After nearly 20 years of production, we are no longer publishing Discussion Papers, effective December 31, 2007.
The Magnitude of the Speculative Motive for Holding Inventories in a Real Business Cycle Model
Lawrence J. Christiano, Terry J. Fitzgerald
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Solving a Particular Growth Model by Linear Quadratic Approximation and by Value Function Iteration
Lawrence J. Christiano
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
A Systems Approach to Recursive Economic Forecasting and Seasonal Adjustment
Peter Armitage, Cho Ng, Peter C. Young
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Recursive Estimation and Modelling of Nonstationary and Nonlinear Time-Series
David E. Runkle, Peter C. Young
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Behavior of Male Workers at the End of the Life-Cycle: An Empirical Analysis of States and Controls
John Rust
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
The Effects of Stochastic Inflation on Asset Prices
Pamela Labadie
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Understanding Unit Rooters: A Helicopter Tour
Christopher A. Sims, Harald Uhlig
Published In: Econometrica
(Vol. 59, No. 6, November 1991, pp. 1591-1599)
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Bayesian Skepticism on Unit Root Econometrics
Christopher A. Sims
Published In: Journal of Economic Dynamics and Control
(Vol. 12, No. 2/3, June-September 1988, pp. 463-474)
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Reasonable Extreme Bounds Analysis
Clive W. J. Granger, Harald Uhlig
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]
Aggregation of Time Series Variables -- A Survey
Clive W. J. Granger
[Paper available on-line as PDF (Adobe Acrobat) file or PostScript file]