NBER Papers in JEL Code C5: Mathematical and Quantitative Methods - Econometric Modeling
| 2022 | ||
| w29843 |
Jeremy Magruder |
Highly Powered Analysis Plans |
| w29756 |
Demian Pouzo |
Reinforcing RCTs with Multiple Priors while Learning about External Validity |
| w29656 |
Shoshana Vasserman |
Robust Bounds for Welfare Analysis |
| w29653 |
|
Planning for the "Expected Unexpected": Work and Retirement in the U.S. After the COVID-19 Pandemic Shock |
| w29645 |
Lindsey Currier Edward L. Glaeser |
Urban Mobility and the Experienced Isolation of Students and Adults |
| w29635 |
Minchul Shin Boyuan Zhang |
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
| 2021 | ||
| w29535 |
Dongho Song |
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic |
| w29534 |
Thomas Horvath Thomas Leoni Martin Spielauer |
The Impact of Health and Education on Labor Force Participation in Aging Societies - Projections for the United States and Germany from a Dynamic Microsimulation |
| w29508 |
Olivia R. Natan Hayden Parsley Timothy Schwieg Kevin R. Williams |
Organizational Structure and Pricing: Evidence from a Large U.S. Airline |
| w29413 |
Noah Hammarlund Sara Khor Aasthaa Bansal |
Understanding Algorithmic Discrimination in Health Economics Through the Lens of Measurement Errors |
| w29379 |
Nida Çakır Melek Harry Mamaysky |
Predicting the Oil Market |
| w29316 |
Jonathan H. Wright |
Refining Set-Identification in VARs through Independence |
| w29267 |
Sendhil Mullainathan |
Fragile Algorithms and Fallible Decision-Makers: Lessons from the Justice System |
| w29232 |
|
Measuring Market Expectations |
| w29202 |
Bradley Larsen |
How Well Does Bargaining Work in Consumer Markets? A Robust Bounds Approach |
| w29170 |
Christian Hansen Jorge Pérez Pérez Jesse M. Shapiro |
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design |
| w29084 |
Simone Lenzu Quinn Maingi Holger Mueller |
Propagation and Amplification of Local Productivity Spillovers |
| w29070 |
Suzanne Bellue Dean Karlan Christopher R. Udry Joshua Blumenstock |
Machine Learning and Mobile Phone Data Can Improve the Targeting of Humanitarian Assistance |
| w29048 |
Song Ma |
Persuading Investors: A Video-Based Study |
| w29003 |
Danilo Leiva-León Eric R. Sims |
Tracking Weekly State-Level Economic Conditions |
| w29002 |
Dacheng Xiu Dake Zhang |
Test Assets and Weak Factors |
| w28994 |
Chris Papageorgiou Tong Xu Tao Zha |
The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization |
| w28853 |
Xiaohong Chen Frank Schorfheide |
Heterogeneity and Aggregate Fluctuations |
| w28801 |
Hui Xie |
Simplifying Bias Correction for Selective Sampling: A Unified Distribution-Free Approach to Handling Endogenously Selected Samples |
| w28698 |
Juan Pantano |
Structural Models: Inception and Frontier |
| w28617 |
Jesús Fernández-Villaverde Juan Rubio Ramírez Minchul Shin |
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes |
| w28582 |
Songyuan Teng Robert Townsend |
Branch Expansion versus Digital Banking: The Dynamics of Growth and Inequality in a Spatial Equilibrium Model |
| w28516 |
Yuhei Miyauchi |
Measuring Commuting and Economic Activity inside Cities with Cell Phone Records |
| w28432 |
Bryan T. Kelly Lasse Heje Pedersen |
Is There A Replication Crisis In Finance? |
| w28429 |
Sylvain Chassang |
Data-Driven Incentive Alignment in Capitation Schemes |
| w28350 |
Christopher Conlon Michael Sinkinson |
Common Ownership and Competition in the Ready-to-Eat Cereal Industry |
| 2020 | ||
| w28273 |
Arun G. Chandrasekhar Tyler H. McCormick |
Identifying the Latent Space Geometry of Network Models through Analysis of Curvature |
| w28265 |
Derek Lemoine |
What Were the Odds? Estimating the Market's Probability of Uncertain Events |
| w28241 |
Peter Hull Parag A. Pathak Christopher R. Walters |
Simple and Credible Value-Added Estimation Using Centralized School Assignment |
| w28228 |
Glenn D. Rudebusch |
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
| w28140 |
Jean Jacod Dacheng Xiu |
Inference on Risk Premia in Continuous-Time Asset Pricing Models |
| w28113 |
Andrea Moro |
LATE for History |
| w28014 |
Pierre Guérin |
A Comparison of Monthly Global Indicators for Forecasting Growth |
| w27991 |
Pablo Cuba-Borda Kenji Higa-Flores Frank Schorfheide Sergio Villalvazo |
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints |
| w27962 |
|
Sparse Network Asymptotics for Logistic Regression |
| w27879 |
Anne Driscoll David Lobell Stefano Ermon |
Using Satellite Imagery to Understand and Promote Sustainable Development |
| w27864 |
Stefano Giglio |
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data |
| w27802 |
Magne Mogstad Jack Mountjoy |
