149. Stephen Morris and
Hyun Song Shin, September 1998, 'A Theory of the Onset of Currency Attacks'
AbstractThe Nuffield preprints are listed below.
AS FROM 2 DECEMBER 1998, NO NEW DISCUSSION PAPERS WILL APPEAR ON THIS SITE. ALL DISCUSSION PAPERS WILL BE AVAILABLE ON http://www.nuffield.ox.ac.uk/economics/papers/ FOR DOWNLOADING.
149. Stephen Morris and
Hyun Song Shin, September 1998, 'A Theory of the Onset of Currency Attacks'
Abstract
148. Gavin
Cameron, September 1998, 'Catch-Up and Leapfrog between the USA and Japan'
Abstract
147. Jeremy Bulow and
Paul Klemperer, August 1998, 'The Tobacco Deal.'
Abstract
146. Ola Elerian,
Siddhartha Chib and Neil Shephard, August 1998, 'Likelihood Inference for
Discretely Observed Non-linear Diffusions.'
Abstract
145. Christopher Bliss,
July 1998, 'Ergodic Distribution of Wealth with Random Shocks.'
Abstract
144. James Proudman and
Stephen Redding, 'Evolving Patterns of International Trade.'
Abstract
143. Bronwyn H. Hall,
Jacques Mairesse, Benoît Mulkay, 'Firm level investment in France and
the United States: An exploration of what we have learned in twenty years.'
Abstract
142. Bronwyn H. Hall,
Jacques Mairesse, Lee Branstetter and Bruno Crepon, 'Does Cash Flow Cause
Investment and R&D: An Exploration Using Panel Data for French, Japanese,
and United States Scientific Firms.'
Abstract
141. Ole E.
Barndorff-Nielsen and Neil Shephard, 'Aggregation and Model Construction
for Volatility Models.'
Abstract
140. Stephen
Redding, 'Dynamic Comparative Advantage and the Welfare Effects of Trade.'
Abstract
139. Lones Smith and
Peter Sørensen, 'Informational Herding and Optimal Experimentation.'
Abstract
138 Michael K. Pitt and
Neil Shephard, 'Filterning Via Simulation: Auxiliary Particle Filters.'
Abstract
137. Sujoy Mukerji and
Hyun Song Shin, 'Equilibrium Departures from Common Knowledge in Games with
Non-Additive Expected Utility.'
Abstract
136. Bent Nielsen,
'Significance Test in Bivariate Canonical Correlation Analysis.'
Abstract
135. Richard Breen and
Cecilia García-Peñalosa, 'A Rational Learning Model of Gender
Segregation in Labour Markets.'
Abstract
134. Paul Klemperer,
July 1997, 'Almost Common Value Auctions: The "Wallet Game" and its
Applications to Takeover Battles and Airwaves Auctions.'
Abstract
133. Bent Nielsen, May
1997, `On the Distribution of Tests for Cointegration Rank,
Abstract
132. Robin Mason and
Timothy Swanson, May 1997, `Entry Deterrence and Environmental Regulation',
Abstract
131. Bent Nielsen, May
1997, `Asymptotic Results for Cointegration Tests in Non-Stable Cases'
Abstract
130. David P. Myatt and
Chris Wallace, May 1997, 'Adaptive Dynamics with Payoff Heterogeneity',
Abstract
129. Robin Mason, April
1997, `Dynamic Pollution Games'.
Abstract
128. Robin Mason, April
1996, `An Options-Based Model of Equilibrium Credit Rationing',
Abstract
127. John K-H Quah,
January 1997, `The Monotonicity of Individual and Market Demand',
Abstract
126. Stephen Morris and
Hyun Song Shin, January 1997, `Unique Equilibrium in a Model of
Self-Fulfilling Currency Attacks',
Abstract
125. John Muellbauer
and Anthony Murphy, December 1996, `Booms and Busts in the UK Housing
Market',
Abstract
124. Hyun Song Shin,
December 1996, `Adversarial and Inquisitorial Procedures in Arbitration',
Abstract
123. John Muellbauer,
November 1996, `Income Persistence and Macro-Policy Feedbacks in the US',
Abstract
122. Jeremy Bulow and
Paul Klemperer, November 1996, `The Generalized War of Attrition',
Abstract
121. Jeremy Bulow, Ming
Huang and Paul Klemperer, August 1996, `Toeholds and Takeovers',
Abstract
120. Murugappa
Krishnan, Srinivasan Sankaraguruswamy and Hyun Song Shin, October
1996, `Skewness of Earnings and the Believability Hypothesis: How Does the
Financial Market Discount Accounting Earnings Disclosures?'
