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Abstracts: Municipal Budget Forecasting with Multivariate ARMA Models. Average conditional correlation and tree structures for multivariate GARCH models
Abstracts: Nash equilibria in a model of multiproduct price competition: an assignment problem. Equilibrium selection in games: the mollifier method
Abstracts: Negative externalities may cause delay in negotiation. Intertemporal population ethics: critical-level utilitarian principles
Abstracts: Neural model identification, variable selection and model adequacy. Medicaid and the cost of improving access to nursing home care
Abstracts: New conservation laws in a neoclassical von Neumann model. Time-neutrality and linearity. Ultraproducts and aggregation
Abstracts: New tools for understanding spurious regressions. Strict single crossing and the strict Spence-Mirrlees condition: a comment on monotone comparative statics
Abstracts: Nice demand and concavifiable smooth preferences: determinateness of a utility function. Explicit characterizations of financial prices with history-dependent utility
Abstracts: Nonconvergence of the Mas-Colell and Zhou bargaining sets. Cheap talk and sequential equilibria in signaling games
Abstracts: Non-Gaussian seasonal adjustment: X-12-ARIMA versus robust structural models. A flexible model of technological diffusion incorporating economic factors with an application to the spread of colour television onwership in the UK
Abstracts: Nonlinear dynamic structures. Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Abstracts: Nonlinear income effects in random utility models. The demand for welfare generosity. Social welfare of alternative controlled-price policies
Abstracts: Nonparametric demand analysis of U.K. personal sector decisions on consumption, leisure, and monetary assets: a reapraisal
Abstracts: Nonparametric estimation of triangular simultaneous equations models. Nonparametric estimation of exact consumers surplus and deadweight loss
Abstracts: Nonparametric selection of regressors: the nonnested case. Report of the treasurer. Consistent model specification tests: omitted variables and semiparametric functional forms
Abstracts: Nonshiftable capital, affine price expectations and convergence to the Golden Rule. Incomplete markets over an infinite horizon: long-lived securities and speculative bubbles
Abstracts: Non-standard concave utility functions. Reduced cost functions and their applications. PDE solutions of stochastic differential utility
Abstracts: Non-temporal components of residential real estate appreciation. Unemployment insurance and unemployment over time: an analysis with event history data
Abstracts: Non-temporal components of residential real estate appreciation. part 2 An experimental comparison of dispute rates in alternative arbitration systems
Abstracts: Nontrivial pseudo-utility functions. The paradox of the Bayesian experts and state-dependent utility theory. Efficient consumption set under recursive utility and unknown beliefs
Abstracts: Nonuniform Bertrand competition. Stochastic monotonicity and stationary distributions for dynamic economies. Entry, exit, and firm dynamics in long run equilibrium
Abstracts: Oligopolistic competition and the optimal provision of products. The recursive core
Abstracts: On a private information game without pure strategy equilibria. The nonexistence of symmetric equilibria in anonymous games with compact action spaces
Abstracts: On estimating contemporaneous quarterly regional GDP. Stochastic optimal growth with nonconvexities. Are 16-month-ahead forecasts useful? A directional analysis of Japanese GDP forecasts
Abstracts: On expenditure functions. Homothetic and weakly homothetic preferences. Utility functions on chains
Abstracts: On f-core equivalence with general widespread externalities. An extension of Milleron, Mitjushin and Polterovich's result
Abstracts: On international and national dimensions of risk sharing. A comparison of job creation and job destruction in Canada and the United States
Abstracts: On intertemporal preferences in continuous time: the case of certainty. Benefit functions and duality
Abstracts: On "Reputation" refinements with heterogeneous beliefs. A "reputation" refinement without equilibrium. Strategic experimentation
Abstracts: On risk aversion with two risks. On the value of information in multi-agent decision theory. Dominance conditions in non-additive expected utility theory
Abstracts: On selecting a power transformation in time-series analysis. Deletion diagnostics for transformations of time series
Abstracts: On the diversity of equity markets. Odd man out: the proposal-making model. A lower bound for the dimension of the message space of the decentralized mechanisms realizing a given goal
Abstracts: On the dynamic properties of asymmetric models of real GNP. Instrument relevance in multivariate linear models: a simple measure
Abstracts: On the equilibrium price set of a continuous perturbation of exchange economies. Some corrections to claims about the literature in Engl and Scotchmer (1996)
