Quantitative Economics

The Econometric Society was founded to promote studies that aim at a unification of the theoretical-quantitative and empirical-quantitative approaches to economic problems and that are penetrated by constructive and rigorous thinking.

Quantitative Economics was created in 2009 to provide a home for papers that fulfill this vision, complementing the role currently played by Econometrica.

Current Issue: Volume 11, Issue 2 (May 2020)

Papers to appear

The following papers have been accepted and will appear in future issues. The links below lead to the final accepted papers in their working paper formats. The papers will be copyedited and typeset for publication.

• Chunrong Ai, Oliver Linton, Kaiji Motegi, and Zheng Zhang, A Unified Framework for Efficient Estimation of General Treatment Models (pdf) (code zip)
• Francesco Bianchi and Giovanni Nicolò, A Generalized Approach to Indeterminacy in Linear Rational Expectations Models (pdf) (supplementary pdf) (code zip)
• Iavor Bojinov, Ashesh Rambachan, and Neil Shephard, Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective (pdf) (supplementary pdf) (code zip)
• Tim Bollerslev, Jia Li, and Zhipeng Liao, Fixed-k Inference for Volatility (pdf) (supplementary pdf) (code zip)
• Jake Bradley and Axel Gottfries, A Job Ladder Model with Stochastic Employment Opportunities (pdf) (supplementary pdf) (code zip)
• Christopher D. Carroll, Theoretical Foundations of Buffer Stock Saving (pdf) (supplementary pdf) (code zip)
• Morris A. Davis, Jesse Gregory, Daniel A. Hartley, and Kegon T. K. Tan, Neighborhood Effects and Housing Vouchers (pdf) (supplementary pdf) (code zip)
• John B. Donaldson and Rajnish Mehra, Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion (pdf) (code zip)
• Xavier D’Haultfoeuille, Christophe Gaillac, and Arnaud Maurel, Rationalizing Rational Expectations: Characterizations and Tests (pdf) (supplementary pdf) (code zip)
• Bruno Ferman and Cristine Pinto, Synthetic Controls with Imperfect Pre-Treatment Fit (pdf) (supplementary pdf) (code zip)
• Gabriele Fiorentini and Enrique Sentana, Specification tests for non-Gaussian maximum likelihood estimators (pdf) (supplementary pdf) (code zip)
• Joachim Freyberger and Bradley Larsen , Identification in Ascending Auctions, with an Application to Digital Rights Management (pdf) (code zip)
• Dana Galizia, Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods (pdf) (supplementary pdf) (code zip)
• Laura Grigolon, Blurred boundaries: a flexible approach for segmentation applied to the car market (pdf) (supplementary pdf) (code zip)
• Naijia Guo and Charles Ka Yui Leung, Do Elite Colleges Matter? The Impact on Entrepreneurship Decisions and Career Dynamics (pdf) (supplementary pdf) (code zip)
• Johannes Hoelzemann and Nicolas Klein, Bandits in the Lab (pdf) (supplementary pdf) (code zip)
• Richard Holden, Michael Keane and Matthew Lilley, Peer Effects on the United States Supreme Court (pdf) (supplementary pdf) (code zip)
• Peter Horvath, „Jia Li, Zhipeng Liao, and Andrew J. Patton, A Consistent Specification Test for Dynamic Quantile Models (pdf) (supplementary pdf) (code zip)
• Atsushi Inoue and Barbara Rossi, A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy (pdf) (code zip)
• Shakeeb Khan, Fu Ouyang and Elie Tamer, Inference on Semiparametric Multinomial Response Models (pdf) (supplementary pdf) (code zip)
• Stéphane Lhuissier and Fabien Tripier, Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation (pdf) (code zip)
• Miguel Sarzosa and Sergio Urzúa, Bullying Among Adolescents: The Role of Skills (pdf) (supplementary pdf) (code zip)