"Though this be madness, yet there is method in't." - Hamlet (II, ii, 206)
Financial support from the European Research Council through ERC Starting Grant 338187; the Economic and Social Research Council through grants RES-589-28-0001, ES/P008909/1 and ES/T00178X/1; the British Academy through grants MD150039 and ST171795; and the National Science Foundation through grant award SES-1123990 is gratefully acknowledged.
ORCID: https://orcid.org/0000-0003-3611-3448
I. Publications
Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition (with Imran Rasul and Pedro Souza) Review of Economic Studies, forthcoming. (arXiv:1910.07452) 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”
Identification in Simple Binary Outcome Panel Data Models (with Bo Honoré), Econometrics Journal, 24(2), May 2021, pp.C78-C93.
Preparing for a Pandemic: Spending Dynamics and Panic Buying During the COVID-19 First Wave (with Martin O’Connell and Kate Smith), Fiscal Studies, 42(2), 2021, pp.249-264. (CEPR Discussion Paper, IFS Working Paper) Featured in: The Times, The Daily Mail Economics Observatory.
The Informativeness of Estimation Moments (with Bo Honoré and Thomas Jorgensen), Journal of Applied Econometrics, 35(7), November/December 2020, pp.797-813. (Lead Article) (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”
The Econometrics of Networks (book co-edited with Elie Tamer and Marcel Voia), Advances in Econometrics, 42 (Emerald Publishing)
Trade Networks and the Strength of Strong Ties, Advances in Econometrics, 42, October 2020. (pdf)
Econometric Models of Network Formation, Annual Review of Economics, 12, August 2020 (pp.775-799). (pdf)
The Econometric Analysis of Network Data (book co-edited with Bryan Graham) (Academic Press/Elsevier), 2020.
Strategic Network Formation, in B. Graham and A. de Paula (eds.), The Econometric Analysis of Network Data (pp.42-64), 2020. Academic Press/Elsevier.
Introduction, in B. Graham and A. de Paula (eds.), The Econometric Analysis of Network Data (pp.1-24), 2020. Academic Press/Elsevier.
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 Interactions, Journal of Econometrics, 148(1), January 2009 (pp.56-71) (Internet Appendix: pdf) (Older, slightly longer version: pdf)
Conditional Moments and Independence, The 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) Latest Version: February 2023. Version August 2021: CEPR Discussion Paper 14526. First Version: March 2020. CGDev Working Paper, IFS W20/7. Uni of Bristol Policy Briefing. Best Paper Prize, Essen Health Conference (revision requested at the Journal of Econometrics)
Intergenerational Mobility in Socio-Emotional Skills (with Orazio Attanasio and Alessandro Toppeta) Latest Version: March 2022. * The analysis in this paper appeared previously as part of the manuscript "The Persistence of Socio-Emotional Skills: Life-Cycle and Intergenerational Evidence"(LACEA WP 51, CEPR Discussion Paper, HCEO WP, NBER WP)
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: NBER Working Paper 27051. August 2021 Version: CEPR Discussion Paper 14633 (pdf) Featured in: WSJ News at Princeton Chicago Booth Review WSJ Chicago Booth Review “Lessons from the Great Recession to COVID-19” (submitted) * Previous versions of this paper appeared as “Hoard Behavior and Commodity Bubbles”
VOG: Using Volcanic Eruptions to Estimate the Impact of Air Pollution on Student Learning Outcomes (with Tim Halliday, Lester Lusher and Rachel Inafuku) First version: November 2022, IFS Working Paper; Latest Version: October 2023. (Featured in: Star Advertiser, KITV, Hawaii Tribune Herald, Hawaii Public Radio) (submitted)
Inference of Multiple Equilibria in Discrete Games with Correlated Types (with Xun Tang) (First version: December 2020) arXiv:2012.00787 CeMMAP WP
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)
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.
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 Enrico Miglino and Jonathan Shaw)
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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