Princeton University Department of Economics

Jose A. Scheinkman
Selected Published Papers 

Papers in JSTOR (must have access)

These papers report work supported by the National Science Foundation.

Smoothness, Comparative Dynamics and the Turnpike Property, Econometrica 45(3), 1977: 601-620 
(with A. Araujo) 

Relevance of the Two-Sector Production Model in Trade Theory, Journal of Political Economy 85(5), February 1977 
(with R. Jones) 

Stability of Separable Hamiltonians and Investment Theory, Review of Economic Studies, October 1978 

On The Differentiability of the Value Function in Dynamic Models of Economics, Econometrica 47(3), May 1979 
(with L Benveniste) 

Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems, International Economic Review, Vol. 20(2),  June 1979. (with M. Magill) 

A Simple Competitive Model with Production and Storage, Review of Economic Studies, 1983 
(with J. Schechtman) 

Quantity Pre-Commitment and Bertrand Competition Yield Cournot Outcomes, Bell Journal of Economics, 1983.
(with D. Kreps) 

Price Setting Supergames with Capacity Constraints, Review of Economic Studies LII(3), July 1985 
(with W. Brock) 

Borrowing Constraints and Aggregate Economic Activity, Econometrica 54(1), January 1986: 23-45 
(with L. Weiss) 

The Importance of Bundling in a Gorman-Lancaster Model of Earnings, Review of Economic Studies LIV, 1987: 243-255 
(with J. Heckman) 

Nonlinear Dynamics and Stock Returns, Journal of Business, July 1989 
(with B. LeBaron) 

Nonlinearities in Economic Dynamics, Economic Journal, January 1990 

Volatility and the Yield Curve, Journal of Fixed Income, June 1991.
(with R. Litterman and L. Weiss)

Common Factors Affecting Bond Returns, Journal of Fixed Income, June 1991.
(with R. Litterman)

Growth in Cities, Journal of Political Economy, 100(6), December 1992. 1126-52 
(with E. Glaeser, H. Kallal, and A. Shleifer) 

Self-Organized Criticality and Economic Fluctuations, American Economic Review 84(2), May 1994, 417-421 
(with M. Woodford) 

Nonlinear Dynamics in Economics and Finance, Transactions of the Royal Society, 346, 1994, 235-250.

Cattle Cycles, Journal of Political Economy 102(3), June 1994, 468-492 
(with K. Murphy and S. Rosen) 

Explorations Into Factors Explaining Money Market Returns, Journal of Finance 49(5), 1994, 1861-1882 
(with P. Knez and R. Litterman)

A Test for Independence Based on the Correlation Dimension , Econometric Reviews 15(3), 1996
(with W. Brock, W. Dechert and B. LeBaron)

Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes, Econometrica 63(4), 1995 (with Lars Hansen)

Crime and Social Interactions, The Quarterly Journal of Economics, Vol. 111, No. 2. (May, 1996)
(with Edward L. Glaeser and Bruce Sacerdote)

Short-Term Interest Rates as Subordinated Diffusions, The Review of Financial Studies 10(3), 1997, 525-577.
(with Timothy Conley, Lars Hansen, and Erzo Luttmer)

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