On the Use of Outcome Tests for Detecting Bias in Decision Making |
| w27756 |
Giovanni Compiani |
An Instrumental Variable Approach to Dynamic Models |
| w27684 |
Günter J. Hitsch Anna Tuchman |
Generalizable and Robust TV Advertising Effects |
| w27574 |
Adriana D. Kugler Umberto Muratori |
Do Unemployment Insurance Benefits Improve Match and Employer Quality? Evidence from Recent U.S. Recessions |
| w27411 |
Soumya Bhadury Jay Surti |
Financial Vulnerability and Risks to Growth in Emerging Markets |
| w27410 |
Ronen Israel Matthew P. Richardson |
Biases in Long-Horizon Predictive Regressions |
| w27388 |
Semyon Malamud Lasse H. Pedersen |
Principal Portfolios |
| w27248 |
Hyungsik Roger Moon Frank Schorfheide |
Panel Forecasts of Country-Level Covid-19 Infections |
| w27247 |
Noah S. Miller Mehreen Mookerjee Edson R. Severnini |
A Unifying Approach to Measuring Climate Change Impacts and Adaptation |
| w27214 |
Patrick C. Higgins Tao Zha |
Cyclical Lending Standards: A Structural Analysis |
| w27182 |
Serena Ng |
Latent Dirichlet Analysis of Categorical Survey Expectations |
| w27175 |
Andrew W. Lo Danying Xiao Qingyang Xu |
Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics during Epidemic Outbreaks |
| w27111 |
Jon Kleinberg Sendhil Mullainathan Jens Ludwig |
An Economic Approach to Regulating Algorithms |
| w27029 |
Megan S. Schuler Elizabeth A. Stuart Stephen Patrick Elizabeth McNeer Rosanna Smart David Powell Bradley Stein Terry Schell Rosalie Liccardo Pacula |
Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality |
| w27001 |
Dimitris Korobilis Thomas K. Lee |
Energy Markets and Global Economic Conditions |
| w26954 |
Karel Mertens James H. Stock |
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak |
| w26939 |
Òscar Jordà Alan M. Taylor |
Decomposing the Fiscal Multiplier |
| w26849 |
Giovanni Compiani |
A Method to Estimate Discrete Choice Models that is Robust to Consumer Search |
| w26826 |
Marco Del Negro Edward P. Herbst Ethan Matlin Reca Sarfati Frank Schorfheide |
Online Estimation of DSGE Models |
| w26648 |
Bryan T. Kelly Asaf Manela Dacheng Xiu |
The Structure of Economic News |
| 2019 | ||
| w26596 |
|
Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald |
| w26593 |
James H. Stock Mark W. Watson |
An Econometric Model of International Long-run Growth Dynamics |
| w26591 |
Diego Puga |
Urban Growth and its Aggregate Implications |
| w26584 |
Brigham Frandsen |
Machine Labor |
| w26569 |
Hyungsik Roger Moon Frank Schorfheide |
Forecasting with a Panel Tobit Model |
| w26531 |
Samuel Stolper |
Using Machine Learning to Target Treatment: The Case of Household Energy Use |
| w26517 |
Asaf Manela Alan Moreira |
Text Selection |
| w26505 |
Tian Xie Tao Zeng |
Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? |
| w26418 |
Winston Wei Dou Leonid Kogan |
Measuring "Dark Matter" in Asset Pricing Models |
| w26493 |
Andreas Neuhierl Michael Weber |
Estimating The Anomaly Base Rate |
| w26424 |
Jerry A. Hausman Whitney K. Newey |
Demand Analysis with Many Prices |
| w26422 |
Sebastian Galiani |
Assessing External Validity |
| w26389 |
Ali Hortaçsu John A. List Ian Muir Jeffrey M. Wooldridge |
Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings |
| w26340 |
Fatih Guvenen Tatjana Kleineberg |
Benchmarking Global Optimizers |
| w26331 |
Diego Restuccia Juan Pablo Rud |
Are Small Farms Really more Productive than Large Farms? |
| w26329 |
Martin Thyrsgaard Viktor Todorov |
Cross-Sectional Dispersion of Risk in Trading Time |
| w26178 |
René García Franceschini Christopher R. Knittel Chikara Onda Kelly Roache |
Machine Learning for Solar Accessibility: Implications for Low-Income Solar Expansion and Profitability |
| w26253 |
Shifrah Aron-Dine Wendy Dunn Laura Feiveson Paul Lengermann Claudia Sahm |
From Transactions Data to Economic Statistics: Constructing Real-time, High-frequency, Geographic Measures of Consumer Spending |
| w26186 |
Bryan T. Kelly Dacheng Xiu |
Predicting Returns With Text Data |
| w26168 |
Ziad Obermeyer |
Diagnosing Physician Error: A Machine Learning Approach to Low-Value Health Care |
| w26165 |
Domonkos F. Vamossy |
Predicting Consumer Default: A Deep Learning Approach |
| w26053 |
John B. Taylor |
Forward Guidance: Is It Useful Away from the Lower Bound? |
| w26033 |
Leland D. Crane Ryan A. Decker Adrian Hamins-Puertolas Christopher Kurz |
Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data |
| w26016 |
Sida Peng |
On Testing Continuity and the Detection of Failures |
| w25980 |
Robert A. Blair Christopher Blattman Oeindrila Dube Matthew Gudgeon Richard Merton Peck |
The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia |
