Angela Vossmeyer

Angela Vossmeyer, Ph.D.

Assistant Professor of Economics

Robert Day School of Economics and Finance

Angela Vossmeyer
(909) 607-0722
Bauer Center 104
  • Biography
  • Education
  • Research and Publications

Angela Vossmeyer is an Assistant Professor of Economics at Claremont McKenna College and a Faculty Research Fellow at the National Bureau of Economic Research (NBER). Professor Vossmeyer joined the Robert Day School in 2015 after receiving her Ph.D. in economics from the University of California, Irvine. Her research interests include: econometrics, Markov chain Monte Carlo (MCMC), simulation-based inference, financial economics, financial crises, and economic history. She was recently a visiting scholar at the Board of Governors of the Federal Reserve System in the Division of Monetary Affairs.

Ph.D., Economics, University of California, Irvine, 2015
  • [1]  “Treatment Effects and Informative Missingness with an Application to Bank Recapitalization Programs,” American Economic Review (Papers and Proceedings), 104, 5, 212-17, 2014. 

    [2]  “Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings,” Advances in Econometrics, 34, 223-247, 2014.

    [3]  “Sample Selection and Treatment Effect Estimation of Lender of Last Resort Policies,” Journal of Business and Economic Statistics, 34, 2, 197-212, 2016.

    [4]  “The Impact of Estimation Uncertainty on Covariate Effects in Nonlinear Models,” with Ivan Jeliazkov, Statistical Papers, 59, 3, 1031-1042, 2018.

    [5]  "Analysis of Stigma and Bank Credit Provision," Journal of Money, Credit and Banking, 51, 1, 163-194, 2019.

    [6] "The Quality of Banks at Stigmatized Lending Facilities," with Sriya Anbil, AEA Papers and Proceedings, 109, 506-510, 2019.

    [7] "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," with Arshad Rahman, Advances in Econometrics, 40B, 157-191, 2019.

    [8] "Liquidity from Two Lending Facilities," with Sriya Anbil, revise and resubmit, Journal of Financial Intermediation.

    [9] "Systemic Risk and the Great Depression," with Sanjiv Das and Kris Mitchener, revise and resubmit, Journal of Financial Economics.

    [10] "Likelihood Specification in Simultaneous Equation Models for Discrete Data," with Ivan Jeliazkov, under review, Econometrica.