Vector Processes: Autocorrelation Testing and Impulse Responses (Session 29B-21)
Testing Vector Autocorrelation in Dynamic Models
Jurgen A. DOORNIK (Nuffield College, UK)
Testing Autocorrelation in a System Perspective
Ghazi SHUKUR (Lund University, Sweden)
David Edgerton
Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes
Helmut LUTKEPOHL (Humboldt University, Germany)
Pentti Saikkonen
Consumer Demand 3 (Session 29B-22)
Children and Demands: Tests for Exogeneity
Valerie LECHENE (Hedm-INRA, France)
Martin Browning
Demographic Homotheticity Bias in Demand Analysis
Panos PASHARDES (University of Cyprus)
Panayiota Flori-Lyssiotou
Towards a Balanced Consumer Market: An Equivalence Scale Exercise for Poland
Adam SZULC (Warsaw School of Economics, Poland)
Hazard Model Estimation (Session 29B-23)
Econometric Analysis of Sequential Discrete Choice Models
Mark Y. AN (Duke University, USA)
Nonparametric Hazard Rate Estimation
Shiferaw GURMU (University of Virginia, USA)
Paul Rilstone
Steven Stern
Maximum Likelihood Estimation and Specification Test of the Proportional Hazard Model Using Grouped Durations
Keunkwan RYU (Seoul National University, Korea)
Business Cycles 2(Session 29B-25)
Classical Business Cycles for G7 and European Countries
Zenon G. KONTOLEMIS (University of Manchester, UK)
Michael J. Artis
Denise R. Osborn
Interest Rate Spreads as Predictors of Business Cycle
Kajal LAHIRI (State University of New York, USA)
Another Look at the Business Cycle Indicator: A SUTSE Approach
Tommaso PROIETTI (Universita di Perugia, Italy)
Guido Pellegrini
European Convergence (Session 29B-26)
On Measuring the Costs of Labour Immobility and Heterogeneity in Europe
Maria DEMERTZIS (University of Strathclyde, Scotland)
A.J. Hughes Hallett
Convergence and International Policy Coordination in the EU: A Dynamic Games Approach
Rudy C. DOUVEN (Tilburg University, The Netherlands)
J.E.J. Plasmans
European Asymmetries
Miguel SEBASTIAN (Universidad Complutense, Spain)
Fernando Ballabriga
Javier Valles
Capital Flows (Session 29B-31)
A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990
Oscar BAJO-RUBIO (UNED, Spain)
Simon Sosvilla-Rivero
The New Wave of Private Capital Inflows: Push or Pull?
Eduardo FERNANDEZ-ARIAS (The World Bank, USA)
The Possibility of Welfare Gains with Capital Inflows in a Small Tariff-Ridden Economy
Partha SEN (Delhi School of Economics, India)
Arghya Ghosh
Abheek Barman
Bootstrap Methods (Session 29B-32)
The Level and Power of the Bootstrap T-test in the AR(1) Midek with Trend
John C. NANKERVIS (University of Surrey, UK)
N.E. Savin
Bootstrap Methodologies for Nonparametric Efficiency Estimates
Paul W. WILSON (University of Texas, USA)
Empirical Labor Market Analysis (Session 29B-33)
Estimating Aggregate Labor Market Relations
Karsten ALBAEK (University of Copenhagen, Denmark)
Henrik Hansen
Common Trends Analysis of Danish Unemployment
Henrik HANSEN(University of Copenhagen, Denmark)
Anders Warne
Worker Flows & Job Flows in Danish Manufacturing, 1980-91
Bent E. SORENSEN (University of Copenhagen, Denmark)
Karsten Albaek
Option Trading, Hedging & Volatility(Session 29B-35)
The Optimal Financing Strategy of a High-Tech Firm: The Role of Warrants
Leonardo BECCHETTI (University "Tor Vergata", Italy)
Michele Bagella
Local Parametric Analysis of Hedging in Discrete Time