| w25947 |
Pascaline Dupas Shin Kanaya |
Demand and Welfare Analysis in Discrete Choice Models with Social Interactions |
| w25899 |
Serena Ng |
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
| w25854 |
Sendhil Mullainathan |
Simplicity Creates Inequity: Implications for Fairness, Stereotypes, and Interpretability |
| w25837 |
Bradley J. Speigner Jyldyz Djumalieva David Copple James Thurgood |
Transforming Naturally Occurring Text Data Into Economic Statistics: The Case of Online Job Vacancy Postings |
| w25827 |
Alexander Torgovitsky Hanbin Yang |
Nonparametric Estimates of Demand in the California Health Insurance Exchange |
| w25781 |
Thomas J. Sargent |
Macroeconomic Uncertainty Prices when Beliefs are Tenuous |
| w25607 |
Itai Ashlagi Michael A. Rees Paulo J. Somaini Daniel C. Waldinger |
Equilibrium Allocations under Alternative Waitlist Designs: Evidence from Deceased Donor Kidneys |
| w25519 |
Rajnish Mehra |
Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion |
| w25481 |
Stefano Giglio Dacheng Xiu |
Taming the Factor Zoo: A Test of New Factors |
| w25449 |
Geert Bekaert |
Currency Factors |
| w25429 |
Nicola Lacetera Astrid Marinoni |
How Does Scientific Progress Affect Cultural Changes? A Digital Text Analysis |
| w25420 |
George Panayotov |
Good Carry, Bad Carry |
| 2018 | ||
| w25398 |
Bryan Kelly Dacheng Xiu |
Empirical Asset Pricing via Machine Learning |
| w25361 |
Lars A. Lochstoer Stig R. H. Lundeby |
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off |
| w25320 |
|
Shackling the Identification Police? |
| w25134 |
Paul T. Scott Eduardo Souza-Rodrigues |
Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models |
| w25102 |
Hyungsik Roger Moon Frank Schorfheide |
Forecasting with Dynamic Panel Data Models |
| w25021 |
Barbara Rossi |
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates |
| w24967 |
Minchul Shin |
Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives |
| w24930 |
Kala Krishna Jinwen Wang |
Taking PISA Seriously: How Accurate are Low Stakes Exams? |
| w24883 |
Maria Dolores Palacios |
The Determinants of Teachers' Occupational Choice |
| w24858 |
Markus Pelger |
Factors that Fit the Time Series and Cross-Section of Stock Returns |
| w24810 |
Gautam Gowrisankaran Ashley Langer |
Escalation of Scrutiny: The Gains from Dynamic Enforcement of Environmental Regulations |
| w24755 |
Tian Xie |
The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success |
| w24698 |
Bradley Larsen Kane Sweeney Caio Waisman |
The Simple Empirics of Optimal Online Auctions |
| w24618 |
Markus Pelger |
Estimating Latent Asset-Pricing Factors |
| w24477 |
Christopher R. Walters |
On Heckits, LATE, and Numerical Equivalence |
| w24334 |
Victor Chernozhukov Ali Hortaçsu Junichi Suzuki |
The Impact of Big Data on Firm Performance: An Empirical Investigation |
| w24214 |
Joe Mazur Yongjoon Park James W. Roberts Andrew Sweeting Jun Zhang |
Endogenous and Selective Service Choices After Airline Mergers |
| 2017 | ||
| w24117 |
Augustine Denteh Rusty Tchernis |
On the Estimation of Treatment Effects with Endogenous Misreporting |
| w23998 |
Byoungchan Lee |
A Note on Variance Decomposition with Local Projections |
| w23933 |
Adam D. Clark-Joseph Mao Ye |
Sparse Signals in the Cross-Section of Returns |
| w23908 |
Christopher Knittel David Rapson Mar Reguant Catherine Wolfram |
Machine Learning from Schools about Energy Efficiency |
| w23775 |
Sanjog Misra |
Personalized Pricing and Consumer Welfare |
| w23673 |
|
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
| w23672 |
Serena Ng |
Level and Volatility Factors in Macroeconomic Data |
| w23669 |
Christopher R. Taber |
Indirect Inference with Importance Sampling: An Application to Women's Wage Growth |
| w23650 |
Mao Ye |
Investment-Horizon Spillovers |
| w23610 |
Margaret L. Holland Kevin K. Makino Rodrigo Pinto Maria Rosales-Rueda |
An Analysis of the Memphis Nurse-Family Partnership Program |
| w23569 |
Bradley J. Larsen |
Identification in Ascending Auctions, with an Application to Digital Rights Management |
| w23534 |
Alexander Bolton Tom Balmat Jerome P. Reiter John M. de Figueiredo Ashwin Machanavajjhala Yan Chen Charles Kneifel Mark DeLong |
A Framework for Sharing Confidential Research Data, Applied to Investigating Differential Pay by Race in the U. S. Government |
| w23527 |
Dacheng Xiu |
Inference on Risk Premia in the Presence of Omitted Factors |
| w23521 |
Giovanni Nicolò |
A Generalized Approach to Indeterminacy in Linear Rational Expectations Models |
| w23443 |
Sara B. Heller |
Rethinking the Benefits of Youth Employment Programs: The Heterogeneous Effects of Summer Jobs |
