Articles

Please see Articles for the most up-to-date list of recent articles.

Author/Title Research Type Related Fields
Kellogg, Ryan, and Hendrik Wolff. "Daylight Time and Energy: Evidence from an Australian Experiment." Journal of Environmental Economics and Management 56.3 (2008): 207-20. Print. Articles, Publications
Kim, Chang-Jin. "Markov-switching and the Beveridge–Nelson Decomposition: Has US Output Persistence Changed since 1984?" Journal of Econometrics 146.2 (2008): 227-40. Print. Articles, Publications
Ghironi, Fabio. "The Role of Net Foreign Assets in a New Keynesian Small Open Economy Model." Journal of Economic Dynamics and Control 32.6 (2008): 1780-811. Web. Articles, Publications
Tarui, Nori, Charles F. Mason, Stephen Polasky, and Greg Ellis. "Cooperation in the Commons with Unobservable Actions." Journal of Environmental Economics and Management 55.1 (2008): 37-51. Web. Articles, Publications
Khalil, Fahad, David Martimort, and Bruno Parigi. "Monitoring a Common Agent: Implications for Financial Contracting." Journal of Economic Theory 135.1 (2007): 35-67. Web. Articles, Publications
Ghironi, Fabio. "Macroeconomic Interdependence under Incomplete Markets." Journal of International Economics 70.2 (2006): 428-50. Web. Articles, Publications
Chen, Xiaohong, Yanqin Fan, and Viktor Tsyrennikov. "Efficient Estimation of Semiparametric Multivariate Copula Models." Journal of the American Statistical Association 101.475 (2006): 1228-240. Web. Articles, Publications
Kim, Chang-Jin, James C. Morley, and Charles R. Nelson. "The Structural Break in the Equity Premium." Journal of Business and Economic Statistics 23.2 (2005): 181-91. Print. Publications, Articles
Ghironi, Fabio, and Marc J. Melitz. "International Trade and Macroeconomic Dynamics with Heterogeneous Firms." Quarterly Journal of Economics 120.3 (2005): 865-915. Web. Articles, Publications
Kim, Doyoung, Jacques Lawarrée, and Dongsoo Shin. "Exit Option in Hierarchical Agency." International Journal of Industrial Organization 22.8-9 (2004): 1265-287. Print. Articles, Publications
Kim, Chang-Jin, James Christopher Morley, and Charles R. Nelson. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?" Journal of Money, Credit, and Banking 36.3a (2004): 339-60. Print. Articles, Publications
Kim, Chang-Jin. "Markov-switching Models with Endogenous Explanatory Variables." Journal of Econometrics 122.1 (2004): 127-36. Print. Articles, Publications
Chen, Yu-Chin, and Kenneth Rogoff. "Commodity Currencies." Journal of International Economics 60.1 (2003): 133-60. Web. Articles, Publications
Quan Wen (2002), "A Folk Theorem for Repeated Sequential Games." Review of Economic Studies 69 (2), 493-512. Publications, Articles
Kim, Chang-Jin, and Jeremy Piger. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations." Journal of Monetary Economics 49.6 (2002): 1189-211. Print. Publications, Articles
Ellis, Gregory M., and Robert Halvorsen. "Estimation of Market Power in a Nonrenewable Resource Industry." Journal of Political Economy 110.4 (2002): 883-99. Web. Publications, Articles
Kim, Chang-Jin, James C. Morley, and Charles R. Nelson. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?" Journal of Empirical Finance 8.4 (2001): 403-26. Print. Articles, Publications
Kim, Chang-Jin, and Charles R. Nelson. "A Bayesian Approach To Testing for Markov-Switching in Univariate and Dynamic Factor Models." International Economic Review 42.4 (2001): 989-1013. Print. Publications, Articles
Turnovsky, Stephen J. "Fiscal Policy, Elastic Labor Supply, and Endogenous Growth." Journal of Monetary Economics 45.1 (2000): 185-210. Print. Articles, Publications
Crémer, Jacques, Fahad Khalil, and Jean-Charles Rochet. "Contracts and Productive Information Gathering." Games and Economic Behavior 25.2 (1998): 174-93. Web. Articles, Publications
Fisher, Walter H., and Stephen J. Turnovsky. "Public Investment, Congestion, and Private Capital Accumulation." The Economic Journal 108.447 (1998): 399-413. Print. Articles, Publications
Atkinson, Scott E., and Robert Halvorsen. "Parametric Tests for Static and Dynamic Equilibrium." Journal of Econometrics 85.1 (1998): 33-50. Web. Publications, Articles
Khalil, Fahad. "Auditing without Commitment." The RAND Journal of Economics 28.4 (1997): 629. Web. Articles, Publications
Huppert, Daniel D., Gregory M. Ellis, and Benjamin Noble. "Do Permit Prices Reflect the Discounted Value of Fishing? Evidence from Alaska's Commercial Salmon Fisheries." Canadian Journal of Fisheries and Aquatic Sciences 53.4 (1996): 761-68. Web. Articles, Publications
Fan, Yanqin, and Qi Li. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms." Econometrica 64.4 (1996): 865-90. Web. Articles, Publications