NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Papers in JEL Code C5: Econometric Modeling

2016
w22516 Francis X. Diebold
Minchul Shin

Assessing Point Forecast Accuracy by Stochastic Error Distance
w22516 Francis X. Diebold
Minchul Shin

Assessing Point Forecast Accuracy by Stochastic Error Distance
w22460 Kan Chen
Mario Crucini

Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach
w22402 Patrick Higgins
Tao Zha
Karen Zhong

Forecasting China's Economic Growth and Inflation
w22375 Matthew Backus
Gregory Lewis

Dynamic Demand Estimation in Auction Markets
w22364 Jaroslav Borovička
Lars Peter Hansen

Term Structure of Uncertainty in the Macroeconomy
w22124 Edward L. Glaeser
Andrew Hillis
Scott Duke Kominers
Michael Luca

Crowdsourcing City Government: Using Tournaments to Improve Inspection Accuracy
w22095 Jorge Guzman
Scott Stern

The State of American Entrepreneurship: New Estimates of the Quantity and Quality of Entrepreneurship for 15 US States, 1988-2014
w22000 Lars P. Hansen
Thomas J. Sargent

Sets of Models and Prices of Uncertainty
w21862 Jesús Fernández-Villaverde
Juan F. Rubio Ramírez
Frank Schorfheide

Solution and Estimation Methods for DSGE Models
2015
w21778 Edward L. Glaeser
Scott Duke Kominers
Michael Luca
Nikhil Naik

Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life
w21671 Hunt Allcott
Judd B. Kessler

The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons
w21641 Kate Ho
Adam M. Rosen

Partial Identification in Applied Research: Benefits and Challenges
w21641 Kate Ho
Adam M. Rosen

Partial Identification in Applied Research: Benefits and Challenges
w21641 Kate Ho
Adam M. Rosen

Partial Identification in Applied Research: Benefits and Challenges
w21584 Yacine Aït-Sahalia
Dacheng Xiu

Principal Component Analysis of High Frequency Data
w21584 Yacine Aït-Sahalia
Dacheng Xiu

Principal Component Analysis of High Frequency Data
w21554 Caroline M. Hoxby
George B. Bulman

The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid
w21527 Myrto Kalouptsidi
Paul T. Scott
Eduardo Souza-Rodrigues

Identification of Counterfactuals in Dynamic Discrete Choice Models
w21500 Steven T. Berry
Philip Haile

Identification in Differentiated Products Markets
w21500 Steven T. Berry
Philip Haile

Identification in Differentiated Products Markets
w21491 Torben G. Andersen
Nicola Fusari
Viktor Todorov

The Pricing of Short-Term market Risk: Evidence from Weekly Options
w21491 Torben G. Andersen
Nicola Fusari
Viktor Todorov

The Pricing of Short-Term market Risk: Evidence from Weekly Options
w21329 Robert Novy-Marx
Backtesting Strategies Based on Multiple Signals
w21212 Thibault Fally
Structural Gravity and Fixed Effects
w21124 Carlos A. Manzanares
Ying Jiang
Patrick Bajari

Improving Policy Functions in High-Dimensional Dynamic Games
w21124 Carlos A. Manzanares
Ying Jiang
Patrick Bajari

Improving Policy Functions in High-Dimensional Dynamic Games
w21125 Patrick Bajari
Victor Chernozhukov
Han Hong
Denis Nekipelov

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
w20978 Christopher A. Hennessy
Ilya A. Strebulaev

Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies
w20978 Christopher A. Hennessy
Ilya A. Strebulaev

Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies
w20954 Jorge Guzman
Scott Stern

Nowcasting and Placecasting Entrepreneurial Quality and Performance
w20955 Patrick Bajari
Denis Nekipelov
Stephen P. Ryan
Miaoyu Yang

Demand Estimation with Machine Learning and Model Combination
w20955 Patrick Bajari
Denis Nekipelov
Stephen P. Ryan
Miaoyu Yang

Demand Estimation with Machine Learning and Model Combination
w20963 Stefano Giglio
Bryan T. Kelly
Seth Pruitt

