#
Yale University, Cowles Foundation for Research in Economics
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The organization ** Yale University, Cowles Foundation for Research in Economics** represents an institution, an association, or corporate body that is associated with resources found in **European University Institute**.

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Yale University, Cowles Foundation for Research in Economics
Resource Information

The organization

**Yale University, Cowles Foundation for Research in Economics**represents an institution, an association, or corporate body that is associated with resources found in**European University Institute**.- Label
- Yale University, Cowles Foundation for Research in Economics

- Subordinate unit
- Cowles Foundation for Research in Economics

## Context

Context of Yale University, Cowles Foundation for Research in Economics#### Creator of

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- A Bayesian analysis of trend determination in economic time series
- A CUSUM test for cointegration using regression residuals
- A behavioral model of bargaining with endogenous types
- A bias-reduced log-periodogram regression estimator for the long-memory parameter
- A bound on the proportion of pure strategy equilibria in generic games
- A colored version of Tverberg's theorem
- A computational analysis of the Core of a trading economy with three competitive equilbria and a finite number traders
- A consumable money : an elementary discussion of commodity money, fiat money and credit: part I
- A derivation of expected utility maximization in the context of a game
- A double auction market : teaching, experiment and theory
- A functional central limit theorem for strong mixing stochastic processes
- A graphical analysis of some basic results in social choice
- A nine variable probabilistic macroeconomic forecasting model
- A note on the dual approach to the existence and characterization of optimal consumption decisions under uncertainty and liquidity constraints
- A practical competitive market model for indivisible commodities
- A quantilogram approach to evaluating directional predictability
- A reexamination of the consumption function using frequency domain regressions
- A refined bargaining set of an n-person game and endogenous coalition formation
- A shortcut to LAD estimator asymptotics
- A stochastic overlapping generations economy with inheritance
- A strategic market game of a finite exchange economy with a mutual bank
- A strategic market game with a mutual bank with fractional reserves and redemption in gold : (a continuum of traders)
- Absenteeism, substitutes, and complements and the Banzhaf index
- Absenteeism, substitutes, and complements in simple games
- Accessible Pareto-improvements : using market information to reform inefficiencies
- Actual and warranted relations between asset prices
- Adaptive local polynomial whittle estimation of long-range dependence
- Additive interactive regression models : circumvention of the curse of dimensionality
- Adjustment is much slower than you think
- Aggregation and imperfect competition : on the existence of equilibrium
- Aggregation and social choice : a mean voter theorem
- Alternative approximations of the Bias and MSE of the IV estimator under weak identification wih an application to Bias correction
- Alternative methods for measuring productivity growth
- An "average" Lyapunov convexity theorem and some core equivalence results
- An economic approach to the psychology of change : amnesia, inertia, and impulsiveness
- An efficiency rationale for bundling of public goods
- An implementation of the generalized basis reduction algorithm for integer programming
- An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
- An introduction to econometric applications of functional limit theory for dependent random variables
- An optimal fair job assignment problem
- Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
- Arithmetic repeat sales price estimators
- Asymptotic theory for multivariate GARCH processes
- Asymptotics for linear processes
- Asymptotics in minimum distance from independence estimation
- Bankruptcy and efficiency in a general equilibrium model with incomplete markets
- Bargaining and markets : complexity and the Walrasian outcome
- Bayes methods for trending multiple time series with an empirical application to the US economy
- Bayes models and forecasts of Australian macroeconomic time series
- Bayesian model selection and prediction with empirical applications
- Bayesian routes and unit roots : de rebus prioribus semper est disputandum
- Beauty contests, bubbles and iterated expectations in asset markets
- Believe and let believe : axiomatic foundations for belief dependent utility functionals
- Best response equivalence
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Bonds or loans? : The effect of macroeconomic fundamentals
- Bootstrap unit root tests in panels with cross-sectional dependency
- Bootstrapping macroeconometric models
- Bootstrapping spurious regression
- Bubbles, human judgment, and expert opinion
- Can one estimate the conditional distribution of post-model-selection estimators?
- Capital structure and dividend irrelevance with asymmetric information
- Catalytic finance : when does it work?
- Christmas, spring and the dawning of economic recovery
- Classification of two-person ordinal bimatrix games
- Cognitive foundations of probability
- Comment on "to criticize the critics" by Peter C B Phillips
- Commentary on Irving Fisher"The nature of capital and income"(1906)
- Committee design in the presence of communication
- Communication and monetary policy
- Comparing the predictive information content of college football rankings
- Comparing wealth effects : the stock market versus the housing market
