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
ghall@brandeis.edu

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

RePEc/IDEAS page

SSRN page

Google Scholar page

Curriculum Vitae

George J. Hall

Professor of Economics

Brandeis University

WORKING PAPERS

"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]

PUBLISHED PAPERS

"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.