PINR Publications

Journal Publications and BLS Working Papers

    Bradley, Ralph

  • "Experimental Disease Based Price Indexes,"(with Hunjan, Jaspreet and Rozental, Lyubov), BLS Manuscript, (2015).(PDF)
  • "Defining Health Insurance Affordability: Unobserved Heterogeneity Matters," Journal of Health Economics, Vol. 28, no. 1, 2009, pp. 255-264.
  • "Analytical Bias Reduction for Small Samples in the US Consumer Price Index," Journal of Business and Economic Statistics, Vol. 25, 2007, pp. 337-346.(PDF)
  • "Pitfalls of using Unit Values as a Price Measure or Price Index," Journal of Social and Economic Measurement, Vol. 30, 2005, pp. 39-91.
  • "Price Index Estimation Using Price Imputation for Unsold Item." Feenstra, R. and Shapiro, M., eds. Scanner Data and Price Indexes, NBER, 2002, pp. 349-379.(PDF)
  • "Finite Sample Effects in the Construction of Price Index." Journal of Official Statistics, Vol. 17, no. 3, 2000, pp. 369-390.
  • "Growth of U.S. Health Care Spending." Contemporary Economic Policy, Vol. 12, no. 3, October 1994. pp. 45-56.

    Erickson, Timothy

  • "Treating Measurement Error in Tobin’s q," (with Whited, Toni M.), The Review of Financial Studies, Vol. 25, no. 4, April 2012.
  • "An Experimental Component Index for the CPI: From Annual Computer Data to Monthly Data on Other Goods," (with Pakes, Ariel), American Economic Review, Vol. 101, no. 5, February 2011.
  • "Two-Step GMM Estimation of the Errors-in-Variables Model Using High-Order Moments," (with Whited, Toni M.), Econometric Theory, Vol. 18, no. 3, June 2002, pp. 776-799.(PDF)
  • "Constructing Instruments for Regressions With Measurement Error When No Additional Data Are Available: Comment," Econometrica, Vol. 69, no. 1, January 2001, pp. 221-222.
  • "Measurement Error and the Relationship Between Investment and Q," (with Whited, Toni M.), Journal of Political Economy, Vol. 108, no. 5, October 2000, pp. 1027-1057.(PDF)
  • "The Ambiguous Effect of New and Improved Goods on the Cost-of-Living," Economics Letters, Vol. 68, no. 2, August 2000, pp. 143-147.
  • "Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation," Econometrica, Vol. 61, no. 4, July 1993, pp. 959-969.(PDF)
  • "Proper Posteriors from Improper Priors for an Unidentified Errors-in-Variables Model," Econometrica, Vol. 57, no. 6, November 1989, pp. 1299-1316.(PDF)