| w23232 |
Jörn-Steffen Pischke Hannes Schwandt |
Poorly Measured Confounders are More Useful on the Left Than on the Right |
| w23227 |
Andreas Neuhierl Michael Weber |
Dissecting Characteristics Nonparametrically |
| w23225 |
Sai Ma Serena Ng |
Shock Restricted Structural Vector-Autoregressions |
| w23198 |
Pinar Yildirim |
Matching Pennies on the Campaign Trail: An Empirical Study of Senate Elections and Media Coverage |
| w23186 |
Mark W. Watson |
Long-Run Covariability |
| w23180 |
Himabindu Lakkaraju Jure Leskovec Jens Ludwig Sendhil Mullainathan |
Human Decisions and Machine Predictions |
| w23089 |
Matthew Gentzkow |
Social Media and Fake News in the 2016 Election |
| 2016 | ||
| w22976 |
Denis Nekipelov Paul Novosad Stephen P. Ryan |
Classification Trees for Heterogeneous Moment-Based Models |
| w22959 |
Tian Xie |
Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? |
| w22516 |
Minchul Shin |
Assessing Point Forecast Accuracy by Stochastic Error Distance |
| w22460 |
Mario Crucini |
Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach |
| w22402 |
Tao Zha Karen Zhong |
Forecasting China's Economic Growth and Inflation |
| w22375 |
Gregory Lewis |
Dynamic Demand Estimation in Auction Markets |
| w22364 |
Lars Peter Hansen |
Term Structure of Uncertainty in the Macroeconomy |
| w22124 |
Andrew Hillis Scott Duke Kominers Michael Luca |
Crowdsourcing City Government: Using Tournaments to Improve Inspection Accuracy |
| w22095 |
Scott Stern |
The State of American Entrepreneurship: New Estimates of the Quality and Quantity of Entrepreneurship for 32 US States, 1988-2014 |
| w22000 |
Thomas J. Sargent |
Sets of Models and Prices of Uncertainty |
| w21862 |
Juan F. Rubio Ramírez Frank Schorfheide |
Solution and Estimation Methods for DSGE Models |
| 2015 | ||
| w21778 |
Scott Duke Kominers Michael Luca Nikhil Naik |
Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life |
| w21671 |
Judd B. Kessler |
The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons |
| w21641 |
Adam M. Rosen |
Partial Identification in Applied Research: Benefits and Challenges |
| w21584 |
Dacheng Xiu |
Principal Component Analysis of High Frequency Data |
| w21554 |
George B. Bulman |
The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid |
| w21527 |
Paul T. Scott Eduardo Souza-Rodrigues |
Identification of Counterfactuals in Dynamic Discrete Choice Models |
| w21500 |
Philip Haile |
Identification in Differentiated Products Markets |
| w21491 |
Nicola Fusari Viktor Todorov |
The Pricing of Short-Term market Risk: Evidence from Weekly Options |
| w21329 |
|
Backtesting Strategies Based on Multiple Signals |
| w21212 |
|
Structural Gravity and Fixed Effects |
| w21125 |
Victor Chernozhukov Han Hong Denis Nekipelov |
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game |
| w21124 |
Ying Jiang Patrick Bajari |
Improving Policy Functions in High-Dimensional Dynamic Games |
| w20978 |
Ilya A. Strebulaev |
Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies |
| w20963 |
Bryan T. Kelly Seth Pruitt |
Systemic Risk and the Macroeconomy: An Empirical Evaluation |
| w20955 |
Denis Nekipelov Stephen P. Ryan Miaoyu Yang |
Demand Estimation with Machine Learning and Model Combination |
| w20954 |
Scott Stern |
Nowcasting and Placecasting Entrepreneurial Quality and Performance |
| w20827 |
Omar Barbiero Carlo Favero Francesco Giavazzi Matteo Paradisi |
Austerity in 2009-2013 |
| w20821 |
Yan Ji Robert M. Townsend D. Filiz Unsal |
Distinguishing Constraints on Financial Inclusion and Their Impact on GDP, TFP, and the Distribution of Income |
| 2014 | ||
| w20775 |
Paulo Somaini |
Demand Analysis using Strategic Reports: An application to a school choice mechanism |
| w20767 |
|
An Empirical Model of the Medical Match |
| w20673 |
Matthew Gentzkow Jesse M. Shapiro |
Measuring the Sensitivity of Parameter Estimates to Estimation Moments |
| w20594 |
Jing Cynthia Wu |
Monetary Policy Uncertainty and Economic Fluctuations |
| w20592 |
Yan Liu Heqing Zhu |
. . . and the Cross-Section of Expected Returns |
| w20575 |
Raiden B. Hasegawa Frank Schorfheide |
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance |
| w20501 |
Moritz Schularick Alan M. Taylor |
The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
| w20445 |
Laura Veldkamp |
Understanding Uncertainty Shocks and the Role of Black Swans |
| w20431 |
|
The Efficiency of Real-World Bargaining: Evidence from Wholesale Used-Auto Auctions |
| w20303 |
Dongho Song Amir Yaron |
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach |
| w20276 |
Matthew O. Jackson |
Tractable and Consistent Random Graph Models |
| w20055 |
Marc P. Giannoni Frank Schorfheide |
