~brice.green
136 papers, 31 read, 30 to read
Solow, R. M. (1957). Technical Change and the Aggregate Production Function. The Review of Economics and Statistics.
Note: First papers.club entry
Browning, M., & Chiappori, P. A. (1998). Efficient Intra-Household Allocations: A General Characterization and Empirical Tests. Econometrica.
Chiappori, P.-A. (1988). Rational Household Labor Supply. Econometrica.
Browning, M., Bourguignon, F., Chiappori, P.-A., et al. (1994). Income and Outcomes: A Structural Model of Intrahousehold Allocation. Journal of Political Economy.
Kaplan, G., & Schulhofer‐Wohl, S. (2017). UNDERSTANDING THE LONG‐RUN DECLINE IN INTERSTATE MIGRATION. International Economic Review.
Bruns-Smith, D. (2025). Two-Stage Machine Learning for Nonparametric Instrumental Variable Regression.
Note: Super cool, now I need a reason to do npiv
Green, B., Kogan, L., Papanikolaou, D., et al. (2025). Winners and Losers: Competition, Creative Destruction, and Labor Income Risk.
Note: just adding my stuff for a list
Kim, D. H., & Orphanides, A. (2012). Term Structure Estimation with Survey Data on Interest Rate Forecasts. Journal of Financial and Quantitative Analysis.
Antolin-Diaz, J., & Rubio Ramírez, J. (2026). Attention-based Vector Autoregressions.
Note: one day i will understand this paper
Särkkä, S., & García-Fernández, Á. F. (2021). Temporal Parallelization of Bayesian Smoothers. IEEE Transactions on Automatic Control.
Note: parallel kalman filters go zoom
Hotz, V. J., & Miller, R. A. (1993). Conditional Choice Probabilities and the Estimation of Dynamic Models. The Review of Economic Studies.
Magnac, T., & Thesmar, D. (2002). Identifying Dynamic Discrete Decision Processes. Econometrica.
Rust, J. (1987). Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher. Econometrica.
Note: RIP
Arcidiacono, P., & Miller, R. A. (2011). Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity. Econometrica.
Chetty, R. (2009). Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods. Annual Review of Economics.
Sraer, D., & Thesmar, D. (2023). How to Use Natural Experiments to Estimate Misallocation. American Economic Review.
Schmidt, L., Timmermann, A., & Wermers, R. (2016). Runs on money market mutual funds. American Economic Review.
Borusyak, K., Hull, P., & Jaravel, X. (2025). A Practical Guide to Shift-Share Instruments. Journal of Economic Perspectives.
Gandhi, A., Navarro, S., & Rivers, D. A. (2020). On the Identification of Gross Output Production Functions. Journal of Political Economy.
Halvorsen, E., Hubmer, J., Ozkan, S., et al. (2026). Why Are the Wealthiest So Wealthy? New Longitudinal Empirical Evidence and Implications for Theories of Wealth Inequality. Econometrica.
Green, B., & Leo, G. (2026). LLMs Do Not Emulate Populations.
Note: just adding my stuff for a list
Hines, O., Dukes, O., Diaz-Ordaz, K., et al. (2022). Demystifying statistical learning based on efficient influence functions. The American Statistician.
Kaaronen, R. O., Walsh, M. J., Henrich, A. K., et al. (2024). A global cross-cultural analysis of string figures reveals evidence of deep transmission and innovation. Journal of The Royal Society Interface.
Note: Honestly sometimes I'm jealous of anthropologists
Miao, J., & Xing, H. (2024). Dynamic discrete choice under rational inattention. Economic Theory.
Fonseca, J., & Liu, L. (2024). Mortgage Lock‐In, Mobility, and Labor Reallocation. The Journal of Finance.
Liebersohn, J., & Rothstein, J. (2025). Household mobility and mortgage rate lock. Journal of Financial Economics.
Aladangady, A., Krimmel, J., & Scharlemann, T. (2025). Locked in: mobility, market tightness, and house prices.
Dvorkin, M., & Greaney, B. (2025). The geography of wealth: shocks, mobility, and precautionary savings. Working Papers.
Note: Neat trick with discrete choice over locations with CARA / Normal / Weibull
Greaney, B. (2026). Housing Constraints and Spatial Misallocation: Comment. American Economic Journal: Macroeconomics.
Hsieh, C.-T., & Moretti, E. (2019). Housing Constraints and Spatial Misallocation. American Economic Journal: Macroeconomics.
Russell, J., Rajendhran, R., Pham, C. M., et al. (2026). StoryScope: Investigating idiosyncrasies in AI fiction. arXiv.org.