    Garner, Thesia

  • "Understanding the Relationship: CE Survey and PCE," (with McCully, Clint and Passero, Bill), forthcoming in Improving the Measurement of Consumer Expenditures , Carrol, Crossley, and Sabelhaus, eds., NBER Studies in Income and Wealth.
  • "Is the Consumer Expenditure Survey Representative by Income?" (with Ash, Stephen, Greenlees, John, Henderson, Steve, Johnson, David, Sabelhaus, John, and Swanson, David), forthcoming in Improving the Measurement of Consumer Expenditures , Carrol, Crossley, and Sabelhaus, eds., NBER Studies in Income and Wealth.
  • "Identifying the Poor: Poverty Measurement for the U.S. from 1996 to 2005," (with Short, Kathleen S.), Review of Income and Wealth, Ser. 56, no. 2, June 2010.
  • "Estimation of the Misreporting Models Using Micro-Data Sets Derived from the Consumer Expenditure Survey: The Gap Between Macro and Micro Economic Statistics on Consumer Goods," (with Maki, Atsushi), Journal of Mathematical Sciences: Advances and Applications, Vol. 4, no. 1, 2010, pp. 123-152.
  • "Accounting for Owner-occupied Dwelling Services: Aggregates and Distributions," (with Short, Kathleen S.), Journal of Housing Economics, Vol. 18, Iss. 3, September 2009, pp. 233-248.
  • "Reconciling User Costs and Rental Equivalence: Evidence from the US Consumer Expenditure Survey," (with Verbrugge, Randal), Journal of Housing Economics, Vol. 18, Iss. 3, September 2009, pp. 172-192.
  • "The Puzzling Divergence of Rents and User Costs, 1980-2004: Summary and Extensions," (with Verbrugge, Randal), Price and Productivity Measurement: Volume 1 - Housing , Chapter 8, W.E., Diewert, B.M. Balk, D. Fixler, K.J. Fox and A.O. Nakamura, eds., Trafford Press, 2009, pp. 125-146.
  • "Economic Well-Being Based on Income, Consumer Expenditures and Personal Assessments of Minimum Needs," (with Short, Kathleen), Studies on Economic Well-being: Essays in the Honor of John P. Formby , John A. Bishop and Yoram Amiel, eds., Vol. 12 of the Series Research on Ecnonomic Inequality, Oxofrd, UK: Elsevier Science, February 2004, pp. 319-361.
  • "The Influence of Demographic and Household Specific Price Indices on Consumption-Based Inequality and Welfare: A Comparison of Spain and the United States" (with Ruiz-Castillo, Javier and Sastre, Mercedes), Southern Economic Journal, Vol. 70, no. 1, July 2003, pp. 22-48.
  • "Personal Assessments of Minimum Income and Expenses: What Do They Tell Us about ‘Minimum Living’ Thresholds and Equivalence Scales?" (with Kathleen Short), Inequality, Welfare and Poverty: Theory and Measurement, John A. Bishop and Yoram Amiel, eds., Vol. 9 of the Series Research on Economic Inequality, Oxford, UK: Elsevier Science, 2003, pp.191-243.
  • "Developing a New Poverty Line for the USA: Are There Lessons for India?" (with Kathleen Short), National Income Accounts and Data Systems, Minhas, B.S., ed., New Delhi: Oxford University Press, 2002, pp.148-183.
  • "Consumer Price Index and COLAs" (with Stewart, Kenneth J.) in David J. Ekerdt, ed., Encyclopedia of Aging, Macmillan Reference USA, an Imprint of the Gale Group, New York, 2002.
  • "Are Children Worse Off? Evaluating Child Well-being Using the New (and Improved) Measure of Poverty." (with Iceland, J., Johnson, David S., and Short, K. ) Journal of Human Resources, 2001, Vol. 36, no. 2, 2001, pp. 398-412.(PDF)
  • "A Gini Decomposition Analysis of Inequality in the Czech and Slovak Republics During the Transition" (with Terrell, Kathleen), Economics of Transition, Vol. 6, no. 1, 1998, pp. 23-46.
