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.

• Pierfederico Asdrubali, Simone Tedeschi, and Luigi Ventura, Household Risksharing Channels (pdf) (code zip)
• Stéphane Auray and David L. Fuller, Eligibility, Experience Rating, and Unemployment Insurance Take-up (pdf) (supplementary pdf) (code zip)
• Daniel Bauer, Jochen Russ, and Nan Zhu, Asymmetric Information in Secondary Insurance Markets: Evidence from the Life Settlements Market (pdf) (supplementary pdf) (code zip)
• Nathan Canen, Jacob Schwartz, and Kyungchul Song, Estimating Local Interactions Among Many Agents Who Observe their Neighbors (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)
• J. Ignacio García–Pérez and Sílvio Rendon, Family Job Search and Wealth: The Added Worker Effect Revisited (pdf) (supplementary pdf) (code zip)
• François Gerard, Miikka Rokkanen, and Christoph Rothe, Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable (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)
• Zhipeng Liao and Xiaoxia Shi, A Nondegenerate Vuong Test and Post Selection Confidence Intervals for Semi/Nonparametric Models (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)
• Pierre Perron, Yohei Yamamoto, and Jing Zhou, Testing jointly for structural changes in the error variance and coefficients of a linear regression model (pdf) (code zip)
• Yichong Zhang and Xin Zheng, Quantile Treatment Effects and Bootstrap Inference under Covariate-Adaptive Randomization (pdf) (supplementary pdf) (code zip)
• Gerard J. van den Berg, Antoine Bozio, and Mónica Costa Dias, Policy Discontinuity and Duration Outcomes (pdf) (code zip)