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Page 1. NBER WORKING PAPERS SERIES GROWTH IN CITIES Edward L. Glaeser Hedi D.
Kallal Jose A. Scheinkinan Andrei Shleifer Working Paper No. 3787 NATIONAL BUREAU OF
ECONOMIC RESEARCH 1050 Massachusetts Avenue Cambridge, MA 02138 July 1991 ...
DM Kreps… - The Bell Journal of Economics, 1983 - JSTOR
Page 1. Quantity precommitment and Bertrand competition yield Cournot outcomes
David M. Kreps* and Jose A. Scheinkman** Bertrand's model of oligopoly, which
gives perfectly competitive outcomes, assumes that. (1) there ...
EL Glaeser, DI Laibson… - … Quarterly Journal of …, 2000 - qje.oxfordjournals.org
Page 1. MEASURING TRUST* EDWARD L. GLAESER DAVID I. LAIBSON JOSE´ A.
SCHEINKMAN CHRISTINE L. SOUTTER We combine two experiments and a survey to
measure trust and trustworthi- ness—two key components of social capital. ...
WA Broock,
JA Scheinkman, WD Dechert… - Econometric …, 1996 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 15(3), 197-235 (1996) A TEST FOR IXDEPENDENCE BASED
ON THE CORRELATION DIhIENSION W. A. Brock Department of Economics University of
Wisconsin JA Scheinkman Department of Economics University of Chicago ...
EL Glaeser, B Sacerdote… - 1995 - nber.org
Page 1. 3J5i3 $I[qAq DMI)I$IOW 5IT4 ?4OflDA$I31MI JA1DO UMA 3MLD ii1O .J
buwbH obi2 nEcrrAni3dz .A o1 .oM ni*toW HD5IA3 2351 DIMOMOD3 qO UAHSIUfl
JAMOITAM unvA fl uflo sM OOI 8UO AM bhdmED QQI uuid1 ...
RB Litterman… - The Journal of Fixed Income, 1991 - iijournals.com
Market participants have long recognized the importance of identifying the common faeton
that affect the returns on US government bonds and related securities. To explain the
variation in these returns, it is critical to distinguish the systematic risks that have a general ...
Page 1. Jose A. Scheinkman University of Chicago Blake LeBaron University of
Wisconsin-Madison Nonlinear Dynamics and Stock Returns* I. Introduction Recently
algorithms have been proposed (eg, Grassberger and Procaccia ...
LM Benveniste… - Econometrica: Journal of the …, 1979 - JSTOR
Page 1. Econometrica, Vol. 47, No. 3 (May, 1979) ON THE DIFFERENTIABILITY OF
THE VALUE FUNCTION IN DYNAMIC MODELS OF ECONOMICS By LM BENVENISTE
AND JA SCHEINKMAN' WHEN WORKING WITH dynamic ...
EL Glaeser… - 2000 - nber.org
A large body of recent research argues that social, or non-market, interactions can explain a
wide range of puzzling phenomena from fashion cycles to stock market crashes. This paper
attempts to connect the range of these papers with a general model and a broad empirical ...
EL Glaeser, BI Sacerdote… - 2002 - nber.org
Page 1. NBER WORKING PAPER SERIES THE SOCIAL MULTIPLIER Edward L.
Glaeser Bruce I. Sacerdote Jose A. Scheinkman Working Paper 9153
http://www.nber.org/papers/w9153 NATIONAL BUREAU OF ECONOMIC ...
TG Conley, LP Hansen… - Review of Financial …, 1997 - Soc Financial Studies
Page 1. Short-Term Interest Rates as Subordinated Diffusions Timothy G. Conley
Northwestern University Lars Peter Hansen University of Chicago and NBER Erzo
GJ Luttmer Northwestern University José A. Scheinkman University ...
E Glaeser,
J Scheinkman… - Journal of Monetary Economics, 2003 - Elsevier
In many countries, the operation of legal, political and regulatory institutions is subverted by
the wealthy and the politically powerful for their own benefit. This subversion takes the form
of corruption, intimidation, and other forms of influence. We present a model of such ...
