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Quantitative Economics

@qe-editors.bsky.social
2.2K followers 1 following 81 posts

News from the editors of Quantitative Economics

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Quantitative Economics @qe-editors.bsky.social · 29/09/2026
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. buff.ly/R2ll7vq
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Quantitative Economics @qe-editors.bsky.social · 21/09/2026
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. buff.ly/8xWSgNa
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Quantitative Economics @qe-editors.bsky.social · 14/09/2026
Generative AI is eroding trust in user-generated content. On Yelp and Amazon, detected AI use predicts lower perceived review quality. The "AI" label alone hurts, even when false; the penalty mostly fades when purchases are verified. Fakes are the fear. @yakovbart.bsky.social buff.ly/digew2k
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Quantitative Economics @qe-editors.bsky.social · 08/09/2026
What drives daily oil-price forecast uncertainty? In early 2020, business-cycle risk's share rose to 44% after pandemic warnings; in April, supply risk's share exceeded 90%. A structural VAR traces changing contributions of distinct uncertainty sources. buff.ly/MyoUibc
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Quantitative Economics @qe-editors.bsky.social · 31/08/2026
Correlation in U.S. equities exhibits pervasive diurnal variation: it is low at the open and rises almost linearly toward the close. We develop a nonparametric test for this effect. Correlations also jump after FOMC news and are muted after earnings. buff.ly/OtNsuSP
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Quantitative Economics @qe-editors.bsky.social · 24/08/2026
Why are aggregate markups rising? Standard decompositions point to reallocation toward high-markup firms, but @HasvanVlokhoven shows that signal reflects mostly firm churning. A new decomposition finds markup-distribution changes are the main driver. buff.ly/qFsntKi
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Quantitative Economics @qe-editors.bsky.social · 19/08/2026
Combining standardized exam scores and GPA in school admissions can improve equity of access and graduation in Mexico City. We show that roughly equal weights maximize high school graduation for girls and low-SES students at the most selective schools. buff.ly/ZcEcpvH
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Quantitative Economics @qe-editors.bsky.social · 14/07/2026
Quantitative Economics Volume 17, Issue 3 (July 2026) is now online www.econometricsociety.org/publications...
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Quantitative Economics @qe-editors.bsky.social · 14/07/2026
Under incomplete info, preferences and beliefs both drive choices. Varying info and eliciting compensating differentials identifies both, circumventing non-innocuous variance normalizations as a dollar's value is invariant across information. @moshialam.bsky.social et al. buff.ly/LeMvZv5
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Quantitative Economics @qe-editors.bsky.social · 01/07/2026
We are excited to announce the following new AEs joined the board on July 1st: Edouard Challe (PSE), Jonathan Dingel (Columbia), Guillaume R. Fréchette (NYU), Paul J. Healy (OSU), Sewon Hur (Yonsei), Matthew A. Masten (Duke), Isabelle Méjean (Sciences Po), Andrew J. Patton (Duke). (1/2)
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Quantitative Economics @qe-editors.bsky.social · 01/07/2026
We are thrilled to have Mikkel Plagborg-Møller (University of Chicago) join the editorial board as Co-editor, starting July 1st, 2026. He will be handling papers in a wide range of topics in econometrics and macroeconomics. Read more here www.econometricsociety.org/publications...
econometricsociety.org
Quantitative Economics Editorial Board Changes - The Econometric Society
I am delighted to welcome Mikkel Plagborg-Møller (University of Chicago) as a new Co-Editor, effective July 1, 2026....
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Quantitative Economics @qe-editors.bsky.social · 01/07/2026
On June 30, 2026 Jim Hamilton stepped down as Co-editor of Quantitative Economics. We are very grateful to him for his outstanding contributions to the journal. Read more here www.econometricsociety.org/publications...
econometricsociety.org
Quantitative Economics Editorial Board Changes - The Econometric Society
I am delighted to welcome Mikkel Plagborg-Møller (University of Chicago) as a new Co-Editor, effective July 1, 2026....
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Quantitative Economics @qe-editors.bsky.social · 29/06/2026
Random assignment of a key regressor simplifies OLS inference: standard homoskedastic errors remain valid despite correlated errors. With heterogeneous treatment effects, variance estimation must also account for heteroskedasticity and error dependence. buff.ly/BNlPk1V
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Quantitative Economics @qe-editors.bsky.social · 22/06/2026
Probabilistic forecasts may severely misestimate true inflation expectations: In experiments, the shape of the response scale dramatically influences reported expectations, uncertainty, and disagreement. buff.ly/FwRtfCx
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Quantitative Economics @qe-editors.bsky.social · 15/06/2026
We study a three-layer data market linking privacy-sensitive users, platforms, and a data buyer. We show that platform competition benefits data buyers more than users, and optimal privacy interventions depend on platform cost structures. @afallah.bsky.social buff.ly/CAnBwON
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Quantitative Economics @qe-editors.bsky.social · 08/06/2026
We provide a simple yet accurate formula for the social cost of carbon that takes three externalities into account: 1. reduced total factor productivity, 2. recurring climate-related disasters, and 3. irreversible cascading climate tipping points. buff.ly/trjGHE0
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Quantitative Economics @qe-editors.bsky.social · 28/05/2026
Social preferences may shape cooperation in infinitely repeated games as strongly as in one-shot settings. Incorporating private preferences for cooperation generates empirically validated predictions across settings that standard theory does not produce. buff.ly/BcZQ2OQ
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Quantitative Economics @qe-editors.bsky.social · 20/05/2026
Quantitative Economics Volume 17, Issue 2 (May 2026) is now online www.econometricsociety.org/publications...
