about me (cv)
I am an Associate Professor of Economics at Simon Fraser University in Burnaby, BC, Canada.
I am an Associate Editor at JEBO.
Nonparametric Structural Modelling: Revealed Preference Analysis as a Backbone
A common thread in my past and ongoing research pertains to formulating economic models with optimizing agents that may exhibit bounded rationality, with the goal of explaining observed data or stylized facts. The overarching objective is to coherently interpret complex data in order to enable robust out-of-sample counterfactual predictions. However, my approach deviates from traditional parametric structural modeling in a critical way: it is predominantly nonparametric. Rather than specifying a parametric objective function for an optimizing agent and fitting parameters to best match a data set, my work derives the robust empirical implications of economic structure and optimizing behavior, yielding consistency conditions that data points must satisfy. Counterfactual predictions can then be made by exploiting these consistency conditions to extend the observed data set to new situations where the conditions remain valid. Additionally, my research places emphasis on incorporating realistic frictions into traditional optimization models, such as measurement error, bounded rationality, limited attention, reference dependence, and limited consideration.
Fields of Interest: Microeconomic Theory, Econometrics, Computational Economics.
I have a Ph.D. in Economics from Brown University (2017). I finished my studies and my dissertation was formally approved in 2016 (after 4 years) but due to migration requirements in moving to Canada I formally graduated in 2017.
Contact: vhaguiar (at) gmail (dot) ca
vaguiarl (at) sfu.ca