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 12, Issue 3 (July 2021)

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.

• Victor Aguirregabiria and Mathieu Marcoux, Imposing equilibrium restrictions in the estimation of dynamic discrete games (pdf) (supplementary pdf) (code zip)
• Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifie, and Yuanyuan Wan, Testing Identifying Assumptions in Fuzzy Regression Discontinuity Designs (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)
• Bruno Ferman and Cristine Pinto, Synthetic Controls with Imperfect Pre-Treatment Fit (pdf) (supplementary pdf) (code zip)
• Joachim Freyberger and Bradley Larsen , Identification in Ascending Auctions, with an Application to Digital Rights Management (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)
• Peter Horvath, „Jia Li, Zhipeng Liao, and Andrew J. Patton, A Consistent Specification Test for Dynamic Quantile Models (pdf) (supplementary pdf) (code zip)
• Hidehiko Ichimura and Whitney K. Newey, The Influence Function of Semiparametric Estimators (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)
• Anke D. Leroux, Vance L. Martin, and Kathryn A. St. John, Modelling Time-varying Risk of Natural Resource Assets: Implications of Climate Change (pdf) (supplementary pdf) (code zip)
• Stéphane Lhuissier and Fabien Tripier, Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation (pdf) (code zip)