Dynamic Economics (Quantile Preferences — Theory, Econometrics and Experiments)
I have developed (with Antonio Galvao) a model of dynamic quantile preferences, with many applications to different areas of economics, including finance, macroeconomics, consumption, econometrics, etc. The first paper that we wrote in this project was published in Econometrica, a little after the second paper written was published in the Journal of Econometrics. Since then, we have many other working papers and some published papers, with different co-authors.
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