Abstract
119. Brian D. Bell,
October 1996, `Skill-Biased Technical Change and Wages: Evidence from a
Longitudinal Data Set',
Abstract
118. Christopher Bliss,
August 1996, `Long-Run Wealth Distribution with Random Shocks',
Abstract
117. A. B. Atkinson,
August 1996, `Bringing Income Distributions in from the Cold',
116. Jonathan Temple
and Hans-Joachim Voth, July 1996, `Human Capital, Equipment
Investment, and Industralization',
Abstract
115. Lones Smith and
Peter Sørensen, July 1996, ` Pathological Outcomes of Observational
Learning',
Abstract
114. Jonathan Temple
and Paul Johnson, July 1996, `Social Capability and Economic Development',
Abstract
113. Michael K. Pitt
and Neil Shephard, June 1996, `Analytic Convergence Rates and
Parameterisation Issues for the Gibbs Sampler Applied to State Space Models',
Abstract,
Journal of Time Series Analysis, forthcoming.
112. Chol-Won Li,
April 1996, `Inequality, Market Structure, and Growth: A
Neo-Schumpeterian Perspective',
Abstract
111. Richard
Spady, March 1996, `Non-Parametric Inference via Quasi-Likelihood
Methods',
Abstract
110. Edmund Cannon,
February 1996, `Knowledge, Physical Capital and Creative Destruction',
Abstract
109. Stephen Redding,
February 1996, `Is There a Penalty to being a Pioneer?
Abstract
108. Neil Shephard and
Michael Pitt, December 1995, `Likelihood Analysis of Non-Gaussian
Parameter-Driven Models',
Abstract,
a revised version of this paper, under the title "Likelihood analysis of
non-Gaussian measurement time series", Biometrika, 84, 653-67
107. Brian Bell and
Michael Pitt, November 1995, `Trade Union Decline and the Distribution of
Wages in the UK: Evidence from Kernel Density Estimation',
Abstract
106. Jonathan Temple,
November 1995, `Testing the augmented Solow Model',
Abstract
105. Christopher Bliss
and Rafael Di Tella, October 1995, `Corruption with Small Corrupt
Agents'
Abstract
104. Richard Blundell
and Stephen Bond, October 1995, `Initial Conditions and Moment
Restrictions in Dynamic Panel Data Models',
Summary
103. A. B.
Atkinson, September 1995, `Income Distribution in Europe and the
United States'
102. Margaret A. Meyer,
Trond E. Olsen and Gaute Torsvik, September 1995, `Limited
Intertemporal Commitment and Job Design',
Abstract
101. Helen Jenkins,
August 1995, `Education and Production in the United Kingdom',
Abstract
100. Christopher
Bliss, August 1995, `Capital Mobility, Convergence Clubs and
Long-Run Economic Growth',
Abstract
99. Guido W Imbens,
Phillip Johnson and Richard H Spady, July 1995, `Information
Theoretic Approaches to Inference in Moment Condition Models',
Abstract
98. Bent Nielson, June
1995 `Bartlett Correction of the Unit Root Test in Autogressive Models',
Summary
97. Cecilia
García Peñalosa, May 1995 `Absolute Poverty or Relative
Inequality: A Theory of Growth and Wage Differentials',
Abstract
96. Margaret A Meyer
and John Vickers, Nov 1994 `Performance Comparisons and Dynamic
Incentives',
Abstract
95. Steve Corcoran, A C
Davison and Richard H Spady, Mar 1995 `Reliable Inference from Empirical
Likelihoods',
Abstract
94. Neil Shephard,
April 1995 `Statistical Aspects of ARCH and Stochastic Volatility.' `Time
Series Models In Econometrics, Finance and Other Fields,' edited by D.R.Cox,
D.V.Hinkley and O.E.Barndorff-Nielson, 1-67, Chapman & Hall, 1996.
93. Christopher
Bliss `Dirty Trade: Slack, Enviromental Regulation and Trade Policy',
Abstract
92. Sinsuke Kambe, Oct
1994 `Bargaing with Imperfect Commitment',
Abstract
91. Jurgen A Doornik
and Henrik Hansen, Sept 1994 `An Omnibus Test for Univariate and
Multivariate Normality',
Abstract
90. Shinsuke Kambe,
August 1994 `When is there a Unique Equilibrium in Less Structured
Bargaining?'
