Advances in Economics and Econometrics: Volume 2: Eleventh World Congress

ISBN-13: 9781108400022 / Angielski / Miękka / 2017 / 376 str.

Bo Honore; Ariel Pakes; Monika Piazzesi

Opis

This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.

Recenzje

'This manuscript collects the invited talks from the 2015 World Congress of the Econometric Society. The authors are leaders in their respective fields, and their talks provide a valuable overview of recent research. The collected papers emphasize the connection between theory and empirical practice.' Roberg Porter, William R. Kenan, Jr Professor of Economics, Northwestern University, Illinois

Spis treści

1. Opportunities and challenges: lessons from analyzing terabytes of scanner data Serena Ng; 2. Is big data a big deal for applied microeconomics Jesse M. Shapiro; 3. Low-frequency econometrics Ulrich K. Müller and Mark W. Watson; 4. Shocks, sign restrictions and identification Harald Uhlig; 5. On the distribution of the welfare losses of large recessions Dirk Krueger, Kurt Mitman and Fabrizio Peeri; 6. Computing equilibria in dynamic stochastic macro-models with heterogeneous agents Johannes Brumm, Felix Kubler and Simon Scheidegger; 7. Recent advances in empirical analysis of financial markets: industrial organization meets finance Jakub Kastl; 8. Practical and theoretical advances in inference for partially identified models Ivan A. Canay and Azeem M. Shaikh; 9. Partial identification in applied research: benefits and challenges Kate Ho and Adam M. Rosen.