Quantitative Economics

2014 - 2025

Continuation of Quantitative Economics.

From Econometric Society
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Volume 16, month 07, 2025

Forecasting with shadow rate VARs pp. 795-822

Andrea Carriero, Todd Clark, Massimiliano Marcellino and Elmar Mertens

Inference in a stationary/nonstationary autoregressive time‐varying‐parameter model pp. 823-858

Donald W. K. Andrews and Ming Li

Earnings risk and heterogeneous expected earnings profiles pp. 859-897

Scott Drewianka and Phillip Oberg

Dynamic ordered panel logit models pp. 899-945

Bo E. Honoré, Chris Muris and Martin Weidner

Asymmetric transmission of oil supply news pp. 947-979

Mario Forni, Alessandro Franconi, Luca Gambetti and Luca Sala

Estimation of optimal dynamic treatment assignment rules under policy constraints pp. 981-1022

Shosei Sakaguchi

A unified empirical framework to study neighborhood segregation pp. 1023-1057

Gregorio Caetano and Vikram Maheshri

Testing mean stationarity of intraday volatility curves pp. 1059-1091

Torben G. Andersen, Yingwen Tan, Viktor Todorov and Zhiyuan Zhang

Volume 16, month 05, 2025

Linear regression with weak exogeneity pp. 367-403

Anna Mikusheva and Mikkel Sølvsten

Understanding regressions with observations collected at high frequency over long span pp. 405-457

Yoosoon Chang, Ye Lu and Joon Y. Park

Real‐time detection of local no‐arbitrage violations pp. 459-495

Torben G. Andersen, Viktor Todorov and Bo Zhou

An experimental study of decentralized matching pp. 497-533

Federico Echenique, Alejandro Robinson‐Cortés and Leeat Yariv

Economic consequences of vertical mismatch pp. 535-564

Pietro Garibaldi, Pedro Gomes and Thepthida Sopraseuth

Insurance, redistribution, and the inequality of lifetime income pp. 565-613

Peter Haan, Daniel Kemptner, Victoria Prowse and Maximilian Schaller

Demographic transition, industrial policies, and Chinese economic growth pp. 615-657

Michael Dotsey, Wenli Li and Fang Yang

The effects of monetary policy through housing and mortgage choices on aggregate demand pp. 659-703

Karin Kinnerud

The role of storage in commodity markets: Indirect inference based on grain data pp. 705-747

Christophe Gouel and Nicolas Legrand

Power of personalized smoking cessation: A quantitative lifecycle framework for policy evaluation pp. 749-793

Li‐Shiun Chen, Ping Wang and Yao Yao

Volume 16, month 01, 2025

Estimating macroeconomic models of financial crises: An endogenous regime‐switching approach pp. 1-47

Gianluca Benigno, Andrew Foerster, Christopher Otrok and Alessandro Rebucci

Programming FPGAs for economics: An introduction to electrical engineering economics pp. 49-87

Bhagath Cheela, André DeHon, Jesús Fernández‐Villaverde and Alessandro Peri

Integrated epi‐econ assessment: Quantitative theory pp. 89-131

Timo Boppart, Karl Harmenberg, John Hassler, Per Krusell and Jonna Olsson

Prospering through Prospera: A dynamic model of CCT impacts on educational attainment and achievement in Mexico pp. 133-183

Jere Behrman, Susan Parker, Petra Todd and Weilong Zhang

Can teaching be taught? Improving teachers' pedagogical skills at scale in rural Peru pp. 185-233

Juan Castro, Paul Glewwe, Alexandra Heredia‐Mayo, Stephanie Majerowicz and Ricardo Montero

An ordinal approach to the empirical analysis of games with monotone best responses pp. 235-266

Natalia Lazzati, John K.‐H. Quah and Koji Shirai

Econometrics of insurance with multidimensional types pp. 267-294

Gaurab Aryal, Isabelle Perrigne, Quang Vuong and Haiqing Xu

Double robust inference for continuous updating GMM pp. 295-327

Frank Kleibergen and Zhaoguo Zhan

How much do we learn? Measuring symmetric and asymmetric deviations from Bayesian updating through choices pp. 329-365

Ilke Aydogan, Aurélien Baillon, Emmanuel Kemel and Chen Li

Volume 15, month 07, 2024

Testing firm conduct pp. 571-606

Marco Duarte, Lorenzo Magnolfi, Mikkel Sølvsten and Christopher Sullivan

Incentive contracts when agents distort probabilities pp. 607-653

Víctor González‐Jiménez

How do voters respond to welfare vis‐à‐vis public good programs? Theory and evidence of political clientelism pp. 655-697

Pranab Bardhan, Sandip Mitra, Dilip Mookherjee and Anusha Nath

Subjective life expectancies, time preference heterogeneity, and wealth inequality pp. 699-736

Richard Foltyn and Jonna Olsson

Analyzing matching patterns in marriage: Theory and application to Italian data pp. 737-781

Pierre‐André Chiappori, Edoardo Ciscato and Carla Guerriero

Efficient bias correction for cross‐section and panel data pp. 783-816

Jinyong Hahn, David W. Hughes, Guido Kuersteiner and Whitney K. Newey

Changes in the span of systematic risk exposures pp. 817-847

Yuan Liao and Viktor Todorov

Specification testing for conditional moment restrictions under local identification failure pp. 849-891

Prosper Dovonon and Nikolay Gospodinov

Volume 15, month 05, 2024

Confidence set for group membership pp. 245-277

Andreas Dzemski and Ryo Okui

Inference for matched tuples and fully blocked factorial designs pp. 279-330

Yuehao Bai, Jizhou Liu and Max Tabord‐Meehan

Discordant relaxations of misspecified models pp. 331-379

Lixiong Li, Desire Kedagni and Ismaël Mourifié

Stamping out stamp duty: Housing mismatch and welfare pp. 381-426

Yunho Cho, Shuyun May Li and Lawrence Uren

Inequality and technological change pp. 427-451

Manuel Macera and Hitoshi Tsujiyama

Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium pp. 453-487

Peter Egger and Katharina Erhardt

A dynamic model of rational “panic buying” pp. 489-521

Shunya Noda and Kazuhiro Teramoto

Locally robust inference for non‐Gaussian SVAR models pp. 523-570

Lukas Hoesch, Adam Lee and Geert Mesters

Volume 15, month 01, 2024

Moment inequalities for multinomial choice with fixed effects pp. 1-25

Ariel Pakes and Jack Porter

A robust permutation test for subvector inference in linear regressions pp. 27-87

Xavier D'Haultfoeuille and Purevdorj Tuvaandorj

Difficulties in testing for capital overaccumulation pp. 89-114

Narayana Kocherlakota

Geometric methods for finite rational inattention pp. 115-144

Roc Armenter, Michèle Müller‐Itten and Zachary R. Stangebye

A machine learning projection method for macro‐finance models pp. 145-173

Vytautas Valaitis and Alessandro T. Villa

On the complexity of forming mental models pp. 175-211

Chad Kendall and Ryan Oprea

Measuring trust in institutions and its causal effect pp. 213-243

Stefan P. Penczynski and Maria Isabel Santana