- Competition in or for the field : which is better?
- Competitive pooling : Rothschild-Stiglitz reconsidered
- Competitive pooling : Rothschild-Stiglitz reconsidered (Revised 02/2002)
- Competitive pooling : Rothschild-Stiglitz reconsidered (Revised 12/2001)
- Competitive prizes : when less scrutiny induces more effort
- Compromises between cardinality and ordinality in preference theory and social choice
- Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
- Consistent estimation with a large number of weak instruments
- Consistent testing for stochastic dominance : a subsampling approach
- Construction of stationary Markov equilibria in a strategic market game
- Coordination, communication and common knowledge : a retrospective on electronic mail game
- Cross-section regression with common shocks
- Default and bankruptcy in a multistage exchange economy
- Default and punishment in general equilibrium
- Default and punishment in general equilibrium (Revised 03/2002)
- Default and punishment in general equilibrium (Revised 04/2003)
- Default and punishment in general equilibrium (Revised 11/2003)
- Default in a general equilibrium model with incomplete markets
- Demography and the long-run predictability of the stock market
- Differentiated products demand systems from a combination of micro and macro data : the new car market
- Does democracy engender equality?
- Does one Soros make a difference? : A theory of currency crises with large and small traders
- Does prison Harden inmates? : A discontinuity-based approach
- Dollar denominated debt and optimal security design
- Dual distribution in franchising
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Dynamic price competition
- Dynamic structural models : problems and prospects - Mixed continuous discrete controls and market interactions
- Dynamics of the federal funds target rate : a nonstationary discrete choice approach
- Eclectic distributional ethics
- Econometric methods for endogenously sampled time series : the case of commodity price speculation in the steel market
- Economic equilibrium and Soviet economic reform
- Efficient regression in time series partial linear models
- Egalitarianism against the veil of ignorance
- Electoral rules and the emergence of new issue dimensions
- Empirical implications of arbitrage-free asset markets
- End-of-sample cointegration breakdown tests
- End-of-sample instability tests
- Entry and vertical differentiation
- Equilibrium selection in global games with strategic complementarities
- Equivalence of the higher-order asymptotic efficieny of k-step and extremum statistics
- Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra
- Estimated, calibrated, and optimal interest rate rules
- Estimates of the bias of lagged dependent variable coefficient estimates in macroeconomic equations
- Estimates of the effectiveness of monetary policy
- Estimating long run economic equilibria
- Estimation of multinomial models using weak monotonicity assumptions
- Exact local whittle estimation of fractional integration
- Exactly unbiased estimation of first order autoregressive/unit root models
- Exchange rates and casualties during the First World War
- Expanding the scope of expectations datat collection : the US and Japanese stock markets
- Expectations driven nonlinear business cycles
- Expected utility theory without the completeness axiom
- Fairness, reciprocity, and wage regidity
- Faulty communication
- Faulty communication (Revised 08/2001)
- Financial integration, liquidity and exchange rates
- Financing trade and the price level : problems with the description of markets, expectations, money, credit
- Fiscal policy : its macroeconomics in perspective
- Forecasting New Zealand's real GDP
- Fractional Brownian motion as a differentiable generalized Gaussian process
- From Nash to Walras via Shapley-Shubik
- From efficient market theory to behavioral finance
- Fullr nonparametric estimation of scalr diffusion models
- Fundamental R&D spillovers and the internazionalization of a firm's rsearch activities
- Further evidence on the grat crash, the oil price shock, and the unit root hypothesis
- GMM estimation of autoregressive roots near unity with panel data
- Game theory and experimental gaming
- Gaussian estimation of continuous time models of the short term interest rate
- Generalized potentials and robust sets of equilibria
- Generic uniform convergence
- Global games : theory and applications
- Global games : theory and applications (Revised 08/2001)
- Gold, fiat and credit : an elementary discussion of commodity money, fiat money and credit: part II
- Gold, liquidity and secured loans in a multistage economy : part I - gold as money
- Growth and distribution : a neoclassical Kaldor-Robinson exercise
- Health care reform as seen by a general economist
- Heterogeneity and uniqueness in interaction games
- Higher-order impovements of the parametric bootstrap for Markov processes
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
- Highway franchising and real estate values
- Household reaction to changes in housing wealth
- How fast do old men slow down?
- How to auction an essential facility when underhand integration is possible
- How to compute equilibrium prices in 1891
- Hyper-consistent estimation of a unit root in time series regression
- I'll see it when I believe it : a simple model of cognitive consistency
- If you're so smart, why aren't you rich? : Belief selection in complete and incomplete markets
- Incidental trends and the power of panel unit root tests
- Indeterminacy of citizen-candidate equilibrium
- Indeterminancy, nonparametric calibration and counterfactual equilibria
- Index-based futures and options markets in real estate
- Inductive inference : an axiomatic approach
- Inefficiency of strategy-proof allocation mechanisms in pure exchange economies
- Inflationary bias in a simple stochastic economy
