PIER Working Paper Archive
From Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 133 South 36th Street, Philadelphia, PA 19104. Contact information at EDIRC. Bibliographic data for series maintained by Administrator (). Access Statistics for this working paper series.
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- 21-010: Adolescent Cognitive Gender Gaps Reflect Differential Dynamic Associations with Undernutrition and Poverty in Preschool and Preadolescent Ages

- Le Thuc Duc and Jere Behrman
- 21-009: Cryptocurrencies and All That:Two Ideas from Monetary Economics

- Jesus Fernandez-Villaverde
- 21-008: Has Machine Learning Rendered Simple Rules Obsolete?

- Jesus Fernandez-Villaverde
- 21-007: Gender Gaps in Cognitive and Noncognitive Skills: Roles of SES and Gender Attitudes

- Justine Herve, Subha Mani, Jere Behrman, Arindam Nandi, Anjana Sankhil Lamkang and Ramanan Laxminarayan
- 21-006: Allocation Mechanisms Without Reduction

- David Dillenberger and Uzi Segal
- 21-005: Learning with Heterogeneous Misspecfied Models: Characterization and Robustness

- Aislinn Bohren and Daniel N. Hauser
- 21-004: Maternal Undernutrition in Adolescence and Child Human Capital Formation over the Life-Course: Evidence from an International Cohort Study

- Andreas Georgiadis, Liza Benny, Paul Dornan and Jere Behrman
- 21-002: On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates

- Francis Diebold, Minchul Shin and Boyuan Zhang
- 21-001: Same environment, stratified impacts? Air pollution, extreme temperatures, and birth weight in Southeast China

- Xiaoying Liu, Jere Behrman, Emily Hannum, Fan Wang and Qingguo Zhao
- 20-041: A Macroeconomic Model of Healthcare Saturation, Inequality & the Output-Pandemia Tradeo

- Enrique Mendoza, Eugenio Rojas, Linda L. Tesar and Jing Zhang
- 20-040: Fighting COVID-19:Performance of Countries in the First Half of 2020

- Roberto S. Mariano and Suleyman Ozmucur
- 20-039: Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic

- Frank Schorfheide and Dongho Song
- 20-038: Robust Forecasting

- Timothy Christensen, Hyungsik Roger Moon and Frank Schorfheide
- 20-037: Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints

- S. Boragan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide and Sergio Villalvazo
- 20-036: Consumer Vulnerability and Behavioral Biases

- Hanming Fang and Zenan Wu
- 20-035: Pandemics, Global Supply Chains, and Local Labor Demand: Evidence from 100 Million Posted Jobs in China

- Hanming Fang, Chunmian Ge, Hanwei Huang and Hongbin Li
- 20-034: Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning

- Roberto S. Mariano and Suleyman Ozmucur
- 20-033: Corona Politics:The cost of mismanaging pandemics

- Helios Herrera, Maximilian Konradt, Guillermo Ordonez and Christoph Trebesch
- 20-032: The Long-Term Distributional and Welfare E?ects of Covid-19 School Closures

- Nicola Fuchs-Schundeln, Dirk Krueger, Alexander Ludwig and Irina Popova
- 20-031: Labor Share and Productivity Dynamics

- Sekyu Choi and José-Víctor Ríos-Rull
- 20-030: A Quantitative Theory of the Credit Score

- Satyajit Satyajit, P. Dean Corbae, Kyle Dempsey and José-Víctor Ríos-Rull
- 20-029: Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences relates to a behavioral property that generalizes impatience to stochastic environments: Stochastic Impatience. We show that, within a broad class of models, Stochastic Impatience holds if and only if risk aversion is not too high relative to the inverse of the elasticity of intertemporal substitution. In par-ticular, in the models of Epstein and Zin (1989) and Hansen and Sargent (1995), Stochastic Impatience is violated for all commonly used parameters

- Roberto S. Mariano and Suleyman Ozmucur
- 20-027: A Fisherian Approach to Financial Crises:Lessons from the Sudden Stops Literature

- Javier Bianchi and Enrique Mendoza
- 20-026: Stochastic Impatience and the Separation of Time and Risk Preferences