Abstract
89. J A Mirrlees,
August 1994 `Welfare Economics and Economies of Scale'
Abstract
88. Philippe Aghion and
Jean Tirole, Feb 1994 `Formal and Real Authority in Organizations'
Abstract
87. Philippe Aghion and
Olivier Jean Blanchard, April 1994 `On the Speed of transition in Central
Europe' appeared in NBER Macro Annals (1994).
Abstract
86. Philippe Aghion and
Thomas Piketty, Nov 1993 `Social Mobility and Corporate Development'
Abstract
85. Margaret A Meyer,
March 1994 `The Dynamics of Learning with Team Production: Implications for
Task Assignment'
Abstract
84. Philippe Aghion,
Olivier Blanchard and Robin Burgess, August 1993 `The Behaviour of State
Firms in Eastern Europe Pre-Privatization' appeared in European Economic
Review, (1994), ??, ???-??.
83. Philippe Aghion and
Jean Tirole, Sept 1993 `Opening the Blackbox of Innovation' appeared in
European Economic Review, (1994), ??, ???-??.
82. Philippe Aghion and
Patrick Bolton, Sept 1993 `A Theory of Trickle-down Growth and Development
with Debt-overhang'
Abstract
81. Jeremy Bulow and
Paul Klemperer, Nov 1993 `Auctions vs. Negotiations'
Abstract
80. Philippe Aghion and
Jean Tirole, April 1993 `On the Management of Innovation'
79. Phillipe Aghion and
Gilles Saint-Paul, Sept 1993 `Uncovering Some Causal Relationships Between
Productivity Growth and the Structure of Economic Fluctuations'
78. Stephen Bond and
Michael Devereux, Nov 1993 `On the Design of a Neutral Business Tax Under
Uncertainty'
77. Richard J Gilbert
& Paul Klemperer, Feb 1993 `An Equilibrium Theory of Rationing'
76. Paul Klemperer
& Jorge Padilla, May 1993 `Do Firms' Product Lines Include Too Many
Varieties, and Do Shops Open Too Many Days'
75. Oliver Linton, July
1992 `Small Sample Properties of Adaptive GLS Estimators'
74. Hans W Gottinger,
March 1992 `Decentralized Control of Greenhouse Gas Emmisions:
Co-ordination and Co-operation'
73. Oliver Linton, July
1992 `Edgeworth Approximation for Generalised Minimum Contrast Estimators
in Semiparametric Regression Models'
72. Benn Steil, May
1992 `Currency Options and the Optimal Hedging of Contingent Foreign
Exchange Exposure'
71. A J Padilla, Jan
1992 `Dynamic Duopoly with Consumer Switching Costs'
70. Jeremy Bulow &
Paul Klemperer, Oct 1991 `Rational Frenzies and Crashes'
69. Margaret A Meyer,
Sept 1991 `Biased Contests and Moral Hazard: Implications for Career
Profiles'
68. Margaret A Meyer,
Paul Milgrom & John Roberts, Dec 1991 `Organization Prospects,
Influence Costs, and Ownership Changes'
67. M FG Scott, Jan
1992 `The Cost of Equity Capital and the Risk Premium on Equities'
66. Kai-Uwe Kuhn &
A Jorge Padilla, August 1991 `Product Line Decisions and the Coase
Conjecture'
65. Kai-Uwe Kuhn, Feb
1991 `Vertical Restraints in a Manufacturer Duopoly: The Case of Nonlinear
Pricing'
64. Kai-Uwe Kuhn, Sept
1990 `Labour Contracts, Imperfect Competition in the Product Market, the
Involuntary Unemployment: On the Vertical Spillover of Market
Imperfections'
63. Hans W Gottinger,
Nov 1990 `Economic Models of Optimal Energy Use under Global Environmental
Constraints'
62. Nils-Henrik von der
Fehr, Oct 1990 `How Entry Threats Induce Slack'
61. Nils-Henrik von der
Fehr, March 1991 `Predatory Bidding in Sequential Auctions: An Explanation
for the "Price Decline Anomaly"'
60. Nils-Henrik von der
Fehr, Feb 1991 `An Auction Approach to the Study of Spot Market Competition
in a Deregulated Electricity Industry'
59. Maurice FG Scott,
March 1991 `Obsolescence and the Analysis of Economic Growth'
58. Sudhir Anand &
Christopher Harris, Dec 1990 `Issues in the Measurement of
Undernutrition'
57. M FG Scott, August
1990 `Some Comments on the Revised System of National Accounts: Preliminary
Draft Chapters'
56. H L Allen, B
McCormick & R J O'Brien, August 1990 `Unemployment and the Demand for
Retraining: An Econometric Analysis'
55. Paul Klemperer
`Product Line Competition and Shopping Costs: Why Firms May Choose to Compete
Head-to-Head'
54. Christopher Bliss,
Sept 1990 `The Natural Rate of Unemployment in a Model with Trade
Unions'
53. Christopher Harris,
August 1990 `The Existence of Subgame-Pefect-Equilibria with and without
Markov Strategies: a Case for Extensive-Form Correlation' Econometrica,
63, 507-544.
