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The Econometric Society Monographs series is designed to promote the publication of original research contributions of high quality in economic theory and theoretical and applied econometrics. The editors of the Monographs series now welcome focused manuscripts of 100 to 150 pages that treat or survey cutting-edge or perennially important topics. For instance, these may address themes covered in the Society's recent World Congress volumes and similar series.

  • General Editors: Alessandro Pavan, Northwestern University, Illinois, Serena Ng, Columbia University, New York

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65 results in Econometric Society Monographs

Page 3 of 4

Advances in Econometrics
  • Fifth World Congress
  • Volume 2
  • Edited by Truman F. Bewley
  • Published online:
    05 January 2013
    Print publication:
    27 November 1987
  • The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I and II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.

Money and Value
  • A Reconsideration of Classical and Neoclassical Monetary Economics
  • Jean-Michel Grandmont
  • Published online:
    05 January 2013
    Print publication:
    25 November 1983
  • This book addresses one of the major theoretical issues that underlies, implicitly or explicitly, some recurrent controversies in macroeconomics - namely, whether a competitive monetary economy has built-in mechanisms that are strong enough to remove excess demands and supplies on all markets, through an automatic adjustment of the price system. Jean-Michel Grandmont sheds light on this complex subject by using the analytical techniques of general equilibrium theory alongside the methods of monetary analysis. The book warns against the indiscriminate use of the rational expectations hypothesis when approaching this topic, and conversely stresses the common-sense observation that short-run learning processes are among the most important characteristics of economic agents. Grandmont argues that such processes are deserving of careful theoretical study, and the result is a clear and rigorous analysis of all the issues involved.

Theory of Decision under Uncertainty
  • Itzhak Gilboa
  • Published online:
    05 January 2013
    Print publication:
    16 March 2009
  • This book describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories. It focuses on the meaning of probability, discussing some definitions and surveying their scope of applicability. The behavioral definition of subjective probability serves as a way to present the classical theories, culminating in Savage's theorem. The limitations of this result as a definition of probability lead to two directions - first, similar behavioral definitions of more general theories, such as non-additive probabilities and multiple priors, and second, cognitive derivations based on case-based techniques.

Complex Social Networks
  • Fernando Vega-Redondo
  • Published online:
    05 January 2013
    Print publication:
    08 January 2007
  • This 2007 book provides a systematic and self-contained account of the fast-developing theory of complex social networks. Social networks are central to the understanding of most socio-economic phenomena in the modern world. The classical approach to studying them relies on a methodology that abstracts from their size and complexity. In contrast, the approach taken in this book keeps complexity at the core, whilst integrating it with the incentive considerations that are preeminent in traditional economic analysis. The treatment starts with a detailed discussion of the basic models that act as 'benchmarks' for the complex-network literature: random networks, small worlds, and scale-free networks, before studying three different forces that underlie almost all network phenomena in social contexts: diffusion, search, and play. Finally, these forces are combined into a unified framework that is brought to bear on the issue of network formation and the coevolution of agents' behaviour and their pattern of interaction.

Advances in Econometrics
  • Werner Hildenbrand
  • Published online:
    05 January 2013
    Print publication:
    28 February 1983
  • This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and business and financial institutions.

Mathematical Economics
  • Twenty Papers of Gerard Debreu
  • Gerard Debreu
  • Introduction by Werner Hildenbrand
  • Published online:
    05 January 2013
    Print publication:
    29 July 1983
  • These twenty papers were selected by the author. The book includes a major introduction by Werner Hildenbrand, who assesses Professor Debreu's contribution to economic theory and explains the part played by these papers in the development of the subject.

Axioms of Cooperative Decision Making
  • Hervi Moulin
  • Published online:
    05 January 2013
    Print publication:
    25 November 1988
  • Axioms of Cooperative Decision Making provides a unified and comprehensive study of welfarism, cooperative games, public decision making, and voting and social choice theory - technically heterogeneous subjects that are linked by common axioms. Hervé Moulin studies these areas from an axiomatic perspective. Every axiom conveys a certain ethical principle (e.g. 'one man one vote', or 'to each according to his contribution'). Axiomatic theory examines the compatibility of various combinations of axioms. The book describes recent successes of this method. It gives many examples of the axiomatic approach, ranging from the construction of numerical indices for measuring inequality, to the pricing of a regulated monopoly, to the comparison of various voting rules. The book will be useful to mathematical modellers, especially those interested in economics and political science.

Advances in Economic Theory
  • Sixth World Congress
  • Volume 1
  • Edited by Jean-Jacques Laffont
  • Published online:
    05 January 2013
    Print publication:
    11 February 1993
  • This book comprises the first volume of papers presented at the Sixth World congress of the Econometric Society in Barcelona in August 1990. With papers from the world's leading specialists, it gives the reader a unique survey of advances in economic theory.

The Theory of General Economic Equilibrium
  • A Differentiable Approach
  • Andreu Mas-Colell
  • Published online:
    05 January 2013
    Print publication:
    30 August 1985
  • Andreu Mas-Colell has been doing pioneering work using differential topology in the analysis of general equilibrium. This work is regarded as outstanding and one of the major contributions to the development of rigorous economic theory in the last twenty years. The articles he has written have been difficult and technically demanding. In this book he brings this work together to show its scope and its power. He presents the analysis in a way which makes it accessible to the broader range of economic theorists and advanced students. This book has been long awaited as a seminal contribution to the subject.

