Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Supplemental Material

Econometrica - Volume 83, Issue 1

Supplement to "Consumption Dynamics During Recessions"

This supplement extends the model to include two features which are particularly important for housing markets: rental markets and collateralized borrowing. It describes the solution for the model with fixed costs in general equilibrium.  It also argues that time-series data on durable spending provides additional support for the theoretical model with fixed costs of durable adjustment. Finally it describes a representative agent version of the durable model with quadratic adjustment costs.

Supplement to "Consumption Dynamics During Recessions"

This zip file contains the replication files for the manuscript.

Supplement to "Consumer Heterogeneity and Paid Search Effectiveness: A Large Scale Field Experiment"

This appendix includes a host of robustness checks and additional analyses to support the findings of the paper.

Supplement to "Agency Models with Frequent Actions"

This appendix provides additional proofs for the manuscript.

Supplement to "Trade Dynamics in the Market for Federal Funds"

This appendix consists of three sections.  Efficiency: in this section we use the theory to characterize the optimal process of reallocation of reserve balances in the fed funds market by studying the problem of a social planner who can reallocate reserves subject to the same bilateral trading technology available to private agents and shows the equilibrium.  Data: in this section we describe the data and estimation procedures used in the quantitative implementation of the theory.  Quantitative Exercises: in this section we conduct supplementary policy experiments and robustness exercises.

Supplement to "Trade Dynamics in the Market for Federal Funds"

This zip file contains the replication files for the manuscript.

Supplement to "Time Consistency: Stationarity and Time Invariance"

This online appendix includes the instructions used for the experiments reported in the body of the paper as well as the instructions and analysis of an earlier experiment.

Supplement to "Time Consistency: Stationarity and Time Invariance"

This zip file contains the replication files for the manuscript.

Supplement to "A Comment on 'Can Relaxation of Beliefs Rationalize the Winner's Curse?: An Experimental Study'"

In this note, we provide (i) the derivation of the cursed equilibrium and analogy-based expectation equilibrium (which are the same under our specification) and (ii) the derivation of L1's bids with a discrete bid space (which is analogous to ILN's Proposition 3).

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