IEPR Working Papers

From Institute of Economic Policy Research (IEPR)
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06.60: The Compromise Game: Two-sided Adverse Selection in the Laboratory

Juan D. Carrillo and Thomas Palfrey

06.59: The U.S. Westward Expansion

Guillaume Vandenbroucke

06.58: Life Satisfaction and Economic Outcomes in Germany Pre- and Post-Unification

Richard Easterlin and Anke Zimmermann

06.57: Mean-squared-error Calculations for Average Treatment Effects

Guido Imbens, Whitney Newey and Geert Ridder

06.56: Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions

Hyungsik Moon and Frank Schorfheide

06.55: Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models

Cheng Hsiao and Siyan Wang

06.54: Using Micro Data to Estimate the Intertemporal Substitution Elasticity for Labor Supply in an Implicit Contract Model

John Ham and Kevin Reilly

06.53: S-shaped Transition and Catapult Effects

Hyeok Jeong and Yong Kim

06.52: Optimal Choice of Characteristics for a non-excludable Good

Isabelle Brocas

06.51: A Quantitative Analysis of China’s Structural Transformation

Robert Dekle and Guillaume Vandenbroucke

06.50: The Effect of Abortion Legalization on Teenage Out-Of-Wedlock Childbearing in Future Cohorts

Serkan Ozbeklik

06.49: Panel Data Analysis - Advantages and Challenges

Cheng Hsiao

06.48: The Brain as a Hierarchical Organization

Isabelle Brocas and Juan D. Carillo

06.47: A Consistent Model Specification Test with Mixed Discrete and Continuous Data

Cheng Hsiao, Qi Li and Jeffrey Racine

06.46: A Re-examination of the Exchange Rate Disconnect Puzzle: Evidence from Japanese Firm Level Data

Robert Dekle, Hyeok Jeong and Heajin Ryoo

06.45: Estimating the Out-of-Hospital Mortality Rate Using Patient Discharge Data

Mehdi Farsi and Geert Ridder

06.44: Complementarity and Transition to Modern Economic Growth

Hyeok Jeong and Yong Kim

06.43: Macroeconometric Modelling with a Global Perspective

Mohammad Pesaran and Ronald Smith

06.42: Learning, Structural Instability and Present Value Calculations

Mohammad Pesaran, Davide Pettenuzzo and Allan Timmermann

05.41: Market Efficiency Today

Mohammad Pesaran

05.40: A Model of the Trends in Hours

Guillaume Vandenbroucke

05.39: Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information

Yingyao Hu and Geert Ridder

05.38: Incidental Trends and the Power of Panel Unit Root Tests

Hyungsik Moon, Benoit Perron and Peter Phillips

05.37: A Study of a Semiparametric Binary Choice Model with Integrated Covariates

Emmanuel Guerre and Hyungsik Moon

05.36: Reducing Bias of MLE in a Dynamic Panel Model

Jinyong Hahn and Hyungsik Moon

05.35: An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors

Hyungsik Moon and Benoit Perron

05.34: Mean-square-error Calculations for Average Treatment Effects

Guido Imbens, Whitney Newey and Geert Ridder

05.33: Why Panel Data?

Cheng Hsiao

05.32: Unit Roots and Cointegration in Panels

Jörg Breitung and Mohammad Pesaran

05.31: Theory and Measurement of Modern Transition

Hyeok Jeong and Yong Kim

05.30: Survey Expectations

Mohammad Pesaran and Martin Weale

05.29: On Deconvolution as a First Stage Nonparametric Estimator

Yingyao Hu and Geert Ridder

05.28: Sources of TFP Growth: Occupational Choice and Financial Deepening

Hyeok Jeong and Robert Townsend

05.27: The Emerging Market Crisis and Stock Market Linkages: Further Evidence

Jian Yang, Cheng Hsiao, Qi Li and Zijun Wang

05.26: Ranking Sealed High-Bid and Open Asymmetric Auctions

Harrison Cheng

05.25: The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification

Mohammad Pesaran, Til Schuermann and Björn-Jakob Treutler

05.24: What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR

Mohammad Pesaran, L. Vanessa Smith and Ron P. Smith

05.23: Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process

Cheng Hsiao and Siyan Wang

05.22: An Equilibrium Model of Managerial Compensation

Michael Magill and Martine Quinzii

05.21: Common Shocks and Relative Compensation Schemes

Michael Magill and Martine Quinzii

05.20: Assessment of Relationship between Growth and Inequality: Micro Evidence from Thailand

Hyeok Jeong

05.19: Discovering the Sources of TFP Growth: Occupational Choice and Financial Deepening

Hyeok Jeong and Robert Townsend

05.18: Scope for Credit Risk Diversification

Samuel Hanson, Mohammad Pesaran and Til Schuermann

05.17: Regulation or Markets? The Case of Employment Contract

W. Bentley Macleod

05.16: U.S. Real Exchange Rate Fluctuations and Relative Price Fluctuations

Caroline Betts and Timothy Kehoe

05.15: Ratifiability of Efficient Collusive Mechanisms in Second-Price Auctions with Participation Costs

Guofu Tan and Okan Yilankaya

05.14: Testing Slope Homogeneity in Large Panels

Mohammad Pesaran and Takashi Yamagata

05.13: Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men

John Ham, Xianghong Li and Patricia B. Reagan

05.12: Inefficiency in Repeated Cournot Oligopoly Games

Harrison Cheng

05.11: Optimal Partnership Contracts: Foundation and Duality

Harrison Cheng

05.10: Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy

Hyeok Jeong and Robert Townsend

05.9: A Theory of Influence: The Strategic Value of Public Ignorance

Isabelle Brocas and Juan D. Carillo

05.8: Is There an "Iron Law of Happiness"?

Richard Easterlin

05.7: Equilibria in Second Price Auctions with Participation Costs

Guofu Tan and Okan Yilankaya

04.6: Exploring the International Linkages of the Euro Area: A Global VAR Analysis

Stephane Dees, Filippo di Mauro, Mohammad Pesaran and L. Vanessa Smith

04.5: Reducing Bias of MLE in a Dynamic Panel Model

Jinyong Hahn and Hyungsik Moon

04.4: The Market for Sweekstakes

Soo Hong Chew and Guofu Tan

04.3: Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management

Mohammad Pesaran and Paolo Zaffaroni

04.2: Random Coefficient Panel Data Models

Cheng Hsiao and Mohammad Pesaran

04.1: Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy

Cheng Hsiao, Yan Shen and Hiroshi Fujiki