  • "Changing Welfare in a Changing World?: Income and Expenditure Distributions in the Czech and Slovak Republics," The Distribution of Welfare and Household Production: International Perspectives (Aldi Hagenaars Memorial Volume), Stephen P. Jenkins, Arie Kapteyn, and Bernard van Praag, eds., Cambridge, UK: Cambridge University Press, 1998, pp. 286-317.
  • "Experimental Poverty Measures: 1990 to 1997." (with Short, Kathleen, Johnson, David S. and Doyle, Patricia) Current Population Reports, Consumer Income, P60-205. U.S. Census Bureau. Washington, D.C.: U.S. Government Printing Office, June 1999.(PDF 2.0MB)
  • "Income Sufficiency vs. Poverty: Results from the United States and the Netherlands," (with De Voss, Klaas), Journal of Population Economics, no. 8, 1995, pp. 117-134.
  • "Unique Equivalence Scales: Estimation and Implications for Distributional Analysis," (with Johnson, David), Journal of Income Distribution, Vol. 4, no. 2, 1994/1995, pp. 215-234.
  • "Household Income Reporting: An Analysis of U.S. Consumer Expenditure Survey Data." (with Blanciforti, Laura A. ) Journal of Official Statistics, Vol. 10, no. 1, 1994, pp. 69-91.
  • "Are Equivalence Scales the Same for the United States and Canada?" (with Phipps, Shelley), Review of Income and Wealth, Vol. 40, no. 1, March 1994, pp. 1-17.
  • "Income Sufficiency, Expenditures, and Subjective Poverty: Results from the United States and the Netherlands," (with De Vos, Klaas) Models and Measurement of Welfare and Inequality, Wolfgang Eichhorn, ed., Berlin: Springer-Verlag Press, 1994, pp. 33-66.
  • "Consumer Expenditures and Inequality: An Analysis Based on Decomposition of the Gini Coefficient," The Review of Economics and Statistics, Vol. 75, no. 1, February 1993, pp. 135-138.
  • "Economic Dimension of Household Gift-Giving" (with Wagner, Janet) Journal of Consumer Research, no. 18, December 1991, pp. 368-379.
  • "An Evaluation of Subjective Poverty Definitions Comparing Results from the U. S. and the Netherlands" (with De Vos, Klaas), Review of Income and Wealth, Vol. 37, no. 3, September 1991, pp. 267-285.
  • "Using the Consumer Expenditure Survey Data: Directions for Future Research," (with Zieschang, Kimberly D. and Miller, Richard D.), Journal of Economic and Social Measurement, Vol. 15, nos. 3-4, 1989.
  • "Cost-Effectiveness Analysis of End-Stage Renal Disease Treatments." (with Dardis, Rachel. ) Medical Care, Vol. 25, no. 1, January 1987, pp. 25-34.(PDF)
  • "An Evaluation of Subjective Poverty Definitions Comparing Results from the U. S. and the Netherlands." (with De Vos, Klaas) Review of Income and Wealth, Vol. 37, no. 3, September 1991, pp. 267-285. (PDF)
  • "Consumer Expenditures in the U.S.: Survey Description and Distributional Analyses," (with Shipp, Stephanie.) in C. Dagum and M. Zenga, eds., Studies in Contemporary Economics: Income and Wealth Distribution, Inequality and Poverty. Berlin Heidelberg: Springer-Verlag, 1990, pp. 285-300.
  • "Using the Consumer Expenditure Survey Data: Directions for Future Research." (with Miller, Richard D., and Kimberly D., and Miller, Richard D. ) Journal of Economic and Social Measurement, Vol. 15, nos. 3-4, 1989.
  • "Are Equivalence Scales the Same for the United States and Canada?" (with Phipps, Shelley. ) Review of Income and Wealth, Vol. 40, no. 1, March 1994, pp. 1-17.(PDF)
  • "Poverty Measurement Research Using the Consumer Expenditure Survey and the Survey of Income and Program Participation." (with Johnson, David S., Shea, Martina, and Short, Kathleen.) American Economic Review (Papers and Proceedings), Vol. 88, no. 2, May 1998, pp. 352-356.(PDF)
  • "Putting the Experimental Poverty Measure into Practice." (with Johnson, David S., Shea, Martina, and Short, Kathleen. ) FOCUS, Vol. 19, no. 2, Spring 1998, pp. 16-20.

