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We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Consumer food waste, like many environmental behaviours, takes place in private, and is not directly subject to social monitoring. Nevertheless, social interactions can affect private opinions and behaviours. This paper builds an…

We evaluate the causal effect of hour-ahead price interventions on the reduction in residential electricity consumption using a data set from a large-scale experiment on 7,000 households in California. By estimating user-level…

Physics and Society · Physics 2018-10-26 Datong P. Zhou , Maximilian Balandat , Claire J. Tomlin

This study constructs a novel analytical general equilibrium model to compare environmental policies in a setting where oligopolistic energy firms engage in third-degree price discrimination across residential consumers and industrial…

General Economics · Economics 2025-01-07 Tengjiao Chen , Daniel H. Karney

Causal machine learning methods can be used to search for treatment effect heterogeneity in high-dimensional datasets even where we lack a strong enough theoretical framework to select variables or make parametric assumptions about data.…

General Economics · Economics 2024-04-01 Patrick Rehill , Nicholas Biddle

The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental…

Optimization and Control · Mathematics 2024-02-28 Matteo Basei , Giorgio Ferrari , Neofytos Rodosthenous

Studies looking at electricity market designs for very high shares of wind and solar often conclude that the energy-only market will break down. Without fuel costs, it is said that there is nothing to set prices. Symptoms of breakdown…

General Economics · Economics 2025-10-29 Tom Brown , Fabian Neumann , Iegor Riepin

Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as the cost of over-appropriating a common-pool resource (which diminishes future stock, and thus…

Multiagent Systems · Computer Science 2023-01-16 Panayiotis Danassis , Aris Filos-Ratsikas , Haipeng Chen , Milind Tambe , Boi Faltings

We examine the household-specific effects of the introduction of Time-of-Use (TOU) electricity pricing schemes. Using a causal forest (Athey and Imbens, 2016; Wager and Athey, 2018; Athey et al., 2019), we consider the association between…

General Economics · Economics 2019-10-17 Eoghan O'Neill , Melvyn Weeks

We explore heterogeneous prices as a source of heterogeneous or stochastic demand. Heterogeneous prices could arise either because there is actual price variation among consumers or because consumers (mis)perceive prices differently. Our…

Theoretical Economics · Economics 2026-05-26 John K. -H. Quah , Gerelt Tserenjigmid

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status.…

Other Statistics · Statistics 2019-09-23 Jennie E. Brand , Jiahui Xu , Bernard Koch , Pablo Geraldo

In many markets, like electricity or cloud computing markets, providers incur large costs for keeping sufficient capacity in reserve to accommodate demand fluctuations of a mostly fixed user base. These costs are significantly affected by…

Computer Science and Game Theory · Computer Science 2020-04-07 Ludwig Dierks , Sven Seuken

The Florence branch of an Italian supermarket chain recently implemented a strategy that permanently lowered the price of numerous store brands in several product categories. To quantify the impact of such a policy change, researchers often…

Applications · Statistics 2021-02-23 Fiammetta Menchetti , Iavor Bojinov

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

We present novel mathematical models for inventory management within a reverse logistics system. Technological advancements, sustainability initiatives, and evolving customer behaviours have significantly increased the demand for repaired…

Optimization and Control · Mathematics 2024-06-21 I. B. Wadhawan , M. M. Rizvi

We systematically investigate the effect heterogeneity of job search programmes for unemployed workers. To investigate possibly heterogeneous employment effects, we combine non-experimental causal empirical models with Lasso-type…

Econometrics · Economics 2020-10-13 Michael Knaus , Michael Lechner , Anthony Strittmatter

We study the equilibrium behavior in a multi-commodity selfish routing game with many types of uncertain users where each user over- or under-estimates their congestion costs by a multiplicative factor. Surprisingly, we find that…

Computer Science and Game Theory · Computer Science 2018-01-12 Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff , Baosen Zhang

Applied macroeconomists frequently use impulse response estimators motivated by linear models. We study whether the estimands of such procedures have a causal interpretation when the true data generating process is in fact nonlinear. We…

Econometrics · Economics 2025-11-18 Michal Kolesár , Mikkel Plagborg-Møller

A growing number of applications involve settings where, in order to infer heterogeneous effects, a researcher compares various units. Examples of research designs include children moving between different neighborhoods, workers moving…

Econometrics · Economics 2024-04-03 Stephane Bonhomme , Angela Denis
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