Economics
 

University of North Carolina, Chapel Hill

Working Papers

The Department's formal working paper series is listed below.  A much larger collection of working papers is available from the individual faculty web pages.

 

 

 

2013

"Toxic Asset Bubble and Global Imbalances"
Toan Phan (email, website),  Daisuke Ikeda
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2012

"Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form"
Jonathan Hill (email, website)
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"Least Tail-Trimmed Squares for Infinite Variance Autoregressions"
Jonathan Hill (email, website)
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"Robust Score and Portmanteau Tests of Volatility Spillover"
Jonathan Hill (email, website), Michael Aguilar
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"Pension Design with a Large Informal Labor Market: Evidence from Chile"
Clement Joubert (email, website)
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"Growth, Corruption & Arab Spring Revolutions"
Toan Phan (email, website),  Lance Kent
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"Sovereign Debt Cycles"
Toan Phan (email, website)
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"Inferring Monetary Policy Objectives with a Partially Observed State"
Michael Salemi (email, website), Gregory Givens
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2011

"How the Design of a Pension System Influences Old Age Poverty and Gender Equity: A Study of Chile's Private Retirement Account Systems"
Clement Joubert (email, website)
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2010

"A New Moment Bound and Weak Laws for Mixingale Arrays without Memory or Heterogeneity
Restrictions, with Applications to Tail-Trimmed Arrays"
Jonathan Hill (email, website)
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"Moment Condition Tests for Heavy Tailed Time series"
Jonathan Hill (email, website), Michael Aguilar
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"Stochastically Weighted Average Conditional Moment Tests of Functional Form"
Jonathan Hill (email, website)
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"Optimal Provision of Multiple Excludable Public Goods"
Peter Norman (email, website), Hanming Fang
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"Toward an Efficiency Rationale for the Public Provision of Private Goods"
Peter Norman (email, website), Hanming Fang
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2009

"Projection-based GEL Score Test for Subsets of Parameters with Possible Weak Identification"
Saraswata Chaudhuri (email, website)
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"Estimating the Veteran Effect with Endogenous Schooling when Instruments are Potentially Weak"
Saraswata Chaudhuri (email, website), Elaina Rose
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"A New Method of Projection-based Inference in GMM with Weakly Identified Nuisance Parameters"
Saraswata Chaudhuri (email, website), Eric Zivot
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"A New Projection-type Split-Sample Score Test in Linear Instrumental Variable Regression"
Saraswata Chaudhuri (email, website), Thomas Richardson, James Robins, Eric Zivot
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"The Limits of Exchange Rate as Nominal Anchor: Evidence from the 1999-2005 Ukrainian Experience"
Patrick Conway (email, web site)
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"Long-term Interest Rates under Inflation Targeting: The New Zealand Experience"
Richard Froyen (email), Hakan Berument
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"Instrument and Target Rules as Specifications of Optimal Monetary Policy"
Richard Froyen (email), Alfred Guender
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"Cross-Country Variation in Educational Attainment: Structural Change or Within Industry Skill Upgrading?"
Lutz Hendricks (email, website)
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"The Skill Composition of U.S. Cities"
Lutz Hendricks (email, website)
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"Student Abilities During the Expansion of U.S. Education, 1950-2000"
Lutz Hendricks (email, website), Todd Schoellman
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"Central Limit Theory for Kernel-Self Normalized Tail-Trimmed Sums of Dependent Data with Applications"
Jonathan Hill (email, website)
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"Robust Estimation and Inference for Extremal Dependence in Time Series"
Jonathan Hill (email, website)
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"Tail and Non-Tail Memory with Applications to Extreme Value and Robust Statistics"
Jonathan Hill (email, website)
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"Are There Common Values on BC Timber Sales? A Tail-Index Nonparametric Test"
Jonathan Hill (email, website), A. Schneyerov
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"GMM Overidentification Test with First Order Underidentification"
Eric Renault, Prosper Dovonon
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"Affine Fractional Stochastic Volatility Models"
Eric Renault, F. Cromte, L. Coutin
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"Efficient Derivative Pricing by the Extended Method of Moments"
Eric Renault, P. Gagliardini, C. Gourieroux
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"Estimation of Stable Distributions by Indirect Inference"
Eric Renault, Ren Garcia, David Veredas
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