Review of Economics and Statistics 1999 - Abstracts

Review of Economics and Statistics 1999
TitleSubjectAuthors
A new look at firm market value, investment, and adjustment costs.MathematicsSakellaris, Plutarchos, Barnett, Steven A.
An investigation of the risk and return relation at long horizons.MathematicsZhang, Harold H., Harrison, Paul
A sequential game model of sports championship series: theory and estimation.(Statistical Data Included)MathematicsSmith, Anthony A., Jr., Ferrall, Christopher
Asymmetric time series and temporal aggregation.MathematicsOhlsson, Henry, Brannas, Kurt
Bootstrap variance estimation of nonlinear functions of parameters: an application to long-run elasticities of energy demand.(Statistical Data Included)MathematicsLi, Hongyi, Maddalam G.S.
Citation frequency and the value of patented inventions.MathematicsScherer, F.M., Harhoff, Dietmar, Vopel, Katrin, Narin, Francis
Comparing price levels across countries using minimum-spanning trees.MathematicsHill, Robert J.
Conditional forecasts in dynamic multivariate models.(Statistical Data Included)MathematicsWaggoner, Daniel F., Zha, Tao
Consumption adjustment under time-varying income uncertainty.MathematicsSteigerwald, Douglas G., Hahm, Joon-Ho
Consumption and credit: a model of time-varying liquidity constraints.MathematicsLudvigson, Sydney
Consumption smoothing and excess female mortality in rural India.MathematicsRose, Elaina
Crime, urban flight, and the consequences for cities.MathematicsLevitt, Steven D., Cullen, Julie Berry
Cross-sectional inflation asymmetries and core inflation: a comment on Bryan and Cecchetti.(response to article by Michael Bryan and Stephen Cecchetti in this issue, p. 188)MathematicsVerbrugge, Randal J.
Differential interpretation of information in inflation forecasts.MathematicsKandel, Eugene, Zilberfarb, Ben-Zion
Do the Russians really save that much? Alternate estimates from the Russian longitudinal monitoring survey.(Statistical Data Included)MathematicsGregory, Paul R., Schrettl, Wolfram, Mokhtari, Manouchehr
Estimating the effect of racial discrimination on first job wage offers.MathematicsEckstein, Zvi, Wolpin, Kenneth I.
Estimation of a duration model in the presence of missing data.MathematicsStinebrickner, Todd R.
Evidence on the employer size-wage premium from worker-establishment matched data.MathematicsTroske, Kenneth R.
Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses.(Statistical Data Included)MathematicsKilian, Lutz
Flexible and semiflexible consumer demands with quadratic Engel curves.MathematicsWales, Terence J., Ryan, David L.
Has the U.S. economy become more stable? A Bayesian approach on a Markov-switching model of the business cycle.(Statistical Data Included)Mathematics 
Hedging winner's curse with multiple bids: evidence from the Portuguese treasury bill auction.MathematicsGordy, Michael B.
High-yield bond default and call risks.MathematicsVan de Gucht, Linda M., MacDonald, Cynthia G.
Identification in detailed wage decompositions.MathematicsOaxaca, Ronald L., Ransom, Michael R.
Identification, long-run relations, and fundamental innovations in a simple cointegrated system.MathematicsHoffman, Dennis L., Rasche, Robert H., Crowder, William J.
Imposing moment restrictions from auxiliary data by weighting.MathematicsImbens, Guido W., Hellerstein, Judith K.
Inflation and the distribution of price changes.MathematicsBryan, Michael F., Cecchetti, Stephen G.
Instrument relevance in multivariate linear models.(Notes)MathematicsGodfrey, Leslie G.
Interpreting the correlation between inflation and the skewness of relative prices: a comment on Bryan and Cecchetti.(response to article by Michael Bryan and Stephen Cecchetti in this issue, p. 188)MathematicsMankiw, N. Gregory, Ball, Laurence
Localization of industry and vertical disintegration.MathematicsHolmes, Thomas J.
Measuring business cycles: approximate band-pass filters for economic time series.(Statistical Data Included)MathematicsKing, Robert G., Baxter, Marianne
Measuring income tax discrimination.MathematicsLambert, Peter J., Kakwani, Nanak C.
