Working Papers

These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.

SSRN Research Paper Series

The Social Science Research Network’s Research Paper Series includes working papers produced by Stanford GSB the Rock Center.

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New Evidence that Taxes Affect the Valuation of Dividends

1984

This paper uses British data to examine the effects of dividend taxes on investors relative valuation of dividends and capital gains. British data offer great potential to illuminate the dividends and taxes question, since there have been two…

Strategic Resource Extraction: When Easy Doesn't Do It

Jeremy I. Bulow
1984

We show that, for strategic reasons, an oligopolist in anatural resource industry might employ a backstop technology to develop costly reserves even if it does not plan to exhaust all less expensive deposits. The reason is that an oligopolist…

The Role of Time and Information in Bargaining

Peter C. Cramton
1984

This paper explores, within the context of a continuous-time noncooperative game, how time and information affect the rational behavior of bargainers. In the model, a buyer and a seller are engaged in the trade of a single object. Both bargainers…

An Intertemporal Disequilibrium Model of the Income-Accelerator Process

1983

This paper develops an intertemporal general equilibrium model with optimizing agents which is nearly obeervationally equivalent to Samuelsons (1939) empirically appealing incomeaccelerator framework. Given the flexibility of general equilibrium…

Bargaining With Incomplete Information: A Two-Period Model With Continuous Uncertainty

Peter C. Cramton
1983

The resolution of any bargaining conflict depends crucially on the relative urgency of the agents to reach agreement, the information each agent has about the others’ preferences, and the agents’ ability to commit to particular bargaining…

Bargaining with Incomplete Information: An Infinite-Horizon Model with Continuous Uncertainty

Peter C. Cramton
1983

The resolution of any bargaining conflict depends crucially on the relative urgency of the agents to reach agreement, the information each agent has about the others’ preferences, and the agents’ ability to commit to particular bargaining…

Expulsion Threats in Repeated Partnership Games

Dilip Mookherjee
1983

This paper considers the incentive role of expulsion threats for deviants in repeated partnership games as an alternative to the use of trigger strategies (where a perceived deviation from an agreement is followed by the adoption of single period…

A Note on the Selection of Parameters and Estimators in the Hausman Specification Test

Peter C. Reiss
1983

This note shows that when an investigator can write down his hypothesized specification error in parametric form, there are two forms of Hausmans specification test that are (at least asymptotically) equivalent to conventional tests of the…

One Stage Simultaneous Bargaining with Incomplete Information

Dilip Mookherjee
1983

We study one stage-simultaneous offer bargaining between a buyer and a seller of an indivisible object who have incomplete information about each other’s valuations. The set of possible valuations for each trader is assumed to be finite, and…

Sequential Bargaining Mechanisms

Peter C. Cramton
1983

A buyer and a seller are engaged in the trade of a single object. Each agent has private information about his preferences and is impatient in that delaying agreement is costly. In such a setting, a sequential bargaining mechanism is defined as a…

Adjustment Costs, Durables, and Aggregate Consumption

Ben S. Bernanke
1982

Previous tests of the permanent income hypothesis (PIH) have focused on either nondurables or durables expenditures in isolation. This paper studies consumer purchases of nondurables and durables as the outcome of a single optimization problem.…

A Transactions Cost Theory of The Multinational Enterprise

David J. Teece
1982

Abstract not available.

Appropriable Rents and Quasi Vertical Integration

Kirk Monteverde, David J. Teece
1981

Abstract not available.

Irreversibility, Uncertainty, and Cyclical Investment

Ben S. Bernanke
1981

This paper builds on the theory of irreversible choice under uncertainty to give an explanation of cyclical investment fluctuations. The key observation is that, when individual projects are irreversible, agents must make investment timing…