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Papers received as of Sat May  1 00:01:05 CDT 2004.
(To retrieve abstracts without full papers, use e.g.    get 0405001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-em/0405001
From: christian.bayer@wiso.uni-dortmund.de
Date: Wed, 19 May 2004 04:27:28 -0500   ( 0kb + 671kb )

Title: Aggregate investment dynamics when firms face fixed investment
cost and capital market imperfections
Author: Christian Bayer (University of Dortmund)
Contact: christian.bayer@wiso.uni-dortmund.de
Comments: Type of Document - pdf; pages: 44
Keywords:
JEL: E22; E44; G31; C32; C33
EWPA-references:
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Paper: ewp-em/0405002
From: ricardogs@terra.com.br
Date: Thu, 20 May 2004 11:48:44 -0500   ( 0kb + 231kb )

Title: Bayesian Semiparametric Regression for Autoregressive Models with
Possible Unit Roots
Author: Ricardo Gonçalves Silva (Instituto de Ciências Matemáticas e de
Computação)
Contact: ricardogs@terra.com.br
Comments: Type of Document - pdf; pages: 16
Keywords: Bayesian Inference, Unit Root, Structural Break, MCMC,
Semiparametric Regression, Nonlinear Time Trend, Random Walk Prior,
Macroeconomic Time Series
JEL: C11, C13, C14, C22 C44
EWPA-references:
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Paper: ewp-em/0405003
From: barnett@ku.edu
Date: Thu, 27 May 2004 16:43:00 -0500   ( 0kb + 0kb + 145kb + 138kb )

Title: The Nonlinear Skeletons in the Closet
Author: William A. Barnett (University of Kansas) and Barry E. Jones
(Binghamton University - SUNY) and Milka Kirova (Washington University)
and Travis Nesmith (Federal Reserve Board) and Meenakshi Pasupathy
(Bernard Baruch School - CUNY)
Contact: barnett@ku.edu
Comments: Type of Document - doc; pages: 45. This paper is forthcoming
in Michael Belongia and Jane Binner (eds), Money, Measurement, and
Computation, Palgrave.
Keywords: nonlinearity, curvature, regularity, cointegration,
bispectrum, chaos, bifurcation
JEL: C14, C22, E37, E32
EWPA-references: ewp-mac/0004021, ewp-mac/9906008, ewp-mac/9901002, ewp-
mac/9805018, ewp- em/9602005, ewp- data/9510001, ewp-mac/9702004, ewp-
em/9709001, ewp- em/9805003
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Paper: ewp-em/0405004
From: prodrig@ualg.pt
Date: Fri, 28 May 2004 11:38:59 -0500   ( 0kb + 404kb )

Title: On the Small Sample Properties of Dickey Fuller and Maximum
Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
Author: Paulo M. M. Rodrigues (Faculty of Economics; University of
Algarve) and Antonio Rubia (Department of Financial Economics;
University of Alicante)
Contact: prodrig@ualg.pt
Comments: Type of Document - zip; pages: 31
Keywords: Unit root, interest rates, CKLS model.
JEL: C12, C15, C52, E43
EWPA-references: ewp-em/0405004
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