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This paper proposes a framewrok for analyzing how the welfare effects of policy interventions are distributed across individuals when those effects are unobserved. Rather than focusing solely on average outcomes, the approach uses readily…

Econometrics · Economics 2025-12-25 Costas Lambros , Emerson Melo

Improving social welfare is a complex challenge requiring policymakers to optimize objectives across multiple time horizons. Evaluating the impact of such policies presents a fundamental challenge, as those that appear suboptimal in the…

Computers and Society · Computer Science 2026-02-17 Jiduan Wu , Rediet Abebe , Moritz Hardt , Ana-Andreea Stoica

Welfare economics relies on access to agents' utility functions: we revisit classical questions in welfare economics, assuming access to data on agents' past choices instead of their utilities. Our main result considers the existence of…

Theoretical Economics · Economics 2024-06-26 Christopher P Chambers , Federico Echenique

We consider the problem of repeatedly choosing policies to maximize social welfare. Welfare is a weighted sum of private utility and public revenue. Earlier outcomes inform later policies. Utility is not observed, but indirectly inferred.…

Econometrics · Economics 2024-07-30 Nicolo Cesa-Bianchi , Roberto Colomboni , Maximilian Kasy

We develop an axiomatic framework to evaluate income distributions from the perspective of an opportunity-egalitarian social planner. Building on a formal link with the literature on decision theory under ambiguity, we characterize a class…

Theoretical Economics · Economics 2026-03-31 T. Wienand , B. Magdalou , R. Nock , P. Hufe

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

Computer Science and Game Theory · Computer Science 2015-04-28 Moshe Babaioff , Renato Paes Leme , Balasubramanian Sivan

This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…

Econometrics · Economics 2025-07-29 Zequn Jin , Gaoqian Xu , Xi Zheng , Yahong Zhou

Strong empirical evidence from laboratory experiments, and more recently from population surveys, shows that individuals, when evaluating their situations, pay attention to whether they experience gains or losses, with losses weighing more…

Theoretical Economics · Economics 2025-10-17 Martyna Kobus , Radosław Kurek , Thomas Parker

Multilateral index numbers are often used to make claims about welfare, such as treating PPPs as cross-country costs of living or real incomes as indicators of living standards. However, such interpretations may not be consistent with the…

General Economics · Economics 2025-12-11 Hubert Wu

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful…

Methodology · Statistics 2020-05-01 Xinkun Nie , Emma Brunskill , Stefan Wager

Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we…

Econometrics · Economics 2024-11-12 Guanyi Wang

To determine the welfare implications of price changes in demand data, we introduce a revealed preference relation over prices. We show that the absence of cycles in this relation characterizes a consumer who trades off the utility of…

Econometrics · Economics 2024-07-03 Rahul Deb , Yuichi Kitamura , John K. -H. Quah , Jörg Stoye

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

Probability · Mathematics 2017-03-02 Ellen V. Muir , Konstantin Borovkov

This paper studies policy learning for continuous treatments from observational data. Continuous treatments present more significant challenges than discrete ones because population welfare may need nonparametric estimation, and policy…

Econometrics · Economics 2025-12-02 Chunrong Ai , Yue Fang , Haitian Xie

We study social welfare in one-sided matching markets where the goal is to efficiently allocate n items to n agents that each have a complete, private preference list and a unit demand over the items. Our focus is on allocation mechanisms…

Computer Science and Game Theory · Computer Science 2011-04-18 Anand Bhalgat , Deeparnab Chakrabarty , Sanjeev Khanna

An employer contracts with a worker to incentivize efforts whose productivity depends on ability; the worker then enters a market that pays him contingent on ability evaluation. With non-additive monitoring technology, the interdependence…

Theoretical Economics · Economics 2025-07-31 Tan Gan , Hongcheng Li

We study resource allocation in two-sided markets from a fundamental perspective and introduce a general modeling and algorithmic framework to effectively incorporate the complex and multidimensional aspects of fairness. Our main technical…

Computer Science and Game Theory · Computer Science 2025-06-03 Javier Cembrano , Andrés Moraga , Victor Verdugo

We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…

Statistical Finance · Quantitative Finance 2016-10-12 Mateusz Denys , Maciej Jagielski , Tomasz Gubiec , Ryszard Kutner , H. Eugene Stanley

This paper examines optimal risk sharing for empirically realistic risk attitudes, providing results on Pareto optimality, competitive equilibria, utility frontiers, and the first and second theorems of welfare. Contrary to common…

Theoretical Economics · Economics 2025-10-06 Jean-Gabriel Lauzier , Liyuan Lin , Peter Wakker , Ruodu Wang

Estimation and counterfactual analysis in dynamic structural models rely on assumptions about the dynamic process of latent variables, which may be misspecified. We propose a framework to quantify the sensitivity of scalar parameters of…

Econometrics · Economics 2025-11-17 Ertian Chen