    Greenlees, John

  • "Is the Consumer Expenditure Survey Representative by Income?" (with Ash, Stephen, Garner, Thesia, Henderson, Steve, Johnson, David, Sabelhaus, John, and Swanson, David), forthcoming in Improving the Measurement of Consumer Expenditures , Carrol, Crossley, and Sabelhaus, eds., NBER Studies in Income and Wealth.
  • "Improving the Preliminary Values of the Chained CPI-U," Journal of Economic and Social Measurement, Vol. 36, 2011, pp. 1-18.
  • "Does Quality Adjustment Matter for Technologically Stable Products? An Application to the CPI for Food," (with Robert McClelland), BLS Working Paper 444, January 2011. Abridged version, American Economic Review: Papers and Proceedings 2011, Volume 101 (June 2011), pp. 200-205.(PDF)
  • "Recent Controversies over CPI Methodology," (with Robert B. McClelland), Business Economics, Volume 45 (January 2010), pp. 28-37.
  • "Reconsideration of Weighting and Updating Procedures in the US CPI," (with Elliot Williams), BLS Working Paper 431, October 2009.Jahrbücher für Nationalökonomie und Statistik, Volume 230/6 (2010), pp. 741-758.(PDF)
  • "Introduction: What are the Issues?"(with Erwin Diewert and Charles Hulten) in Price Index Concepts and Measurement (Diewert, Greenlees, and Hulten, eds.). NBER Studies in Income and Wealth No. 70. Chicago: University of Chicago Press, 2009, pp. 1-16.(PDF)
  • "New Evidence on Outlet Substitution Effects in Consumer Price Index Data," (with Robert McClelland), BLS Working Paper 421, November 2008. Review of Economics and Statistics, Vol. 93 (May 2011), pp. 632–646.(PDF)
  • "Kingdom of the Netherlands—Netherlands: Report on the Observance of Standards and Codes" (with Edgar Ayales, Tobias Wickens, Antonio Galicia, Josefina Gavino, and Ross Harvey) International Monetary Fund Country Report No. 08/6, January 2008.(PDF)
  • "The BLS Response to the Boskin Commission Report," International Productivity Monitor, Number 12 (Spring 2006), pp. 23-41.(PDF)
  • "Errors and Bias,"(with Bert Balk), Chapter 11 of Consumer Price Index Manual: Theory and Practice (Peter Hill, ed.). Geneva: International Labour Office, 2004, pp. 207-214.
  • "Round Table Remarks: Scanner Data in Official Statistics,in Scanner Data and Price Indexes (Robert Feenstra and Matthew Shapiro, eds.)" NBER Studies in Income and Wealth 64, Chicago: University of Chicago Press, 2003, pp. 113-116.
  • "Random Errors and Superlative Indexes," Bureau of Labor Statistics Working Paper 343, March 2001. (PDF)
  • "Consumer Price Indexes: Methods for Quality and Variety Change," Statistical Journal of the United Nations ECE, 17 (2000), pp. 59-74.
  • "Measurement Issues in the Consumer Price Index,"(with Katharine Abraham, Robert Baskin, Dennis Fixler, Patrick Jackman, Mary Kokoski, Sylvia Leaver, Robert McClelland, Karin Moses, Brent Moulton, Marshall Reinsdorf, and Kenneth Stewart) Statistical Journal of the United Nations ECE, 15 (1998), pp. 1-36.
  • "Working to Improve the Consumer Price Index," (with Katharine G. Abraham and Brent R. Moulton) Journal of Economic Perspectives, Volume 12 (Winter 1998), pp. 27-36.(PDF)
  • "A Bureau of Labor Statistics Perspective on Bias in the Consumer Price Index," Federal Reserve Bank of St. Louis Review (May/June 1997), pp. 175-178.
  • "Comment on Matthew D. Shapiro and David W. Wilcox: ‘Mismeasurement in the Consumer Price Index: An Evaluation,’" NBER Macroeconomics Annual 1996, pp. 143-147.
  • "Indexing the Federal Tax System: A Cost-of-Living Approach," (with Robert Gillingham), Journal of Business and Economic Statistics, Volume 8 (October 1990), pp. 465-473.(PDF)
  • "The Impact of Direct Taxes on the Cost of Living,"(with Robert Gillingham), Journal of Political Economy, Volume 95 (August 1987), pp. 775-796.(PDF)
  • "Grouping Tests for Misspecification: An Application to Housing Demand," (with Kimberly D. Zieschang), Journal of Business and Economic Statistics, Volume 2 (April 1984), pp. 159-69.(PDF)
  • "The Incorporation of Direct Taxes into a Consumer Price Index," (with Robert Gillingham) in Price Level Measurement (W. Erwin Diewert and Claude Montmarquette, eds.). Statistics Canada, 1983, pp. 619-654.
  • "Comment on Morris L. Barer and Robert G. Evans: ‘Prices, Proxies, and Productivity: An Historical Analysis of Hospital and Medical Care in Canada’" (with Marilyn E. Manser) in Price Level Measurement (W. Erwin Diewert and Claude Montmarquette, eds.). Statistics Canada, 1983, pp. 778-781.
  • "Rejoinder," Urban Studies, Volume 20 (February 1983), pp. 95-97.
  • "An Empirical Evaluation of the CPI Home Purchase Index, 1973-1978," American Real Estate and Urban Economics Association Journal, Volume 10 (Spring 1982), pp. 1-24.
  • "Imputation of Missing Values When the Probability of Response Depends upon the Variable Being Imputed," (with William S. Reece and Kimberly D. Zieschang), Journal of the American Statistical Association, Volume 77 (June 1982), pp. 251-261.(PDF)
  • "Sample Truncation in FHA Data: Implications for Home Purchase Indexes," Southern Economic Journal, Volume 48 (April 1982), pp. 917-931.(PDF)
  • "Measuring the Cost of Shelter for Homeowners," (with Robert Gillingham and William S. Reece), in House Prices and Inflation (John A. Tuccillo and Kevin E. Villani, eds.). Washington, D.C.: Urban Institute, 1981, pp. 123-130.(PDF1.02MB)
  • "Estimating Inter-city Differences in the Price of Housing Services: Further Evidence,"(with Robert Gillingham), Urban Studies, Volume 18 (October 1981), pp. 365-369.
  • "Residential Land Price Indexes Using Multiple Regression," in Urban Land Markets: Price Indices, Supply Measures, and Public Policy Effects (J. T. Black and J. E. Hoben, eds.). Washington, D.C.: Urban Land Institute, 1980, pp. 63-72.
  • "Gasoline Prices and Purchases of New Automobiles," Southern Economic Journal, Volume 47 (July 1980), pp. 167-178.(PDF)