- Inflationary expectations and price setting behavior
- Information acquisitions and efficient mechanism design
- Information and the existence of stationary Markovian equilibrium
- Information and timing in repeated partnerships
- Information structures in optimal auctions
- Inside and outside money, gains to trade, and IS-LM
- Inside and outside money, gains to trade, and IS-LM (Revised June 2001)
- Insurance contracts designed by competitive pooling
- International currency regimes, capital mobility and macroeconomic policy
- International diversification of social and private risk : the US and Japan
- International finance in general equilibrium
- Interpreting the macroeconomic time series facts : the effects of monetary policy
- Investment incentives in procurement auctions
- Is gold an efficient store of value?
- Is there empirical support for the "modern" view of macroeconomics?
- Jackknifing bond option prices
- Laws and limits of econometrics
- Least concavity and the distribution-free estimation of nonparametric concave functions
- Limit theorems for estimating the parameters of differentiated product demand systems
- Liquidity black holes
- Liquidity, default and crashes : endogenous contracts in general equilibrium
- Liquidity, default and crashes : endogenous contracts in general equilibrium (Revised 03/2002)
- Liquidity, default and crashes : endogenous contracts in general equilibrium (Revised 06/2002)
- Local polynomial whittle estimation of long-range dependence
- Local whittle estimation in nonstationary and unit root cases (Updated September 2003)
- Long run variance estimation using steep origin kernels without truncation
- Macroeconomic strategy in wartime
- Market bubbles and wasteful avoidance : tax and regulatory constraints on short sales
- Measurability is not about information
- Measuring asset values for cash settlement in derivative markets : hedonic repeated measures indices and perpetual futures
- Middle men versus market makers : a theory of competitive exchange
- Modified local whittle estimation of the memory parameter in the nonstationary case
- Monetary equilibrium with missing markets
- Money and monetization of credit
- Money for new Palgrave money and finance
- Monotone preferences over information
- Moral hazard
- More efficient Kernel estimation in nonparametric regression with autocorrelated errors
- Multidimensional private value auctions
- Multifractal products of cylindral pulses
- Neighborhood complexes and generating functions for affine semigroups
- New data and output concepts for understanding productivity trends
- Nonlinear instrumental variable estiomation of an autoregression
- Nonlinear log-periodogram regression for perturbed fractional processes
- Nonparametric estimation of a multi factor Heath-Jarrow-Morton model : an intgrated approach
- Nonparametric tests for common values in first-price sealed-bid auctions
- Nonstationary discrete choice
- Om fair allocations and indivisibilities
- On houseswapping, the stict core, segmentation, and linear programming
- On local and network games
- On the convex hull of the integer points in a disc
- On the empirical content of quantal response equilibrium
- On the evolution of overconfidence and entrepreneurs
- On the internationalization of portfolios
- On the number of bootstrap repetitions for BCa confidence intervals
- On the periodic structure of the business cycle
- On the theory of macroeconomic policy
- One simple test of Samuelson's dictum for the stock market
- Operational algebra and regression t-tests
- Optimal changepoint tests for normal linear regression
- Optimal inventory policies when sales are discretionary
- Optimal scrutiny in multi-period promotion tournaments
- Optimal tests when a nuisance parameter is presently only under the alternative
- Partially linear models with unit roots
- Penalised maximum likelihood estimation for fractional Gaussian processes
- Perfectly fair allocations with indivisibilities
- Political equilibrium with private or/and public campaign finance : a comparison of institutions
- Pooled log periodogram regression
- Popular attitudes towards free markets : the Soviet Union and the United States compared
- Portfolio selection : efficient diversification of investments
- Posterior odds testing for a unit root with data-based model selection
- Poverty in relation to macroeconomic trends, cycles and policies
- Preface to Edward Marz "Schumpeter", English translation, Yale University Press, 1991
- Prewhitening bias in HAC estimation
- Price flexibility and output stability : an old Keynesian view
- Productivity growth and the new economy
- Purification in the infinitely-repeated prisoners' dilemma
- Racism and redistribution in the United States : a solution to the problem of American exceptionalism
- Radical financial innovation
- Real determinancy with nminal assets
- Reflections on econometric methodology
- Regression with slowly varying regressors
- Repeated games : cooperation and rationality
- Rethinking multiple equilibria in macroeconomic modelling
- Risk and wealth in a model of self-fulfilling currency attacks
- Risk aversion and stock prices
- Robust mechanism design
- Rolling the dice : an optimal transition path for controlling greenhouse gases
- Savings and portfolio choice in a two-period two-asset model
- Schumpeterian profits in the American economy : theory and measurement
- Shortest integer vectors
- Signalling and default : Rothschild-Stiglitz reconsidered
- Simulation estimation methods for limited dependent variable models
- Simulation of multivariate normal orthant probabilities : theoretical and computational results
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- Smoothed empirical likelihood methods for quantile regression models
- Social choice and individual values
- Social security investment in equities (Revised 08/2003)