Systemic Risk and the Macroeconomy: An Empirical Evaluation
w20821 Era Dabla-Norris
Yan Ji
Robert M. Townsend
D. Filiz Unsal

Distinguishing Constraints on Financial Inclusion and Their Impact on GDP, TFP, and Inequality
w20827 Alberto Alesina
Omar Barbiero
Carlo Favero
Francesco Giavazzi
Matteo Paradisi

Austerity in 2009-2013
w20827 Alberto Alesina
Omar Barbiero
Carlo Favero
Francesco Giavazzi
Matteo Paradisi

Austerity in 2009-2013
2014
w20767 Nikhil Agarwal
An Empirical Model of the Medical Match
w20775 Nikhil Agarwal
Paulo Somaini

Demand Analysis using Strategic Reports: An application to a school choice mechanism
w20673 Isaiah Andrews
Matthew Gentzkow
Jesse M. Shapiro

Measuring the Sensitivity of Parameter Estimates to Estimation Moments
w20592 Campbell R. Harvey
Yan Liu
Heqing Zhu

. . . and the Cross-Section of Expected Returns
w20594 Drew D. Creal
Jing Cynthia Wu

Monetary Policy Uncertainty and Economic Fluctuations
w20575 Marco Del Negro
Raiden B. Hasegawa
Frank Schorfheide

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
w20501 Òscar Jordà
Moritz Schularick
Alan M. Taylor

The Great Mortgaging: Housing Finance, Crises, and Business Cycles
w20431 Bradley Larsen
The Efficiency of Real-World Bargaining: Evidence from Wholesale Used-Auto Auctions
w20445 Anna Orlik
Laura Veldkamp

Understanding Uncertainty Shocks and the Role of Black Swans
w20303 Frank Schorfheide
Dongho Song
Amir Yaron

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
w20276 Arun G. Chandrasekhar
Matthew O. Jackson

Tractable and Consistent Random Graph Models
w20055 Marco Del Negro
Marc P. Giannoni
Frank Schorfheide

Inflation in the Great Recession and New Keynesian Models
w20022 Ariel Pakes
Behavioral and Descriptive Forms of Choice Models
w20022 Ariel Pakes
Behavioral and Descriptive Forms of Choice Models
w19792 Xu Cheng
Zhipeng Liao
Frank Schorfheide

Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
2013
w19693 S. Borağan Aruoba
Luigi Bocola
Frank Schorfheide

Assessing DSGE Model Nonlinearities
w19712 Frank Schorfheide
Dongho Song

Real-Time Forecasting with a Mixed-Frequency VAR
w19684 Efstathios Avdis
Jessica A. Wachter

Maximum likelihood estimation of the equity premium
w19617 Alexander Karaivanov
Robert M. Townsend

Dynamic Financial Constraints: Distinguishing Mechanism Design from Exogenously Incomplete Regimes
w19567 Steven L. Scott
Hal R. Varian

Bayesian Variable Selection for Nowcasting Economic Time Series
w19565 Frank Schorfheide
Kenneth I. Wolpin

To Hold Out or Not to Hold Out
w19506 Òscar Jordà
Moritz HP. Schularick
Alan M. Taylor

Sovereigns versus Banks: Credit, Crises, and Consequences
w19457 Roger E.A. Farmer
Vadim Khramov
Giovanni Nicolò

Solving and Estimating Indeterminate DSGE Models
w19414 Òscar Jordà
Alan M. Taylor

The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy
w19355 Joshua D. Angrist
Òscar Jordà
Guido Kuersteiner

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
w19248 S. Borağan Aruoba
Pablo Cuba-Borda
Frank Schorfheide

Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
w19103 Robin L. Lumsdaine
Rogier J.D. Potter van Loon

Wall Street vs. Main Street: An Evaluation of Probabilities
w19035 Liran Einav
Jonathan D. Levin

The Data Revolution and Economic Analysis
w19037 Eugenio S. A. Bobenrieth
Juan R. A. Bobenrieth
Brian D. Wright

Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices.
w18995 Geert Bekaert
Marie Hoerova

The VIX, the Variance Premium and Stock Market Volatility
w18983 Martin M. Andreasen
Jesús Fernández-Villaverde
Juan Rubio-Ramírez

