Research

"Though this be madness, yet there is method in't." - Hamlet (II, ii, 206)

Financial support from the Economic and Social Research Council through the European Research Council through ERC Starting Grant 338187, ESRC Centre for Microdata Methods and Practice grant RES-589-28-0001 and the National Science Foundation through grant award number SES-1123990 is gratefully acknowledged.

I. Published Articles

Econometrics of Network Models, Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress, forthcoming. (slides) (CeMMAP Working Paper 06/16)

Identification and Estimation of Preference Distributions when Voters are Ideological (with Antonio Merlo), Review of Economic Studies, 84 (3), 2017 (pp. 2138-2168).  (Internet Appendix: pdf)

How Beliefs about HIV Affect Risky Behaviors: Evidence from Malawi (with Gil Shapira and Petra Todd), Journal of Applied Econometrics, September/October 2014, 29 (6), (pp. 944-964). (Data and Estimation Files: zip)  * This paper is substantially revised from an earlier version that was circulated under the same title (PARC Working Paper No.9, 2008; PIER Working Paper 08-041)

Econometric Analysis of Games with Multiple Equilibria, Annual Review of Economics, 5, January 2013 (pp.107-131).

Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information (with Xun Tang), Econometrica, 80 (1), January 2012 (pp.143-172)

The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil (with Jose A. Scheinkman), Review of Income and Wealth, 57 (S1), May 2011 (S8-S26) *Most of the analysis in this paper appeared previously as part of the manuscript "The Informal Sector" (NBER Working Paper 13486; PIER Working Paper 08-018)

Value Added Taxes, Chain Effects and Informality (with Jose A. Scheinkman), American Economic Journal: Macroeconomics, 2, October 2010 (pp.195-221) (Internet Appendix: pdf) (Data and Estimation Files: zip) * Most of the analysis in this paper appeared previously as part of the manuscript "The Informal Sector" (NBER Working Paper 13486; PIER Working Paper 08-018) 

Interdependent Durations (with Bo E. Honore), Review of Economic Studies, 77(3), July 2010 (pp.1138–1163)

Inference in a Synchronization Game with Social InteractionsJournal of Econometrics, 148(1), January 2009 (pp.56-71) (Internet Appendix: pdf) (Older, slightly longer version: pdf)

Conditional Moments and IndependenceThe American Statistician, 62(3), August 2008 (pp.219-221)

Effects of the Mercosur Integration on External Savings Attraction Mechanisms (in Portuguese) (with Afonso Bevilaqua and Marcio G.P. Garcia), in Renato Baumann (org.), Mercosul -- Avancos e Desafios da Integracao, Brasilia: IPEA/CEPAL, 2001.

A Note on the Optimal Composition of the Public Debt:  Reflections on the Brazilian Case (in Portuguese) (with Ilan Goldfajn), Economia Aplicada, December 2000.

II. Recent Working Papers

Identifying and Estimating Social Connections from Outcome Data (with Imran Rasul and Pedro Souza) (First Version: August 2015) (slides

VOG: Using Volcanic Eruptions to Estimate the Health Costs of Particulates (with Tim Halliday and John Lynham) First Version: April 2015. (CEPR Discussion Paper 10543IZA DP No. 9398) Latest Version: September 2016. (revision requested by the Economic Journal)  Featured in: UHERO Hawaii Tribune-Herald West Hawaii Today Honolulu Civil Beat Hawaii News Now VoxEU

CCP and the Estimation of Nonseparable Dynamic Models (with Dennis Kristensen and Lars Nesheim) First Version: November 2014. This Version: November 2015. (pdf)

Identifying Preferences in Networks with Bounded Degree (with Seth Richards-Shubik and Elie Tamer) First Version: December 2011.  Latest Version: November 2016.  (conditionally accepted at Econometrica) (CeMMAP Working Paper 54/16
* Previous versions of this paper appeared as “Identification of Preferences in Network Formation Games"

Hoard Behavior and Commodity Bubbles (with Harrison Hong and Vishal Singh) First Version: October 2014.  February 2015 Version: CEPR Discussion Paper 10441 and NBER Working Paper 20974. March 2016 Version: Kilts Center for Marketing at Chicago Booth – Nielsen Dataset Paper Series 1-050 (pdf)  Latest Version: September 2016. Featured in: WSJ News at Princeton 

Biomarkers and Self-reported Sexual Behaviors (with Lucia Corno) First Version: November 2014. (CEPR Discussion Paper 10271) Latest Version: September 2016. (pdf) (revision resubmitted to Economica) Featured in: VoxEU Impact Evaluation Blog

Joint Retirement in Europe (with Bo E. Honore) First Version: October 2014. (Netspar Discussion Paper 10/2014-052)

A New Model for Interdependent Durations (with Bo E. Honore) First Version: December 2010. Latest Version: February 2017. (conditionally accepted at Quantitative Economics) (CeMMAP Working Paper 07/16* Previous versions of this paper appeared as “Interdependent Durations in Joint Retirement Decisions”.

A MRC Estimator for Semi-parametric Ordered Choice Models (with Bo E. Honore)

III. Work in Progress

A. Econometrics.

Multiple Equilibria and Signs of Interaction Effects in Games with Incomplete Information (Extensions) (with Xun Tang)

Identification in a Dynamic Roy Model (with Bo E. Honore)

B. Empirical and Applied Micro.

Spillovers in Social Programme Participation: Evidence from Chile (with Pedro Carneiro, Barbara Flores, Emanuela Galasso and Rita Ginja)

Keep Money under the Udder (with Britta Augsburg, Bet Caeyers and Sanghmitra Gautam)

Undocumented Migration with Endogenous Coyote Prices (with Tim Halliday) 

Another Look at the Endogenous Determination of Time Preferences: The Effect of Uncertainty

IV. Older Working Papers

Analysts' Forecasts and the Reflection Problem

Liquidity and Dividend Policy (with Deniz Igan and Marcelo Pinheiro) First Version: October 2004. Latest Version: November 2006

Trade Networks (pdf) January, 2002.       

The Two Sides of the Coin: Monetary Effects on Exchange Rates in Emerging and Developed Countries (pdf) (in Portuguese), Master's Thesis, PUC-Rio, July 2000

V. Non-Academic Articles

Como Sera o Amanha? Perspectivas para 2009?! (January, 2009) (in Portuguese). (Commentary on the limitations of economic forecasting prepared for the news site www.sidneyrezende.com)

 

 

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© Aureo de Paula 2012