Recent Work

Parent: Department of Economics, UCSD

eScholarship stats: History by Item for June through September, 2026

ItemTitleTotal requests2026-092026-082026-072026-06
56j4143fDynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models695129238219109
06m3d6nvCAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles5551592508363
2z02z6d9Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns5191842065574
0sb0w38dBureaucratic Structure and Bureaucratic Performance in Less Developed Countries4831082326875
5mb353t2Macroeconomic Shocks and Their Propagation4811302503170
06s8022jAre All The Good Men Married? Uncovering the Sources of the Marital Wage Premium441602059185
8zp518hcTime Use and Productivity: The Wage Returns to Sleep4191371514784
75k752s7Contingent Valuation: Controversies and Evidence415782215759
01q7j1s2Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula4121291805449
7b52v07pOn More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index401951745082
0784p55mThe Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root3981191685556
5hb4h56gIdentifying the Effect of Unemployment on Crime394951527176
62c0h04jTime and the Price Impact of a Trade3651001636537
7g0888mjWho Benefits From Student Aid? The Economic Incidence of Tax-Based Federal Student Aid352711852472
8cb387t8Mental Models and Learning: The Case of Base-Rate Neglect333831145977
64j579g9Edgeworth Price Cycles: Evidence from the Toronto Retail Gasoline Market3261081273160
5jk0j5jhTests of Conditional Predictive Ability288831264534
96n108tsA Pedagogical Proof of Arrow's Impossibility Theorem28667933690
6rp7g17qModeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market285841224633
88d8644gIncentive and Information Properties of Preference Questions2751041012545
7rd4g3bkMacroeconomic Announcements and Volatility of Treasury Futures274481504729
4fc8x822Methods to Estimate Dynamic Stochastic General Equilibrium Models266127474646
2nb9f668Time Series Analysis, Cointegration, and Applications264501046545
5rw0629rThe Protective Effects of a Healthy Spouse: Medicare as the Family Member of Last Resort26390982154
3k13m0w3Disability Insurance Income Saves Lives25889723760
4c67r71rHousehold Need for Liquidity and the Credit Card Debt Puzzle257641344019
67h5s74tBootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions236731231228
4qp0p0v5Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy22763984620
9qn5f61jHidden Cointegration22750984237
0ww2c04zHousehold Need for Liquidity and the Credit Card Debt Puzzle217481112533
9bk607p6A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu21663903231
2fb7n2wdRevisiting Okun's Law: An Hysteretic Perspective21161833730
15r9t2q2Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions210491033424
3871w41jGames and Discrimination: Lessons From the Weakest Link21065902431
89z1w74zLocation-Scale and Compensated Effects in Unconditional Quantile Regressions20241763748
6z55v472Forecasting in Economics and Finance20142664449
32j4d5z2Contingent Thinking and the Sure-Thing Principle: Revisiting Classic Anomalies in the Laboratory#19751554051
5j97c79zSignaling Games19341465353
1tj1x5r0Lectures on the Theory of Competitive Equilibrium19053553349
41m42583From Empty Pews to Empty Cradles: Fertility Decline among European Catholics18745901735
3bp6c1hhExporting, Wage Profiles, and Human Capital: Evidence from Brazil18568441756
1vn4h7x5Cognition and Behavior in Normal-Form Games: An Experimental Study18158652533
94w5n6j9New York City Cabdrivers' Labor Supply Revisited: Reference-Dependence Preferences with Rational-Expectations Targets for Hours and Income18051762132
0wx67671Contract and Game Theory: Basic Concepts for Settings with Finite Horizons17942613442
04b3p1p0The Unobserved Returns to Entrepreneurship17873711420
19f9w2xfTheoretical Foundations of Relational Incentive Contracts17759353449
4z80w6cdLiquidity and Exchange Rates: An Empirical Investigation17758443540
0015j574Lying and Deception in Games17440643139
07g7g8h8On the Origins of Comparative Advantage17423814723
7r3353t8Spurious Regressions with Stationary Series17435712741

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