### Table 2: Estimation of Model

2004

"... In PAGE 14: ...The first column of Table2 provides the parameter estimates for our benchmark model with the four variables as described above.15 The data cover 1947:Q1-2002:Q2, though because the first two variables are lagged three quarters, their growth rates cover the period 1947:Q2- 2001:Q3, while the growth rates of consumption and detrended hours variables run from 1948:Q1-2002:Q2 .... In PAGE 14: ... The four g108i coefficients, which represent the factor loadings on the transitory process, are all estimated very precisely, and have the expected signs. Note that g108g51g44g32the loading factor for 15 Estimates of the idionsyncratic variances are omitted from Table2... In PAGE 18: ... The parameter estimates from this specification are given in second column of Table 2. If, on the other hand, we estimate the model with output, compensation, and consumption on a per capita (instead of per hour) basis, we get very different results, as indicated in the third column of Table2... In PAGE 21: ... Thus we are looking to estimate trend growth with productivity data alone, using the detrended hours series to control for the business cycle. The result of this exercise is the final set of estimates in Table2 . Note first that the estimates of the transition probabilities are very similar to the earlier estimates, suggesting that the fundamental properties of the regime-switching dimension of the model are similar.... ..."

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### Table 3: Time Slot E ect, Day E ect, and Idiosyncratic Taste for the Outside Alternative

1997

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### Table 7: De nition of parts-of-speech Symbols C Examples of Idiosyncratic structures A. Press: Reportage

### Table 4: Conditioning volatilities of annual idiosyncratic stock returns on past returns, 1965 through 2001

### Table 6 Impacts of idiosyncratic and systematic risks (measured using Fama-French 3

"... In PAGE 21: ... In tables 6 and 7, I redo the regression, replacing the measure of #0Crm-speci#0Cc and system- atic risks using the Fama-French model decomposition with up to 60 monthly observations before the current year. Table6 has no control variable, table 7 add the controls for #0Crm size and CEO e#0Bort productivity. The results are qualitatively similar.... ..."

### Table 7 Impacts of idiosyncratic and systematic risks (measured using Fama-French 3

### Table 3: Estimated coefficients of the distributed lag model

2006

"... In PAGE 18: ...3 Estimates of the feedback effect in technical change We now turn to the results of our distributed lag model. Model 1 of Table3 presents the main results where we applied the bootstrap and have made the input adjustments as discussed in Section 3. We find evidence for delayed feedback up to eight years.... In PAGE 20: ... 5.4 Sensitivity analysis In model 2 of Table3 , we assess the sensitivity of our results to the bootstrapping of the data envelopment analysis described above. Conditional on the covariates, we find evidence for serial correlation in the idiosyncratic error terms when we fail to apply the bootstrap.... In PAGE 20: ...nstruments. Consequently, the Arellano-Bond estimator no longer yields consistent estimates. In our interpretation, this finding suggests that the bootstrap is successful in accounting for the sampling bias in the distance functions that would otherwise be captured by the error terms. Model 3 of Table3 tests for the robustness of our results to the skill adjustment of the labor input in the data envelopment analysis. When we fail to adjust this labor input for its skill content, we find an overall change in coefficient values.... ..."

### Table 7 The Economic Impact of Liberalizations on Idiosyncratic Consumption Growth Volatility Full period (1980-2000) Pre-crisis (1980-1997)

2002

"... In PAGE 22: ... For Samples II and III, the magnitude of the effect decreases and is only statistically significant (t-statistics over 3) in Sample I. Because our specification is in terms of variances, the volatility coefficients are some- what hard to interpret; therefore, Table7 attempts to show the economic significance of the results. We select three typical countries as a country with the z-instruments set at their median values over the whole sample and across three different groups of countries: all countries, all liberalized countries (including liberalizing countries post liberalization), and all segmented countries (including liberalizing countries pre liberalization).... ..."

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### Table 3. Maximum Likelihood Estimates for the Two-Factor Speci cation (1){(3): Full Sample (1969:1{1992:12) Nonmonetary Factor Monetary Factor Idiosyncratic Risk

"... In PAGE 15: ...ates averaged to 0.0245 for the 1979{82 period (compared to 0.0180 for the full sample). Table3 reports the full-sample maximum likelihood estimates of the param- eters involved in the two-factor speci cation (1){(3). The estimates of the ARCH and GARCH coe cients of the factor GARCH(1;1) processes imply that 1; 2; and (I? 1? 2) are positive de nite.... ..."

### Table 12. Ligon-Schechter Vulnerability by Household Characteristics.

"... In PAGE 58: ...6.67/16.48); via a simple bootstrap test, we flnd that this is signiflcant (the test has a p- value indistinguishable from zero). Similarly, consulting Table12 for Bulgaria, we see that measurement error explains as much as 39.5 per cent of total Ligon-Schechter vulnerability, and is similarly signiflcant.... In PAGE 59: ...o 0.20, with a standard error of 0.0063, and hence highly signiflcant. As it happens, Table 7 still recommends the LB estimator in this instance. Thus, Table12 uses the LB estimator to estimate vulnerability for all the households in both samples. We decompose total vulnerability into several components for each household, as described in Section 3.... In PAGE 59: ... This ei- ther means that Bulgarians truly experience more unexplained idiosyncratic risk than do the Vietnamese, or that the Bulgarian data set has more measurement error. In Table12 we decompose vulnerability into poverty, aggregate risk, idiosyncratic risk, and unexplained risk, as in Ligon and Schechter (2003).18 Poverty is the largest single component of vulnerability.... ..."