JA Scheinkman… - Econometrica: Journal of the Econometric …, 1986 - JSTOR
Page 1. Econometrica, Vol. 54, No. 1 (January, 1986), 23-45 BORROWING
CONSTRAINTS AND AGGREGATE ECONOMIC ACTIVITY' BY JOSE A.
SCHEINKMAN AND LAURENCE WEISS2 A model of aggregate economic ...
RW Jones… - The Journal of Political Economy, 1977 - JSTOR
Page 1. The Relevance of the Two-Sector Production Model in Trade Theory Ronald
W. Jones University of Rochester Jose A. Scheinkman University of Chicago This paper
examines how well the basic properties of the traditional ...
B Bensaid, JP Lesne,
H Pagés… - Mathematical …, 1992 - Wiley Online Library
... Banque de France, BP 14001, Paris, France and Jose SCHEINKMAN University of Chicago,
Chicago, IL 60615, USA ... As the number of periods increases to infinity, 'This research was done
while Jose Scheinkman visited the Centre de Recherche, Banque de France. ...
PJ Knez, R Litterman… - Journal of Finance, 1994 - JSTOR
In this article, we measure and interpret the common" factors" that describe money market
returns. Results are presented for both three-and four-factor models. We find that the three-
factor model explains, on average, 86 percent of the total variation in most money market ...
P Bak, K Chen,
J Scheinkman… - Ricerche Economiche, 1993 - Elsevier
WA Brock… - The Review of Economic …, 1985 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1985) L1I, 371-382 © 1985The Society for Economic
Analysis Limited 0034.6527/85/00260371$02.00 Price Setting Supergames with Capacity
Constraints WILLIAM A. BROCK University of Wisconsin, Madison and ...
P Bolton,
J Scheinkman… - Review of Economic …, 2006 - Wiley Online Library
We present a multiperiod agency model of stock-based executive compensation in a
speculative stock market, where investors have heterogeneous beliefs and stock prices may
deviate from underlying fundamentals and include a speculative option component. This ...
We model the relationship between asset float (tradeable shares) and speculative bubbles.
Investors with heterogeneous beliefs and short-sales constraints trade a stock with limited
float because of insider lockups. A bubble arises as price overweighs optimists' beliefs ...
Page 1. NBER WORKING PAPER SERIES WHAT IS SOCIAL CAPITAL? THE
DETERMINANTS OF TRUST AND TRUSTWORTHINESS Edward L. Glaeser David
Laibson Jose A. Scheinkman Christine L. Soutter Working Paper ...
LM Benveniste… - Journal of Economic Theory, 1982 - econpapers.repec.org
... Please update your bookmarks. Duality theory for dynamic optimization models of
economics: The continuous time case. LM Benveniste and Jose Scheinkman ().
Journal of Economic Theory, 1982, vol. 27, issue 1, pages 1-19. ...
WA Brock… - Journal of Economic Theory, 1976 - econpapers.repec.org
Related works: Working Paper: Global Asymptotic Stability of Optimal Control Systems with Applications
to the Theory of Economic Growth (1974) This item may be available elsewhere in
EconPapers: Search for items with the same title. ... This site is part of RePEc and all the ...
Page 1. Self-Organized Criticality and Economic Fluctuations By JosE' A. SCHEINKMAN
AND MICHAEL WOODFORD* Economists have long been interested in explaining
the observed instability of eco- nomic aggregates. Though ...
E Glaeser… - Social dynamics, 2001 - books.google.com
Page 95. Measuring Social Interactions Edward L. Glaeser and Jose A. Scheinkman
4.1 Introduction A growing literature has argued that many economic actions—crime,
education choice, labor force participation, out-of-wedlock ...
EL Glaeser… - The Journal of Law and Economics, 1998 - JSTOR
Interest-rate restrictions are pervasive and important regulations. This article suggests that
these restrictions served, in part, as a primitive means of social insurance. Lowering the rate
of interest effectively transfers income to states of the world where individuals have a high ...
