Quantitative Economics

2014 - 2025

Continuation of Quantitative Economics.

From Econometric Society
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Volume 11, month 11, 2020

On the welfare cost of consumption fluctuations in the presence of memorable goods pp. 1177-1214

Rong Hai, Dirk Krueger and Andrew Postlewaite

Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment pp. 1215-1251

Philipp Renner and Karl Schmedders

Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation pp. 1253-1288

Christian Bayer and Ralph Luetticke

A tractable framework for analyzing a class of nonstationary Markov models pp. 1289-1323

Lilia Maliar, Serguei Maliar, John Taylor and Inna Tsener

Equilibrium computation in discrete network games pp. 1325-1347

Michael Leung

Specification and estimation of network formation and network interaction models with the exponential probability distribution pp. 1349-1390

Chih-Sheng Hsieh, Lung‐Fei Lee and Vincent Boucher

Climate change and U.S. agriculture: Accounting for multidimensional slope heterogeneity in panel data pp. 1391-1429

Michael Keane and Timothy Neal

Family job search and wealth: The added worker effect revisited pp. 1431-1459

J. Ignacio García‐Pérez and Silvio Rendon

Bond risk premia in consumption‐based models pp. 1461-1484

Drew Creal and Jing Cynthia Wu

Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility pp. 1485-1520

Elmar Mertens and James Nason

Volume 11, month 07, 2020

Bounds on treatment effects in regression discontinuity designs with a manipulated running variable pp. 839-870

Francois Gerard, Miikka Rokkanen and Christoph Rothe

Policy discontinuity and duration outcomes pp. 871-916

Gerard J. van den Berg, Antoine Bozio and Monica Costa Dias

Estimating local interactions among many agents who observe their neighbors pp. 917-956

Nathan Canen, Jacob Schwartz and Kyungchul Song

Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization pp. 957-982

Yichong Zhang and Xin Zheng

A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models pp. 983-1017

Zhipeng Liao and Xiaoxia Shi

Testing jointly for structural changes in the error variance and coefficients of a linear regression model pp. 1019-1057

Pierre Perron, Yohei Yamamoto and Jing Zhou

Eligibility, experience rating, and unemployment insurance take‐up pp. 1059-1107

Stéphane Auray and David Fuller

Household risk‐sharing channels pp. 1109-1142

Pierfederico Asdrubali, Simone Tedeschi and Luigi Ventura

Asymmetric information in secondary insurance markets: Evidence from the life settlements market pp. 1143-1175

Daniel Bauer, Jochen Russ and Nan Zhu

Volume 11, month 05, 2020

Identifying the discount factor in dynamic discrete choice models pp. 471-501

Jaap H. Abbring and Øystein Daljord

Semiparametric estimation of structural functions in nonseparable triangular models pp. 503-533

Victor Chernozhukov, Iván Fernández‐Val, Whitney Newey, Sami Stouli and Francis Vella

A competing risks model with time‐varying heterogeneity and simultaneous failure pp. 535-577

Ruixuan Liu

Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects pp. 579-608

Jungmo Yoon and Antonio Galvao

Inference in nonparametric/semiparametric moment equality models with shape restrictions pp. 609-636

Yu Zhu

Household portfolios and financial preparedness for retirement pp. 637-670

Rowena Crawford and Cormac O'Dea

Consumption insurance with advance information pp. 671-711

Christian Stoltenberg and Swapnil Singh

Group lending, matching patterns, and the mystery of microcredit: Evidence from Thailand pp. 713-759

Christian Ahlin

The price of polarization: Estimating task prices under routine‐biased technical change pp. 761-799

Michael J. Böhm

A narrative approach to a fiscal DSGE model pp. 801-837

Thorsten Drautzburg

Volume 11, month 01, 2020

Simple and honest confidence intervals in nonparametric regression pp. 1-39

Timothy Armstrong and Michal Kolesár

Inference on breakdown frontiers pp. 41-111

Matthew Masten and Alexandre Poirier

Indirect inference with(out) constraints pp. 113-159

David T. Frazier and Eric Renault

Nonparametric estimation of triangular simultaneous equations models under weak identification pp. 161-202

Sukjin Han

A persistence‐based Wold‐type decomposition for stationary time series pp. 203-230

Fulvio Ortu, Federico Severino, Andrea Tamoni and Claudio Tebaldi

A dynamic model of personality, schooling, and occupational choice pp. 231-275

Petra Todd and Weilong Zhang

Waiting for affordable housing in New York City pp. 277-313

Holger Sieg and Chamna Yoon

Worker overconfidence: Field evidence and implications for employee turnover and firm profits pp. 315-348

Mitchell Hoffman and Stephen Burks

The provision of wage incentives: A structural estimation using contracts variation pp. 349-397

Xavier D'Haultfoeuille and Philippe Février

Contracting under uncertainty: Groundwater in South India pp. 399-435

Xavier Gine and Hanan Jacoby

On households and unemployment insurance pp. 437-469

Sekyu Choi and Arnau Valladares‐Esteban

Volume 10, month 11, 2019

How do tax progressivity and household heterogeneity affect Laffer curves? pp. 1317-1356

Hans Holter, Dirk Krueger and Serhiy Stepanchuk

A historical welfare analysis of Social Security: Whom did the program benefit? pp. 1357-1399

William Peterman and Kamila Sommer

Labor market sorting and health insurance system design pp. 1401-1451

Naoki Aizawa

The effect of homeownership on the option value of regional migration pp. 1453-1493