- David Dillenberger, Daniel Gottlieb and Pietro Ortoleva
- 20-025: On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods

- Rong Hai, Dirk Krueger and Andrew Postlewaite
- 20-024: Genetic Risks, Adolescent Health and Schooling Attainment

- Vikesh Amin, Jere Behrman, Jason Fletcher, Carlos A. Flores, Alfonso Flores-Lagunes and Hans-Peter Kohler
- 20-023: Real-Time Real Economic Activity:Exiting the Great Recession and Entering the Pandemic Recession

- Francis Diebold
- 20-022: Competition and Quality: Evidence from High-Speed Railways and Airlines

- Hanming Fang, Long Wang and Yang Yang
- 20-021: Subjective Information Choice Processes

- David Dillenberger, R. Vijay Krishna and Philipp Sadowski
- 20-020: Additive-Belief-Based Preferences

- David Dillenberger and Collin Raymond
- 20-019: Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

- Xu Cheng, Winston Dou and Zhipeng Liao
- 20-016: Activity and the incidence of emergencies: Evidence from daily data at the onset of a pandemic

- Jorge Alé-Chilet, Juan Pablo Atal and Patricio Dominguez
- 20-015: Macroeconomic Dynamics and Reallocation in an Epidemic

- Dirk Krueger, Harald Uhlig and Taojun Xie
- 20-014: Health versus Wealth: On the Distributional Effects of Controlling a Pandemic

- Andrew Glover, Jonathan Heathcote, Dirk Krueger and José-Víctor Ríos-Rull
- 20-013: Should Germany Have Built a New Wall?Macroeconomic Lessons from the 2015-18 Refugee Wave

- Christopher Busch, Dirk Krueger, Alexander Ludwig, Irina Popova and Zainab Iftikhar
- 20-012: Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach

- Francis Diebold, Maximilian Gobel, Philippe Goulet Coulombe, Glenn Rudebusch and Boyuan Zhang
- 20-011: Human Mobility Restrictions and the Spread of the Novel Coronavirus (2019-nCoV) in China

- Hanming Fang, Long Wang and Yang Yang
- 20-010: Simple Rules for a Complex World with Arti?cial Intelligence

- Jesus Fernandez-Villaverde
- 20-009: Long-Term Health Insurance: Theory Meets Evidence

- Juan Pablo Atal, Hanming Fang, Martin Karlsson and Nicolas Ziebarth
- 20-008: The Collateral Channel of Monetary Policy: Evidence from China

- Hanming Fang, Yongqin Wang and Xian Wu
- 20-007: Mental Health, Schooling Attainment and Polygenic Scores: Are There Significant Genetic-Environmental Associations?

- Vikesh Amin, Jere Behrman, Jason Fletcher, Carlos A. Flores, Alfonso Flores-Lagunes and Hans-Peter Kohler
- 20-006: Does sorting matter for learning inequality?Evidence from East Africa

- Paul Anand, Jere Behrman, Hai-Anh Dang and Sam Jones
- 20-005: The Causal Effects of Parents’ Schooling on Children’s Schooling in Urban China

- Jere Behrman, Yuan Hu and Junsen Zhang
- 20-004: After-School Tutoring, Household Substitution and Student Achievement: Experimental Evidence from Rural China

- Jere Behrman, C. Simon Fan, Xiangdong Wei, Hongliang Zhang and Junsen Zhang
- 20-003: Self-Ful?lling Debt Crises, Revisited

- Mark Aguiar, Satyajit Chatterjee, Harold Cole and Zachary Stangebye
- 20-001: Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections

- Francis Diebold and Glenn Rudebusch
- 19-020: Lock-in in Dynamic Health Insurance Contracts: Evidence from Chile

- Juan Pablo Atal
- 19-019: Household Labor Search, Spousal Insurance, and Health Care Reform

- Hanming Fang and Andrew Shephard
- 19-018: Learning under Diverse World Views: Model-Based Inference

- George Mailath and Larry Samuelson
- 19-017: Quality Regulation and Competition: Evidence from Pharmaceutical Markets

- Juan Pablo Atal, Jose´ Ignacio Cuesta and Morten Sæthre
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