52. Nils-Henrik von der
Fehr & Kai-Uwe Kuhn, March 1991 `Coase vs Pacman: Who Eats Whom in the
Durable Goods Monopoly?'
51. Philipe Aghion,
Patrick Bolton, Christopher Harris & Bruno Jullien, April 1990 `Optimal
Learning by Experimentation'
50. Christopher Bliss,
April 1990 `Nominal Wage Setting and the Theory of Games' appeared in Gale,
D and O Hart (eds) (1991) `Prices, Equilibrium and Games: Essays in Honour of F
H Hahn', Cambridge, Mass: MIT Press.
49. Margaret A Meyer,
April 1990 `Interdependence in Multivariate Distributions: Stochastic
Dominance Theorems and an Application to the Measurement of Ex Post Inequality
under Uncertainty'
48. Nils Gottfries
& Barry McCormick, March 1990 `Discrimination and Open Unemployment in
a Segmented Labour Market'
47. Christopher Budd,
Christopher Harris & John Vickers, Feb 1990 `A Model of the Evolution
of Duopoly: Does the Asymmetry between Firms tend to Increase or Decrease?'
appeared in Review of Economic Studies, (1993), 60, 543--573.
46. Margaret A Meyer,
August 1989 `Learning from Coarse Information: Biased Contests and Career
Profiles' appeared in Review of Economic Studies, (1991), 58,
???-??.
45. Alan Beggs &
Paul Klemperer, August 1989 `Multi-Period Competition with Switching Costs'
appeared in Econometrica, (1992), 60, 651--666.
44. Christopher Harris
& John Vickers, August 1989 `Innovation and Natural Resources: A
Dynamic Game with Uncertainty'
43. P A Diamond & J
A Mirrlees, March 1989 `Optimal Taxation of Identical Consumers when
Markets are Incomplete' appeared in Partha Dasgupta et al (eds) (1992)
`Economic Analaysis of Markets and Games. Essays in Honour of Frank Hahn,
Cambridge Mass: MIT Press.
42. Hyun Song Shin, Feb
1989 `Counter Factuals and a Theory of Equilibrium in Games'
41. David F Hendry
& Neil R Ericsson, Jan 1989 `An Econometric Analysis of UK Money Demand
in Monetary Trends in the US and the UK by M Friedman & A J Schwartz'
appeared in American Economic Review, (1991), 81, 8--38.
40. Paul D Klemperer,
Dec 1988 `Price Wars Caused by Switching Costs'
39. Paul D Klemperer,
Feb 1989 `How Broad Should the Scope of Patent Protection Be?'
38. Alan Beggs, Sept
1988 `Two-sided Information Transmission: How Many Dates Should I Invite to
The Party?'
37. Paul D Klemperer
& Margaret A Meyer, Oct 1988 `Supply Function Equilibria in Oligopoly
under Uncertainty'
36. Kevin Denny, Oct
1988 `Modelling Trade Union Membership: Open Shops and Private Goods'
35. Paul D Klemperer
& Margaret A Meyer, Oct 1987 `Consistent Conjectures Equilibria: A
Reformulation Showing Non-Uniqueness'
34. Anindya Banerjee,
Juan Dolado & John W Galbraith, June 1988 `Orthogonality Tests with
De-Trended Data: Interpreting Monte Carlo Results using Nagar Expansions'
appeared in Economic Letters (1990), 32, 19--24.