Anderson, S. E., Plantinga, A. J., & Wibbenmeyer, M. (2023). Inequality in Agency Response: Evidence from Salient Wildfire Events. The Journal of Politics.
Rey, H. (2015). Dilemma not trilemma: the global financial cycle and monetary policy independence.
Salomao, J., & Varela, L. (2022). Exchange rate exposure and firm dynamics. The Review of Economic Studies.
Aguiar, M. (2005). Investment, devaluation, and foreign currency exposure: The case of Mexico. Journal of Development Economics.
Verner, E., & Gyöngyösi, G. (2020). Household debt revaluation and the real economy: Evidence from a foreign currency debt crisis. American Economic Review.
Bocola, L., & Lorenzoni, G. (2020). Financial crises, dollarization, and lending of last resort in open economies. American Economic Review.
Kalantzis, Y. (2015). Financial fragility in small open economies: firm balance sheets and the sectoral structure. The Review of Economic Studies.
Schneider, M., & Tornell, A. (2004). Balance sheet effects, bailout guarantees and financial crises. The Review of Economic Studies.
Lorenzoni, G. (2014). International financial crises. Handbook of international economics.
Krugman, P. (1999). Balance sheets, the transfer problem, and financial crises. International tax and public finance.
Auclert, A., Dobbie, W. S., & Goldsmith-Pinkham, P. (2019). Macroeconomic effects of debt relief: Consumer bankruptcy protections in the great recession.
Ganong, P., & Noel, P. (2020). Liquidity versus wealth in household debt obligations: Evidence from housing policy in the great recession. American Economic Review.
Baker, S. R. (2018). Debt and the response to household income shocks: Validation and application of linked financial account data. Journal of Political Economy.
Di Maggio, M., Kermani, A., Keys, B. J., et al. (2017). Interest rate pass-through: Mortgage rates, household consumption, and voluntary deleveraging. American Economic Review.
Mian, A., Sufi, A., & Verner, E. (2020). How does credit supply expansion affect the real economy? the productive capacity and household demand channels. The Journal of Finance.
Mian, A., Rao, K., & Sufi, A. (2013). Household balance sheets, consumption, and the economic slump. The Quarterly Journal of Economics.
Mian, A., & Sufi, A. (2014). What explains the 2007–2009 drop in employment? Econometrica.
Mishkin, F. S. (1978). The household balance sheet and the Great Depression. The Journal of Economic History.
King, M. (1994). Debt deflation: Theory and evidence. European Economic Review.
Jordà, Ò., Schularick, M., & Taylor, A. M. (2016). The great mortgaging: housing finance, crises and business cycles. Economic policy.
Mian, A., Sufi, A., & Verner, E. (2017). Household debt and business cycles worldwide. The Quarterly Journal of Economics.
Auclert, A. (2019). Monetary policy and the redistribution channel. American Economic Review.
Iacoviello, M. (2005). House prices, borrowing constraints, and monetary policy in the business cycle. American economic review.
Farhi, E., & Werning, I. (2016). A theory of macroprudential policies in the presence of nominal rigidities. Econometrica.
Schmitt-Grohé, S., & Uribe, M. (2016). Downward nominal wage rigidity, currency pegs, and involuntary unemployment. Journal of Political Economy.
Eggertsson, G. B., & Krugman, P. (2012). Debt, deleveraging, and the liquidity trap: A Fisher-Minsky-Koo approach. The Quarterly Journal of Economics.
Korinek, A., & Simsek, A. (2016). Liquidity trap and excessive leverage. American Economic Review.
Mian, A., Straub, L., & Sufi, A. (2021). Indebted demand. The Quarterly Journal of Economics.
Jiang, E. X., Matvos, G., Piskorski, T., et al. (2024). Monetary tightening and US bank fragility in 2023: Mark-to-market losses and uninsured depositor runs? Journal of Financial Economics.
Kashyap, A. K., & Stein, J. C. (2023). Monetary policy when the central bank shapes financial-market sentiment. Journal of Economic Perspectives.
Drechsler, I., Savov, A., & Schnabl, P. (2021). Banking on deposits: Maturity transformation without interest rate risk. The Journal of Finance.
Begenau, J., & Stafford, E. (2022). Uniform rate setting and the deposit channel. Available at SSRN.
Drechsler, I., Savov, A., & Schnabl, P. (2017). The deposits channel of monetary policy. The Quarterly Journal of Economics.
Jiménez, G., Ongena, S., Peydró, J.-L., et al. (2014). Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking? Econometrica.
Kashyap, A. K., & Stein, J. C. (2000). What do a million observations on banks say about the transmission of monetary policy? American Economic Review.
Kashyap, A. K., Lamont, O. A., & Stein, J. C. (1994). Credit conditions and the cyclical behavior of inventories. The Quarterly Journal of Economics.
