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BU ECONOMICS WORKING PAPERS 2008
 

20)"Testing for Multiple Structural Changes in Cointegrated Regression Models"
Mohitosh Kejriwal, Pierre Perron (perron@bu.edu), September 2006; Revised February 2008. (additional tables of critical values available here)
, Forthcoming in Journal of Business and Economic Statistics.

 

19) "GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses" Josep Lluís Carrion-i-Silvestre, Dukpa Kim, Pierre Perron (perron@bu.edu), September 2007, Revised Jenuary 2008.

 

18) "SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY"
Larry G. Epstein (lepstein@bu.edu), Kyoungwon Seo, December 2008

 

17) "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors" Pierre Perron (perron@bu.edu), Yohei Yamamoto, June 2008; Revised September 2008.

 

16) "Time-Series Predictability in the Disaster Model"
François Gourio (fgourio@bu.edu), September 2008

 

15) "Rationing Poor Consumers to Reduce Prices"
Simona Grassi, Ching-To Albert Ma (ma@bu.edu), September 2008

 

14) "Identification and Estimation of Marginal Effects in Nonlinear Panel Models"
Victor Chernozhukov, Ivan Fernandez-Val (ivanf@bu.edu), Jinyong Hahn, Whitney Newey,
September 2008; Revised February 2009.

 

13) "Run for Cover Now or Later? The impact of premiums, threats and deadlines on supplementary
private health insurance in Australia"

Randall P. Ellis (ellisrp@bu.edu), Elizabeth Savage, September 2008

 

12) "Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model" Yang K. Lu, Pierre Perron (perron@bu.edu), July 2008, Revised April 2009.

 

11) "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model" Pierre Perron (perron@bu.edu), Jing Zhou, July 2008.

 

10) "Testing for Breaks in Coefficients and Error Variance: Simulations and Applications" Pierre Perron (perron@bu.edu), Jing Zhou, July 2008.

 

09) "Aggregate and Idiosyncratic Risk in a Frictional Labor Market"
Leena Rudanko (rudanko@bu.edu), this version: July 2008, first version: August 2006.

 

08) "Public Sector Rationing and Private Sector Selection"
Simona Grassi, Ching-To Albert Ma (ma@bu.edu), July 2008

 

07) "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices" Pierre Perron (perron@bu.edu), Zhongjun Qu, June 2008.

 

06) "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests" Pierre Perron (perron@bu.edu), Yohei Yamamoto, May 2008.

 

05) "INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS"
Victor Chernozhukov, Ivan Fernandez-Val (ivanf@bu.edu), Blaise Melly, May 2008

 

04) "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices" Pierre Perron (perron@bu.edu), Zhongjun Qu, February 2008; revised August 2008.

 

03) "Labor Market Dynamics under Long Term Wage Contracting"
Leena Rudanko (rudanko@bu.edu), current version: February 2008, first version: December 2004.

 

02) "Firm Heterogeneity and the Long-Run E¤ects of Dividend Tax Reform"
François Gourio (fgourio@bu.edu), Jianjun Miao, February 2008

 

01) "Is there a majority to support a capital tax cut?"
François Gourio (fgourio@bu.edu), January 2008

 

 
*working papers, 2009
*working papers, 2008
*working papers, 2007
*working papers, 2006
*working papers, 2005
*working papers, 2004
*working papers, 2003
*working papers, 2002
*working papers, 2001
*working papers, 2000
 
May 19 2009