Quantitative Economics

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News from the editors of Quantitative Economics

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Joined July 2021

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Quantitative Economics
@qe_editors
Oct 13
Who gets a say in retirement saving within couples? We quantify inequality in spouses’ bargaining power and show how it shapes saving, consumption, and welfare in old age. econometricsociety.org/publications/q…
Quantitative Economics
@qe_editors
Oct 9
Competition changes how firms should tune prediction algorithms. Result: Competing firms prefer lower bias and higher variance, even at the expense of greater total prediction error. Thus, simply minimizing prediction error is strategically suboptimal. econometricsociety.org/publications/q…
Quantitative Economics
@qe_editors
Oct 5
We propose a hidden Markov method for finite-state approximation of continuous Markov processes. It jointly selects the grid and transition matrix and applies to multivariate and life-cycle processes. @evajanster econometricsociety.org/publications/q…
Quantitative Economics
@qe_editors
Sep 28
Auction data w/ only one obs'd bid per auction (transaction price)? Nonparametric, finite-sample, uniform distributional inference + CIs for many economic parameters. Extensions: unobserved heterogeneity (new partial ID bounds), non-constant # bidders. econometricsociety.org/publications/q…
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Quantitative Economics
@qe_editors
Sep 21
Deep learning can make high-dimensional dynamic equilibrium models tractable by learning useful state-space representations. The paper explains the methods and illustrates them in a standard growth model. econometricsociety.org/publications/q…
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