Abstracts: On the estimation of demand systems through consumption efficiency. Intertemporal substitution in macroeconomics: consumption, labor supply, and money demand
Abstracts: On the existence and the structure of the pseudo-equilibrium manifold. Some consequences of the unknottedness of the Walrus correspondence
Abstracts: On the existence of Cournot-Nash equilibria in continuum games. A note on the core of voting games
Abstracts: On the existence of pure and mixed strategy Nash equilibria in discontinuous games. An extension of the KKMS Theorem
Abstracts: On the fair division of a heterogeneous commodity. Existence of equilibrium with nonconvexities and finitely many agents
Abstracts: ON THE GENERIC FINITENESS OF EQUILIBRIUM OUTCOME DISTRIBUTIONS IN GAME FORMS. EFFICIENCY OF LARGE PRIVATE VALUE AUCTIONS
Abstracts: On the interpretation of the Nash bargaining solution and its extension to non-expected utility preferences. Consistent solutions in atomless economies
Abstracts: On the rate of return to schooling quality. Female labor supply with a discontinuous, nonconvex budget contraint: incorporation of part-time/full-time wage differential
Abstracts: On the revelation of private information in stock market economies. Price functionals with bid-ask spreads: an axiomic approach
Abstracts: On the robustness of factor structures to asset repackaging. Asset market equilibrium in Lp spaces with separable utilities
Abstracts: On the role of risk premia in volatility forecasting. Robust regression shrinkage and consistent variable selection through the LAD-Lasso
Abstracts: On the sign of the optimal combining weights under the error-variance minimiazing criterion. On trend extraction models: comments on a paper by Garcia-Ferrer and del Hoyo
Abstracts: On the sign of the optimal combining weights under the error-variance minimiazing criterion. part 2 On the sign of the optimal combining weights under the error-variance minimia\zing criterion
Abstracts: On the subdifferential of the value function in economic optimization problems. Existence of equilibria in the presence of increasing returns: a synthesis
Abstracts: On the uniqueness of the solution to a large linear assignment problem. Uniqueness conditions for strongly point-rationalizable solutions to games with metrizable strategy sets
Abstracts: On trend extraction models: comments on a paper by Garcia-Ferrer and Del Hoyo. On trend extraction models: interpretation, empirical evidence and forecasting performance
Abstracts: On trend extraction models: reply on comments by Harvey. Algorithms for explaining forecast revisions. To combine or not to combine? Issues of combining forecasts
Abstracts: Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. On optimal terminal wealth under transaction costs
Abstracts: Optimal growth models and the Lagrange multiplier. A theory of quantifiable beliefs. Rationalizing allocation data-a nonparametric Walrasian theory when prices are absent or non-Walrasian
Abstracts: Optimal licensing of cost-reducing innovation. A strong incompatibility between efficiency and equity in non-convex economies
Abstracts: Optimal risk-sharing rules and equilibria with Choquet-expected-utility. Arbitrage, duality and asset equilibria
Abstracts: Optimal selling mechanisms for multiproduct monopolists: incentive compatibility in the presence of budget constraints
Abstracts: Optimal tests for parameter instability in the generalized method of moments framework. Monitoring structural change
Abstracts: Order indifference and rank-dependent probabilities. How complicated are betweenness preferences? Rank-dependent preferences without ranking axioms
Abstracts: Order isomorphisms for preferences with intransitive indifference. Lexographic orders and preference representation
Abstracts: Ordinality of solutions of noncooperative games. Generic regularity of competitive equilibria with restricted participation
Abstracts: Organizational structure and expected output at nuclear power plants. Market structure, uncertainty, and intrafirm diffusion: the case of optical scanners in grocery stores
Abstracts: Pathological Outcomes of Observational Learning. Mechanism Design with Collusion and Correlation. Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options
Abstracts: Patterns of intergenerational mobility in income and earnings. Inter-vivos transfers and intergenerational exchange
Abstracts: Pazner-Schmeidler rules in large societies. Representing subjective orderings of random variables: an extension
Abstracts: Performance functions and reinforcement learning for trading systems and portfolios. The evolution of conventions
Abstracts: Performance of GARCH models in forecasting stock market volatility. Forecasting Volatility of Emerging Stock Markets: Liner versus Non-linear GARCH Models
Abstracts: Perspectives on Forecasting Research in Accounting and Finance. Sales Revenues: Time-Series Properties and Predictions
Abstracts: Platform investments and volatile exchange rates: direct investment in the U.S. by Japanese electronic companies
Abstracts: Political institutions and pollution control. Have U.S. financial institutions' real estate investments exhibited "trend-chasing" behavior?
