2004 Working Papers

 

No. Author(s) Title
04-16

Prasad Bidarkota

K. Kiani

No Predictable Components in G7 Stock Returns

October 2004

04-15

Nejat Anbarci

M. Escaleras

C.A. Register

Earthquake Fatalities: The Interaction of Nature and Political Economy

June 2004

Published: Journal of Public Economics, 89(9-10):1907-1933 (2005).

04-14 Panagis Liossatos

Statistical Entropy in General Equilibrium Theory

July 2004

04-13 Jonathan Hill

Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship

July 2004 (Revised May 2005)

Published: Journal of Applied Econometrics, 22:747-765 (2007).

04-12 Jonathan Hill

LM tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study

July 2004 (Revised May 2005)

04-11

Prasad Bidarkota

B. Dupoyet

The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia

July 2004

Published: Journal of Economic Dynamics and Control, 31(3): 887-905 (2007).

04-10

Peter Thompson

A. Chin

C. Juhn

Technical Change and the Wage Structure During the Second Industrial Revolution: Evidence from the Merchant Marine, 1865-1912 (Also distributed as NBER working paper no. 10728 and IZA Discussion Paper No. 1285)

June 2004

Published: Review of Economics and Statistics 88(3):  (2006).

04-09

Costas Syropoulos

E. Dinopoulos

Globalization, Factor Endowments, and Scale-Invariant Growth

May 2004

04-08 Jonathan Hill

Strong Orthogonal Decompositions and Nonlinear Impulse Response Functions for Infinite-Variance Processes

Revised July 2006

Published: Canadian Journal of Statistics, 34(3):453-473  (2006).

04-07

Richard Chisik

R. Lemke

When Winning is the Only Thing. Pure Strategy Nash Equilibria in a Three-Candidate Spatial Voting Model

April 2004

Published: Social Choice and Welfare  26(1):209-215 (2006).

04-06

Jonathan Hill

Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives

Revised September 2006

Published: Annales D'Economie et de Statistique (forthcoming).

04-05 Peter Thompson

Patent Citations and the Geography of Knowledge Spillovers. Evidence from Inventor- and Examiner-Added Citations

Revised June 2005

Published: Review of Economics and Statistics, 88(2):383-389, (2006).

04-04 Peter Thompson

Selection and Firm Survival: Evidence from the Shipbuilding Industry, 1825-1914

March 2004

Published: Review of Economics and Statistics, 87(1):26-36, (2005).

04-03 Jonathan Hill

Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited

February 2004 (Revised March 2005)

04-02

Mihaela Pintea

S. Turnovsky

Fiscal Policy in a Two-Sector Economy with Public Capital and Congestion

January 2004

Published: Computational Economics, 28(2):177-209 (September 2006).

04-01

Peter Thompson

M. Fox Kean

Patent Citations and the Geography of Knowledge Spillovers. A Reassessment

January 2004

Published: American Economic Review, 95(1):450-460, (2005)