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Quantitative Economics @qe-editors.bsky.social · 18/05/2026
Using a heterogeneous-agent model, we evaluate three recession stimulus tools. UI extensions are the strongest “bang for the buck” in welfare terms, stimulus checks are next-best and scalable, and payroll tax cuts are least effective. buff.ly/0ZDuq77
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Quantitative Economics @qe-editors.bsky.social · 07/05/2026
Binary decisions often involve asymmetric economic stakes. This paper shows that such covariate-dependent objectives can be optimized by reweighting logit or modern ML, and applies the framework to algorithmic fairness in pretrial detention. @andriibabii.bsky.social buff.ly/rwMB18d
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Quantitative Economics @qe-editors.bsky.social · 27/04/2026
An efficient algorithm makes joint identification of multiple shocks feasible in large structural VARs with sign and ranking restrictions. In a 35-variable VAR, the method identifies 8 structural shocks using over 100 restrictions. @cmatthes.bsky.social buff.ly/LGnmWrq
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Quantitative Economics @qe-editors.bsky.social · 25/03/2026
In rural Nepal, remittances peak at harvest—after the hungry season—when migrants return with cash. An RCT shows lean-season loans smooth consumption, boost farm investment, and increase total remittances, helping households circumvent remittance frictions buff.ly/BumM988
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Quantitative Economics @qe-editors.bsky.social · 16/03/2026
This paper provides identification results and a tractable estimation procedure for preferences in two-sided matching models with non-transferable utility involving many agents on both sides of the market, e.g. workers and firms. @tim_ederer buff.ly/kv5hVdm
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Quantitative Economics @qe-editors.bsky.social · 02/03/2026
Using a new mixed vector autoregression (MVAR), this paper links aggregate time series with functional variables. Applied to the oil–stock nexus, it studies oil market shocks using the full distribution of U.S. stock returns beyond moments. @hcbjornland buff.ly/kGpJdDn
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Quantitative Economics @qe-editors.bsky.social · 18/02/2026
Struggling to give economic meaning to your estimated factors? We show how sparsity can solve the rotational indeterminacy. Our L1-rotation criterion simplifies your loading matrix and consistently recovers any local factors. R package l1rotation included. buff.ly/HOMRTiJ
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Quantitative Economics @qe-editors.bsky.social · 09/02/2026
I study CCP estimation with a latent state measured by noisy proxies. Proxies help identify flexible latent-state dynamics. I apply the estimator to a dynamic model of labor supply and mental health. @YujungHwang3 buff.ly/M68sncg
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Quantitative Economics @qe-editors.bsky.social · 30/01/2026
Quantitative Economics Volume 17, Issue 1 (January 2026) is now online www.econometricsociety.org/publications...
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Quantitative Economics @qe-editors.bsky.social · 30/01/2026
With quasilinear utility, satisficing (imperfect optimization) looks less severe after aggregation: individual errors can cancel out. @JRehbeck buff.ly/kB2E1zU
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Quantitative Economics @qe-editors.bsky.social · 21/01/2026
Using micro data from 120,000 shale wells, this paper finds strong short-run price responsiveness of U.S. oil supply. Producers are forward-looking and respond to price signals by timing completion and refracturing decisions. @hcbjornland @tsgundersen buff.ly/0wB3xhi
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Quantitative Economics @qe-editors.bsky.social · 12/01/2026
Parents’ traits can bias reports of children’s non-cognitive skills. Using parent and teacher measures of child skills in a dynamic model, we show that this bias tends to mask maternal influence and can distort evaluations of childhood interventions. buff.ly/H8Oi42O
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Quantitative Economics @qe-editors.bsky.social · 19/12/2025
We show how to solve dynamic programming problems on a quantum annealer. Our new algorithms recover value and policy functions, avoid scaling bottlenecks, and already run on current hardware. We even solve the real business cycle model on a quantum chip. buff.ly/xRWTYlE
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Quantitative Economics @qe-editors.bsky.social · 12/12/2025
Our talent-to-task model shows how tech + capital concentrate in complex tasks, driving wage & job polarization. Optimal policy: compress labor taxes, tax high-complexity sectors, subsidize low ones, and add a Pigouvian spillover term. buff.ly/cP3YgLN
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Quantitative Economics @qe-editors.bsky.social · 01/12/2025
How much can a principal gain when the agent learns instead of best-responding? No-swap-regret learning gives outcomes close to classic principal–agent models, including Stackelberg games, contract design, and Bayesian persuasion. @tao_lin_cs @YilingChenC buff.ly/hQKbvmj
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Quantitative Economics @qe-editors.bsky.social · 20/11/2025
Disruptive peers impact their closest social circle's learning. We study peer effects using network data to show how disruptive students affect their classmates’ outcomes. Crucial insights for education policy! buff.ly/dQ5r0gG
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Quantitative Economics @qe-editors.bsky.social · 19/11/2025
Quantitative Economics Volume 16, Issue 4 (November 2025) is now online www.econometricsociety.org/publications...
