These are additional notes relating to the paper `The Comparative Statics of Constrained Optimization Problems' which is appearing in Econometrica. It gathers together material present in various earlier versions of the paper, as well as some new material, which are not found in the published...

This note determines the precise connection between an agent's attitude towards income risks and his attitude over risks in the underlying consumption space. Our results follow a general mathematical theory connecting the curvature properties of an objective function with the ray-curvature...

In indusrialized countries, men and women tend to work in different occupations. Particularly striking is the degree to which gender segregation has persisted despite changes in legislation, employers' attitudes and preferences. This paper presents a possible explanation of such persistence when...

In this paper we introduce a decomposition of the joint distribution of price changes of assets recorded trade--by--trade. Our decomposition means that we can model the dynamics of price changes using quite simple and interpretable models which are easily extended in a great number of...

In this paper we provide a systematic study of the robustness of probability limits and central limit theory for realised multipower variation when we add finite activity and infinite activity jump processes to an underlying Brownian semimartingale.

Functional Signal plus Noise (FSN) time series models are introduced for the econometric analysis of the dynamics of a large cross-section of prices in which contemporaneous observations are functionally related. A semiparametric FSN model is developed in which a smooth, cubic spline signal...

In this paper we obtain a closed form expression for the convergence rate of the Gibbs sampler applied to an AR(1) plus noise model in terms of the parameters of the model. We also provide evidence that a ``centered'' parameterisation of a state space model is preferable for the performance of...