The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
w18870 Ulrich Mueller
Mark W. Watson

Measuring Uncertainty about Long-Run Prediction
w18850 Patrick Bajari
Chenghuan Sean Chu
Denis Nekipelov
Minjung Park

A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications
w18797 Robert E. Hall
Fiscal Stability of High-Debt Nations under Volatile Economic Conditions
2012
w18467 Domenico Giannone
Michele Lenza
Giorgio E. Primiceri

Prior Selection for Vector Autoregressions
w18382 Charles Engel
Nelson C. Mark
Kenneth D. West

Factor Model Forecasts of Exchange Rates
w18382 Charles Engel
Nelson C. Mark
Kenneth D. West

Factor Model Forecasts of Exchange Rates
w18391 Francis X. Diebold
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
w18391 Francis X. Diebold
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
w18247 Kenneth D. West
Econometric Analysis of Present Value Models When the Discount Factor Is near One
w18222 Erik Snowberg
Justin Wolfers
Eric Zitzewitz

Prediction Markets for Economic Forecasting
w18181 John H. Cochrane
Continuous-Time Linear Models
w18181 John H. Cochrane
Continuous-Time Linear Models
w18132 Joseph A. Clougherty
Michal Grajek

International Standards and International Trade: Empirical Evidence from ISO 9000 Diffusion
w18063 Robert Novy-Marx
Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
w18046 Torben G. Andersen
Nicola Fusari
Viktor Todorov

Parametric Inference and Dynamic State Recovery from Option Panels
w18046 Torben G. Andersen
Nicola Fusari
Viktor Todorov

Parametric Inference and Dynamic State Recovery from Option Panels
w18046 Torben G. Andersen
Nicola Fusari
Viktor Todorov

Parametric Inference and Dynamic State Recovery from Option Panels
w17998 Domenico Ferraro
Kenneth S. Rogoff
Barbara Rossi

Can Oil Prices Forecast Exchange Rates?
w17906 Jon Faust
Abhishek Gupta

Posterior Predictive Analysis for Evaluating DSGE Models
w17890 Peter Arcidiacono
Patrick Bayer
Federico A. Bugni
Jonathan James

Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration
w17791 Daniel F. Waggoner
Tao Zha

Confronting Model Misspecification in Macroeconomics
2011
w17621 Òscar Jordà
Moritz HP. Schularick
Alan M. Taylor

When Credit Bites Back: Leverage, Business Cycles, and Crises
w17273 Till Stowasser
Florian Heiss
Daniel McFadden
Joachim Winter

"Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health
w17196 Alberto Bisin
Andrea Moro
Giorgio Topa

The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions
w17196 Alberto Bisin
Andrea Moro
Giorgio Topa

The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions
w17150 Òscar Jordà
Alan M. Taylor

Performance Evaluation of Zero Net-Investment Strategies
w17090 Lieven Baele
Geert Bekaert
Seonghoon Cho
Koen Inghelbrecht
Antonio Moreno

Macroeconomic Regimes
w16949 Erik Snowberg
Justin Wolfers
Eric Zitzewitz

How Prediction Markets Can Save Event Studies
w16951 Eric M. Leeper
Todd B. Walker
Shu-Chun Susan Yang

Foresight and Information Flows
w16906 Hui Chen
Scott Joslin

Generalized Transform Analysis of Affine Processes and Applications in Finance
w16781 Frank Schorfheide
Estimation and Evaluation of DSGE Models: Progress and Challenges
w16725 Jon Faust
Simon Gilchrist
Jonathan H. Wright
Egon Zakrajsek

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
w16704 Bruce A. Blonigen
Jeremy Piger

Determinants of Foreign Direct Investment
2010
w16593 Anup Malani
Julian Reif

Accounting for Anticipation Effects: An Application to Medical Malpractice Tort Reform
w16567 Òscar Jordà
Moritz Schularick
Alan M. Taylor

Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
w16566 Joshua Angrist
Ivan Fernandez-Val

ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
w16469 Francis X. Diebold
Georg Strasser

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach
w16207 Charles F. Manski
Policy Analysis with Incredible Certitude
w16223 Monica Billio
Mila Getmansky
Andrew W. Lo
Loriana Pelizzon