Inflation in the Great Recession and New Keynesian Models |
| w20022 |
|
Behavioral and Descriptive Forms of Choice Models |
| w19792 |
Zhipeng Liao Frank Schorfheide |
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities |
| 2013 | ||
| w19712 |
Dongho Song |
Real-Time Forecasting with a Mixed-Frequency VAR |
| w19693 |
Luigi Bocola Frank Schorfheide |
Assessing DSGE Model Nonlinearities |
| w19684 |
Jessica A. Wachter |
Maximum likelihood estimation of the equity premium |
| w19617 |
Robert M. Townsend |
Dynamic Financial Constraints: Distinguishing Mechanism Design from Exogenously Incomplete Regimes |
| w19567 |
Hal R. Varian |
Bayesian Variable Selection for Nowcasting Economic Time Series |
| w19565 |
Kenneth I. Wolpin |
To Hold Out or Not to Hold Out |
| w19506 |
Moritz HP. Schularick Alan M. Taylor |
Sovereigns versus Banks: Credit, Crises, and Consequences |
| w19457 |
Vadim Khramov Giovanni Nicolò |
Solving and Estimating Indeterminate DSGE Models |
| w19414 |
Alan M. Taylor |
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy |
| w19355 |
Òscar Jordà Guido Kuersteiner |
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited |
| w19248 |
Pablo Cuba-Borda Frank Schorfheide |
Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries |
| w19103 |
Rogier J.D. Potter van Loon |
Wall Street vs. Main Street: An Evaluation of Probabilities |
| w19037 |
Juan R. A. Bobenrieth Brian D. Wright |
Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices. |
| w19035 |
Jonathan D. Levin |
The Data Revolution and Economic Analysis |
| w18995 |
Marie Hoerova |
The VIX, the Variance Premium and Stock Market Volatility |
| w18983 |
Jesús Fernández-Villaverde Juan Rubio-Ramírez |
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications |
| w18870 |
Mark W. Watson |
Measuring Uncertainty about Long-Run Prediction |
| w18850 |
Chenghuan Sean Chu Denis Nekipelov Minjung Park |
A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications |
| w18797 |
|
Fiscal Stability of High-Debt Nations under Volatile Economic Conditions |
| 2012 | ||
| w18467 |
Michele Lenza Giorgio E. Primiceri |
Prior Selection for Vector Autoregressions |
| w18391 |
|
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests |
| w18382 |
Nelson C. Mark Kenneth D. West |
Factor Model Forecasts of Exchange Rates |
| w18247 |
|
Econometric Analysis of Present Value Models When the Discount Factor Is near One |
| w18222 |
Justin Wolfers Eric Zitzewitz |
Prediction Markets for Economic Forecasting |
| w18181 |
|
Continuous-Time Linear Models |
| w18132 |
Michal Grajek |
International Standards and International Trade: Empirical Evidence from ISO 9000 Diffusion |
| w18063 |
|
Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars |
| w18046 |
Nicola Fusari Viktor Todorov |
Parametric Inference and Dynamic State Recovery from Option Panels |
| w17998 |
Kenneth S. Rogoff Barbara Rossi |
Can Oil Prices Forecast Exchange Rates? |
| w17906 |
Abhishek Gupta |
Posterior Predictive Analysis for Evaluating DSGE Models |
| w17890 |
Patrick Bayer Federico A. Bugni Jonathan James |
Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration |
| w17791 |
Tao Zha |
Confronting Model Misspecification in Macroeconomics |
| 2011 | ||
| w17621 |
Moritz HP. Schularick Alan M. Taylor |
When Credit Bites Back: Leverage, Business Cycles, and Crises |
| w17273 |
Florian Heiss Daniel McFadden Joachim Winter |
"Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health |
| w17196 |
Andrea Moro Giorgio Topa |
The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions |
| w17150 |
Alan M. Taylor |
Performance Evaluation of Zero Net-Investment Strategies |
| w17090 |
Geert Bekaert Seonghoon Cho Koen Inghelbrecht Antonio Moreno |
Macroeconomic Regimes |
| w16951 |
Todd B. Walker Shu-Chun Susan Yang |
Foresight and Information Flows |
| w16949 |
Justin Wolfers Eric Zitzewitz |
How Prediction Markets Can Save Event Studies |
| w16906 |
Scott Joslin |
Generalized Transform Analysis of Affine Processes and Applications in Finance |
| w16781 |
|
Estimation and Evaluation of DSGE Models: Progress and Challenges |
| w16725 |
Simon Gilchrist Jonathan H. Wright Egon Zakrajsek |
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach |
| w16704 |
Jeremy Piger |
Determinants of Foreign Direct Investment |
| 2010 | ||
| w16593 |
Julian Reif |
Accounting for Anticipation Effects: An Application to Medical Malpractice Tort Reform |
| w16567 |
Moritz Schularick Alan M. Taylor |
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons |
| w16566 |
Ivan Fernandez-Val |
ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework |
| w16469 |
