We develop a model of data provision and data pricing in an environment with strategically interacting firms. The demand for data is generated by firms which seek to tailor their product positioning, or price, to either the individual or the aggregate demand. In turn, the data provider...

We develop the marginal contribution mechanism in detail for a sequential auction of a single object in which each bidders learn over time her true valuation of the object. We show that a modified second price auction leads to truthtelling.

I reveal identification failures in a well-known dynamic stochastic general equilibrium (DSGE) model, and study the statistical implications of common identifying restrictions. First, I provide a fully analytical methodology for determining all observationally equivalent values of the structural...