    Kim, Mina

  • "International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade," (with Nam, Deokwoo, Wang, Jian, and Wu, Jason), unpublished paper, revised December 2012.
  • "Domestic Employment in Multinational Companies," (with Handweker, Elizabeth and Mason, Lowell), unpublished paper, revised June 2011.
  • "Does trade liberalization affect labor market churning?" (with Sun, Hugette and Yamaguchi, Shintaro), unpublished paper, revised July 2009.
  • "Integration, Agglomeration, and Costly Adjustment of Labor," unpublished paper, revised January 2011.
  • "European Enlargement and the Free Movement of Labor," unpublished paper, revised April 2009.

    Kurtzon, Greg

  • "Occupational Choice and the Effects of Skill Supply on Relative Wages," BLS Working paper 460, December 2012.
  • "A Model of Price Index Use," unpublished paper, September 2012.
  • "Ability Composition Effects on the Education Premium," BLS Working Paper 456, May 2012. (PDF)
  • "Do the Poor Pay More Store-By-Store?" (with McClelland, Robert), BLS Working Paper 437, April 2010. (PDF)

    Sullivan, Paul

  • "Job Dispersion and Compensating Wage Differentials," (with To, Ted).
  • "The Equilibrium Effect of Fundamentals on House Prices and Rents," (with Sommer, Kamila and Verbrugge, Randal), conditionally accepted, Journal of Monetary Economics.
  • "Estimation of an Occupational Choice Model when Occupations are Misclassified," Journal of Human Resources, Spring 2009, 44(2): 495-535. (PDF)
  • "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search,"
  • International Economic Review, February 2010, 51(1): 289-317.(PDF)
  • "Empirical Evidence on Occupation and Industry Specific Human Capital," Labour Economics, June 2010, 17(3): 567-580.(PDF)
  • "Run-up in the House Price-Rent Ratio: How Much can be Explained by Fundamentals?" (with Sommer, Kamila and Verbrugge, Randal). (PDF)
  • "Search and Non-Wage Job Characteristics," (with To, Ted). (PDF)