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
w16016 John DiNardo
David S. Lee

Program Evaluation and Research Designs
w16016 John DiNardo
David S. Lee

Program Evaluation and Research Designs
w15794 Joshua Angrist
Jörn-Steffen Pischke

The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics
w15794 Joshua Angrist
Jörn-Steffen Pischke

The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics
w15743 Jan J. J. Groen
Paolo A. Pesenti

Commodity prices, commodity currencies, and global economic developments
2009
w15539 Daniel L. Millimet
Rusty Tchernis

Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program
w15506 Jaroslav Borovička
Lars Peter Hansen
Mark Hendricks
José A. Scheinkman

Risk Price Dynamics
w15241 Liran Einav
Amy Finkelstein
Jonathan Levin

Beyond Testing: Empirical Models of Insurance Markets
w15179 James J. Heckman
Petra E. Todd

A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
w15047 Raymond Kan
Cesare Robotti
Jay Shanken

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
w14995 Jeffrey E. Harris
Sandra G. Sosa-Rubi

Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable
w14896 Guido W. Imbens
Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009)
w14860 Bryan S. Graham
Guido W. Imbens
Geert Ridder

Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis
w14870 S. Boragan Aruoba
Frank Schorfheide

Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
w14872 Frank Schorfheide
Keith Sill
Maxym Kryshko

DSGE Model-Based Forecasting of Non-modelled Variables
w14849 John B. Taylor
Volker Wieland

Surprising Comparative Properties of Monetary Models: Results from a New Data Base
w14782 John F. Cogan
Tobias Cwik
John B. Taylor
Volker Wieland

New Keynesian versus Old Keynesian Government Spending Multipliers
w14685 Lucas W. Davis
Lutz Kilian

Estimating the Effect of a Gasoline Tax on Carbon Emissions
w14666 Jesse Rothstein
Student sorting and bias in value added estimation: Selection on observables and unobservables
2008
w14601 Kirstin Hubrich
Kenneth D. West

Forecast Evaluation of Small Nested Model Sets
w14529 Domenico Giannone
Michele Lenza
Lucrezia Reichlin

Business Cycles in the Euro Area
w14430 V. V. Chari
Patrick J. Kehoe
Ellen R. McGrattan

Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?
w14414 Liran Einav
Amy Finkelstein
Mark R. Cullen

Estimating Welfare in Insurance Markets Using Variation in Prices
w14322 James H. Stock
Mark W. Watson

Phillips Curve Inflation Forecasts
w14284 Han Hong
Bruce Preston

Bayesian Averaging, Prediction and Nonnested Model Selection
w14215 Stephanie Schmitt-Grohe
Martin Uribe

What's News in Business Cycles
w14169 Jon Faust
Jonathan H. Wright

Efficient Prediction of Excess Returns
w14071 Kenneth S. Rogoff
Vania Stavrakeva

The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
w14071 Kenneth S. Rogoff
Vania Stavrakeva

The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
w14108 Maria Elena Bontempi
Jacques Mairesse

Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms
w14117 Ariel Pakes
Theory and Empirical Work on Imperfectly Competitive Markets
w13901 Yu-Chin Chen
Kenneth Rogoff
Barbara Rossi

Can Exchange Rates Forecast Commodity Prices?
w13901 Yu-Chin Chen
Kenneth Rogoff
Barbara Rossi

Can Exchange Rates Forecast Commodity Prices?
w13736 Jean Boivin
Marc Giannoni

Global Forces and Monetary Policy Effectiveness
2007
w13521 Lawrence Christiano
Roberto Motto
Massimo Rostagno

Shocks, Structures or Monetary Policies? The Euro Area and US After 2001
w13449 Torben G. Andersen
Oleg Bondarenko

Construction and Interpretation of Model-Free Implied Volatility
w13449 Torben G. Andersen
Oleg Bondarenko

Construction and Interpretation of Model-Free Implied Volatility
w13397 Jon Faust
Jonathan H. Wright

Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
w13295 George A. Plesko
Estimates of the Magnitude of Financial and Tax Reporting Conflicts
w13221 David E. Bloom
David Canning
Günther Fink
Jocelyn E. Finlay