Georg Strasser |
On the Correlation Structure of Microstructure Noise: A Financial Economic Approach |
| w16223 |
Mila Getmansky Andrew W. Lo Loriana Pelizzon |
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors |
| w16207 |
|
Policy Analysis with Incredible Certitude |
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Program Evaluation and Research Designs |
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The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics |
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Paolo A. Pesenti |
Commodity prices, commodity currencies, and global economic developments |
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Rusty Tchernis |
Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program |
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Lars Peter Hansen Mark Hendricks José A. Scheinkman |
Risk Price Dynamics |
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Amy Finkelstein Jonathan Levin |
Beyond Testing: Empirical Models of Insurance Markets |
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Petra E. Todd |
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples |
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Cesare Robotti Jay Shanken |
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology |
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Sandra G. Sosa-Rubi |
Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable |
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Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009) |
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Keith Sill Maxym Kryshko |
DSGE Model-Based Forecasting of Non-modelled Variables |
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Frank Schorfheide |
Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs |
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Guido W. Imbens Geert Ridder |
Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis |
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Volker Wieland |
Surprising Comparative Properties of Monetary Models: Results from a New Data Base |
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Tobias Cwik John B. Taylor Volker Wieland |
New Keynesian versus Old Keynesian Government Spending Multipliers |
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Estimating the Effect of a Gasoline Tax on Carbon Emissions |
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Student sorting and bias in value added estimation: Selection on observables and unobservables |
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Kenneth D. West |
Forecast Evaluation of Small Nested Model Sets |
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Michele Lenza Lucrezia Reichlin |
Business Cycles in the Euro Area |
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Patrick J. Kehoe Ellen R. McGrattan |
Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? |
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Amy Finkelstein Mark R. Cullen |
Estimating Welfare in Insurance Markets Using Variation in Prices |
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Mark W. Watson |
Phillips Curve Inflation Forecasts |
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Bruce Preston |
Bayesian Averaging, Prediction and Nonnested Model Selection |
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Martin Uribe |
What's News in Business Cycles |
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Jonathan H. Wright |
Efficient Prediction of Excess Returns |
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The Continuing Puzzle of Short Horizon Exchange Rate Forecasting |
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Theory and Empirical Work on Imperfectly Competitive Markets |
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Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms |
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Kenneth Rogoff Barbara Rossi |
Can Exchange Rates Forecast Commodity Prices? |
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Global Forces and Monetary Policy Effectiveness |
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Roberto Motto Massimo Rostagno |
Shocks, Structures or Monetary Policies? The Euro Area and US After 2001 |
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Construction and Interpretation of Model-Free Implied Volatility |
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Jonathan H. Wright |
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset |
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Estimates of the Magnitude of Financial and Tax Reporting Conflicts |
