Quantitative Economics

Journal Of The Econometric Society

Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331

Quantitative Economics - Volume 2

Issue 1

Childhood determinants of risk aversion: The long shadow of compulsory education

Dmytro Hryshko, María José Luengo-Prado, Bent E. Sørensen

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The cyclical behavior of equity turnover

David N. DeJong, Emilio Espino

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Multiple filtering devices for the estimation of cyclical DSGE models

Fabio Canova, Filippo Ferroni

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Costly financial intermediation in neoclassical growth theory

Rajnish Mehra, Facundo Piguillem, Edward C. Prescott

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Issue 2

Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models

Kenneth L. Judd, Lilia Maliar, Serguei Maliar

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Is distance dying at last? Falling home bias in fixed-effects models of patent citations

Rachel Griffith, Sokbae Lee, John Van Reenen

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Sources of macroeconomic fluctuations: A regime-switching DSGE approach

Zheng Liu, Daniel F. Waggoner, Tao Zha

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Nonparametric probability bounds for Nash equilibrium actions in a simultaneous discrete game

Andres Aradillas-Lopez

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Issue 3

A simple estimator for the distribution of random coefficients

Jeremy T. Fox, Kyoo il il Kim, Stephen P. Ryan, Patrick Bajari

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A nonparametric analysis of black–white differences in intergenerational income mobility in the United States

Debopam Bhattacharya, Bhashkar Mazumder

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Dating the timeline of financial bubbles during the subprime crisis

Peter C. B. Phillips, Jun Yu

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Does affirmative action lead to mismatch? A new test and evidence

Peter Arcidiacono, Esteban M. Aucejo, Hanming Fang, Kenneth I. Spenner

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Are the responses of the U.S. economy asymmetric in energy price increases and decreases?

Lutz Kilian, Robert J. Vigfusson

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