    To, Theodore

  • "Search and Non-Wage Job Characteristics," (with Sullivan, Paul).
  • "Job Dispersion and Compensating Wage Differentials," (with Sullivan, Paul).
  • "False Modesty," (with Rick Harbaugh) unpublished paper, June 2008.
  • "Antidumping, Signaling and Cheap Talk," 2008,(with Jim Cassing) Journal of International Economics, 75(2), 373-382.(PDF)
  • "A Theory of Credit Cards," 2007,(with Bob Chakravorti). International Journal of Industrial Organization, 25(3), 583-595.(PDF)
  • "Discriminatory Opportunism" (with Rick Harbaugh) unpublished paper, November 2007.
  • "Simple Dynamic Oligopoly," (with Curtis Eberwein) unpublished paper, March 2006.
  • "Strategic Resource Extraction, Capital Accumulation and Overlapping Generations," 2005, Journal of Environmental Economics and Management, 50(2), 378-386.(PDF)
  • "Dixit-Stiglitz Monopsonistic Competition and Minimum Wages," (with V. Bhaskar) unpublished paper, March 2004.
  • "Brand Dummy Variables in Hedonic Regressions: A Study Using Stereo Receiver Scanner Data," (with Teague Ruder) unpublished paper, 2004.
  • "Is Perfect Price Discrimination Really Efficient? Product Variety with Free Entry," (with V. Bhaskar). 2004, RAND Journal of Economics, 35(4), 762-776 .(PDF)
  • "Oligopsony and the Distribution of Wages," 2003, (with V. Bhaskar) European Economic Review, 47(2), 371-399.(PDF)
  • "Oligopsony and Monopsonistic Competition in Labor Markets," 2002, (with V. Bhaskar and Alan Manning) Journal of Economic Perspectives, 16(2), 155–174.(PDF)
  • "Too Cool for School? Signaling and Countersignaling,"2002, (with Nick Feltovich and Rick Harbaugh). RAND Journal of Economics, 33(4), 630-649.(PDF)
  • "Can Reduced Entry Barriers Worsen Market Performance?" International Journal of Industrial Organization, 2001, 19(5), pp. 695-704.(PDF)
  • "Consumer Switching Costs and Private Information," 1999, Economics Letters, 63, 369–375. (PDF)
  • "Dynamics and Discriminatory Import Policy," 1999, Canadian Journal of Economics, 32(4), 1072–83. (PDF)
  • "Minimum Wages for Ronald McDonald Monopsonies: A Theory of Monopsonistic Competition," 1999,(with V. Bhaskar) The Economic Journal, 109, 190–203,(PDF)
  • "Risk and Evolution," 1999, Economic Theory, 13(2), 329–343.(PDF)
  • "Multi-Period Competition with Switching Costs: An Overlapping Generations Formulation," 1996, Journal of Industrial Economics, 44, 81–87.(PDF)
  • "Export Subsidies and Oligopoly with Switching Costs," 1994, Journal of International Economics, 37 97–110.(PDF)
  • "Infant Industry Protection with Oligopoly and Learning-by-Doing," 1994, Journal of International Trade and Economic Development, 3, 199–212.
  • "Domestic Trade and Transportation Costs as Barriers to International Trade," 1993, (with Donald Rousslang) Canadian Journal of Economics, 26, 208–221.(PDF)
  • "More Realism in the Prisoner's Dilemma," 1988, Journal of Conflict Resolution, 32, 402–408.(PDF)

