Quantitative Economics Volume 17, Issue 3 (July 2026) is now online www.econometricsociety.org/publications...

Under incomplete info, preferences and beliefs both drive choices. Varying info and eliciting compensating differentials identifies both, circumventing non-innocuous variance normalizations as a dollar's value is invariant across information. @moshialam.bsky.social et al. buff.ly/LeMvZv5

We are excited to announce the following new AEs joined the board on July 1st: Edouard Challe (PSE), Jonathan Dingel (Columbia), Guillaume R. Fréchette (NYU), Paul J. Healy (OSU), Sewon Hur (Yonsei), Matthew A. Masten (Duke), Isabelle Méjean (Sciences Po), Andrew J. Patton (Duke). (1/2)

We are thrilled to have Mikkel Plagborg-Møller (University of Chicago) join the editorial board as Co-editor, starting July 1st, 2026. He will be handling papers in a wide range of topics in econometrics and macroeconomics. Read more here www.econometricsociety.org/publications...

On June 30, 2026 Jim Hamilton stepped down as Co-editor of Quantitative Economics. We are very grateful to him for his outstanding contributions to the journal. Read more here www.econometricsociety.org/publications...

Random assignment of a key regressor simplifies OLS inference: standard homoskedastic errors remain valid despite correlated errors. With heterogeneous treatment effects, variance estimation must also account for heteroskedasticity and error dependence. buff.ly/BNlPk1V

Probabilistic forecasts may severely misestimate true inflation expectations: In experiments, the shape of the response scale dramatically influences reported expectations, uncertainty, and disagreement. buff.ly/FwRtfCx

We study a three-layer data market linking privacy-sensitive users, platforms, and a data buyer. We show that platform competition benefits data buyers more than users, and optimal privacy interventions depend on platform cost structures. @afallah.bsky.social buff.ly/CAnBwON

We provide a simple yet accurate formula for the social cost of carbon that takes three externalities into account: 1. reduced total factor productivity, 2. recurring climate-related disasters, and 3. irreversible cascading climate tipping points. buff.ly/trjGHE0

Social preferences may shape cooperation in infinitely repeated games as strongly as in one-shot settings. Incorporating private preferences for cooperation generates empirically validated predictions across settings that standard theory does not produce. buff.ly/BcZQ2OQ

Quantitative Economics Volume 17, Issue 2 (May 2026) is now online www.econometricsociety.org/publications...

Using a heterogeneous-agent model, we evaluate three recession stimulus tools. UI extensions are the strongest “bang for the buck” in welfare terms, stimulus checks are next-best and scalable, and payroll tax cuts are least effective. buff.ly/0ZDuq77

Binary decisions often involve asymmetric economic stakes. This paper shows that such covariate-dependent objectives can be optimized by reweighting logit or modern ML, and applies the framework to algorithmic fairness in pretrial detention. @andriibabii.bsky.social buff.ly/rwMB18d

An efficient algorithm makes joint identification of multiple shocks feasible in large structural VARs with sign and ranking restrictions. In a 35-variable VAR, the method identifies 8 structural shocks using over 100 restrictions. @cmatthes.bsky.social buff.ly/LGnmWrq

In rural Nepal, remittances peak at harvest—after the hungry season—when migrants return with cash. An RCT shows lean-season loans smooth consumption, boost farm investment, and increase total remittances, helping households circumvent remittance frictions buff.ly/BumM988

This paper provides identification results and a tractable estimation procedure for preferences in two-sided matching models with non-transferable utility involving many agents on both sides of the market, e.g. workers and firms. @tim_ederer buff.ly/kv5hVdm

Using a new mixed vector autoregression (MVAR), this paper links aggregate time series with functional variables. Applied to the oil–stock nexus, it studies oil market shocks using the full distribution of U.S. stock returns beyond moments. @hcbjornland buff.ly/kGpJdDn

Struggling to give economic meaning to your estimated factors? We show how sparsity can solve the rotational indeterminacy. Our L1-rotation criterion simplifies your loading matrix and consistently recovers any local factors. R package l1rotation included. buff.ly/HOMRTiJ

I study CCP estimation with a latent state measured by noisy proxies. Proxies help identify flexible latent-state dynamics. I apply the estimator to a dynamic model of labor supply and mental health. @YujungHwang3 buff.ly/M68sncg

Quantitative Economics Volume 17, Issue 1 (January 2026) is now online www.econometricsociety.org/publications...

With quasilinear utility, satisficing (imperfect optimization) looks less severe after aggregation: individual errors can cancel out. @JRehbeck buff.ly/kB2E1zU

Using micro data from 120,000 shale wells, this paper finds strong short-run price responsiveness of U.S. oil supply. Producers are forward-looking and respond to price signals by timing completion and refracturing decisions. @hcbjornland @tsgundersen buff.ly/0wB3xhi

Parents’ traits can bias reports of children’s non-cognitive skills. Using parent and teacher measures of child skills in a dynamic model, we show that this bias tends to mask maternal influence and can distort evaluations of childhood interventions. buff.ly/H8Oi42O

We show how to solve dynamic programming problems on a quantum annealer. Our new algorithms recover value and policy functions, avoid scaling bottlenecks, and already run on current hardware. We even solve the real business cycle model on a quantum chip. buff.ly/xRWTYlE

Our talent-to-task model shows how tech + capital concentrate in complex tasks, driving wage & job polarization. Optimal policy: compress labor taxes, tax high-complexity sectors, subsidize low ones, and add a Pigouvian spillover term. buff.ly/cP3YgLN

How much can a principal gain when the agent learns instead of best-responding? No-swap-regret learning gives outcomes close to classic principal–agent models, including Stackelberg games, contract design, and Bayesian persuasion. @tao_lin_cs @YilingChenC buff.ly/hQKbvmj

Disruptive peers impact their closest social circle's learning. We study peer effects using network data to show how disruptive students affect their classmates’ outcomes. Crucial insights for education policy! buff.ly/dQ5r0gG

Quantitative Economics Volume 16, Issue 4 (November 2025) is now online www.econometricsociety.org/publications...

We build a world economy HANK model for the Euro Area, Core & Periphery. Fiscal consolidation under current EA rules is costly, but aligning debt targets with historical values greatly reduces welfare losses. @xiaoshan__chen @lazarakis_s @p_varthalitis buff.ly/eZXPt91

How do durables affect consumption smoothing? Asymmetric information lowers their value as a smoothing tool. We measure lemons penalty for cars using Danish data and show income shocks sustain used car market @richardblundell.bsky.social @ran-gu.bsky.social buff.ly/3j30eyQ