Table of Contents

This page contains abstracts and articles of past editions of the Review. Access to abstracts is open to all readers. Full text access is restricted to subscribers only.

Volume 65: Issue 3, July 1998

1. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
SANGJOON KIM, Salomon Brothers Asia Limited.
NEIL SHEPHERD, Salomon Brothers Asia Limited.
SIDDHARTHA CHIB, Washington University, St. Louis.

AbstractArticle

2. Testing For and Dating Common Breaks in Multivariate Time Series.
JUSHAN BAI, Massachusetts Institute of Technology.
ROBIN L. LUMSDAINE, Brown University and National Bureau of Economic Research.
JAMES H. STOCK, Harvard University and National Bureau of Economic Research.

AbstractArticle

3. Dynamic Equilibrium Economies: A Framework for Comparing Models and Data.
FRANCIS X. DIEBOLD, University of Pennsylvania and NBER.
LEE L. OHANIAN, University of Minnesota and Federal Reserve Bank of Minneapolis.
JEREMY BERKOWITZ, Federal Reserve Board.

AbstractArticle

4. Let’s Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics.
MARIO FORNI, University of Modena.
LUCREZIA REICHLIN, Université Libre de Bruxelles, ECARE and CEPR.

AbstractArticle

5. A Nonparametric Test for I(0).
IGNACIO N. LOBATO, London School of Economics.
PETER M. ROBINSON, London School of Economics.

AbstractArticle

6. Semiparametric Estimation of the Intercept of a Sample Selection Model.
DONALD W. K. ANDREWS, Yale university.
MARCIA M. A. SCHAFGANS, London School of Economics.

AbstractArticle

7. The Effects of Open Market Operations in a Model of Intermediation and Growth.
STACEY L. SCHRIFT, Federal Reserve Bank of Kansas City.
BRUCE D. SMITH, University of Texas at Austin and Federal Reserve Bank of Minneapolis.

AbstractArticle

8. Liquidity Preference and Financial Intermediation.
JAYASRI DUTTA, University of Cambridge.
SANDEEP KAPUR, Birkbeck College.

AbstractArticle

9. Alternating-Offer Bargaining with Two-Sided Incomplete Information.
JOEL WATSON, University of California, San Diego.

AbstractArticle

10. Learning from Neighbours.
VENKATESH BALA, McGill University.
SANJEEV GOYAL, Erasmus University.

AbstractArticle

11. A Note on ôStrategic Trade Policy Design with Asymmetric Information and Public Contractsö.
GIOVANNI MAGGI, Princeton University.

AbstractArticle

12. Strategic Trade Policy Design with Asymmetric Information and Public Contracts Corrigendum.
S. LAEL BRAINARD, National Bureau of Economic Research.
DAVID MARTIMORT, National Bureau of Economic Research.

AbstractArticle