Ivashina, V., Laeven, L., & Moral-Benito, E. (2020). Loan types and the bank lending channel.
Amiti, M., & Weinstein, D. E. (2018). How much do idiosyncratic bank shocks affect investment? Evidence from matched bank-firm loan data. Journal of Political Economy.
Chodorow-Reich, G. (2014). The employment effects of credit market disruptions: Firm-level evidence from the 2008–9 financial crisis. The Quarterly Journal of Economics.
Khwaja, A. I., & Mian, A. (2008). Tracing the impact of bank liquidity shocks: Evidence from an emerging market. American Economic Review.
Peek, J., & Rosengren, E. S. (2000). Collateral damage: Effects of the Japanese bank crisis on real activity in the United States. American economic review.
Coimbra, N., & Rey, H. (2024). Financial cycles with heterogeneous intermediaries. Review of Economic Studies.
Holmstrom, B., & Tirole, J. (1997). Financial intermediation, loanable funds, and the real sector. the Quarterly Journal of economics.
Correia, S., Luck, S., & Verner, E. (2026). Failing banks. The Quarterly Journal of Economics.
Calomiris, C. W., & Mason, J. R. (2003). Fundamentals, panics, and bank distress during the depression. American Economic Review.
Gorton, G., & Metrick, A. (2012). Securitized banking and the run on repo. Journal of Financial economics.
Iyer, R., Puri, M., & Ryan, N. (2016). A tale of two runs: Depositor responses to bank solvency risk. The Journal of Finance.
Iyer, R., & Puri, M. (2012). Understanding bank runs: The importance of depositor-bank relationships and networks. American Economic Review.
Bernanke, B. S. (1983). Non-monetary effects of the financial crisis in the propagation of the Great Depression.
Gorton, G., & Pennacchi, G. (1990). Financial intermediaries and liquidity creation. The Journal of Finance.
Goldstein, I., & Pauzner, A. (2005). Demand–deposit contracts and the probability of bank runs. the Journal of Finance.
Diamond, D. W. (1984). Financial intermediation and delegated monitoring. The review of economic studies.
Diamond, D. W., & Dybvig, P. H. (1983). Bank runs, deposit insurance, and liquidity. Journal of political economy.
Brunnermeier, M., Correia, S., Luck, S., et al. (2025). The debt-inflation channel of the German (Hyper) inflation. American Economic Review.
Rajan, R., & Ramcharan, R. (2015). The anatomy of a credit crisis: The boom and bust in farm land prices in the United States in the 1920s. American Economic Review.
Chaney, T., Sraer, D., & Thesmar, D. (2012). The collateral channel: How real estate shocks affect corporate investment. American Economic Review.
Benmelech, E., Kumar, N., & Rajan, R. (2024). The decline of secured debt. The Journal of Finance.
Rampini, A. A., & Viswanathan, S. (2025). Collateral and secured debt.
Lian, C., & Ma, Y. (2021). Anatomy of corporate borrowing constraints. The Quarterly Journal of Economics.
Gilchrist, S., & Zakrajšek, E. (2012). Credit spreads and business cycle fluctuations. American economic review.
Brunnermeier, M. K., & Sannikov, Y. (2014). A macroeconomic model with a financial sector. American Economic Review.
Kiyotaki, N., & Moore, J. (1997). Credit cycles. Journal of political economy.
Bernanke, B. S., & Gertler, M. (1986). Agency costs, collateral, and business fluctuations.
Baron, M., Verner, E., & Xiong, W. (2021). Banking crises without panics. The Quarterly Journal of Economics.
Beaudry, P., Galizia, D., & Portier, F. (2020). Putting the cycle back into business cycle analysis. American Economic Review.
Krishnamurthy, A., & Muir, T. (2025). How credit cycles across a financial crisis. The Journal of Finance.
Greenwood, R., Hanson, S. G., Shleifer, A., et al. (2022). Predictable financial crises. The Journal of Finance.
López-Salido, D., Stein, J. C., & Zakrajšek, E. (2017). Credit-market sentiment and the business cycle. The Quarterly Journal of Economics.
Greenwood, R., & Hanson, S. G. (2013). Issuer quality and corporate bond returns. The Review of Financial Studies.
Müller, K., & Verner, E. (2024). Credit allocation and macroeconomic fluctuations. Review of Economic Studies.
Schularick, M., & Taylor, A. M. (2012). Credit booms gone bust: monetary policy, leverage cycles, and financial crises, 1870–2008. American Economic Review.
Sufi, A., & Taylor, A. M. (2022). Financial crises: A survey. Handbook of international economics.
