Doctoral Dissertations

An asterisk denotes doctoral dissertations written by students who served as a research assistant under NSF grants. The dissertations listed involved the H.G.B. Alexander Professor’s direct participation in thesis committee work along with other faculty members of the Graduate School of Business and/or the Department of Economics, U. of Chicago and U. of Wisconsin.

T1 *V.K. Chetty, Bayesian Analysis of Some Simultaneous Equation Econometric Models, U. of Wisconsin, Madison, 1966.

T2 D. Hodges, An International Comparison of Industry Production Functions: Implications for International Trade Theory, U. of Wisconsin, Madison, 1966.

T3 *J.B. Ramsey, Tests for Specification Errors in Linear Multiple Regression Models, U. of Wisconsin, Madison, 1966.

T4 *H. Thornber, Applications of Decision Theory in Econometrics, U. of Chicago, 1966.

T5 *L.C. Chau, Stock Adjustment, Liquidity, and Normal Income in the Determination of Household Expenditures on Durable Goods, U. of Wisconsin, Madison, 1967.

T6 *N.S. Revankar, Production Functions with Variable Elasticity of Substitution and Variable Returns to Scale, U. of Wisconsin, Madison, 1967.

T7 P.R. Brown, Some Aspects of Valuation in the Railroad Industry, U. of Chicago, 1968.

T8 R.W. Roll, The Efficient Market Model Applied to U.S. Treasury Bill Rates, U. of Chicago, 1968.

T9 F.P. Stafford, Graduate Student Income and Consumption, U. of Chicago, 1968.

T10 *P.A.V.B. Swamy, Statistical Inference in a Random Coefficient Regression Model, U. of Wisconsin, Madison, 1968.

T11 *U. Sankar, Elasticities of Substitution and Returns to Scale in Indian Manufacturing Industries, U. of Wisconsin, Madison, 1969.

T12 *M.S. Geisel, Comparing and Choosing Among Parametric Statistical Models: A Bayesian Analysis with Macroeconomic Applications, U. of Chicago, 1970.

T13 J. H. Makin, The Composition of International Reserve Holdings: A Problem of Choice Involving Risk, U. of Chicago, 1970.

T14 *R.V. Cooper, Money and Stock Returns, U. of Chicago, 1971.

T15 M. Daub, An appraisal of Canadian Short-Term Aggregate Economic Forecasts, U. of Chicago, 1971.

T16 *P.M. Laub, The Dividend-Earning Relationship: A Study of Corporate Quarterly Panel Data, 1947-65, U. of Chicago, 1971.

T17 A.M. Da Silva, The Expected Rate of Inflation and the Demand for Money: an Empirical Study of Argentina, Brazil, Chile and U.S.A., U. of Chicago, 1972

T18 A. Freiden, A Model of Marriage and Fertility, U. of Chicago, 1972.

T19 C. Phelps, The Demand for Health Insurance, U. of Chicago, 1972.

T20 *C. Montmarquette, A Model of Inventory Holdings with Empirical Application to Canadian Manufacturing Industries, U. of Chicago, 1973.

T21 *S. C. Peck, A Test of Alternative Theories of Investment Using Data from the Electric Utilities Industry, U. of Chicago, 1973.

T22 S. Beveridge, The Dynamics of the St. Louis Model, U. of Chicago, 1974.

T23 A.C.P. Goncalves, The Problem of Stopping Inflation, U. of Chicago, 1974.

T24 R.D. Ranson, Money, Capital, and the Stochastic Nature of Business Fluctuations, U. of Chicago, 1974.

T25 R. Fernandez, Short Run Dynamics of Output Prices, U. of Chicago, 1975.

T26 *S. Grossman, Essays on Rational Expectations, the Informational Role of Futures Markets, and Equilibrium Bayesian Experimentation, U. of Chicago, 1975.

T27 *W. Vandaele, The Economics of Crime: An Econometric Investigation of Auto Theft in the United States, U. of Chicago, 1975.

T28 S. Brown, Optimal Portfolio Choice Under Uncertainty, U. of Chicago, 1976.

T29 P. Evans, The Effect of Dispersion of Unemployment Rates on the Natural Rate of Unemployment, U. of Chicago, 1976.

T30 P. Garber, Costly Decisions and the Demand for Money, U. of Chicago, 1976.

T31 R.J. Hodrick, The Monetary Approach to the Determination of the Exchange Rate: Theory and Empirical Evidence, U. of Chicago, 1976.

T32 *W.J. Levedahl, The Effects of Households’ Permanent and Transitory Income on Both Their Timing of Automobile Purchases and Their Net Outlay for Automobile Services for 1968, with Predictions for 1969, U. of Chicago, 1976.

T33 K. Pakravan, The Theory of Exhaustible Resources and Market Organization with an Application to Oil and Opec, U. of Chicago, 1976.

T34 *C. Plosser, A Time Series Analysis of Seasonality in Econometric Models with Application to a Monetary Model, U. of Chicago, 1976.

T35 V.A. Sukhatme, The Utilization of High-Yielding Rice and Wheat Varieties in India: An Economic Assessment, U. of Chicago, 1976.

T36 *J.M. Abowd, An Econometric Model of the U.S. Market for Higher Education, U. of Chicago, 1977.

T37 J. Meginniss, Alternatives to the Expected Utility Rule, U. of Chicago, 1977.

T38 H.Y. Izan, An Empirical Analysis of the Economic Effects of Mandatory Audit Regulation, U. of Chicago, 1978.

T39 *V.C. Levy, Aspects of Factor Productivity and Economic Efficiency in a Socialist Developing Economy, U. of Chicago, 1978.