    Verbrugge, Randal

  • "The Equilibrium Effect of Fundamentals on House Prices and Rents," (with Sommer, Kamila and Sullivan, Paul), conditionally accepted, Journal of Monetary Economics.
  • "Do the CPI's Utilities Adjustments for OER Distort Inflation Measurement?" Journal of Business and Economic Statistics, 30.1, 2012, 143-148.
  • "Frequency Dependence in a Real Time Monetary Policy Rule," (with Ashley, Rick and Tsang, Kwok Ping), Revision for resubmission, Studies in Nonlinear Dynamics and Econometrics.
  • "A Theory of Sticky Rents" (with Gallin, Josh), Unpublished paper, BLS.
  • "Sticky Rents" (with Gallin, Josh). Unpublished paper, BLS.
  • "Uncovering the True Relationship from Over-Differenced Data: An Illustration Involving Velocity" (with Ashley, Rick), Unpublished paper, BLS.
  • "Home production and endogenous economic growth. " (with Steven Silver). Journal of Economic Behavior and Organization 75.2, Aug 2010, 297-312.
  • "Explaining the Rent-OER Inflation Divergence, 1999-2006."(with Rob Poole).(with Rob Poole). Real Estate Economics 38.4, 2010, 633-657.
  • "Reconciling User Costs and Rental Equivalence:Evidence from the U.S. Consumer Expenditure Survey " (with Thesia Garner) Journal of Housing Economics 18.3, September 2009, 172-192.(PDF1.6MB)
  • "To difference or not to difference: a Monte Carlo investigation of spurious regression in Vector Autoregressive models " (with Rick Ashley) International Journal of Data Analysis Techniques and Strategies, 1.3, March 2009, 242-274.
  • "The puzzling divergence of aggregate rents and user costs, 1980-2004: Summary and Extensions" (with Thesia Garner) in Price and Productivity Measurement, Vol. I: Housing (W. Erwin Diewert, Bert M. Balk, Dennis Fixler, Kevin J. Fox and Alice O. Nakamura, eds.), Trafford Press, forthcoming 2009.(PDF)
  • "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series" Econometric Reviews, 28(1-3), 2009, 4-20.
  • "The puzzling divergence of aggregate rents and user costs, 1980-2004." (with Thesia Garner) The Review of Income and Wealth, 54.4, December 2008, 671-699.
  • "Risk Aversion, Learning Spillovers, and Path Dependent Economic Growth." Economics Letters, 2000, 68(1), pp. 197-202.
  • "Late Fees and Price Discrimination" (with Sarangi, Sudipta.) Economics Letters, 2000, 69(2), pp. 153-158.
  • "Interactive agent economies: an elucidative framework and survey of results." Macroeconomic Dynamics 7.3, 2003, 424-472.
  • "Longitudinal inflation asymmetry." Applied Economics Letters 9, 2002, 261-264.
  • "How corruption evolves" Journal of Public Economic Theory 8.2, 2006, 219-245.
  • "Comments on ‘A Critical Investigation on Detrending Procedures for Non-Linear Processes" (with Richard Ashley) Journal of Macroeconomics 28, 2006, 192-4.
  • Journal of Economic Dynamics and Control (2001) 25, 1867-1879.
  • "Real-Time Quarterly Signal-Plus-Noise Model for Estimating 'True' GDP," American Statistical Association, Proceedings of the Business and Economic Statistics Section 2001.
  • "Price discrimination in rental markets" Economics Letters 69.2, 2000, 153-158.
  • "Cross-sectional inflation asymmetries and core inflation: a comment on Bryan and Cecchetti." Review of Economics and Statistics 81.2, May 1999, 199-202.(PDF)
  • "Investigating cyclical asymmetries" Studies in Nonlinear Dynamics and Econometrics, 2.1, 1997, 15-22.

