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 1 (January 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.

• Jaap H. Abbring and Øystein Daljord, Identifying the Discount Factor in Dynamic Discrete Choice Models (pdf)
• Christian Ahlin, Group Lending, Matching Patterns, and the Mystery of Microcredit: Evidence from Thailand (pdf) (code zip)
• 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)
• Michael Böhm, The Price of Polarization: Estimating Task Prices under Routine-Biased Technical Change (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)
• Victor Chernozhukov, Iván Fernández-Val, Whitney Newey, Sami Stouli, and Francis Vella, Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models (pdf) (supplementary pdf) (code zip)
• Rowena Crawford and Cormac O'Dea, Household portfolios and financial preparedness for retirement (pdf) (supplementary pdf) (code zip)
• Thorsten Drautzburg, A Narrative Approach to a Fiscal DSGE Model (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)
• Ruixuan Liu, A Competing Risks Model with Time-Varying Heterogeneity and Simultaneous Failure (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)
• Christian A. Stoltenberg and Swapnil Singh, Consumption Insurance with Advance Information (pdf) (supplementary pdf) (code zip)
• Jungmo Yoon and Antonio F. Galvao, Cluster Robust Covariance Matrix Estimation in Panel Quantile Regression with Individual Fixed Effects (pdf) (supplementary pdf) (code zip)
• Yichong Zhang and Xin Zheng, Quantile Treatment Effects and Bootstrap Inference under Covariate-Adaptive Randomization (pdf) (supplementary pdf) (code zip)
• Yu Zhu, Inference in Non-Parametric/Semi-Parametric Moment Equality Models with Shape Restrictions (pdf) (supplementary pdf) (code zip)
• Gerard J. van den Berg, Antoine Bozio, and Mónica Costa Dias, Policy Discontinuity and Duration Outcomes (pdf) (code zip)