Economic Research Initiatives @ Duke (ERID) Working Paper Series
The ERID Working Paper Series is the active working paper series for Duke Economics. In the general research area of our website, find archives of older papers.
| "Testing an Informational Theory of Legislation: Evidence from the U.S. House of Representatives: Supplementary Appendix" | Attila Ambrus Laszlo Sabor Hye Young You | ERID-122 |
| "Testing an Informational Theory of Legislation: Evidence from the U.S. House of Representatives" | Attila Ambrus Laszlo Sabor Hye Young You | ERID-121 |
| "Regime Switches, Agents’ Beliefs, and Post-World War Ii U.S. Macroeconomic Dynamics" | Francesco Bianchi | ERID-120 |
| "Monetary/Fiscal Policy Mix and Agents' Beliefs" | Francesco Bianchi Cosmin Ilut | ERID-119 |
| "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State" | A. Ronald Gallant Han Hong Ahmed Khwaja | ERID-118 |
| "(Un)Informed Charitable Giving" | Silvana Krasteva Huseyin Yildirim | ERID-117 |
| Appendix for "Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Transaction Costs" | Attila Ambrus Eric Chaney Igor Salitskiy | ERID-116 |
| "Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Transaction Costs" | Attila Ambrus Eric Chaney Igor Salitskiy | ERID-115 |
| "Volatility Activity: Specification and Estimation" | Viktor Todorov George Tauchen Iaryna Grynkiv | ERID-114 |
| "Levy Process Models for High Frequency Financial Data" | George Tauchen | ERID-113 |
| "Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions" | Viktor Todorov | ERID-112 |
| "Advances in Forecasting Under Instability" | Barbara Rossi | ERID-111 |
| "Information Structure and Statistical Information in Discrete Response Models" | Shakeeb Khan Denis Nekipelov | ERID-110 |
| "Forecast Optimality Tests in the Presence of Instabilities" | Barbara Rossi Tatevik Sekhposyan | ERID-109 |
| "Payoff Uncertainty, Bargaining Power, and the Strategic Sequencing of Bilateral Negotiations" | Silvana Krasteva | ERID-108 |
| "A Dynamic Model of Demand for Houses and Neighborhoods" | Patrick Bayer | ERID-107 |
| "Causal Effects of Health Shocks on Consumption and Debt: Quasi-Experimental Evidence from Bus Accident Injuries" | Manoj Mohanan | ERID-106 |
| "Time Inconsistency, Expectations and Technology Adoption: The Case of Insecticide Treated Nets" | Alessandro Tarozzi | ERID-105 |
| "Micro-Loans, Insecticide-Treated Bednets and Malaria: Evidence from a Randomized Controlled Trial in Orissa (India)" | Alessandro Tarozzi | ERID-104 |
| "Growth on a Finite Planet: Resources, Technology and Population in the Long Run" | Pietro Peretto | ERID-103 |
| "Another Look at the Identification of Infinity of Sample Selection Models" | Arnaud Maurel |
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| "Inference on an Extended Roy Model, with an Application to Schooling Decisions in France" | Arnaud Maurel | ERID-101 |
| "Separate When Equal? Racial Inequality and Residential Segregation" | Patrick Bayer | ERID-100 |
| "A Theory of Charitable Fund-Raising with Costly Solicitations" | Alvaro Name Correa | ERID-99 |
| "Identification of Panel Data Models with Endogenous Censoring" | Shakeeb Khan | ERID-98 |
| "The First Globalization Debate" | Craufurd D. Goodwin | ERID-97 |
| "Evidence for Dynamic Contracts in Sovereign Bank Lending" | Peter Benczur | ERID-96 |
| "Can Oil Prices Forecast Exchange Rates?" | Domenico Ferraro | ERID-95 |
| "Out-of-Sample Forecast Tests Robust to Window Size Choice" | Barbara Rossi | ERID-94 |
"Speculators and Middlemen: The Role of Flippers in the Housing Market" | Patrick J. Bayer | ERID-93 |
| "Economic Modernization in Late British India: Hindu-Muslim Differences" | Timur Kuran | ERID-92 |
| "What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?" | Barbara Rossi | ERID-91 |
| "Testing for Weak Identification in Possibly Nonlinear Models" | Barbara Rossi | ERID-90 |