Peter BOSSAERTS (Tilburg University, The Netherlands)
Pierre Hillion
The Effect of Option Trading at the DTB on the Underlying Stocks'n Return Variance
Mark TREDE (Universitat zu Koln, Germany)
Mark Wahrenburg
Implementation(Session 29B-36)
Abreu-Matsushima Mechanisms: Experimental Evidence
Abdullah YAVAS (Pennsylvania State University, USA)
Martin Sefton
Natural Implementation with a Simple Punishment
Yoshikatsu TATAMITANI (University of Tsukuba, Japan)
Tatsuyoshi Saijo
Takehiko Yamato
The Theory of Implementation when the Planner is a Player
Sandeep BALIGA (King's College, Cambridge University, UK)
Luis Corchon
Tomas Sjostrom
General Equilibrium 12: Overlapping Generations (Session 29B-41)
Dynamical Incomplete Markets with Overlapping Generations
Valeri MARAKULIN (Institute of Mathematics, Russian Academy of Sciences)
Quasilinear, Over-lapping Generations Economies
Joaquim SILVESTRE (University of California, Davis, USA)
Are There Endogenous Cycles in Realistic Overlapping Cohorts Models?
Andras SIMONOVITS (HAS, Budapest, Hungary)
Monetary Theory 2 (Session 29B-42)
Money and Credit in a Private Information Economy
Hanqing ZHOU (University of Hong Kong)
Liquidity Problems and Default in a General Equilibrium Model of Decentralized Trading
Francisco ALCALA (Universidad de Murcia, Spain)
Barter and Monetary Exchange under Private Information: Endogenous Information Structure
Young Sik KIM (Victoria University of Wellington, New Zealand)
Finance Markets: Empirics(Session 29B-43)
Estimation of Volatility and Regression Analysis under Price Limits
K.C. John WEI (Hong Kong University of Science and Technology)
Raymond Chiang
Do Interest Rates Follow Unit-Root Processes? -- Evidence from Cross-Maturity Treasury-Bill Yields
Hua ZHANG (The Chinese University of Hong Kong)
Yangru Wu
Empirical Studies of Productivity (Session 29B-45)
Research Efficiency of Pharmaceutical Firms - A Multi-Capital Valuation
Tomofumi ANEGAWA (Keio University, Japan)
Learning Effects in Semiconductor Fabrication
Nile W. HATCH (Institute for Management, Innovation and Organization, UC Berkeley, USA)
Stefan Reichelstein
Productivity Differential among Large and Small Firms: Evidence from U.S. Panel Data
Rajeev DHAWAN (University of California, L.A., USA)
Corruption (Session 29B-46)
Fighting Corruption
Juan D. CARRILLO (GREMAQ, France)
Sustainability of Corruption and Optimal Deterrence
Lambros PECHLIVANOS (Boston University,USA)
Contracting in the Shadow of a Corrupt Court
Vai-Lam MUI (University of Southern California, USA)
Cooperative Games 2 (Session 29B-53)
Elementary Equivalence Theorems for Bargaining Sets with Infinitely Many Commodities
Yoshimasa NOMURA (Chiba University, Japan)
The Bargaining Set and Coalition Formation
Ken-ichi SHIMOMURA (Kyoto University, Japan)
Stable Coalition Structures with Negative External Effects
Sang-Seung YI (Dartmouth College, USA)
Growth 9: Estimating Growth (Session 29B-54)
How to Estimate Growth Equations
Paul EVANS (Ohio State University, USA)
Reopening the Convergence Debate: A New Look at Cross-Country Growth Empirics
Gerardo ESQUIVEL (Harvard University, USA)
Francesco Caselli
Fernando Lefort
Sources of Long Term Economic Growth: Empirical Evidence from Developed and Developing Countries
Lawrence J.LAU (Stanford University, USA)
Program World Conference Econometric Society Tokyo, August 1995