Florian Oswald

Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics pp. 1495-1536

Yingyao Hu, Robert Moffitt and Yuya Sasaki

Measuring quality for use in incentive schemes: The case of “shrinkage” estimators pp. 1537-1577

Nirav Mehta

Quantile treatment effects in difference in differences models with panel data pp. 1579-1618

Brantly Callaway and Tong Li

Identification of average effects under magnitude and sign restrictions on confounding pp. 1619-1657

Karim Chalak

Identification of games of incomplete information with multiple equilibria and unobserved heterogeneity pp. 1659-1701

Victor Aguirregabiria and Pedro Mira

Identification‐ and singularity‐robust inference for moment condition models pp. 1703-1746

Donald Andrews and Patrik Guggenberger

Inference under covariate‐adaptive randomization with multiple treatments pp. 1747-1785

Federico A. Bugni, Ivan Canay and Azeem Shaikh

Improved inference on the rank of a matrix pp. 1787-1824

Qihui Chen and Zheng Fang

Experimenting with the transition rule in dynamic games pp. 1825-1849

Emanuel Vespa and Alistair Wilson

Volume 10, month 07, 2019

The aggregate effects of labor market frictions pp. 803-852

Michael Elsby, Ryan Michaels and David Ratner

Nonstationary dynamic models with finite dependence pp. 853-890

Peter Arcidiacono and Robert A. Miller

Dynamic selection and distributional bounds on search costs in dynamic unit‐demand models pp. 891-929

Jason Blevins and Garrett T. Senney

On uniform asymptotic risk of averaging GMM estimators pp. 931-979

Xu Cheng, Zhipeng Liao and Ruoyao Shi

Normality tests for latent variables pp. 981-1017

Martin Almuzara, Dante Amengual and Enrique Sentana

Estimation and inference with a (nearly) singular Jacobian pp. 1019-1068

Sukjin Han and Adam McCloskey

Exiting from quantitative easing pp. 1069-1107

Fumio Hayashi and Junko Koeda

Long‐term government debt and household portfolio composition pp. 1109-1151

Andreas Tischbirek

Food for fuel: The effect of the US biofuel mandate on poverty in India pp. 1153-1193

Ujjayant Chakravorty, Marie‐Hélène Hubert and Beyza Ural Marchand

Effects of parental leave policies on female career and fertility choices pp. 1195-1232

Shintaro Yamaguchi

College choice, selection, and allocation mechanisms: A structural empirical analysis pp. 1233-1277

José Raimundo Carvalho, Thierry Magnac and Qizhou Xiong

HIP, RIP, and the robustness of empirical earnings processes pp. 1279-1315

Florian Hoffmann

Volume 10, month 05, 2019

Jump factor models in large cross‐sections pp. 419-456

Jia Li, Viktor Todorov and George Tauchen

On optimal inference in the linear IV model pp. 457-485

Donald Andrews, Vadim Marmer and Zhengfei Yu

A more powerful subvector Anderson Rubin test in linear instrumental variables regression pp. 487-526

Patrik Guggenberger, Frank Kleibergen and Sophocles Mavroeidis

Identification of a nonseparable model under endogeneity using binary proxies for unobserved heterogeneity pp. 527-563

Benjamin Williams

The long run health consequences of rural‐urban migration pp. 565-606

Janna E. Johnson and Evan Taylor

Uncertainty about future income: Initial beliefs and resolution during college pp. 607-641

Yifan Gong, Todd Stinebrickner and Ralph Stinebrickner

The right stuff? Personality and entrepreneurship pp. 643-691

Barton H. Hamilton, Nicholas Papageorge and Nidhi Pande

Optimal unemployment insurance with monitoring pp. 693-733

Ofer Setty

Financial frictions, trends, and the great recession pp. 735-773

Pablo Guerron and Ryo Jinnai

Communication and behavior in organizations: An experiment pp. 775-801

Piotr Evdokimov and Umberto Garfagnini

Volume 10, month 01, 2019

Uncertainty quantification and global sensitivity analysis for economic models pp. 1-41

Daniel Harenberg, Stefano Marelli, Bruno Sudret and Viktor Winschel

Strong convergence and dynamic economic models pp. 43-65

Robert L. Bray

Inference in dynamic discrete choice problems under local misspecification pp. 67-103

Federico A. Bugni and Takuya Ura

Partial identification by extending subdistributions pp. 105-144

Alexander Torgovitsky

Bayesian inference on structural impulse response functions pp. 145-184

Mikkel Plagborg‐Møller

All over the map: A worldwide comparison of risk preferences pp. 185-215

Olivier L'Haridon and Ferdinand Vieider

Eliciting risk preferences using choice lists pp. 217-237

David Freeman, Yoram Halevy and Terri Kneeland

Incidence, salience, and spillovers: The direct and indirect effects of tax credits on wages pp. 239-273

Ghazala Azmat

Hurdles and steps: Estimating demand for solar photovoltaics pp. 275-310

Kenneth Gillingham and Tsvetan Tsvetanov

Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics pp. 311-351

R. Colacito, M. M. Croce and Zhao Liu

Monetary policy switching and indeterminacy pp. 353-385

Jean Barthélemy and Magali Marx

Discretionary monetary policy in the Calvo model pp. 387-418

Willem Van Zandweghe and Alexander Wolman