A De Paula… - 2007 - nber.org
Page 1. NBER WORKING PAPER SERIES THE INFORMAL SECTOR Áureo de
Paula José A. Scheinkman Working Paper 13486 http://www.nber.org/papers/w13486
NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
The market dynamics of technology stocks in the late nineties has stimulated a growing body
of theories that analyze the joint effects of short-sales constraints and heterogeneous beliefs
on stock prices and trading volume. This paper examines implications of these theories ...
A Araujo… - Econometrica: Journal of the Econometric …, 1977 - JSTOR
Page 1. Econometrica, Vol. 45, No. 3 (April, 1977) SMOOTHNESS, COMPARATIVE
DYNAMICS, AND THE TURNPIKE PROPERTY BY A. ARAUJO AND J. A.
SCHEINKMAN' This paper treats dynamic optimization problems ...
J Heckman… - The Review of Economic …, 1987 - restud.oxfordjournals.org
Abstract This paper considers a multisector Gorman-Lancaster linear characteristics model
of earnings in which workers cannot unbundle their skills. Conditions are presented under
which characteristics are uniformly priced across sectors. Empirical evidence is presented ...
JA Scheinkman, J Schechtman - The Review of …, 1983 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1983) L, 427-441 © 1983 The Society for Economic
Analysis Limited 0034-6527/83/00300427$00.50 A Simple Competitive Model with Production
and Storage JOSE A. SCHEINKMAN University of Chicago and ...
RB Litterman,
J Scheinkman… - The Journal of Fixed Income, 1991 - iijournals.com
Page 1. VOLATILITY AND THE YIELD CURVE ROBERT LITTERMAN, JOSE SCHEINKMAN
AND LAURENCE WEISS ROBERT LITTERMAN is Vice President, Fixed Income Research, and
LAURENCE WEISS is Vice President, Mortgage Trading, at Goldman Sachs Si Co. ...
Page 1. The Economic Journal, Ioo (Conference 1990), 33-48 Printed in Great Britain
NONLINEARITIES IN ECONOMIC DYNAMICS* Jose' A. Scheinkman Nonlinear models played
an important role in modelling economic dynamics during the first part of this century (cf. ...
T Santos… - The Quarterly Journal of …, 2001 - qje.oxfordjournals.org
Page 1. COMPETITION AMONG EXCHANGES* TANO SANTOS AND JOSE´ A.
SCHEINKMAN Does competition among financial intermediaries lead to excessively
low standards? To examine this question, we construct a model ...
U Horst… - Journal of Economic Theory, 2006 - Elsevier
M Boldrin… - The Economy as an Evolving Complex …, 1988 - econ.ucla.edu
Page 1. LEARNING-BY-DOING, INTERNATIONAL TRADE AND GROWTH: A NOTE by
Michele Boldrin University of California, Los Angeles and José A. Scheinkman Goldman,
Sachs & Co., New York and University of Chicago UCLA Dept. ...
JA Scheinkman… - Economic complexity: chaos, …, 1989 - books.google.com
Page 231. CHAPTER 9 Nonlinear dynamics and GNP data Jose A. Scheinkman and
Blake LeBaron 1 1ntroduction There has been a revival of interest among theorists
in nonlinear models of growth and fluctuations. 1n contrast ...
LP Hansen… - Econometrica, 2009 - Wiley Online Library
Page 1. Econometrica, Vol. 77, No. 1 (January, 2009), 177–234 LONG-TERM RISK:
AN OPERATOR APPROACH BY LARS PETER HANSEN AND JOSÉ A.
SCHEINKMAN1 We create an analytical structure that reveals the long ...
Page 1. NBER WORKING PAPER SERIES YESTERDAY'S HEROES: COMPENSATION
AND CREATIVE RISK-TAKING Ing-Haw Cheng Harrison Hong Jose A. Scheinkman
Working Paper 16176 http://www.nber.org/papers/w16176 ...
We argue that the root cause behind the recent corporate scandals associated with CEO pay
is the technology bubble of the latter half of the 1990s. Far from rejecting the optimal
incentive contracting theory of executive compensation, the recent evidence on executive ...
