CAEPR Working Papers

 

Recent Submissions

  • Wooders, Myrna H.; Page, Frank H. Jr. (Center for Applied Economics and Policy Research, 2009-02-24)
    Modeling club structures as bipartite directed networks, we formulate the problem of club formation as a noncooperative game of network formation and identify conditions on network formation rules and players' network ...
  • Rahman, M Saifur (Center for Applied Economics and Policy Research, 2008-09-19)
    In this paper, I analyze consumption, aggregate savings, output and welfare implications of five different social security arrangements whenever there is demographic uncertainty. Following Bohn (2002), I analyze the effect ...
  • Rahman, M Saifur (Center for Applied Economics and Policy Research, 2008-09-19)
    Traditionally, Dynamic Scoring calculations experiments are carried out using representative agent based macroeconomic models. Existing literature does not provide any objection to this approach. In this paper, I develop ...
  • Escanciano, Juan Carlos; Olmo, Jose (Center for Applied Economics and Policy Research, 2008-09-04)
    One of the implications of the creation of Basel Committee on Banking Supervision was the implementation of Value-at-Risk (VaR) as the standard tool for measuring market risk. Thereby the correct specification of parametric ...
  • Escanciano, Juan Carlos; Velasco, Carlos (Center for Applied Economics and Policy Research, 2008-08-15)
    This article proposes omnibus specification tests of parametric dynamic quantile regression models. Contrary to the existing procedures, we allow for a flexible and general specification framework where a possibly continuum ...

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