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Weak instrument bias in impulse response estimators

We approximate the finite-sample distribution of impulse response function (IRF) estimators that are just-identified with a… Continue reading.

Daniel Lewis, Karel Mertens
January | CWP01/26
Identification of multivariate measurement error models

This paper develops new identification results for multidimensional continuous measurement-error models where all observed measurements are… Continue reading.

Yingyao Hu
December | CWP19/25
Repeated matching games an empirical framework

We introduce a model of dynamic matching with transferable utility, extending the static model of Shapley… Continue reading.

Pauline Corblet, Jeremy Fox, Alfred Galichon
October | CWP18/25
Nonlinear micro income processes with macro shocks

We propose a nonlinear framework to study the dynamic transmission of aggregate and idiosyncratic shocks to… Continue reading.

Martín Almuzara, Manuel Arellano, Richard Blundell, Stéphane Bonhomme
August | CWP17/25