J Scheinkman… - Paris-Princeton Lectures on Mathematical …, 2004 - Springer
We survey recent developments in finance that analyze how heterogeneous beliefs among
investors generate speculation and trading. We describe the joint effects of heterogeneous
beliefs and short-sales constraints on asset prices, using both static and dynamic models, ...
J Mei,
J Scheinkman… - NYU Working Paper No. FIN-03- …, 2004 - papers.ssrn.com
Abstract: China s stock markets, with stringent short-sales constraints, dominance of
inexperienced individual investors, a small asset float and heavy share turnover (500% per
year despite a high transaction cost), provide a unique opportunity to study non- ...
WA Brock… - … , edited by John Kareken and Neil …, 1980 - minneapolisfed.org
* For extremely useful comments on this work, we thank David Cass, Robert Lucas, Don
Roper, Charles Wilson, Edward Sieper, the Economics Seminar at the University of
California, Berkeley, and the participants of the Australian National University Economics ...
We develop a model of asset price bubbles based on the communication process between
advisors and investors. Advisors are well-intentioned and want to maximize the welfare of
their advisees (like a parent treats a child). But only some advisors understand the new ...
P Bolton, T Santos… - The Quarterly Journal of …, 2011 - qje.oxfordjournals.org
Skip Navigation. ...
X Chen, LP Hansen… - Manuscript, New York …, 2000 - 128.36.236.74
Abstract We investigate a method for extracting nonlinear principal components. These
principal components maximize variation subject to smoothness and orthogonality
constraints; but we allow for a general class of constraints and densities, including ...
WA Brock… - Discussion Papers, 1975 - econpapers.repec.org
By William A. Brock and Jose Scheinkman; The Global Asymptotic Stability of
Optimal Control with Applications to Dynamic Economic Theory. ...
A Araujo… - Journal of Economic Theory, 1983 - Elsevier
Page 1. Stability of Separable Hamiltonians and Investment Theory JOStE ALEXANDRE
SCHEINKMAN University of Chicago 1. INTRODUCTION Maximization problems described by
a discounted integral of a stationary utility function subject to stationary constraints of the type ...
V Madrigal… - Journal of Economic Theory, 1997 - Elsevier
EL Glaeser… - Journal of Comparative Economics, 1996 - Elsevier
C Kahn… - Journal of Economic Theory, 1985 - Elsevier
Abstract Consider the optimal incentive compatible contract offered by a firm with private
information to its risk-averse employees. If the firm is subject to a binding limited liability or
bankruptcy constraint then the contract will yield underemployment in low productivity ...
J Scheinkman… - Journal of Political Economy, 2003 - jpkc.whu.edu.cn
Page 1. Overconfidence, Short-Sale Constraints, and Bubbles ∗ José Scheinkman
Wei Xiong Department of Economics and Bendheim Center for Finance Princeton
University January 22, 2002 Abstract Motivated by the behavior ...
JA Scheinkman, T Zariphopoulou - Journal of Economic Theory, 2001 - Elsevier
P Bolton, T Santos… - 2008 - nber.org
Abstract We consider a model of liquidity demand arising from maturity mismatch on one
side of the market. This demand can be met with either the cash held by those with the
liquidity need, what we refer to as inside liquidity, or alternatively via asset sales. In this ...
[CITATION] General equilibrium models of economic fluctuations: A survey of theory
JA Scheinkman - Manuscript. Chicago: Univ. Chicago, 1984
MJP Magill,
JA Scheinkman - International Economic Review, 1979 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 20, No. 2, June, 1979 STABILITY OF
REGULAR EQUILIBRIA AND THE CORRE- SPONDENCE PRINCIPLE FOR SYMMETRIC
VARIATIONAL PROBLEMS* By MICHAEL JP MAGILL AND Jost A. SCHEINKMAN' ...
[CITATION] Free entry and the sustainability of natural monopoly: Bertrand revisited by Cournot
WA Brock… - 1981 - Department of Economics and …
[CITATION] Estimating subordinated diffusions from discrete time data
T Conley, LP Hansen,
E Luttmer… - The Review of Financial Studies, 1995
C Antoine, J Lasry, S Jose - Hitotsubashi journal of …, 1993 - econpapers.repec.org
By Conze Antoine, Jean,Michel, Lasry and Scheinkman Jose; 2.
