Quantitative Economics

2014 - 2025

Continuation of Quantitative Economics.

From Econometric Society
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Volume 12, month 11, 2021

Fixed‐k inference for volatility pp. 1053-1084

Tim Bollerslev, Jia Li and Zhipeng Liao

A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy pp. 1085-1138

Atsushi Inoue and Barbara Rossi

Regime‐dependent effects of uncertainty shocks: A structural interpretation pp. 1139-1170

Stéphane Lhuissier and Fabien Tripier

Panel experiments and dynamic causal effects: A finite population perspective pp. 1171-1196

Iavor Bojinov, Ashesh Rambachan and Neil Shephard

Synthetic controls with imperfect pretreatment fit pp. 1197-1221

Bruno Ferman and Cristine Pinto

Imposing equilibrium restrictions in the estimation of dynamic discrete games pp. 1223-1271

Victor Aguirregabiria and Mathieu Marcoux

Blurred boundaries: A flexible approach for segmentation applied to the car market pp. 1273-1305

Laura Grigolon

Neighborhood effects and housing vouchers pp. 1307-1346

Morris Davis, Jesse Gregory, Daniel Hartley and Kegon Tan

Do elite colleges matter? The impact on entrepreneurship decisions and career dynamics pp. 1347-1397

Naijia Guo and Charles Leung

A job ladder model with stochastic employment opportunities pp. 1399-1430

Jake Bradley and Axel Gottfries

Volume 12, month 07, 2021

Specification tests for non‐Gaussian maximum likelihood estimators pp. 683-742

Gabriele Fiorentini and Enrique Sentana

Inference on semiparametric multinomial response models pp. 743-777

Shakeeb Khan, Fu Ouyang and Elie Tamer

A unified framework for efficient estimation of general treatment models pp. 779-816

Chunrong Ai, Oliver Linton, Kaiji Motegi and Zheng Zhang

Rationalizing rational expectations: Characterizations and tests pp. 817-842

Xavier D'Haultfoeuille, Christophe Gaillac and Arnaud Maurel

A generalized approach to indeterminacy in linear rational expectations models pp. 843-868

Francesco Bianchi and Giovanni Nicolò

Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods pp. 869-901

Dana Galizia

Average crossing time: An alternative characterization of mean aversion and reversion pp. 903-944

John B. Donaldson and Rajnish Mehra

Bullying among adolescents: The role of skills pp. 945-980

Miguel Sarzosa and Sergio Urzua

Peer effects on the United States Supreme Court pp. 981-1019

Richard Holden, Michael Keane and Matthew Lilley

Bandits in the lab pp. 1021-1051

Johannes Hoelzemann and Nicolas Klein

Volume 12, month 05, 2021

Dealing with misspecification in structural macroeconometric models pp. 313-350

Fabio Canova and Christian Matthes

Identification of counterfactuals in dynamic discrete choice models pp. 351-403

Myrto Kalouptsidi, Paul T. Scott and Eduardo Souza‐Rodrigues

Linear regression with many controls of limited explanatory power pp. 405-442

Chenchuan (Mark) Li and Ulrich K. Müller

Decentralization estimators for instrumental variable quantile regression models pp. 443-475

Hiroaki Kaido and Kaspar Wüthrich

Making summer matter: The impact of youth employment on academic performance pp. 477-504

Amy Schwartz, Jacob Leos‐Urbel, Joel McMurry and Matthew Wiswall

Where did it go wrong? Marriage and divorce in Malawi pp. 505-545

Laurens Cherchye, Bram De Rock, Frederic Vermeulen and Selma Walther

From dual to unified employment protection: Transition and steady state pp. 547-585

Juan Dolado, Etienne Lalé and Nawid Siassi

Uncertainty‐driven business cycles: Assessing the markup channel pp. 587-623

Benjamin Born and Johannes Pfeifer

Is idiosyncratic risk conditionally priced? pp. 625-646

Rajnish Mehra, Sunil Wahal and Daruo Xie

Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk pp. 647-682

Torben Andersen, Martin Thyrsgaard and Viktor Todorov

Volume 12, month 01, 2021

Identification and inference with ranking restrictions pp. 1-39

Pooyan Amir‐Ahmadi and Thorsten Drautzburg

The discretization filter: A simple way to estimate nonlinear state space models pp. 41-76

Leland Farmer

Sensitivity analysis using approximate moment condition models pp. 77-108

Timothy Armstrong and Michal Kolesár

Robust inference in deconvolution pp. 109-142

Kengo Kato, Yuya Sasaki and Takuya Ura

Partial identification of the distribution of treatment effects with an application to the Knowledge is Power Program (KIPP) pp. 143-171

Brigham R. Frandsen and Lars J. Lefgren

Teacher labor markets, school vouchers, and student cognitive achievement: Evidence from Chile pp. 173-216

Michela M. Tincani

The welfare effects of asset mean‐testing income support pp. 217-249

Felix Wellschmied

Controlling for presentation effects in choice pp. 251-281

Yves Breitmoser

A notion of prominence for games with natural‐language labels pp. 283-312

Alessandro Sontuoso and Sudeep Bhatia

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