Robert J. Waldmann address Birth
Facoltà di Economia Washington D.C. USA
Dipartimento di Economia e Istituzioni. November 9th 1960 Università Tor Vergata
Via Columbia 2
00133 Tor Vergata (Roma) Italy
Education
Ph.D. from the Department of Economics of Harvard University, Cambridge, Mass 1990. Dissertation entitled "Procyclical Productivity and other Essays."
B.A. (cum Laude) Harvard University, Cambridge Mass (1982). Appointments
Lecturer in the Department of Economics of the European University Institute, Florence (1989-93).
Associate Professor in the Department of Economics of the European University Institute, Florence (1993-1997).
Research Fellow IGIER, Universita' Bocconi, Milan (1997-8). Professore Associato Universita` di Chieti (1998-9).
Professore Associato Università di Roma “Tor Vergata” (1999-2002). Professore Straordinario Università dir Roma “Tor Vergata” (2002-present) Publications
Rien Wagenvoort and Robert Waldmann (2002) “On B-Robust Instrumental Variable Estimation of the Linear Model with Panel Data,” The Journal of Econometrics, vol. 106 pp. 297-324.
Berthold Herrendorf, Akos Valentinyi and Robert Waldmann (2000) "Ruling out Indeterminacy: the Role of Heterogeneity,"
The Review of Economic Studies, Vol. 67 no. 2 pp. 295-307.
Alessandra Pelloni and Robert Waldmann (2000) "Can Waste Improve Welfare ?"
The Journal of Public Economics. vol. 77 pp 45-79.
Robert Waldmann and Stephen Smith (1999) “Investment and Supply Effects of Industry-Indexed Bonds: The Labor Managed Firm,” Economic Systems, vol. 23 pp 245-267.
Economics Letters, vol. 61 pp 55-60.
Alessandra Pelloni and Robert Waldmann (1997) "Indeterminacy in an Endogenous Growth Model with Elastic Labour Supply," Rivista Inter- nazionale di Scienze Sociali," vol. 105 pp. 201-212.
J. Bradford De Long and Robert Waldmann (1997) "Procyclical Productivity: a Cross-country Cross-industry look," Quarterly Review: Federal
Reserve bank of San Francisco 1997 no. 1 pp. 33-52.
Tilman Ehrbeck and Robert Waldmann (1996) "Why Are Professional Forecasters Biased? Agency Vs. Behavioral Explanations," Quarterly Journal of Economics vol. 111 pp 21-40 (February 1996).
Elisabetta Addis e Robert Waldmann (1996) "Struttura salariale e differenziali salariali per sesso in Italia," in Economia e Lavoro n. 1, 1996.
Stephen Smith and Robert Waldmann (1994) "A Partial Solution to the Financial Risk and Control Problem of Employee Owned Firms: Industry Average Performance Bonds," in S. Mahalingam, S. Smith, J. E. Askildsen, and D. Vaughan-Whitehead eds,
Labour Managed Market Economies, Chapter 1.1 pp. 2-10.
Robert Waldmann (1992) "Income Distribution and Infant Mortality," Quarterly
Journal of Economics vol. 107 pp 1283-1302.
Robert Waldmann (1991a) "Implausible Results or Implausible Data?; Anomalies in the Construction of Value Added Data and Implications for Estimates of Price Cost Markups," European University Institute Working Paper # eco 90/27 and Journal of
Political Economy Vol 99 pp 1315-1328.
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann (1991) "The Survival of Noise Traders in Financial Markets," Journal of Business vol 64 pp 1-19 (January 1991).
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann (1990a) "Noise Trader Risk in Financial Markets," Journal of Political Economy vol 98 pp 703-738 (August 1990).
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann (1990b) "Positive Feedback Investment Strategies and Price Destabilizing Rational Speculation," The Journal of Finance vol 65 pp 379-95 (June 1990).
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann (1989) "The Size and incidence of the Losses From Noise Trading," Journal of Finance vol 44 pp 681-96 (July 1989).
Revise and resubmit
Robert Waldmann “Predicting the Signs of Forecast Errors,” The International Journal of
Forecasting.
Unpublished Work
Robert Waldmann (1991) "Assessing the Relative Size of Industry and Nation Specific Shocks to Output," European University
Institute Working Paper #91/41.
Robert Waldmann (1992) "Asymmetric Oligopolies," European University institute Working Paper ECO 92/63.
Alan Kirman and Robert Waldmann (1992) "I quit," European University institute Working Paper ECO 92/90.