| "Causal Structure and Hierarchies of Model" | Kevin D. Hoover | ERID-89 |
| "Pragmatism, Perspectival Realism, and Econometrics" | Kevin D. Hoover | ERID-88 |
| "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility" | Eric M. Aldrich | ERID-87 |
| "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphic Processors" | Eric M. Aldrich | ERID-86 |
| "Biodiversity Conservation and Child Malaria: Microeconomic Evidence from Flores, Indonesia" | Randall Kramer | ERID-85 |
| "Ashamed to Be Selfish" | Philipp Sadowski | ERID-84 |
| "Contingent Preference for Flexibility: Eliciting Beliefs from Behavior" | Philipp Sadowski | ERID-83 |
| "Overeagerness" | Philipp Sadowski | ERID-82 |
| "Robust Firm Pricing with Panel Data" | Kanishka Misra | ERID-81 |
| "Unobserved Heterogeneity and Reserve Prices in Auctions" | James W. Roberts | ERID-80 |
| "Online Privacy and Price Discrimination" | Vincent Conitzer | ERID-79 |
| "Bednets, Information and Malaria in Orissa" | Aprajit Mahajan | ERID-78 |
| "Bright Lines, Risk Beliefs, and Risk Avoidance: Evidence from a Randomized Intervention in Bangladesh" | Lori Bennear | ERID-77 |
| "Time-Consistent Majority Rules and Heterogenous Preferences in Group Decision-Making" | Huseyin Yildirim | ERID-76 |
| "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models" | Viktor Todorov | ERID-75 |
| "Limit Theorems for Power Variations of Pure-Jump Processes with Application to Activity Estimation" | Viktor Todorov | ERID-74 |
| "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies" | Tim Bollerslev | ERID-73 |
| "The Realized Laplace Transform of Volatility" | George Tauchen | ERID-72 |
| "Pricing of the Time-Change Risks" | George Tauchen | ERID-71 |
| "Stairway to Heaven or Highway to Hell: Liquidity, Sweat Equity, and the Uncertain Path to Ownership" | Curtis R. Taylor | ERID-70 |
| "Monetary Policy and Stock Market Booms" | Lawrence Christiano | ERID-69 |
| "Intertemporal Preference for Flexibility" | Philipp Sadowski | ERID-66 |
| "An Economic Model of Amniocentesis Choice" | Eduardo Fajnzylber | ERID-65 |
| "Factor-Eliminating Technical Change" | Pietro F. Peretto | ERID-64 |
| "Credit Quantity and Credit Quality: Bank Competition and Capital Accumulation" | Nicola Cetorelli | ERID-63 |
| "Carbon Allowance Auction Design: An Assessment of Options for the U.S." | David McAdams | ERID-62 |
| "Nonparametric Identification of First-Price Auctions With Non-Separable Unobserved Heterogeneity" | David McAdams | ERID-61 |
| "Discounts for Qualified Buyers Only" | David McAdams | ERID-60 |
| "Performance and Turnover in a Stochastic Partnership" | David McAdams | ERID-59 |
| "Habit, Long-Run Risks, Prospect? A Statistical Inquiry" | Eric Aldrich | ERID-58 |
| "Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry" | A. Ronald Gallant | ERID-57 |
| "Sign Switching Behavior of Cross-County Interest Rate Correlations: Theory and Evidence" | Dong-Hyun Ahn | ERID-56 |
| "Jury Discrimination in Criminal Trials" | Patrick Bayer | ERID-55 |
| "Understanding Models' Forecasting Performance" | Barbara Rossi | ERID-54 |
| "Economic Modernization in Late British India: Hindu-Muslim Differences" | Timur Kuran | ERID-53 |
| "Judicial Biases in the Ottoman Empire: The Roles of Inter-Court Competition and Personal Exchange" | Timur Kuran | ERID-52 |
“Identifying Individual and Group Effects in the Presence of Sorting: A Neighborhood Effects Application” | Patrick Bayer | |
“Estimation of Dynamic Discrete Choice Models in Continuous Time” | Peter Arcidiacono | |
“Tiebout Sorting and Neighborhood Stratification” | Patrick Bayer | |
“Choice and Competition in Education Markets” | Patrick Bayer | |
“Investor Overconfidence and the Forward Premium Puzzle” | Craig Burnside | |
“Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors” | Craig Burnside | |
“Do Peso Problems Explain the Returns to the Carry Trade?” | Craig Burnside | |
