Publications

A Simple Measure of Robustness for External Validity under Covariate Shifts - Conditionally accepted at Econometrica

This paper studies the robustness of estimated policy effects to changes in the distribution of covariates, a key determinant of the …
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Bounds for within-household encouragement designs with interference

We obtain partial identification of direct and spillover effects in settings with strategic interaction and discrete treatments, …
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Valid conditional inference in event study designs after testing for parallel trends

MTE with Misspecification

This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We …
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Thick Market Externality and Concentration of Money

A thick market external effect is applied to a trading post model of \( N\geq 3 \) commodities with transaction costs and distinct bid …

Making Money: Existence and Determination of Commodity Money in General Equilibrium

The classic Arrow-Debreu (1954) general equilibrium model cannot sustain or account for the existence of money. This lacuna arises …
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Generalized Robustness Test: Coefficient Stability across Causal Specifications

This project focuses on the exercise of comparing coefficients across regression specifications, broadly known as robustness checks, a …