Quantitative Economics

Journal Of The Econometric Society

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

Papers to appear

The following papers have been accepted and will appear in future issues. The links below lead to the final accepted papers in their working paper formats. The papers will be copyedited and typeset for publication.

Real-Time Detection of Local No-Arbitrage Violations

Andersen, Torben G., Viktor Todorov, and Bo Zhou

View Data and Programs

Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model

Andrews, Donald W. K., and Ming Li

View Supplemental Appendix Data and Programs

Forecasting with Shadow-Rate VARs

Carriero, Andrea, Todd E. Clark, Massimiliano Marcellino and Elmar Mertens

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Understanding Regressions with Observations Collected at High Frequency over Long Span

Chang, Yoosoon, Ye Lu, and Joon Y. Park

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Power of Personalized Smoking Cessation: A Quantitative Lifecycle Framework for Policy Evaluation

Chen, Li-Shiun, Ping Wang, and Yao Yao

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Demographic Transition, Industrial Policies, and Chinese Economic Growth

Dotsey, Michael, Wenli Li, and Fang Yang

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Earnings Risk and Heterogeneous Expected Earnings Profiles

Drewianka, Scott, and Phillip Oberg

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An Experimental Study of Decentralized Matching

Echenique, Federico, Alejandro Robinson-Cortés, and Leeat Yariv

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Economic Consequences of Vertical Mismatch

Garibaldi, Pietro, Pedro Gomes, and Thepthida Sopraseuth

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The Role of Storage in Commodity Markets: Indirect Inference Based on Grain Data

Gouel, Christophe, and Nicolas Legrand

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Insurance, Redistribution, and the Inequality of Lifetime Income

Haan, Peter, Daniel Kemptner, Victoria Prowse, and Maximilian Schaller

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The Effects of Monetary Policy through Housing and Mortgage Choices on Aggregate Demand

Kinnerud, Karin

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Linear Regression with Weak Exogeneity

Mikusheva, Anna, and Mikkel Sølvsten

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