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Amy Finkelstein Paul Schrimpf |
The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market |
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Does Age Structure Forecast Economic Growth? |
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Replication in Economics |
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No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications |
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Beliefs, Doubts and Learning: Valuing Economic Risk |
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The Term Structure of Real Rates and Expected Inflation |
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Multifrequency Jump-Diffusions: An Equilibrium Approach |
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DSGE Models in a Data-Rich Environment |
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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression |
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Two Flaws In Business Cycle Accounting |
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On the Heterogeneity of Dowry Motives |
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How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach |
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Approximately Normal Tests for Equal Predictive Accuracy in Nested Models |
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Why Has U.S. Inflation Become Harder to Forecast? |
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On the Failure of the Bootstrap for Matching Estimators |
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Nonparametric Tests for Treatment Effect Heterogeneity |
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Empirical Models of Auctions |
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Reconciling the Return Predictability Evidence |
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Testing Portfolio Efficiency with Conditioning Information |
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Regression Discontinuity Inference with Specification Error |
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Prediction Markets in Theory and Practice |
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Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program |
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Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk |
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CAPM Over the Long Run: 1926-2001 |
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The Role of Beliefs in Inference for Rational Expectations Models |
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Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects |
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Nonrenewable Resource Prices: Deterministic or Stochastic Trends? |
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Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
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Understanding and Comparing Factor-Based Forecasts |
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Marcel Fratzscher Roberto Rigobon |
Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission |
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Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
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Model Uncertainty and Policy Evaluation: Some Theory and Empirics |
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Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model |
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Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994 |
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Michael Ostrovsky Steve Berry |
Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples) |
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Elements of a Theory of Design Limits to Optimal Policy |
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C. Lanier Benkard Jonathan Levin |
Estimating Dynamic Models of Imperfect Competition |
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Douglas Laxton Paolo Pesenti |
Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assesment |
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John Whalley |
The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach |
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Policy Evaluation in Uncertain Economic Environments |
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Rosa Matzkin Lars Nesheim |
Simulation and Estimation of Nonaddative Hedonic Models |