“The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment” | Craig Burnside | |
“Risk, Volatility, and the Global Cross-Section of Growth Rates” | Craig Burnside | |
“Specification Test for Missing Functional Data” | Federico Bugni | |
“Rare Events, Financial Crises, and the Cross-Section of Asset Returns” | Francesco Bianchi | |
“Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics” | Francesco Bianchi | |
“Dynamics of the Term Structure of UK Interest Rates” | Francesco Bianchi | |
“Estimation of Jump Trails” | Tim Bollerslev | |
“Quality, Upgrades, and Equilibrium in a Dynamic Monopoly Model” | James Anton | |
“Inventory in Vertical Relationships with Private Information and Interdependent Values” | James Anton | |
“Volatility in Equilibrium: Asymmetries and Dynamic Dependencies” | Tim Bollerslev | |
“Tails, Fears and Risk Premia” | Tim Bollerslev | |
“Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle” | Cosmin Ilut | |
“Beyond Signaling and Human Capital: Education and the Revelation of Ability” | Peter Arcidiacono | |
"Modeling College Major Choices Using Elicited Measures of Expectations and Counterfactuals" | Joe Hotz | |
"Model Comparisons in Unstable Environments" | Barbara Rossi | |
"Information Criteria for Impulse Response Function Matching Estimation of DSGE Models" | Barbara Rossi | |
"The Welfare Impacts of Price Stabilization: Evidence from Rural Ethiopian Households" | Marc F. Bellemare | |
"Does Affirmative Action Lead to Mismatch? A New Test and Evidence" | Peter Arcidiacono | |
"Dynamic Inefficiencies in an Employment-Based Health Insurance System: Theory and Evidence" | Hanming Fang | |
"Cointegrated TFP Processes and International Business Cycles" | Pau Rabana | |
"The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach" | Shanti Gamper-Rabindran | |
"John Maynard Keynes of Bloomsbury: Four Short Talks" | Craufurd Goodwin | |
"Agglomeration Effects in Foreign Direct Investment and the Pollution Haven Hypothesis" | Christopher Timmins | |
"Tilting at Imaginary Windmills: A Comment on Tyfield" | E. Roy Weintraub | |
"Expanding 'Choice' in School Choice" | Atila Abdulkadiroglu | |
"Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2" | Kevin D. Hoover | |
"Agricultural Extension and Imperfect Supervision in Contract Farming: Evidence from Madagascar" | Marc F. Bellemare | |
"Factor-Eliminating Technical Change" | Pietro F. Peretto | |
"The Employment (and Output) of Nations: Theory and Policy Implications" | Pietro F. Peretto | |
"A Schumpeterian Analysis of Deficit-Financed Dividend Tax Cuts" | Pietro F. Peretto | |
"Is the 'Curse of Natural Resources' Really a Curse?" | Pietro F. Peretto | |
"Distribution of Surplus in Sequential Bargaining with Endogenous Recognition" | Huseyin Yildirim | |
"Has Models' Forecasting Performance for U.S. Output Growth and Inflation Changed Over Time, and When?" | Barbara Rossi | |
"Explaining the Economic Trajectories of Civilizations: The Systemic Approach" | Timur Kuran | |
"The Scale of Entrepreneurship in Middle Eastern History: Inhibitive Roles of Islamic Institutions" | Timur Kuran | |
"Quality, Upgrades, and (the Loss of) Market Power in a Dynamic Monopoly Model" | James J. Anton | |
"Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude" | Edward Tower | |
"Realized Jumps on Financial Markets and Predicting Credit Spreads" | George Tauchen | |
"A Discrete-Time Model for Daily S&P500 Returns and realized Variations: Jumps and Leverage Effects" | Tim Bollerslev | |
"Expected Stock Returns and Variance Risk Premia" | Tim Bollerslev | |
"Pricing Implications of Stochastic Volatility, Business Cycle Time Change, and Non-Gaussianity" | Ivan Shaliastovich | |
"Volatility Jumps" | George Tauchen | |
"Activity Signature Functions for High-Frequency Data Analysis" | George Tauchen | |
"Can Exchange Rates Forecast Commodity Prices? | Yu-chin Chen |
