98-02
January 1998
Marjorie Flavin and Takashi Yamashita
Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle
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98-03
January 1998
Robert F. Engle and Aaron D. Smith
Stochastic Permanent Breaks
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98-04
February 1998
Julian R. Betts
Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?
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98-05
February 1998
Steven Raphael, Michael A. Stoll, and Harry J. Holzer
Are Suburban Firms More Likely to Discriminate Against African-Americans?
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98-06
February 1998
Graham Elliott and Takatoshi Ito
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market
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98-07
February 1998
Robert F. Engle and Asger Lunde
Trades and Quotes: A Bivariate Point Process
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98-08
March 1998
João Ejarque
Investment Irreversibility and Precautionary Savings in General Equilibrium
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98-09
April 1998
Clive W.J. Granger, Bwo-Nung Huang, and Chin Wei Yang
A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
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98-10
April 1998
Jeffrey R. Russell and Robert F. Engle
Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model
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UCSD Department of Economics
Revised Papers 1998

97-30R
April 1998
Patrick Burns, Robert Engle, and Joseph Mezrich
Correlations and Volatilities of Asynchronous Data
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