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 3 (July 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.

• Christian Bayer and Ralph Luetticke, Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation (pdf) (supplementary pdf) (code zip)
• Christopher D. Carroll, Theoretical Foundations of Buffer Stock Saving (pdf) (supplementary pdf) (code zip)
• Drew D. Creal and Jing Cynthia Wu, Bond Risk Premia in Consumption-based Models (pdf) (supplementary pdf) (code zip)
• Brigham R. Frandsen and Lars J. Lefgren, Partial Identification of the Distribution of Treatment Effects with an Application to the Knowledge Is Power Program (KIPP) (pdf) (supplementary pdf) (code zip)
• J. Ignacio García–Pérez and Sílvio Rendon, Family Job Search and Wealth: The Added Worker Effect Revisited (pdf) (supplementary pdf) (code zip)
• Rong Hai, Dirk Krueger and Andrew Postlewaite, On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods (pdf) (supplementary pdf) (code zip)
• Chih-Sheng Hsieh, Lung-Fei Lee, and Vincent Boucher, Specification and Estimation of Network Formation and Network Interaction Models with the Exponential Probability Distribution (pdf) (supplementary pdf) (code zip)
• Michael Keane and Timothy Neal, Climate Change and U.S. Agriculture: Accounting for Multidimensional Slope Heterogeneity in Panel Data (pdf) (supplementary pdf) (code zip)
• Michael P. Leung, Equilibrium Computation in Discrete Network Games (pdf) (supplementary pdf) (code zip)
• Lilia Maliar, Serguei Maliar, John B. Taylor and Inna Tsener, A Tractable Framework for Analyzing a Class of Nonstationary Markov Models (pdf) (supplementary pdf) (code zip)
• Elmar Mertens and James M. Nason, Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility (pdf) (supplementary pdf) (code zip)
• Philipp Renner and Karl Schmedders, Discrete-Time Dynamic Principal-Agent Models: Contraction Mapping Theorem and Computational Treatment (pdf) (code zip)