Borrowing Constraints and International Comovements.
JA Scheinkman - Theory of Valuation: Frontiers of Modern …, 1989 - books.google.com
Page 59. discussion Market Incompleteness and the Equilibrium Valuation of Assets
Jose A. Scheinkman Department of Economics University of Chicago Equilibrium
asset pricing formulas of the type developed in the preceding ...
J Scheinkman - Dept. of Economics, University of Chicago, …, 1980 - princeton.edu
I wish to thank WA Brock, J. Fraenkel, S. Rosen, A. Weiss, and especially R. Lucas for
comments. A conversation with Neil Wallace in the winter of 1978 made me aware that he
had found independently that the introduction of a real asset (that he called land) in the ...
P Bolton, T Santos… - 2011 - nber.org
Page 1. NBER WORKING PAPER SERIES CREAM SKIMMING IN FINANCIAL
MARKETS Patrick Bolton Tano Santos Jose A. Scheinkman Working Paper 16804
http://www.nber.org/papers/w16804 NATIONAL BUREAU OF ...
LCG Rogers… - Finance and Stochastics, 2007 - Springer
Page 1. Finance Stoch (2007) 11: 357–372 DOI 10.1007/s00780-007-0041-9 Optimal exercise
of executive stock options LCG Rogers · José Scheinkman Received: 6 March 2006 / Accepted:
22 February 2007 / Published online: 20 April 2007 © Springer-Verlag 2007 ...
A De Paula… - 2009 - papers.ssrn.com
Abstract: This paper investigates determinants of informal economic activity. We present an
equilibrium model of informality and test its implications using a survey of 48,000 small firms
in Brazil. We define informality as tax avoidance; firms in the informal sector avoid tax ...
J Borovička, LP Hansen, M Hendricks… - Journal of Financial …, 2011 - Oxford Univ Press
Skip Navigation. ...
[CITATION] Notes on comparative dynamics
A Araujo… - General Equilibrium, Growth, and Trade, 1979
P Bolton, T Santos… - 2011 - papers.ssrn.com
Abstract: As the record of Fed interventions from December 2007 to December 2008 make
abundantly clear, a foremost concern of monetary authorities in responding to the financial
crisis has been to avoid a repeat of the great depression, and especially a repeat of the ...
A De Paula… - Review of Income and Wealth, 2011 - Wiley Online Library
Skip to Main Content. Wiley Online Library will be disrupted 14
May from 10-12 BST for monthly maintenance. ...
[CITATION] J. and Wei Xiong, 2005, Speculative Trading and Stock Prices: Evidence from Chinese AB Share Premia
J Mei… - NBER working paper
Page 1. NBER WORKING PAPER SERIES AGGREGATE FLUCTUATIONS FROM
INDEPENDENT SECTORAL SHOCKS: SELF-ORGANIZED CRITICALITY IN A
MODEL OF PRODUCTION AND INVENTORY DYNAMICS Per ...
Page 1. Dynamic General Equilibrium Models - Two Examples by Jose A. Scheinkman
Department of Economics University of Chicago Introduction In these lectures I exhibit
two examples of dynamic general equilibrium models. ...
[CITATION] Growth in cities
G Edward, K Hedi, S José… - Journal of Political Economy, 1992
[CITATION] Notes on asset pricing
JA Scheinkman - Manuscript. Chicago: Univ. Chicago, 1977
Page 1. 1 SELF ORGANIZED CRITICALITY AND FLUCTUATIONS IN ECONOMICS Per Bak
and Kan Chen Santa Fe Institute 1660 Old Pecos Trail, Suite A Santa Fe, NM 87501 and
Brookhaven National Laboratory Upton NY 11973 Jose A. Scheinkman and M. Woodford ...