- Social security investment in equities I : linear case
- Social security investment in equities in an economy with short-term production and land
- Some dynamics of a strategic market game with a large number of agents
- Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
- Stabilizing the Soviet economy
- Stock prices and bond yields : can their comovements be explained in terms of present value models?
- Strategic freedom, constraint and symmetry in one-period markets with cash and credit payment
- Strictly fair allocations in large exchange economies
- Structural change in tail behavior and the Asian financial crisis
- Structure, clearinghouses and symmetry
- Subjective distributions
- Testing covariance stationarity under moment condition failure with an application to common stock returns
- Testing for a new economy in the 1990s
- Testing for a unit root in the presence of deterministic trends
- Testing game-theoretic models of price-fixing behaviour
- Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
- Tests for parameter instability and structural change with unknown change point
- Tests of independence in separable econometric models
- Tests of specification for parametric and semiparametric models
- The "dice" model : background and structure of a dynamic integrated climate-economy model of the economics of global warming
- The CNBC effect : welfare effects of public information
- The Cowles Commission approach, real business cycle theories and new Keynesian economics
- The Frobenius problem and maximal lattice free bodies
- The KPSS test with seasonal dummies
- The block-block bootstrap : improved asymptotic refinements
- The complex of maximal lattice free simplices
- The ecology of markets
- The economic consequences of a war with Iraq
- The edgeworth, cournot and walrasian cores of an economy
- The effect of bidders' asymmetries on expected revenue in auctions
- The elusive empirical shadow of growth convergence
- The equity premium consensus forecast revisited
- The financing of innovation : learning and stopping
- The generalized basis reduction algorithm
- The harmonic fisher equation and the inflationary bias of real uncertainty
- The health of nations : the contribution of improved health to living standards
- The hybrid solutions of an n-person game
- The ideal inflation indexed bond and Irving fisher's impatience theory of interest in a overlapping generations world
- The impact of climate on agriculture : a Ricardian approach
- The interaction of implicit and explicit contracts
- The invention of inflation-indexed bonds in early America
- The invisible hand in modern macroeconomics
- The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
- The long-run Australian consumption function reexamined : an empirical exercise in Bayesian inference
- The macroeconomics of government finance
- The method of simulated scores for the estimation of LDV models with an application to external debt crises
- The mildest recession : outputs, profits, and stock prices as the U.S. emerges from the 2001 recession
- The optimal concentration of creditors
- The price for the widow's cruse : or the value of an infinitely productive asset
- The progress of computing
- The spurious effect of unit roots on exogeneity tests in vector autoregressions
- The stabilization of the U S economy : evidence from the stock market
- The strong law of demand
- The tail behavior of maximum likelihood estimators of cointegrating coefficients in error correction models
- The theory of money
- The uses of teaching games in game theory classes and some experimental games
- The value of benchmarking
- Theory of value : an axiomatic analysis of economic equilibrium
- Three strikes and you're out : reply to Cooper and Willis
- Time series modelling with a Bayesian frame of reference : I - concepts and illustrations
- Time series modelling with a Bayesian frame of reference : concepts, illustrations and asymptotics
- Tjalling Charles Koopmans, August 28, 1910 - February 26, 1985
- To bundle or not to bundle
- To criticize the critics : an objective Bayesian analysis of stochastic trends
- Transactions loans, intertemporal loans, variable velocity, the rates of interest and commodity money : part I - transactions loans
- Transformations of the commodity space, behavioral heterogeneity and the aggregation problem
- Two new proofs of Afriat's theorem
- Unidentified components in reduced rank regression estimation of ECMs
- Unilateral deviation with perfect information
- Uniqueness of equilibrium in the multi-country Ricardo model
- Unit roots
- Unmediated communication in games with complete and incomplete information
- Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
- Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, gaussian, strongly dependent process
- Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time deries
- Valuation ratios and the long-run stock market outlook : an update
- Value and politics
- Vector autoregression and causality
- Vector autoregression and causality : a theoretical overview and simulation study
- Vision and influence in econometrics : John Denis Sargan
- Voting by committees
- Weighted minimum mean-square distance from independence estimation
- What we owe our children, they their children.
- Who refers to whom : a study of research references and the relationship between research reports and final publication
- trending time series aand macroeconomic activity : some present and future challenges

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`<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/ChGxVkQzFBU/" typeof="Organization http://bibfra.me/vocab/lite/Organization"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/ChGxVkQzFBU/">Yale University, Cowles Foundation for Research in Economics</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>`