Department of Economics
and International Business School
Brandeis University
P.O. Box 9110
415 South Street
Waltham MA 02454-9110

Lemberg Academic Center, Room 164
(781) 736-2242

Introductory Information from the International Business School's main web site.

RePEc/IDEAS page

SSRN page

Google Scholar page

Curriculum Vitae

George J. Hall

Fred C. Hecht Professor in Economics

Chair, Department of Economics

Brandeis University


"Interest Rates and the Market for New Light Motor Vehicles" (with Adam Copeland and Louis Maccini), September 2015.

"Simulated Minimum Distance Estimation of a Model of Optimal Commodity Price Speculation with Endogenously Sampled Prices" (with John Rust), July 2003. [postscript file] [pdf file]
This is a substantially revised version of the "Econometric Methods ..." paper.

"Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market" (with John Rust), revised July 2002. [postscript file] [pdf file]

"A Comparison of Discrete and Parameteric Approximation Methods for Continuous-State Dynamic Programming Problems" (with Hugo Benitez-Silva, Gunter Hitsch, Giorgio Pauletto, and John Rust), October 2000. This paper is preliminary and incomplete.

"An (S,s) Model of Commodity Price Speculation" (with John Rust), November 1999. [postscript file] [pdf file]


"Fiscal Discrimination in Three Wars " (with Thomas Sargent), Journal of Monetary Economics., Vol. 61, January 2014, pp. 148-166.
"A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market" (with Kathryn Graddy), Journal of Economic Behavior and Organization, Vol. 80, No. 1, September 2011, pp. 6-19.

"Interest Rate Risk and Other Determinants of Post WW-II U.S. Government Debt/GDP Dynamics"(with Thomas Sargent), American Economic Journal: Macroeconomics, Vol. 3, No. 3, July 2011, pp. 192-214. [web appendix] [data and Matlab code]
"Inventories and the Automobile Market" (with Adam Copeland and Wendy Dunn), RAND Journal of Economics, Vol. 42, No. 1, Spring 2011, pp. 121-149.

"The Response of Prices, Sales, and Output to Temporary Changes in Demand" (with Adam Copeland), Journal of Applied Econometrics , Vol. 26, No. 2, March 2011, pp. 232-269.

"The (S,s) Rule is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems" (with John Rust), Economic Theory, Vol. 30, No. 3, March 2007, pp. 515-538.

"Exchange Rates and Casualties During the First World War" Journal of Monetary Economics, Vol. 51, No. 8, November 2004, pp. 1711-1742. Exchange Rates Data Files [pdf file] [ASCII file]

"Middle Men versus Market Makers: A Theory of Competitive Exchange" (with John Rust), Journal of Political Economy, Vol. 111, No. 2, April 2003, pp. 353-403.

"The Tax Smoothing Implications of the Federal Debt Paydown" (with Stefan Krieger), Brookings Papers on Economic Activity, Vol. 31, 2000:2, pp. 253-302.

"Non-Convex Costs and Capital Utilization: A Study of Production Scheduling at Automobile Assembly Plants" Journal of Monetary Economics, Vol. 45, No. 3, August 2000, pp. 681-716.

"An Empirical Model of Inventory Investment by Durable Commodity Intermediaries" (with John Rust)
[postscript file] [pdf file] Carnegie-Rochester Conference Series on Public Policy, Vol. 52, No. 1, June 2000, pp. 171-214.

"Accounting for the Federal Government's Cost of Funds" (with Thomas J. Sargent) Federal Reserve Bank of Chicago Economic Perspectives, July/August 1997, pp. 18-28.

"Overtime, Effort, and the Propagation of Business Cycle Shocks" Journal of Monetary Economics, Vol. 38, No. 1, August 1996, pp. 139-160.