T40 J.M. Dufour, Methods for Specification Errors Analysis with Macroeconomic Applications, U. of Chicago, 1979.

T41 R.I. Webb, The Impact of Open Market Operations on Treasury Bill Yields, U. of Chicago, 1979.

T42 M.R. Gibbons, Econometric Methods for Testing a Class of Financial Models, U. of Chicago, 1980.

T43 C. Lawrence, Equilibrium Models of the International Business Cycle, U. of Chicago, 1980.

T44 *R.A. Reynolds, A Study of the Relationship Between Health and Income, U. of Chicago, 1980.

T45 P.T. Spiller, Quality, Capacity and Regulation: An Analysis of the Airline Industry, U. of Chicago, 1980.

T46 V.K. Verma, An Econometric Analysis of the Sales-Advertising Function and the Economic Theory of Advertising, U. of Chicago, 1980.

T47 R.J. Krumm, Minimum Wages with Worker Skill Distributions and Mobility, U. of Chicago, 1981.

T48 *A. Siow, Occupational Choice Under Uncertainty, U. of Chicago, 1981.

T49 S.G. Grubaugh, Technological Change and Trade in the International Iron and Steel Industry, U. of Chicago, 1982.

T50 M. Baxter, The Role of Expectations in Stabilization Policy, U. of Chicago, 1983.

T51 L.E. Harris, A Theoretical and Empirical Analysis of the Distribution of Speculative Prices, U. of Chicago, 1983.

T52 P. Jorion, Portfolio Analysis of International Equity Investments, U. of Chicago, 1983.

T53 *P.E. Rossi, Specification and Analysis of Econometric Production Models, U. of Chicago, 1983.

T54 M. Schiff, Information, Expectations and Policies: A Study of the World Wheat Market, 1960-1980, U. of Chicago, 1983.

T55 A. Penati, Two Essays on Money, the Real Rate of Interest and Business Cycles, U. of Chicago, 1984.

T56 W.N. Thurman, Speculative Carryover: An Empirical Examination of the Refined Copper Market, U. of Chicago, 1984.

T57 A. Alonzo, Estimation of Macroeconomic Models with Linear Rational Expectations, U. of Chicago, 1985.

T58 A.C. MacKinlay, An Analysis of Multivariate Financial Tests, U. of Chicago, 1985.

T59 *B.R. Moulton, Essays on the Earnings and Employment of Women, U. of Chicago, 1985.

T60 C.J. Simon, Investor Information and the Performance of New Issues: A Closer Look at the Securities Act of 1933, U. of Chicago, 1985.

T61 C.C.P. Wolff, Exchange Rate Models, Parameter Variation and Innovations: A Study on the Forecasting Performance of Empirical Models of Exchange Rate Determination, U. of Chicago, 1985.

T62 *R.A. Highfield, Forecasting with Bayesian State Space Models, U. of Chicago, 1986.

T63 *L.A. Manas-Anton, Empirical Regularities in Short-Run Exchange Rate Behavior, U. of Chicago, 1986.

T64 J.S. Patel, Tests of Economic Hypotheses as Long-Run Relations: The Firsher Hypothesis, Purchasing Power Parity, and the Quantity Theory of Money, U. of Chicago, 1986.

T65 R. Neal, Trading Structures and Transactions Efficiency, U. of Chicago, 1987.

T66 W. Veloce, Issues in Modeling Entry and Exit in a Competitive Industry, U. of Chicago, 1987.

T67 Ha-Hyun Jo, Comovements of Business Cycles in Open Economies, U. of Chicago, 1987.

T68 G.M. Allenby, The Identification, Estimation and Testing of Demand Structures, U. of Chicago, 1988.

T69 *C. Hong, Forecasting Real Output Growth Rates and Cyclical Properties of Models: A Bayesian Approach, U. of Chicago, 1989.

T70 G.A. Karolyi, A Bayesian Approach to Modelling Stock Return Volatility, U. of Chicago, 1989.

T71 C.M. Kim, Nonlinear Dependence of Exchange Rate Changes, U. of Chicago, 1989.

T72 S-J. Chang, Aggregate Savings Behavior and Growth: Theory and Evidence from Twenty-Four OECD Countries, 1948-1985, U. of Chicago, 1990.

T73 H. Choe, Intertemporal and Cross-Sectional Variation of Corporate Dividend Policy, U. of Chicago, 1990.

T74 J.P. Kairys, The Movement of the Tides: An Empirical Investigation of Interest Rates, Stock Returns, and the Business Cycle, U. of Chicago, 1990.

T75 K. Lee, Adaptive Estimation of Random Parameter Regression Models by State Space Representation Methods, U. of Chicago, 1990.

T76 H.K. Ryu, Orthogonal Basis and Maximum Entropy Estimation of Probability Density and Regression Functions, U. of Chicago, 1990

T77 E. Jacquier, Predictability of Long Term Returns and the Business Cycle, U. of Chicago, 1991.

T78 *C-k. Min, Economic Analysis and Forecasting of International Growth Rates Using Bayesian Techniques, U. of Chicago, 1992.

T79 M. Massimb, Competitive Bidding in the Secondary Tax-Exempt Bond Market: An Empirical Analysis, U. of Chicago, 1992.

T80 *J. Currie, The Geographic Extent of the Market: Theory and Application to the U.S. Petroleum Markets, U. of Chicago, 1996, recipient of the J of Business & Economic Statistics Thesis Award.

T81 *J.L. Tobias, Three Essays on Bayesian Inference in Econometrics with an Application to Estimating the Returns to Schooling Quality, 1999, U. of Chicago, 1999.