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Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities |
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Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data |
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Regime-Switching and the Estimation of Multifractal Processes |
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Paolo Pesenti |
Monetary Rules for Small, Open, Emerging Economies |
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Kristin J. Forbes |
Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia |
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An Empirical Investigation of Continuous-Time Equity Return Models |
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Quantifying the Benefits of New Products: The Case of the Minivan |
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Geert Bekaert |
Stock Return Predictability: Is it There? |
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Zhenyu Wang |
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods |
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James J. Heckman Edward J. Vytlacil |
Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ... |
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Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect |
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Interactions-Based Models |
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Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price |
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Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy |
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Petra Todd Wilbert Van der Klaauw |
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design |
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Dynamic Factor Demand Models and Productivity Analysis |
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Thomas Romer Holger Sieg |
The Tiebout Hypothesis and Majority Rule: An Empirical Analysis |
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Menzie D. Chinn |
Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys |
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Scott Stern Manuel Trajtenberg |
Patient Welfare and Patient Compliance: An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation |
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Jinyong Hahn Anthony S. Tay |
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange |
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Francis X. Diebold |
How Relevant is Volatility Forecasting for Financial Risk Management? |
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Holger Sieg |
Estimating Equilibrium Models of Local Jurisdictions |
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Geert Bekaert |
Regime Switches in Interest Rates |
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Michael W. McCracken |
Regression-Based Tests of Predictive Ability |
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Francis X. Diebold |
Cointegration and Long-Horizon Forecasting |
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Todd A. Gunther Anthony S. Tay |
Evaluating Density Forecasts |
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Tim Bollerslev |
Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts |
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Identifying the Common Component in International Economic Fluctuations |
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Forecast Evaluation and Combination |
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Frederic S. Mishkin |
Predicting U.S. Recessions: Financial Variables as Leading Indicators |
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Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules |
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Comparing Predictive Accuracy |
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Small Sample Properties of Generalized Method of Moments Based Wald Tests |
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The Predictive Ability of Several Models of Exchange Rate Volatility |
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Inventory Models |
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Price Margins and Capital Adjustment: Canadian Mill Products and Pulp and Paper Industries |
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Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns |
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editor |
Econometric Models of Cyclical Behavior, Volumes 1 and 2 |
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