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.

ORCID: https://orcid.org/0000-0003-3611-3448

I. Publications

The Econometric Analysis of Network Data (book co-edited with Bryan Graham) (Elsevier), forthcoming. 

The Informativeness of Estimation Moments (with Bo Honore and Thomas Jorgensen), Journal of Applied Econometrics, accepted. (arXiv:1907.02101CeMMAP Working Paper 3/20CEPR DP14298) (Replication files and illustrative code; see also this link* Previous versions of this paper appeared as Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples

Trade Networks and the Strength of Strong Ties, Advances in Econometrics, 42, accepted. (pdf)      

Econometric Models of Network Formation, Annual Review of Economics, 12, forthcoming. (arXiv:1910.07781, CeMMAP CWP4/20pdf)

VOG: Using Volcanic Eruptions to Estimate the Health Costs of Particulates (with Tim Halliday and John Lynham) Economic Journal, 129 (620), May 2019 (pp.1782-1816). (Online Appendix here)  Featured in: UHERO Hawaii Tribune-Herald West Hawaii Today Honolulu Civil Beat Hawaii News Now VoxEU
Scientific Literature on Vog (Hawaii Interagency Vog Information Dashboard).  Top 10% Most Downloaded Papers in The Economic Journal between Jan 2018 and Dec 2019 (pdf).

Biomarkers and Self-reported Sexual Behaviors (with Lucia Corno) Economica, 86 (342), 2019 (pp.229-261). Featured in: VoxEU Impact Evaluation Blog

A New Model for Interdependent Durations (with Bo E. Honore) Quantitative Economics, 9 (3), November 2018 (pp.1299-1333). (Data and Estimation Files at QE website* Previous versions of this paper appeared as “Interdependent Durations in Joint Retirement Decisions”.

Identifying Preferences in Networks with Bounded Degree (with Seth Richards-Shubik and Elie Tamer), Econometrica, 86 (1), January 2018 (pp.263-288). (Supplementary Material Files at Econometrica website* Previous versions of this paper appeared as “Identification of Preferences in Network Formation Games

Introduction for the Special Issue on Econometrics of Networks (with Jaap Abbring), Econometrics Journal, 20 (3), 2017, October, Si-Siii.

Econometrics of Network Models, In B. Honore, A. Pakes, M. Piazzesi and L. Samuelson (Eds.), Advances in Economics and Econometrics: Theory and Applications: Eleventh World Congress (Econometric Society Monographs, pp.268-323), 2017. Cambridge: Cambridge University Press. Erratum

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) (Data and Estimation Files at REStud website)

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) (Data and Estimation Files at Econometrica website)

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

Subjective Expectations and Demand for Contraception (with Christine Valente and Grant Miller) First Version: March 2020. CEPR Discussion Paper 14526, IFS W20/7Uni of Bristol Policy Briefing. (submitted)

A Sticky View of Hoarding (with Christopher Hansman, 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. April 2020 Version: CEPR Discussion Paper 14633, NBER Working Paper 27051. (pdf) (submitted) Featured in: WSJ News at Princeton Chicago Booth Review WSJ Chicago Booth Review Lessons from the Great Recession to COVID-19 * Previous versions of this paper appeared as “Hoard Behavior and Commodity Bubbles

Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition (with Imran Rasul and Pedro Souza) First Version: August 2015; March 2018 Version: HCEO WP 2018-013, CeMMAP Working Paper 07/18, LACEA.WP; October 2018 Version: CeMMAP Working Paper 58/18; October 2019 Version: CEPR DP 12792-4, CeMMAP Working Paper 55/19; April 2020 Version: (arXiv:1910.07452pdf) (submitted) Previous versions of this paper have been presented as "Identifying and Estimating Social Connections from Outcome Data” and “Recovering Social Networks from Panel Data: Identification, Simulations and an Application"

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

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

III. Work in Progress

A. Econometrics.

Estimating Nesting Structures (with Ali Hortacsu, Jonas Lieber and Julien Monardo)

Inference of Multiple Equilibria in Bayesian Games with Correlated Types (with Xun Tang) (coming soon)

Estimation using List Randomised Variables (with Aurelia Lepine and Federico Tagliati)

A Test for Independent Censoring in Duration Models (with Giulia Branccacio and Bo E. Honore)

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

B. Empirical and Applied Micro.

Intergenerational Mobility in Socioemotional Skills (with Orazio Attanasio and Alessandro Toppeta)

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

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

Joint Subjective Expectations in Households (with Jonathan Shaw and Marta Cardoso)

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

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

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

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