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Articles 1 - 30 of 202
Full-Text Articles in Entire DC Network
I.M.F. Loan To Mexico, Clyde H. Farnsworth
Some Financial Issues In The North, In The South, And In Between, Carlos F. Diaz-Alejandro
Some Financial Issues In The North, In The South, And In Between, Carlos F. Diaz-Alejandro
Discussion Papers
No abstract provided.
Growth And Capital Wealth Concentration, John C. H. Fei, Chu-Ping Vijverberg
Growth And Capital Wealth Concentration, John C. H. Fei, Chu-Ping Vijverberg
Discussion Papers
No abstract provided.
Price, Markets And The Chinese Peasant, Nicholas Lardy
Price, Markets And The Chinese Peasant, Nicholas Lardy
Discussion Papers
No abstract provided.
Philippine Private Domestic Commercial Banking, 1946- 1980, In Light Of Japanese Historical Experience, Hugh T. Patrick, Honorata Moreno
Philippine Private Domestic Commercial Banking, 1946- 1980, In Light Of Japanese Historical Experience, Hugh T. Patrick, Honorata Moreno
Discussion Papers
No abstract provided.
Unbiased Estimates Of The Wage Equation When Individuals Choose Among Income-Earning Activities, Wil Vijverberg
Unbiased Estimates Of The Wage Equation When Individuals Choose Among Income-Earning Activities, Wil Vijverberg
Discussion Papers
No abstract provided.
Marginal Versus Average Cost Pricing In The Presence Of A Public Monopoly, Donald J. Brown, Geoffrey M. Heal
Marginal Versus Average Cost Pricing In The Presence Of A Public Monopoly, Donald J. Brown, Geoffrey M. Heal
Cowles Foundation Discussion Papers
No abstract provided.
The Exact Distribution Of Liml: I, Peter C.B. Phillips
The Exact Distribution Of Liml: I, Peter C.B. Phillips
Cowles Foundation Discussion Papers
It is shown that the exact finite sample distribution of the limited information maximum likelihood (LIML) estimator in a general and leading single equation case is multivariate Cauchy. When the LIML estimator utilizes a known error covariance matrix (LIMLK) it is proved that the same Cauchy distribution still applies. The corresponding result for the instrumental variable (IV) estimator is a form of multivariate t density where the degrees of freedom depend on the number of instruments.
Near-Markets And Market Games, Martin Shubik, Myrna Holtz Wooders
Near-Markets And Market Games, Martin Shubik, Myrna Holtz Wooders
Cowles Foundation Discussion Papers
No abstract provided.
Optimal Labor Contracts And The Role Of Monetary Policy In An Overlapping Generations Model, Russell Cooper
Optimal Labor Contracts And The Role Of Monetary Policy In An Overlapping Generations Model, Russell Cooper
Cowles Foundation Discussion Papers
This paper extends the optimal labor contracts literature to consider an environment with both real and nominal shocks. In an overlapping generations model, we compare alternative means of trading labor services: spot markets, fixed nominal wage contracts and price-contingent contracts. The ordering of these market structures will depend on the relative variability of the real and nominal shocks and the costs of contingent contracts. We also investigate the role of monetary policy and the circumstances under which feedback rules are neutral. Finally, we show that a non-stochastic monetary policy is optimal.
Global Stability In A Class Of Markets With Three Commodities And Three Consumers, Masayoshi Hirota
Global Stability In A Class Of Markets With Three Commodities And Three Consumers, Masayoshi Hirota
Cowles Foundation Discussion Papers
No abstract provided.
Federal Reserve Bulletin, Volume 68, Number 12, Federal Reserve System: Board Of Governors, Naomi P. Salus
Federal Reserve Bulletin, Volume 68, Number 12, Federal Reserve System: Board Of Governors, Naomi P. Salus
Documents
No abstract provided.
Notes For F.O.M.C. Meeting, November 16, 1982, Federal Reserve System: Board Of Governors: Federal Open Market Committee (Fomc)
Notes For F.O.M.C. Meeting, November 16, 1982, Federal Reserve System: Board Of Governors: Federal Open Market Committee (Fomc)
Documents
No abstract provided.
Revelation Of Information In Strategic Market Games: A Critique Of Rational Expectations, Pradeep Dubey, John Geanakoplos, Martin Shubik
Revelation Of Information In Strategic Market Games: A Critique Of Rational Expectations, Pradeep Dubey, John Geanakoplos, Martin Shubik
Cowles Foundation Discussion Papers
No abstract provided.
Scarf's Procedure For Integer Programming And A Dual Simplex Algorithm, Philip M. White, Andrew S. Caplin, Ludo Van Der Heyden
Scarf's Procedure For Integer Programming And A Dual Simplex Algorithm, Philip M. White, Andrew S. Caplin, Ludo Van Der Heyden
Cowles Foundation Discussion Papers
Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf’s path to the solution of the integer program.
Investment Versus Savings Incentives: The Size Of The Bang For The Buck And The Potential For Self-Financing Business Tax Cuts, Alan J. Auerbach, Laurence Kotlikoff
Investment Versus Savings Incentives: The Size Of The Bang For The Buck And The Potential For Self-Financing Business Tax Cuts, Alan J. Auerbach, Laurence Kotlikoff
Cowles Foundation Discussion Papers
No abstract provided.
