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Recent Work

The department was founded in 1964 and has 35 permanent members. We are a relatively young group, all committed to a rigorous analytical approach to both teaching and research. As a consequence, we have a congenial and cooperative atmosphere in which department members take an unusually active interest in their colleagues' research. There are no social or administrative distinctions between junior and senior faculty, except on promotion decisions. Eight faculty members are Fellows of the Econometric Society, three are on the Econometric Society Council, and three are Fellows of the American Academy of Arts and Sciences. Five are NBER Research Associates, and twelve have NSF grants.

University of California, San Diego
9500 Gilman Drive
La Jolla, CA 92093-0508
USA

There are 427 publications in this collection, published between 1998 and 2024. Showing 301 - 350.

Machina, Mark J; Granger, Clive W.J.: Structurally-Induced Volatility Clustering, 2002

Paye, Bradley S.; Timmermann, Allan: How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data, 2002

Ramey, Valerie A; Francis, Neville: Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted, 2002

Ruge-Murcia, Francisco J.: Methods to Estimate Dynamic Stochastic General Equilibrium Models, 2002

Starr, Ross M.: Existence of Uniqueness of "Money" in General Equilibrium: Natural Monopoly in the Most Liquid Asset, 2002

Starr, Ross M.: General Equilibrium in a Segmented Market Economy with Convex Transaction Cost: Existence, Efficiency, Commodity and Fiat Money, 2002

Starr, Ross M.: Monetary General Equilibrium with Transaction Costs, 2002

Starr, Ross M.: Monetary General Equilibrium With Transaction Costs, 2002

Watson, Joel: Contract, Mechanism Design, and Technological Detail, 2002

Watson, Joel; Brennan, Jim: The Renegotiation-Proofness Principle and Costly Renegotiation, 2002

White, Halbert; Kim, Tae-Hwan: Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression, 2002

Crawford, Vincent P.: Lying for Strategic Advantage: Rational and Boundedly Rational Misrepresentation of Intentions, 2001

den Haan, Wouter J.; SUMNER, STEVEN W: The Comovements Between Real Activity and Prices, 2001

den Haan, Wouter J.; Haefke, Christian; Ramey, Garey: Shocks and Institutions in a Job Matching Model, 2001

Engle, Robert F; Sheppard, Kevin K: Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH, 2001

Evans, George W; Ramey, Garey: Adaptive Expectations, Underparameterization and the Lucas Critique, 2001

Giacomini, Raffaella; Granger, Clive W.J.: Aggregationn of Space-Time Processes, 2001

Granger, Clive W.J.; YOON, GAWON: Self-Generating Variables in a Cointegrated VAR Framework, 2001

Herrera, Ana Maria; Hamilton, James D.: Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy, 2001

Klimenko, Mikhail; Ramey, Garey; Watson, Joel: Recurrent Trade Agreements and the Value of External Enforcement, 2001

Komunjer, Ivana: Consistent Estimation for Aggregated GARCH, 2001

Machina, Mark J: Almost-Objective Uncertainty, 2001

Muller, Ulrich; Elliott, Graham: Tests for Unit Roots and the Initial Observation, 2001

Owyang, Michael T.; Ramey, Garey: Regime Switching and Monetary Policy Measurement, 2001

Paparoditis, Efstathios; Politis, Dimitris N: Unit Root Testing via the Continuous-Path Block Bootstrap, 2001

Patton, Andrew J: Estimation of Copula Models for Time Series of Possibly Different Length, 2001

Patton, Andrew J: Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula, 2001

Rauch, J E; Watson, Joel: Entrepreneurship in International Trade, 2001

Rauch, J E; Casella, Alessandra: Overcoming Informational Barriers to International Resource Allocation: Prices and Ties, 2001

Schorderet, Yann: Revisiting Okun's Law: An Hysteretic Perspective, 2001

Schwartz, Alan; Watson, Joel: The Law and Economics of Costly Contracting, 2001

Starr, Ross M.: Why Is There Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples, 2001

Timmermann, Allan: Structural Breaks, Incomplete Information and Stock Prices, 2001

Barth, Marvin J III; Ramey, Valerie A: The Cost Channel of Monetary Transmissions, 2000

Bertail, Patrice; Haefke, Christian; Politis, D N; White, Halbert: A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk, 2000

Betts, Julian: The Effects of Unions on Research and Development: An Empirical Analysis Using Multi-Year Data, 2000

Betts, Julian; Fairlie, Robert: Explaining Ethnic, Racial, and Immigrant Differences in Private School Attendance, 2000

Betts, Julian: The Impact of School Resources on Women's Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women, 2000

Betts, Julian; Costrell, Robert: Incentives and Equity Under Standards-Based Reform, 2000

BORJAS, GEORGE J; Ramey, Valerie A: Market Responses to Interindustry Wage Differentials, 2000

Broseta, Bruno; Costa-Gomes, Miguel; Crawford, Vincent P.: Cognition and Behavior in Normal-Form Games: An Experimental Study, 2000

Bull, Jesse; Watson, Joel: Evidence Disclosure and Verifiability, 2000

Carson, Richard T; Flores, Nicholas A: Contingent Valuation: Controversies and Evidence, 2000

Carson, Richard T; Mitchell, Robert Cameron: Public Preferences Towards Environmental Risks: The Case of Trihalomethanes, 2000

Crawford, Vincent P.; Kuo, Ping-Sing: A Dual Dutch Auction in Taipei: The Choice of Numeraire and Auction Form in Multi-Object Auctions with Bundling, 2000

Crawford, Vincent P.: John Nash and the Analysis of Strategic Behavior, 2000

den Haan, Wouter J.; Ramey, Garey; Watson, Joel: Liquidity Flows and Fragility of Business Enterprises, 2000

den Haan, Wouter J.; Ramey, Garey; Watson, Joel: Liquidity Flows and Fragility of business Enterprises, 2000

den Haan, Wouter J.; Levin, Andrew T: Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order, 2000

Dittmann, Ingolf; Granger, Clive W.J.: Properties of Nonlinear Transformations of Fractionally Integrated Processes, 2000

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