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Quantitative Economics @qe-editors.bsky.social · 10/11/2025
We build a world economy HANK model for the Euro Area, Core & Periphery. Fiscal consolidation under current EA rules is costly, but aligning debt targets with historical values greatly reduces welfare losses. @xiaoshan__chen @lazarakis_s @p_varthalitis buff.ly/eZXPt91
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Quantitative Economics @qe-editors.bsky.social · 31/10/2025
How do durables affect consumption smoothing? Asymmetric information lowers their value as a smoothing tool. We measure lemons penalty for cars using Danish data and show income shocks sustain used car market @richardblundell.bsky.social @ran-gu.bsky.social buff.ly/3j30eyQ
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Quantitative Economics @qe-editors.bsky.social · 27/10/2025
Using a nonlinear Proxy-SVAR, we find that oil supply cuts have large real effects but small on prices and oil supply increases have small real effects but large on prices. We rationalize this asymmetry through the behavior of uncertainty. buff.ly/pcaDo6G
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Quantitative Economics @qe-editors.bsky.social · 22/10/2025
China’s 2014–16 LTV relaxation spurred mortgages and home prices. Loan-level evidence + a quantitative model uncover a new housing investment channel: capital gains fueled upsizing while crowding out consumption. buff.ly/TJ7j8yQ
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Quantitative Economics @qe-editors.bsky.social · 13/10/2025
We develop an empirical minimax-regret policy learning algorithm which can assign never-before-observed treatment values to a population, by combining data on a subset of possible treatment values with shape restrictions on treatment response. buff.ly/S0hflec
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Quantitative Economics @qe-editors.bsky.social · 02/10/2025
The homogeneity assumption in dynamic discrete games allows pooling data across markets and time. This paper proposes an approximate randomization test for this assumption via MCMC, with an application to the U.S. cement industry. buff.ly/avaeEOS
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Quantitative Economics @qe-editors.bsky.social · 22/09/2025
Higher property taxes raise long-run welfare. By shifting capital from housing to businesses they lower house prices and interest rates and boost wages, thereby improving life-cycle consumption smoothing. However, current homeowners lose from such a reform.https://buff.ly/Py8ec3Q
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Quantitative Economics @qe-editors.bsky.social · 12/09/2025
The Executive Committee of the Econometric Society has approved an increase in the publication fees for papers in its two Open Access journals, Quantitative Economics and Theoretical Economics. Read more www.econometricsociety.org/society/news...
econometricsociety.org
Changes in Publication Fees for Quantitative Economics and Theoretical Economics - The Econometric Society
The Executive Committee of the Econometric Society has approved an increase in the publication fees for papers in its two Open Access...
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Quantitative Economics @qe-editors.bsky.social · 11/09/2025
We develop a stochastic macro-climate model to analyze the influence of climate change on asset returns. Quasi-analytical formulas allow to price various types of long-dated assets, including fixed-income products, derivatives, and equities. buff.ly/bQ2SxBv
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Quantitative Economics @qe-editors.bsky.social · 01/09/2025
"Many random coefficient choice models are nonparametrically identified, using exclusion restrictions. Logit shocks are not needed." @JRehbeck buff.ly/jkCr0xS
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Quantitative Economics @qe-editors.bsky.social · 28/08/2025
Why do crises leave lasting scars on markets? A model of Bayesian learning about rare disasters shows that beliefs adjust slowly: risk premia spike, asset values fall, volatility persists, and returns skew negative—even after the shock itself fades buff.ly/pWQVBOX
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Quantitative Economics @qe-editors.bsky.social · 28/07/2025
We challenge standard predictive algorithm evaluation, proposing Comprehensive OOS Evaluation via Statistical Decision Theory. Achieving this requires ML researchers to collaborate with econometricians and statisticians to tackle SDT's computational hurdles buff.ly/2xDJTkl
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Quantitative Economics @qe-editors.bsky.social · 25/07/2025
Quantitative Economics Volume 16, Issue 3 (July 2025) is now online www.econometricsociety.org/publications...
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Quantitative Economics @qe-editors.bsky.social · 15/07/2025
We propose a test for mean stationarity in latent volatility curves using high-frequency data. Applied to S&P 500 futures, results show strong evidence of nonstationary volatility—key for real-time risk, jump detection & market activity metrics. buff.ly/MFtu4Ou
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Quantitative Economics @qe-editors.bsky.social · 01/07/2025
We are excited to announce the following new AEs joined the board on July 1st: Esteban M. Aucejo (ASU), Job Boerma (University of Wisconsin-Madison), Liangjun Su (Tsinghua University) & Chamna Yoon (Seoul National University). We look forward to benefiting from their expertise.
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