Revelation Of Information In Strategic Market Games: A Critique Of Rational Expectations, Pradeep Dubey, John Geanakoplos, Martin Shubik
Revelation Of Information In Strategic Market Games: A Critique Of Rational Expectations, Pradeep Dubey, John Geanakoplos, Martin Shubik
Cowles Foundation Discussion Papers
We criticize the R.E.E. approach to asymmetric information general equilibrium because it does not explain how information gets “into” the prices. This leads to well-known paradoxes. We suggest a multiperiod game instead, where the flow of information into and out of prices is explicitly modeled. In our game Nash equilibria (N.E.) (1) generalize Walrasian equilibria to asymmetric information; (2) exist generically; (3) eliminate pure speculation; (4) allow prices to reveal information and markets to become more efficient over time; (5) are consistent with the weak efficient markets hypothesis that tracking past prices is not profitable; (6) yet always lead to …
Stable Disequilibrium Prices: Macroeconomics And Increasing Returns I, Geoffrey M. Heal
Stable Disequilibrium Prices: Macroeconomics And Increasing Returns I, Geoffrey M. Heal
Cowles Foundation Discussion Papers
The paper establishes conditions for the existence of a set of prices which are stable and at which markets do not clear, providing a rigorous foundation for the existence of fixed-price equilibria via the macroeconomics of increasing returns. It analyzes a Walrasian price adjustment process for a general equilibrium economy with economies of scale in production.
A Geometric Explanation Of The Transfer Paradox In A Stable Economy, John Geanakoplos, Geoffrey M. Heal
A Geometric Explanation Of The Transfer Paradox In A Stable Economy, John Geanakoplos, Geoffrey M. Heal
Cowles Foundation Discussion Papers
No abstract provided.
Robust And Asymptotically Efficient Estimation Of Location In A Stationary Strong Mixing Gaussian Parametric Model, Donald W.K. Andrews
Robust And Asymptotically Efficient Estimation Of Location In A Stationary Strong Mixing Gaussian Parametric Model, Donald W.K. Andrews
Cowles Foundation Discussion Papers
This paper considers the problem of robust estimation of location in a model with stationary strong mixing Gaussian parametric distributions. An estimator is found that is within epsilon of being asymptotically efficient at the Gaussian parametric distribution and is within epsilon of being optimally robust! For the robustness results a Huber-type minimax criterion is used, where minimaxing takes place over neighborhoods of the parametric Gaussian distributions. The neighborhood system considered includes distributions of strong mixing processes and allows for deviations from the normal univariate parametric distributions within a Hellinger metric neighborhood, as well as deviations from stationarity and from the …
Record Of Policy Actions Of The Federal Reserve Open Market Committee, Federal Reserve System
Record Of Policy Actions Of The Federal Reserve Open Market Committee, Federal Reserve System
Documents
No abstract provided.
An Estimable Dynamic Stochastic Model Of Fertility And Child Mortality, Kenneth Wolpin
An Estimable Dynamic Stochastic Model Of Fertility And Child Mortality, Kenneth Wolpin
Discussion Papers
No abstract provided.
Federal Reserve Bulletin- October 1982, Federal Reserve System
Federal Reserve Bulletin- October 1982, Federal Reserve System
Documents
No abstract provided.
Decreto Ley No 15322, Uruguay: Asamblea General De Uruguay / General Assembly Of Uruguay
Decreto Ley No 15322, Uruguay: Asamblea General De Uruguay / General Assembly Of Uruguay
Documents
No abstract provided.
31 U.S. Code § 5302. Stabilizing Exchange Rates And Arrangements, United States: Department Of The Treasury
31 U.S. Code § 5302. Stabilizing Exchange Rates And Arrangements, United States: Department Of The Treasury
Documents
31 U.S. Code § 822a - Includes Related Sections 5302 to 5304
Letter To The Speaker Of The House And The President Of The Senate On The Provision Of Credit Facilities To The Bank Of Mexico, Ronald Reagan
Letter To The Speaker Of The House And The President Of The Senate On The Provision Of Credit Facilities To The Bank Of Mexico, Ronald Reagan
Documents
No abstract provided.
On Allocative Distortions In Problems Of Self-Selection, Russell Cooper
On Allocative Distortions In Problems Of Self-Selection, Russell Cooper
Cowles Foundation Discussion Papers
This paper considers the general structure of self-selection models. By imposing conditions which permit the ordering of agents by their preferences, we provide a characterization of the distortions inherent in the sorting process. We also discuss extensions of the basic model such as randomization. Time Series Behavior of Prices for Overlapping Futures Contracts, with an Application to Soybean Futures
The Structure Of Social Risk, William D. Nordhaus, Steven N. Durlauf
The Structure Of Social Risk, William D. Nordhaus, Steven N. Durlauf
Cowles Foundation Discussion Papers
It is increasingly recognized that the structure of financial risks interacts with economic or fundamental risks in a way that influence real economic outcomes. Recent work documents, on the one hand, the apparent excessive sensitivity of financial markets to economic shocks (see especially Shiller (1979)); and on the other hand the close dependence of investment and economic variables on financial variables. One of the central developments to analyze such interactions has been portfolio theory, particularly the capital asset pricing model (CAPM). This field has been extremely fertile, and has seen an outpouring of both theoretical and empirical work. Unfortunately, virtually …
Mexico To Receive Usd 1.85 Billion In Loans, Paul Lewis
Mexico To Receive Usd 1.85 Billion In Loans, Paul Lewis
Documents
No abstract provided.
U.S. To Provide Half Of Bailout Set For Mexico, James L. Rowe Jr., Caroline Atkinson
U.S. To Provide Half Of Bailout Set For Mexico, James L. Rowe Jr., Caroline Atkinson
Documents
No abstract provided.