LP Hansen… - Finance and Stochastics, 2011 - Springer
Page 1. Finance Stoch DOI 10.1007/s00780-010-0141-9 Pricing growth-rate risk Lars
Peter Hansen · José A. Scheinkman Received: 9 April 2009 / Accepted: 14 September
2009 © Springer-Verlag 2010 Abstract We characterize ...
LCG Rogers… - Levine's Working Paper …, 2003 - econpapers.repec.org
By Leonard CG Rogers and Jose Scheinkman; Optimal Exercise of
American Claims When Markets Are Not Complete.
[CITATION] Non-market interactions
[CITATION] Measuring Trust
G Edward, DI Laibson, JA Scheinkman… - The Quarterly Journal of …, 2000
H Hong, J Kubik… - 2011 - papers.ssrn.com
Abstract: We model the firm's optimal choice of capital and goodness subject to financial
constraints. Managers and shareholders derive benefits over profits and social
responsibility. Goodness is costly and its marginal benefit is finite; as a result, less- ...
X Chen, L Hansen… - … Foundation Discussion Paper …, 2009 - papers.ssrn.com
Abstract: We investigate a method for extracting nonlinear principal components. These
principal components maximize variation subject to smoothness and orthogonality
constraints; but we allow for a general class of constraints and multivariate densities, ...
[CITATION] Maximum Principle and Transversality Condition for Concave Infinite Horizon Economic Models
A Araujo… - 1980 - Department of Economics and …
U Horst… - Journal of Mathematical Economics, 2009 - Elsevier
[CITATION] vPay for Short) Term Perfor) mance: Executive Compensation in Speculative Markets, vJournal of Corporation Law, forthcoming
P Bolton, J Scheinkman… - 2004
[CITATION] A test for independence based on the correlation dimension, Department of Economics, University of Wisconsin
WA Brock, WD Dechert… - 1986 - Wisconsin
[CITATION] Quantity Pre-Commitment and Bertrand Competition Yield Cournot Outcomes
JA Scheinkman… - Bell Journal of Economics, 1983
[CITATION] lNon# market Interactions, m in: M. Dewatripont, LP Hansen, and S. Turnovsky (Eds.), Advances in Economics and Econometrics: Theory and Applications
EL Glaeser… - Eight World Congress, Cambridge University Press, 2003
[CITATION] Natural monopoly and regulation
WA Brock, RA Miller… - 1981 - Working paper (University of …
[CITATION] General equilibrium, growth, and trade: essays in honor of Lionel McKenzie
LW McKenzie, JR Green… - 1979 - Academic Press
[CITATION] Hog and Cattle Cycles and the Period of Production
S Rosen, KM Murphy… - Manuscript. University of Chicago: Chicago, …, 1989
[CITATION] General Equilibrium
J Green… - Growth, and Trade: Essays in honor of Lionel …
[CITATION] The Social Multiplier. 2002
EL Glaeser, BI Sacerdote… - NBER Working Papers 9153, …
EL Glaeser… - 1994 - nber.org
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biswb n&rc1nith .A aot .oM 1E nthoW HD$LA22$1 DIMOMODH ...
[CITATION] The Informal Sector, Second Version
A De Paulo… - 2007 - PIER Working Paper
[CITATION] Learning-by-doing, International Trade and Growth: A Note,-in Philip W. Anderson, Kenneth Arrow, and David Pines eds., The Economy as an Elving …
M Boldrin… - 1988 - Reading, MA: Addison-Wesley …
P Bolton, T Santos… - Wall Street Journal, 2009 - lse.ac.uk
Page 1. Is the financial sector too big? Patrick Bolton Columbia University Tano Santos Columbia
University Jose A. Scheinkman Princeton University September 14, 2010 Abstract We propose
an equilibrium occupational choice model, where agents can choose to work ...
[CITATION] Long run risk: An operator approach
LP Hansen… - University of Chicago and Princeton University, 2006
[CITATION] Fire-Sale, Outside and Inside Liquidity
B Patrick, T Santos… - Quarterly Journal of Economics, forthcoming, 2010
[CITATION] A. forthcoming.“Social Interactions,” in the New Palgrave Dictionary of Economics and Law
J Scheinkman
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