Robert Waldmann (1992) "Labour Managed Firms with Privately Optimal Price Indexed Debt Increase Membership When Demand Increases," European University Institute Working paper no ECO 94/1.
Tilman Ehrbeck and Robert Waldmann (1994) "Can Forecaster's Motives Explain Rejection of the Rational Expectations Hypothesis," European University Institute Working Paper 94/2.
Robert Waldmann (1994) "Inequality, Economic Growth and the Debt Crisis," European University Institute working paper # 94/40.
Elisabetta Addis and Robert Waldmann (1994) Wage Structure and Earnings Differentials by Gender in Italy. Dipartimento di Scienze Economiche Universita Degli Studi Di Roma "La Sapienza" Discussion Paper 26, December.
Tilman Ehrbeck and Robert Waldmann (1995) "Is Honesty Always the Best Policy," European University Institute Working Paper 95/44.
Robert Waldmann (1995) "Rational Stubbornness ? " European University Institute Working Paper 95/43.
Alessandra Pelloni and Robert Waldmann (1995)
"Indeterminacy and Welfare Enhancing Taxes in an Growth Model with Elastic Labour Supply," European University Institute Working paper ECO 95/32.
Robert Waldmann (1995) "Democracy, Demography and
Growth," European University Institute Working Paper ECO 95/30.
Robert Waldmann (1995) "The Infant Mortality Rate is Higher where the Rich are Richer," European University Institute Working Paper ECO 95/23.
Robert Waldmann (1995) "Predicting the Signs of Forecast Errors," European University Institute Working Paper ECO 95/22.
Alessandra Pelloni and Robert Waldmann (1997) "Can Waste Improve Welfare," European University Institute Working Paper 97/12.
Berthold Herrendorf, Akos Valentinyi and Robert Waldmann (1998) "Ruling out Indeterminacy: the Role of Heterogeneity," CEPR Discussion Paper 1858 and University of Southampton Discussion Paper on Economics and Econometrics 9803.
Rien Wagenvoort and Robert Waldmann (1998) "On B-Robust Instrumental Variables Estimation of the Linear Model," IGIER Working Paper
Referee for
American Economic Review, Econometrica,
Journal of Political Economy, Quarterly Journal of Economics, Review of Economic Studies, European Economic Review, Lavoro e Relazioni Industriali,
Journal of Economic Dynamics and Control, Review of Economics and Statistics,
Economica,
Journal of Public Economics, Labour Economics,
Journal of Econometrics, Journal of Empirical Finance,
Journal of Economics (Zeitschrift Fur Nationalekonomie).
PhD Dissertations Supervised at the European University Institute
Tilman Ehrbeck "Essays on Rationality in Expectations," June 1993.
Stephan Kalb "Competing Currencies: Theoretical Issues and the Experiences from Massachusetts and Maine, 1800-1858." September 1993.
Lars Gue Jensen "Structural Interdependence and Fiscal Stabilization," November 1993.
Mariusz Tamborski "Currency Option Pricing with Stochastic Interest Rates and Transaction Costs: A Theoretical Model with Some Empirical Results," January 1994.
Demand." October 1994.
Frederic Palomino "Speculation and Market Selection with Imperfect Competition," October 1994. Marco Becht "Tenure Choice, Residential Mobility and Housing Demand in Germany: a Longitudinal Analysis." June 1995.
Elisabeth Paulet "The Role of Banks in Monitoring Firms: Evidence from the case of the Credit Mobilier." June 1995.
Alessandra Pelloni "Essays in Growth and Hysteresis." November 1995. Andrzej Baniak "Four Essays on Multimarket Oligopoly." January 1996.
Dorte Verner "Selected Topics on Economic Growth: Empirical Analysis." September 1996.
Miguel Jimenez Gonzalez-Anleo "The Solow Residual, the Dual Solow Residual, and the Sources of Business Cycles." October 1996.
Luisa Zanforlin "Technological Diffusion, Trade Patterns, and Growth." November 1996. Akos Valentinyi "Three Essays on Growth and Technology," April 1997.
Lavan Mahadeva "Endogenous Growth with Heterogenous Human Capitals," October 1997.
Susana Garcia-Cervero "American Skill Differentials in the Short and in the Long Run," January 1998.
Luis Gens Moura "Essays of Employee's Financial Participation : Employee Ownership in the US and Profit Sharing in Portugal," May 1998.
Rien Wagenvoort "Robust Estimation of Investment Functions: Evidence of Credit Rationing ?" October 1998.
Guenther Rehme "Essays on Distributive Policies and Economic Growth," December 1998. Nuala O’Donnell “Earnings Inequality in Ireland and Northern Ireland
