Faculty & Research

Latest Publications

1. Rubio-Ramirez, Juan F., Daniel F. Waggoner, and Tao Zha, 2010, Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference, The Review of Economic Studies

2. Farmer, Roger E.A., Daniel F. Waggoner, and Tao Zha, 2010, Generalizing the Taylor Principle: Comment, American Economic Review

3. Guo, Pengfei, Jing-Sheng Song, and Yulan Wang, 2010, Outsourcing Structures and Information Flow in a Three-tier Supply Chain, International Journal of Production Economics

4. Basso, L., and Anming Zhang , 2010, Pricing vs. Slot Policies When Airport Profits Matter, Transportation Research Part B-Methodological

5. Zheng Liu, Glenn Rudebusch, 2010, Inflation: Mind the Gap, Economics Letters

6. Yacine, Aït-Sahalia, Jianqing Fan, and Dacheng Xiu, 2010, High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data, Journal of the American Statistical Association

7. Xiu, Dacheng, 2010, Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data, Journal of Econometrics

8. Liu, Peng, and Ke Tang, 2010, No-arbitrage Conditions for Storable Commodities and the Modeling of Futures Term Structures , Journal of Banking & Finance

9. Ng, Lilian, and Fei Wu, 2010, Peer Effects in the Trading Decisions of Individual Investors, Financial Management

10. Da, Zhi, and Pengjie Gao, 2010, Clientele Change, Liquidity Shock and the Return on Financially Distressed Stocks, Journal of Financial and Quantitative Analysis