sudhir and Nathan Yang

How Might a Central Bank Report Uncertainty?, Ray C. Fair

Price Search Across Stores and Across Time, Navid Mojir and K. Sudhir

Price Search Across Time and Across Stores, Navid Mojir and K. Sudhir

Specification Tests for Nonlinear Dynamic Models, Igor Kheifets

The Financial Crisis and Macroeconomic Activity: 2008-2013, Ray C. Fair

Varying the Money Supply of Commercial Banks, Martin Shubik and Eric Smith

Speculative Asset Prices, Robert J. Shiller

Gaming and Strategic Opacity in Incentive Provision, Florian Ederer, Richard Holden, and Margaret Meyer

Why Is Housing Finance Still Stuck in Such a Primitive Stage?, Robert J. Shiller

Submissions from 2013

Emissions, Humberto Llavador, John E. Roemer, and Joaquim Silvestre

Information and Volatility, Dirk Bergemann, Tibor Heumann, and Stephen Morris

Information and Volatility, Dirk Bergemann, Tibor Heumann, and Stephen Morris

Information, Interdependence, and Interaction: Where Does the Volatility Come From?, Dirk Bergemann, Tibor Heumann, and Stephen Morris

Promises and Expectations, Florian Ederer and Alexander Stremitzer

Promises and Expectations, Florian Ederer and Alexander Stremitzer

Truthful Equilibria in Dynamic Bayesian Games, Johannes Hörner, Satoru Takahashi, and Nicolas Vieille

Truthful Equilibria in Dynamic Bayesian Games, Johannes Hörner, Satoru Takahashi, and Nicolas Vieille

Uncertain Growth and the Value of the Future, Jaume Masoliver, Miquel Montero, John Geanakoplos, and J. Doyne Farmer

Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression, Degui Li, Peter C.B. Phillips, and Jiti Gao

Extremal Information Structures in the First Price Auction, Dirk Bergemann, Benjamin Brooks, and Stephen Morris

Fairness through the Lens of Cooperative Game Theory: An Experimental Approach, Geoffroy de Clippel and Kareen Rozen

Inference on Optimal Treatment Assignments, Timothy B. Armstrong and Shu Shen

Inference on Optimal Treatment Assignments, Timothy B. Armstrong and Shu Shen

Inference on Optimal Treatment Assignments, Timothy B. Armstrong and Shu Shen

New Goodness-of-fit Diagnostics for Conditional Discrete Response Models, Igor Kheifets and Carlos Velasco

New Goodness-of-fit Diagnostics for Conditional Discrete Response Models, Igor Kheifets and Carlos Velasco

Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation, Xiaohong Chen and Timothy M. Christensen

Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression, Xiaohong Chen and Timothy M. Christensen

Barefoot and Footloose Doctors: Optimal Resource Allocation in Developing Countries with Medical Migration, John E. Roemer and Pedro Rosa Dias

Equality of Opportunity, John E. Roemer and Alain Trannoy

Model Selection in the Presence of Incidental Parameters, Yoonseok Lee and Peter C.B. Phillips

Selling Cookies, Dirk Bergemann and Alessandro Bonatti

Selling Cookies, Dirk Bergemann and Alessandro Bonatti

Selling Cookies, Dirk Bergemann and Alessandro Bonatti

Bayes Correlated Equilibrium and the Comparison of Information Structures in Games, Dirk Bergemann and Stephen Morris

Correlated Equilibrium and the Comparison of Information Structures in Games, Dirk Bergemann and Stephen Morris

Estimating Smooth Structural Change in Cointegration Models, Jiti Gao, Degui Li, and Peter C.B. Phillips

Functional Coefficient Nonstationary Regression, Jiti Gao and Peter C.B. Phillips

Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions, Offer Lieberman and Peter C.B. Phillips

Reflections on Macroeconometric Modeling, Ray C. Fair

Reviewing the Leverage Cycle, Ana Fostel and John Geanakoplos

Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500, Peter C.B. Phillips, Shu-Ping Shi, and Jun Yu

Testing for Multiple Bubbles: Limit Theory of Real Time Detectors, Peter C.B. Phillips, Shu-Ping Shi, and Jun Yu

Testing Linearity Using Power Transforms of Regressors, Yae In Baek, Jin Seo Cho, and Peter C.B. Phillips

Testing the Martingale Hypothesis, Peter C.B. Phillips and Sainan Jin

The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency, Dirk Bergemann and Stephen Morris

The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency, Dirk Bergemann and Stephen Morris

The Evolution of ‘Theory of Mind:’ Theory and Experiments, Erik O. Kimbrough, Nikolaus Robalino, and Arthur Robson

The Evolution of ‘Theory of Mind’: Theory and Experiments, Erik O. Kimbrough, Nikolaus Robalino, and Arthur Robson

Unit Roots in Life — A Graduate Student Story, Peter C.B. Phillips

Afriat from MaxMin, John Geanakoplos

Collateral Equilibrium: A Basic Framework, John Geanakoplos and William R. Zame

Identification and Estimation in Two-Sided Matching Markets, Nikhil Agarwal and William Diamond

Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression, Xiaohong Chen and Timothy M. Christensen

Competing for Consumer Inattention, Geoffroy de Clippel, Kfir Eliaz, and Kareen Rozen

Financial Innovation, Collateral and Investment, Ana Fostel and John Geanakoplos

Financial Innovation, Collateral and Investment, Ana Fostel and John Geanakoplos

Nonparametric Analysis of Random Utility Models: Testing, Yuichi Kitamura and Jörg Stoye

Sequential Information Disclosure in Auctions, Dirk Bergemann and Achim Wambach

Sequential Information Disclosure in Auctions, Dirk Bergemann and Achim Wambach