33. Anindya Banerjee
& Timothy Besley, Feb 1988 `Moral Hazard and Limited Liability in the
Market for Loans: Credit Restrictions versus Credit Rationing'
32. Timothy Besley,
June 1988 `Welfare Improving User Charges for Publicly Provided Private
Goods'
31. Christopher Harris,
June 1988 `Search by a Monopolist Facing Unknown Demand'
30. Christopher Harris,
May 1988 `Dynamic Competition for Market Share: An Undiscounted Model'
29. Venkataraman
Bhaskar, July 1988 `Rational Play in a Quick Response Duopoly'
28. Venkataraman
Bhaskar, Jan 1988 `Profitability & Investment: A Synthesis of
Substitution and Capacity Considerations'
27. Yoshihisa Baba,
David F Hendry & Ross M Starr, Dec 1987 `U.S. Money Demand, 1960-1984'
appeared in Review of Economic Studies, (1992), 59, 25--61.
26. Manuel Arellano
& J D Sargan, Jan 1988 `Imhof Approximations to Econometric
Estimators'
25. Hyun Song Shin, Nov
1987 `Logical Structure of Common Knowledge II: Is Common Knowledge
Possible between Algorithmic Individuals?'
24. Hyun Song Shin, Dec
1987 `Logical Structure of Common Knowledge I: A Framework for the Analysis
of Differential Information'
23. Olympia Bover, Nov
1987 `Estimating Intertemporal Labour Supply Elasticities using Structural
Models'
22. John Muellbauer,
Sept 1987 `The Community Charge, Rates and Tax Reform'
21. David F Hendry,
Adrian J Neale & Frank Srba, Sept 1987 `Econometric Analysis of Small
Linear Systems Using PC - FIML' appeared in Journal of Econometrics,
38, 203--226.
20. Timothy Besley,
April 1987 `Medical Insurance, Moral Hazard and the Price of Health'
19. Venkataraman
Bhaskar `The Kinked Demand Curve: A Game Theoretic Approach'
18. Manuel Arellano,
July 1987 `An Efficient GLS Estimator of Triangular Models with Covariance
Restrictions'
17. Manuel Arellano,
July 1987 `On the Efficient Estimation of Simultaneous Equations with
Covariance Restrictions'
16. Giacomo Bonanno,
June 1987 `The Logic of Rational Play in Extensive Games'
15. David F Hendry, May
1987 `Econometrics in Action'
14. Ivan Viehoff, Feb
1987 `Bargaining Between a Monopoly and an Oligopoly'
13. Anindya Banerjee
& Juan Dolado, `Tests of the Life Cycle-Permanent Income Hypothesis in
the Presence of Random Walks: An Interpretation using Nagar Expansions'
appeared in Oxford Economic Papers, (1990) 40, 610--633.
12. Timothy Besley, Jan
1987 `When is Reimbursement Health Insurance Optimal?'
11. W M Gorman, Dec
1986 `More Measures for Fixed Factors' appeared in Miles, G (ed) (1990)
`Measurement and Modelling in Economics', Amsterdam: North-Holland.
10. Ulrich Zachau, Jan
1987 `Who Cooperates With Whom?'
9. Patrick Bolton &
Giacomo Bonanno, Jan 1987 `Vertical Restraints on a Model of Vertical
Differentiation'
8. Anindya Banerjee
& Timothy Besley, Sept 1986 `Moral Hazard, Limited Liability and the
Corporation Tax'
7. Christopher Harris,
Sept 1986 `On Strategic Taxation'
6. W M Gorman & G D
Myles, March 1986 `Separability and Characteristics'
5. Ulrich Zachau, Nov
1986 `Strategic Quantity Signalling in a Duopoly Game'
4. Christopher Harris
& John Vickers, April 1986 `Racing with Uncertainty' appeared in
Review of Economic Studies, (1987) 52, 1--21.
3. Christopher Bliss,
April 1986 `The Economic Theory of Retailing'
2. W M Gorman, March
1986 `Assembling Efficient Organizations?'
1. David F Hendry, Jan
1986 `Econometric Methodology: A Personal Perspective' appeared as Chapter
10 in Bewley, T.F. (ed) (1987) `Advances in Econometrics,' Cambridge: Cambridge
University Press.
This page was created by Maxine Collett.
Last updated October 1997.