Michael Shashoua



I am an economist specializing in industrial organization with interests in marketing and applied econometrics.  I will be available for interviews at the AEAs/ASSAs in Atlanta.

My job market paper estimates the correlation of household advertising elasticities across various brands of chocolate and laundry detergent. It extends the dynamic panel methods of Arellano and Bond (1991) to allow time varying random coefficients that can be correlated with regressors (advertising exposure) and correlated across equations in a SUR (seemingly unrelated regressions) system.

The most recent version can be found here:
Private Labels, Famous Brands, and Heterogeneous Households: Can High Ad Spending be Justified and are Households’ Advertising Elasticities Stable Across Products?

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