    Zadrozny, Peter

  • "Identifiability of Regular and Singular Multivariate Autoregressive Models from Mixed-Frequency Data," (with Anderson, B., Deistler, M., Felsenstein, E., Funovits, B., Eichler, M., Chen, W., and Zamani, M.), forthcoming in Proceedings of 51st IEEE Conference on Decision and Control, 2012.
  • "Estimation of Vector Error-Correction Models with Mixed-Frequency Data," (with Ahn, S. and Seong, B.), forthcoming in Journal of Time Series Analysis, 2012.
  • "Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005," (with Chen, Baoline), forthcoming Journal of Productivity Analysis, 2012.
  • "Multi-Step Perturbation Solution of Nonlinear Differentiable Equations Applied to an Econometric Analysis of Production," (with Chen, Baoline), Computational Statistics and Data Analysis, no. 53, 2061-2074, 2009.
  • "Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model," (with Chen, Baoline), Journal of Economic Dynamics and Control, no. 33, 1398-1418, 2009.
  • "Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH Process," Advances in Econometrics: Econometric Analysis of Financial and Economic Time Series, Vol. 20, Part A, , pp. 365-379, T.B. Fomby and D. Terrell (eds.), Elsevier, 2006.
  • "Higher Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem," (with Chen, Baoline), Computational Economics, no. 21, 45-64, 2003.
  • "An Anticipative Feedback Solution for Infinite-Horizon, Linear-Quadratic, Dynamic, Stackelberg Games," (with Chen, Baoline), Journal of Economic Dynamics and Control, no. 26, 1397-1416, 2002.
  • "Analytic Derivatives of the Matrix Exponential for Estimation of Linear Continuous-Time Models," (with Chen, Baoline) Journal of Economic Dynamics and Control, no. 25, 1867-1879, 2001.
  • "An Eigenvalue Method of Undetermined Coefficients for Solving Linear Rational Expectations Models," Journal of Economic Dynamics and Control, no. 22, 1353-1373, 1998.
  • "An Extended Yule-Walker Method for Estimating Vector Autoregressive Models with Mixed-Frequency Data," (with Chen, Baoline), Advances in Econometrics: Messy Data--Missing Observations, Outliers, and Mixed-Frequency Data, Vol. 13, pp. 47-73, T.B. Fomby and R.C. Hill (eds.), JAI Press, 1998.
  • "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economics of Planning, no. 30, 221-238, 1997.
  • "A Continuous-Time Method for Modelling Optimal Investment Subject to Adjustment Costs and Gestation Lags," Dynamic Disequilibrium Modelling, W. Barnett, G. Gandolfo, and C. Hillinger (eds.), Cambridge University Press, 1996.
  • "Kalman-Filtering Methods for Computing Information Matrices for Time-Invariant, Periodic, and Generally Time-Varying VARMA Models and Samples," (with Mittnik, Stefan), Computers and Mathematics with Applications, no. 28, 107-119, 1994.
  • "Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models" (with Mittnik, Stefan), Econometrica, no. 61, 857-870, 1993.
  • "Errata to 'Analytic Derivatives for Estimation of Linear Dynamic Models,'" Computers and Mathematics with Applications, no. 24, 289-290, 1992.
  • "Analytic Derivatives for Estimation of Linear Dynamic Models," Computers and Mathematics with Applications, no. 18: 539-553, 1989.
  • "Analytic Derivatives for Estimation of Discrete-Time Linear-Quadratic Dynamic Optimization Models," Econometrica, no. 56, 467-472, 1988.
  • "Gaussian Likelihood of Continuous-Time ARMAX Models when Data are Stocks and Flows at Different Frequencies," Econometric Theory, no. 4, 108-124, 1988.
  • "A Consistent Closed-Loop Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games," Journal of Economic Dynamics and Control, no. 12, 155-159, 1988.

Other Authors

    McClelland, Robert

  • "A General Nonparametric Test for Independence and Applications." (with Johnson, David S) Journal of Applied Econometrics, 1998, 13:6.
  • "Econometric Issues in the Analysis of Charitable Giving." (with Kokoski, Mary.) Public Finance Quarterly, October, 1994, 22 (4), pp. 498-517.
  • "Small Sample Bias in Geometric Mean and Seasoned CPI Component Indexes " BLS Working Paper 324 August 1999

    Kokoski, Mary

  • "Using Hedonic Methods for Quality Adjustment in the CPI: The Consumer Audio Products Component," ;(with K. Waehrer and P. Rozaklis), BLS Working Paper 344, 2001.
  • "Interarea Price Comparisons for Heterogeneous Goods and Several Levels of Commodity Aggregation," (with Moulton, Brent, and Zieschang, Kimberly. ) in Alan Heston and Robert Lipsey, eds. International and Interarea Comparisons of Income, Output, and Prices, NBER studies in Income and Wealth. Univ of Chicago Press , 1999 pp. 123-170(PDF)
  • "Econometric Issues in the Analysis of Charitable Giving." (with McClelland, Robert. ) Public Finance Quarterly, October, 1994, 22 (4), pp. 498-517.
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    Johnson, David

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