Does Age Structure Forecast Economic Growth?
w13228 Liran Einav
Amy Finkelstein
Paul Schrimpf

The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market
orrc07-16 Liran Einav
Amy Finkelstein
Paul Schrimpf

The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market
w13026 Daniel S. Hamermesh
Replication in Economics
w12963 Torben G. Andersen
Tim Bollerslev
Dobrislav Dobrev

No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
w12948 Lars Peter Hansen
Beliefs, Doubts and Learning: Valuing Economic Risk
w12930 Andrew Ang
Geert Bekaert
Min Wei

The Term Structure of Real Rates and Expected Inflation
2006
t0332 Jean Boivin
Marc Giannoni

DSGE Models in a Data-Rich Environment
w12797 Laurent E. Calvet
Adlai J. Fisher

Multifrequency Jump-Diffusions: An Equilibrium Approach
w12772 Jean Boivin
Marc Giannoni

DSGE Models in a Data-Rich Environment
w12647 Lawrence J. Christiano
Joshua M. Davis

Two Flaws In Business Cycle Accounting
w12658 Wayne E. Ferson
Sergei Sarkissian
Timothy Simin

Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
w12630 Raj Arunachalam
Trevon D. Logan

On the Heterogeneity of Dowry Motives
w12575 Patrick J. Kehoe
How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach
w12575 Patrick J. Kehoe
How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach
t0326 Kenneth D. West
Todd Clark

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
w12324 James H. Stock
Mark W. Watson

Why Has U.S. Inflation Become Harder to Forecast?
t0324 Richard K. Crump
V. Joseph Hotz
Guido W. Imbens
Oscar A. Mitnik

Nonparametric Tests for Treatment Effect Heterogeneity
t0325 Alberto Abadie
Guido W. Imbens

On the Failure of the Bootstrap for Matching Estimators
w12126 Susan Athey
Philip A. Haile

Empirical Models of Auctions
w12098 Wayne E. Ferson
Andrew F. Siegel

Testing Portfolio Efficiency with Conditioning Information
w12098 Wayne E. Ferson
Andrew F. Siegel

Testing Portfolio Efficiency with Conditioning Information
w12109 Martin Lettau
Stijn Van Nieuwerburgh

Reconciling the Return Predictability Evidence
t0322 David S. Lee
David Card

Regression Discontinuity Inference with Specification Error
w12083 Justin Wolfers
Eric Zitzewitz

Prediction Markets in Theory and Practice
w11929 Refet Gurkaynak
Justin Wolfers

Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
w11939 V. Joseph Hotz
Guido W. Imbens
Jacob A. Klerman

Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program
2005
w11903 Andrew Ang
Joseph Chen

CAPM Over the Long Run: 1926-2001
w11758 Bruce N. Lehmann
The Role of Beliefs in Inference for Rational Expectations Models
w11721 David S. Lee
Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
w11487 Junsoo Lee
John A. List
Mark Strazicich

Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
w11312 Torben G. Andersen
Tim Bollerslev
Francis X. Diebold
Clara Vega

Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
w11285 Jean Boivin
Serena Ng

Understanding and Comparing Factor-Based Forecasts
w11166 Michael Ehrmann
Marcel Fratzscher
Roberto Rigobon

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
t0305 Todd E. Clark
Kenneth D. West

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
2004
w10916 William A. Brock
Steven N. Durlauf
Kenneth D. West

Model Uncertainty and Policy Evaluation: Some Theory and Empirics
w10748 Gautam Gowrisankaran
Matthew F. Mitchell
Andrea Moro

Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model
w10506 Ariel Pakes
Michael Ostrovsky
Steve Berry

Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)
w10523 Sangeeta Pratap
Carlos Urrutia

Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994
w10495 William A. Brock
Steven N. Durlauf

Elements of a Theory of Design Limits to Optimal Policy
w10450 Patrick Bajari
C. Lanier Benkard
Jonathan Levin

Estimating Dynamic Models of Imperfect Competition
w10416 Tamim Bayoumi
Douglas Laxton
Paolo Pesenti

Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assesment
2003
w10137 Hui Huang
John Whalley