Fukui, M., Nakamura, E., & Steinsson, J. (2026). The Commoditization of Labor. Working Paper Series.
Strumpf, K. (2003). Illegal Sports Bookmakers. Working Papers.
Note: thanks to matthew for finding this one
Dinerstein, M., Megalokonomou, R., & Yannelis, C. (2022). Human Capital Depreciation and Returns to Experience. American Economic Review.
Nevo, A. (2000). Mergers with Differentiated Products: The Case of the Ready-to-Eat Cereal Industry. The RAND Journal of Economics.
Berry, S., Levinsohn, J., & Pakes, A. (1995). Automobile Prices in Market Equilibrium. Econometrica.
Igami, M., & Sugaya, T. (2022). Measuring the Incentive to Collude: The Vitamin Cartels, 1990–99. The Review of Economic Studies.
Binsbergen, J. v., Brandt, M., & Koijen, R. (2012). On the Timing and Pricing of Dividends. American Economic Review.
Saygin, P. O., Weber, A., & Weynandt, M. A. (2021). Coworkers, Networks, and Job-Search Outcomes among Displaced Workers. ILR Review.
Deming, D. J. (2022). Four Facts about Human Capital. Journal of Economic Perspectives.
Kitagawa, T., & Tetenov, A. (2018). Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice. Econometrica.
Karun Adusumilli, A. V. (2026). Designing Persuasive Experiments.
Spiess, J. (2025). Optimal Estimation When Researcher and Social Preferences Are Misaligned. Econometrica.
Budish, E., Roin, B. N., & Williams, H. (2015). Do Firms Underinvest in Long-Term Research? Evidence from Cancer Clinical Trials. American Economic Review.
Angelopoulos, A. N., Bates, S., Fannjiang, C., et al. (2023). Prediction-powered inference. Science.
Fish, S., Gonczarowski, Y. A., & Shorrer, R. I. (2024). Algorithmic Collusion by Large Language Models.
Iacovone, L., McKenzie, D., & Meager, R. (2025). Bayesian Impact Evaluation With Informative Priors: An Application to a Colombian Management and Export Improvement Program. Econometrica.
Andrews, I., Barahona, N., Gentzkow, M., et al. (2025). Structural Estimation Under Misspecification: Theory and Implications for Practice. The Quarterly Journal of Economics.
Chetty, R., Friedman, J. N., Olsen, T., et al. (2011). Adjustment Costs, Firm Responses, and Micro vs. Macro Labor Supply Elasticities: Evidence from Danish Tax Records. The Quarterly Journal of Economics.
Aguirregabiria, V., & Mira, P. (2007). Sequential Estimation of Dynamic Discrete Games. Econometrica.
Bauer, M. D., & Rudebusch, G. D. (2020). Interest Rates under Falling Stars. American Economic Review.
Xu, Y., Zhao, A., & Ding, P. (2026). Factorial Difference-in-Differences. Journal of the American Statistical Association.
Palmer, C. J. (2026). An IV Hazard Model of Loan Default with an Application to Subprime Mortgage Cohorts. The Journal of Finance.
Brunnermeier, M. K., Lamba, R., & Segura-Rodriguez, C. (2020). Inverse Selection. SSRN Electronic Journal.
Note: thanks preston for the rec
Habermann, D., Bulling, A., Radev, S. T., et al. (2026). Amortized Bayesian Inference on Multilevel Models of Arbitrary Structure.
Bauer, M. (2012). Restrictions on Risk Prices in Dynamic Term Structure Models.
Gowrisankaran, G., Nevo, A., & Town, R. (2015). Mergers When Prices Are Negotiated: Evidence from the Hospital Industry. American Economic Review.
Duffee, G. R. (2011). Sharpe ratios in term structure models.
Note: Great stuff. "It is worth emphasizing that the maximum Sharpe ratio of a portfolio of Treasury bond comfortably exceeds the Sharpe ratio for the market. Nonetheless, the book “Treasury securities for the long run” is unlikely to be a bestseller."
Diebold, F. X., & Li, C. (2003). Forecasting the Term Structure of Government Bond Yields. Working Paper Series.
Tibshirani, R. (2023). Conformal Prediction.
De Nardi, M., French, E., & Jones, J. B. (2009). Why do the Elderly Save? The Role of Medical Expenses.
Chen, L., Pelger, M., & Zhu, J. (2019). Deep Learning in Asset Pricing.
Chernozhukov, V., Newey, W. K., & Singh, R. (2022). Automatic Debiased Machine Learning of Causal and Structural Effects. Econometrica.
Bianchi, D., Büchner, M., & Tamoni, A. (2021). Bond Risk Premiums with Machine Learning. Review of Financial Studies.
No papers tagged [time series] here.
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