2 papers
econ.EM2026
Robust Econometrics for Growth-at-Risk
Tobias Adrian, Yuya Sasaki, Yulong Wang
The Growth-at-Risk (GaR) framework has garnered attention in recent econometric literature, yet current approaches implicitly assume a constant Pareto exponent. We introduce novel…
econ.EM2024
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
Yuya Sasaki, Yulong Wang
We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a…