The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach
w10025 William A. Brock
Steven N. Durlauf
Kenneth D. West

Policy Evaluation in Uncertain Economic Environments
w9895 James J. Heckman
Rosa Matzkin
Lars Nesheim

Simulation and Estimation of Nonaddative Hedonic Models
w9889 Patrick Bajari
Ali Hortacsu

Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data
w9891 Patrick Bajari
Matthew E. Kahn

Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities
w9839 Laurent Calvet
Adlai Fisher

Regime-Switching and the Estimation of Multifractal Processes
w9568 Douglas Laxton
Paolo Pesenti

Monetary Rules for Small, Open, Emerging Economies
2001
w8600 Tilak Abeysinghe
Kristin J. Forbes

Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia
w8510 Torben G. Andersen
Luca Benzoni
Jesper Lund

An Empirical Investigation of Continuous-Time Equity Return Models
w8207 Andrew Ang
Geert Bekaert

Stock Return Predictability: Is it There?
w8227 Amil Petrin
Quantifying the Benefits of New Products: The Case of the Minivan
w8098 Ravi Jagannathan
Zhenyu Wang

Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
2000
t0262 Arild Aakvik
James J. Heckman
Edward J. Vytlacil

Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ...
t0258 William Brock
Steven N. Durlauf

Interactions-Based Models
t0259 James J. Heckman
Edward J. Vytlacil

Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect
w7577 Alan M. Taylor
Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price
w7490 Alexei Onatski
James H. Stock

Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
1999
w7131 Jinyong Hahn
Petra Todd
Wilbert Van der Klaauw

Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
w7079 M. Ishaq Nadiri
Ingmar R. Prucha

Dynamic Factor Demand Models and Productivity Analysis
w6926 Yin-Wong Cheung
Menzie D. Chinn

Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
w6977 Dennis Epple
Thomas Romer
Holger Sieg

The Tiebout Hypothesis and Majority Rule: An Empirical Analysis
w6890 Paul Ellickson
Scott Stern
Manuel Trajtenberg

Patient Welfare and Patient Compliance: An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation
1998
w6822 Dennis Epple
Holger Sieg

Estimating Equilibrium Models of Local Jurisdictions
w6844 Peter F. Christoffersen
Francis X. Diebold

How Relevant is Volatility Forecasting for Financial Risk Management?
w6845 Francis X. Diebold
Jinyong Hahn
Anthony S. Tay

Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
w6508 Andrew Ang
Geert Bekaert

Regime Switches in Interest Rates
t0226 Kenneth D. West
Michael W. McCracken

Regression-Based Tests of Predictive Ability
t0226 Kenneth D. West
Michael W. McCracken

Regression-Based Tests of Predictive Ability
1997
t0215 Francis X. Diebold
Todd A. Gunther
Anthony S. Tay

Evaluating Density Forecasts
t0217 Peter F. Christoffersen
Francis X. Diebold

Cointegration and Long-Horizon Forecasting
w5984 Robin L. Lumsdaine
Eswar S. Prasad

Identifying the Common Component in International Economic Fluctuations
w6023 Torben G. Andersen
Tim Bollerslev

Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts
1996
t0192 Francis X. Diebold
Jose A. Lopez

Forecast Evaluation and Combination
1995
w5379 Arturo Estrella
Frederic S. Mishkin

Predicting U.S. Recessions: Financial Variables as Leading Indicators
w5282 Orazio P. Attanasio
Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules
1994
t0169 Francis X. Diebold
Robert S. Mariano

Comparing Predictive Accuracy
t0155 Craig Burnside
Martin Eichenbaum

Small Sample Properties of Generalized Method of Moments Based Wald Tests
t0152 Kenneth D. West
Dongchul Cho

The Predictive Ability of Several Models of Exchange Rate Volatility
t0152 Kenneth D. West
Dongchul Cho

The Predictive Ability of Several Models of Exchange Rate Volatility
1993
t0143 Kenneth D. West
Inventory Models
1991
w3911 Wen-Ling Lin
Robert F. Engle
Takatoshi Ito

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns
t0114 Edward E. Leamer
Eastern Data and Western Attitudes

Generated on Thu Dec 8 00:00:02 2016

 
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