Advances in Economics and Econometrics: Theory and Applications
  • Seventh World Congress
  • Volume 3
  • Edited by David M. Kreps, Kenneth F. Wallis
  • Published online:
    05 January 2013
    Print publication:
    20 February 1997
  • This 1997 book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications. Authored by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Advances in Economics and Econometrics
  • Theory and Applications, Ninth World Congress
  • Volume 2
  • Edited by Richard Blundell, Whitney K. Newey, Torsten Persson
  • Published online:
    05 January 2013
    Print publication:
    13 November 2006
  • This is the second of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarize and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

The Econometric Analysis of Transition Data
  • Tony Lancaster
  • Published online:
    05 January 2013
    Print publication:
    28 September 1990
  • This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.

Instrumental Variables
  • Roger J. Bowden, Darrell A. Turkington
  • Published online:
    05 January 2013
    Print publication:
    25 January 1985
  • Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics. In support of this claim they present and develop the methodology of instrumental variables in its most general and explanatory form. They show, for instance, that techniques commonly used to handle simultaneity and related problems can be reduced to one of two generic variables of instrumental variables estimators, allowing them to explore further the conditions under which different proposed estimators are efficient.

Advances in Economic Theory
  • Sixth World Congress
  • Volume 2
  • Edited by Jean-Jacques Laffont
  • Published online:
    05 January 2013
    Print publication:
    11 February 1993
  • This book comprises the second volume of papers presented at the Sixth World congress of the Econometric Society in Barcelona in August 1990. With papers from the world's leading specialists, it gives the reader a unique survey of the most recent advances in economic theory.

A Contribution to the Pure Theory of Taxation
  • Roger Guesnerie
  • Published online:
    05 January 2013
    Print publication:
    28 September 1995
  • Now available in paperback this book investigates the way in which tax systems affect economic efficiency and the distribution of welfare. It examines within a unified framework questions that are usually treated in different areas of the literature: institutional economics, positive economics, normative economics, and political economics. It adheres to the rigorous standards of pure theory while paying careful attention to the policy relevance of the arguments. Tax systems are viewed as information extracting devices that generate sets of equilibria of complex geometry. A tax reform methodology is proposed that sheds light on optimal taxes. Social conflicts in the determination of taxes are shown to have effects on social cohesion.

Advances in Economics and Econometrics: Theory and Applications
  • Seventh World Congress
  • Volume 2
  • Edited by David M. Kreps, Kenneth F. Wallis
  • Published online:
    05 January 2013
    Print publication:
    20 February 1997
  • This 1997 book is the second volume of three comprising papers which examine the latest developments in economic theory, applied economics and econometrics presented at the Seventh World Congress of the Econometric Society in Tokyo in August 1995. The topics were carefully selected to represent the most active fields in the discipline over the past five years. Written by the leading authorities in their fields, each paper provides a unique survey of the current state of knowledge in economics. Designed to make the material accessible to a general audience of economists, these volumes should be helpful to anyone with a good undergraduate training in economics who wishes to follow new ideas and tendencies in the subject.

Households as Corporate Firms
  • An Analysis of Household Finance Using Integrated Household Surveys and Corporate Financial Accounting
  • Krislert Samphantharak, Robert M. Townsend
  • Published online:
    05 January 2013
    Print publication:
    30 November 2009
  • This investigation proposes a conceptual framework for measurement necessary for an analysis of household finance and economic development. The authors build on and, where appropriate, modify corporate financial accounts to create balance sheets, income statements, and statements of cash flows for households in developing countries, using an integrated household survey. The authors also illustrate how to apply the accounts to an analysis of household finance that includes productivity of household enterprises, capital structure, liquidity, financing, and portfolio management. The conceptualization of this analysis has important implications for measurement, questionnaire design, the modeling of household decisions, and the analysis of panel data.

Disequilibrium Foundations of Equilibrium Economics
  • Franklin M. Fisher
  • Published online:
    05 January 2013
    Print publication:
    25 November 1983
  • The most common mode of analysis in economic theory is to assume equilibrium. Yet, without a proper theory of how economies behave in disequilibrium, there is no foundation for such a practice. The necessary step in proposing a foundation is the formulation of a theory of stability, and in this 1984 book, Professor Fisher is primarily concerned with this subject, although disequilibrium behavior itself is analyzed. The author first undertakes a review of the existing literature on the stability of general equilibrium. He then proposes a more satisfactory general model in which agents realize their state of disequilibrium and act on arbitrage opportunities. The interrelated topics of the role of money, the nature of quantity constraints, and the optimal behaviour of arbitraging agents are extensively treated.

Essays in Econometrics
  • Collected Papers of Clive W. J. Granger
  • Volume 2, Causality, Integration and Cointegration, and Long Memory
  • Clive W. J. Granger
  • Edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson
  • Published online:
    06 July 2010
    Print publication:
    23 July 2001
  • This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.

Essays in Econometrics
  • Collected Papers of Clive W. J. Granger
  • Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting
  • Clive W. J. Granger
  • Edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson
  • Published online:
    06 July 2010
    Print publication:
    23 July 2001
  • This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.

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