Measuring the energy savings from home improvement investments: evidence from monthly billing data.MathematicsMetcalf, Gilbert E., Hasset, Kevin A.
Modeling nonlinearity of business cycles: choosing between the CDR and STAR models.(current depth of the recession; smooth transition autoregression)MathematicsJansen, Dennis W., Oh, Wankeun
Motor vehicle stocks, scrappage, and sales.MathematicsGreenspan, Alan, Cohen, Darrel
Multivariate density forecast evaluation and calibration in financial risk management:high-frequency returns on foreign exchange.(Statistical Data Included)MathematicsDiebold, Francis X., Hahn, Jinyong, Tay, Anthony S.
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates.MathematicsLanne, Markku
Nonlinear income effects in random utility models.MathematicsKling, Catherine L., Herriges, Joseph A.
On international and national dimensions of risk sharing.MathematicsCrucini, Mario J.
On policies to reward the value added by educators.(Statistical Data Included)Mathematics 
Property tax capitalization in a model with tax-deferred assets, standard deductions, and the taxation of nominal interest.MathematicsRosenthal, Stuart S., de Bartolome, Charles A.M.
Rejoinder.(response to articles by Laurence Ball, N. Gregory Mankiw and Randal J. Verbrugge in this issue, p. 197 and p. 199)MathematicsBryan, Michael F., Cecchetti, Stephen G.
Residential buildings and the cost of construction: new evidence on the efficiency of the housing market.MathematicsRosenthal, Stuart S.
Smoothing consumption by smoothing income; hours-of-work responses to idiosyncratic agricultural shocks in rural India.MathematicsKochar, Anjini
Spatial dynamics and heterogeneity in the cyclicality of real wages.MathematicsStone, Joe A., Ziliak, James P., Wilson, Beth A.
Stochastic permanent breaks.(Statistical Data Included)MathematicsEngle, Robert F., Smth, Aaron D.
Strategic managerial compensation in Japan: relative performance evaluation and product market collusion.MathematicsJoh, Sung Wook
Structural unemployment, cyclical unemployment, and income inequality.MathematicsMocan, H. Naci
Tax avoidance and the deadweight loss of the income tax.(Statistical Data Included)MathematicsFeldstein, Martin S.
Technical change, markup, divestiture and productivity growth in the U.S. telecommunications industry.MathematicsNadiri, M. Ishaq, Nandi, Banani
The demand for welfare generosity.MathematicsWilhelm, Mark O., Ribar, David C.
The effect of collective bargaining legislation on strikes and wages.MathematicsTracy, Joseph, Gunderson, Morley, Cramton, Peter
The effect of income on child development.MathematicsBlau, David M.
The effect of income taxes on household income.(Statistical Data Included)MathematicsCarroll, Robert, Auten, Gerald
The effects of general inflation and idiosyncratic cost shocks on within-commodity price dispersion: evidence from microdata.MathematicsMattey, Joe, Beaulieu, Joe
The entry and exit of workers and the growth of employment: an analysis of French establishments.MathematicsKramarz, Francis, Abowd, John M., Corbel, Patrick
The grid bootstrap and the autoregressive model.(Statistical Data Included)MathematicsHansen, Bruce E.
The Italian recession of 1993: aggregate implications of microeconomic evidence.MathematicsWeber, Guglielmo, Miniaci, Raffaele
The persistence of shocks to profitability.MathematicsPorter, Michael E., McGahan, Anita M.
The responses of prices at different stages of production to monetary policy shocks.MathematicsClark, Todd E.
The role of firm size in bilateral bargaining: a study of the cable television industry.MathematicsSnyder, Christopher M., Chipty, Tasneem
The structure of firm R&D, the factor intensity of production, and skill bias.MathematicsAdams, James D.
The turnover of teachers: a competing risks explanation.(Notes)MathematicsDolton, Peter, Van Der Klaauw, Wilbert
Transition models with measurement errors.MathematicsMagnac, Thierry, Visser, Michael
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance.(Statistical Data Included)MathematicsTauchen, George, Gallant, A. Ronald, Hsu, Chien-Te
Wage mobility in the United States.MathematicsBuchinsky, Moshe, Hunt, Jennifer
What is fractional integration?(Statistical Data Included)MathematicsParke, Willaim R.
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