Discussion paper DP17238 Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation Marco Cipriani Antonio Guarino Andreas Uthemann 22 Apr 2022 Financial transaction tax Market microstructure Structural estimation Financial Economics G14 D82 C13
Discussion paper DP17155 Estimating Separable Matching Models Alfred Galichon Bernard Salanie 29 Mar 2022 Matching Marriage Labour Economics C78 C13 C15
Discussion paper DP16228 Cupid's Invisible Hand: Social Surplus and Identification in Matching Models Alfred Galichon Bernard Salanie 7 Jun 2021 Matching Marriage Assignment Hedonic prices Labour Economics C78 D61 C13
Discussion paper DP15549 Spillover Effects in Empirical Corporate Finance Tobias Berg Markus Reisinger Daniel Streitz 11 Dec 2020 Spillovers Direct vs. indirect effects Credit supply Financial Economics C13 C21 G21 G32 R11 R23 M41 M42
Discussion paper DP15164 Estimating DSGE Models: Recent Advances and Future Challenges Jesus Fernandez-Villaverde Pablo A. Guerron-Quintana 13 Aug 2020 Dsge models Estimation Bayesian methods Mcmc Variational inference Monetary Economics and Fluctuations C11 C13 E30
Discussion paper DP14914 Gaussian rank correlation and regression Dante Amengual ENRIQUE SENTANA Zhanyuan Tian 21 Jun 2020 Copula Growth regressions Migration Misspecification Momentum Robustness Short-term reversals Financial Economics C13 C46 G14 O47
Discussion paper DP14721 Quantiles of the Gain Distribution of an Early Child Intervention Erich Battistin Carlos Lamarche Enrico Rettore 6 May 2020 Early childhood Factor models Quantile regression Treatment effect distributions Labour Economics Public Economics C13 C21 I14 J18
Discussion paper DP14298 The Informativeness of Estimation Moments Aureo de Paula 10 Jan 2020 Parameter sensitivity Gmm Ordered models Retirement Externalities Industrial Organization Public Economics C01 C13 C35 J32
Discussion paper DP14201 The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* Josh Davis Cristian Fuenzalida Alan M. Taylor 17 Dec 2019 Bond risk premia Natural rate of interest Inflation expectations Term structure Affine models Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations C13 C32 E43 E44 E47 G12
Discussion paper DP14007 Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games Victor Aguirregabiria Mathieu Marcoux 18 Sep 2019 Dynamic discrete games Convergence Convergence selection bias Nested pseudo-likelihood Spectral algorithms Industrial Organization C13 C57 C61 C73
Discussion paper DP13781 Treatment Effects with Heterogeneous Externalities Eleonora Patacchini Edoardo Rainone 5 Jun 2019 Program evaluation Two-stage least squares Indirect treatment effec Development Economics Public Economics C13 C21 D62
Discussion paper DP13511 Dealing with misspecification in structural macroeconometric models Fabio Canova Christian Matthes 5 Feb 2019 Model misspecification Composite likelihood Bayesian model averaging Finite mixture Monetary Economics and Fluctuations C13 C51 E17