Abstracts: Postulates for the internal rate of return of an investment project. Irrational entry, rational exit
Abstracts: Potential pitfalls in determining multiple structural changes with an application to purchasing power parity. On the role of risk premia in volatility forecasting
Abstracts: Power of tests in binary response models: comment. Efficient semiparametric estimation of expectations. A Divisible Search Model of Fiat Money: a comment
Abstracts: Prakash and Sertel's theory of non-cooperative equilibria in social systems-twenty years later. On the varieties of matrix probabilities in nonarchimedian decision theory
Abstracts: Precautionary savings-a panel study. Referendum design and contingent valuation: the NOAA panel's no-vote recommendations
Abstracts: Predation among technologies on the market: a modellistic analysis. Endogenous probabilities and the information revealed by prices
Abstracts: Predicting turning points in business cycles by detection of slope changes in the leading composite index. Estimation and forecasting of long-memory processes with missing values
Abstracts: Prediction intervals for growth curve forecasts. Order series method for forecasting non-Gaussian time series
Abstracts: Predictive power and unbiasedness of implied forward charter rates. Long-memory forecasting of US monetary indices
Abstracts: Preference for flexibility in a savage framework. Maximization and the act of choice. Internal consistency of choice
Abstracts: Preferences over solutions to the bargaining problem. Bayesian vector autoregressions with stochastic volatility
Abstracts: Price formation in single call markets. Expectations formation and stability of large socioeconomic systems. How social security and medicare affect retirement behavior in a world of incomplete markets
Abstracts: Probability distributions, trading strategies and leverage: an average of Guassian mixture models. A fractal forecasting model for financial time series
Abstracts: Professional economic forecasts: are they worth their costs? An assessment of the economic value of non-linear foreign exchange rate forecasts
Abstracts: Profitability of price and quantity strategies in an oligopoly. Stochastically stable states in an oligopoly with differentiated goods: equivalence of price and quantity strategies
Abstracts: Properties of realized variance under alternative sampling schemes. Realized variance amd market microstructure noise
Abstracts: Public capital and private productivity. Property tax capitalization in a model with tax-deferred assets, standard deductions, and the taxation of nominal interest
Abstracts: Public policy, private preferences, and the Japanese trade pattern. The J-shape of performance persistence given survivorship bias
Abstracts: Public policy, private preferences, and the Japanese trade pattern. part 2 Estimating earnings poverty in 1939: a comparison of Orshansky-method and price-indexed definitions of poverty
Abstracts: Public subsidies, private provision of care and living arrangements of the elderly. Efficiency in social versus private agricultural production: the case of Yugoslavia
Abstracts: Quadratic Engel curves and consumer demand. Structural unemployment, cyclical unemployment, and income inequality
Abstracts: Quarterly forecasts of the Italian business cycle by means of monthly economic indicators. Business cycle forecasting
Abstracts: Quarterly GPPA Earnings Data: Time-series Properties and Predictive Ability Results in the Airlines Industry. Multiple time-series modelling: another look at the Canadian money and income data
Abstracts: Quasitransitive intergenerational choice for economic environments. Continuous-valued social choice
Abstracts: Rapid economic growth with increasing returns to scale and little or no productivity growth. Price distortions and resource-use efficiency in Indian agriculture: a restricted profit function approach
Abstracts: Rational expectations equilibria and the ex-post core of an economy with asymmetric information. Edgeworth's conjecture in atomless economies with a non-separable commodity space
Abstracts: Rational expectations equilibria in sequence economies with symmetric information: the two-period case. Competitive equilibria without free disposal or nonsatiation
Abstracts: Rationalizing policy functions by dynamic optimization. Subjective probability theory with continuous acts. Nonconvergence of the Mas-Colell and Zhou bargaining sets
Abstracts: Rearrangement inequalities in non-convex insurance models. Existence and monotonicity of solutions to moral hazard problems
Abstracts: Rejoinder. Interpreting the correlation between inflation and the skewness of relative prices: a comment on Bryan and Cecchetti
Abstracts: Relations between convexity and homogeneity in multioutput technologies. A non-tested test of separability for flexible functional forms
Abstracts: Relative utilitarianism. Inference-without-smoothing in the presence of nonparametric autocorrelation. Negative externalities may cause delay in negotiation
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