Christopher J. Palmer


Christopher J. Palmer

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Christopher Palmer is the Albert and Jeanne Clear Career Development Professor and an Assistant Professor of Finance at the MIT Sloan School of Management where he teaches corporate finance. His research focuses on how credit, real estate, and labor markets respond to periods of significant upheaval.

Palmer is also a Visiting Scholar at the Federal Reserve Bank of Boston, a Faculty Research Fellow at the National Bureau of Economic Research, and an Affiliate with the Jameel Poverty Action Lab. He previously taught real estate finance at the University of California Berkeley’s Haas School of Business and was a Visiting Scholar at the Federal Reserve Bank of San Francisco. Prior to graduate school, he consulted with Compass-Lexecon.

Palmer holds a BA in economics and mathematics from Brigham Young University and a PhD in economics from MIT.

Current Research Focus: Palmer's research focuses on how credit, real estate, and labor markets respond to periods of significant upheaval. His current research projects include studying the consequences of how consumers shop for credit, how households strategically use bankruptcy laws, how to improve federal housing entitlements, the effectiveness of disclosure laws, and how people form expectations about future house prices.


Palmer wins Jamieson prize

Palmer wins SFS Best Paper Award

NBER appoints Palmer as a Faculty Research Fellow


"Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand."

Liu, Haoyang, and Christopher John Palmer (NBER Working Paper #28926), MIT Sloan Working Paper 6395-20. Cambridge, MA: MIT Sloan School of Management, July 2021.

"Creating Moves to Opportunity: Experimental Evidence on Barriers to Neighborhood Choice."

Bergman, Peter, Raj Chetty, Stefanie DeLuca, Nathaniel Hendren, Lawrence F. Katz, and Christopher John Palmer (NBER Working Paper No. 26164), Working Paper. 2019. Non-technical summary. Slides. NY Times. City Lab. Vox. NPR. The Hill.

"Errors in the Dependent Variable of Quantile Regression Models."

Palmer, Christopher John, Jerry Hausman, Haoyang Liu, and Ye Luo. Econometrica Vol. 89, No. 2 (2021): 849–873. Data and Code.

"Finite Sample Bias Corrected IV Estimation for Weak and Many Instruments."

Harding, Matthew, Jerry Hausman, and Christopher John Palmer. Advances in Econometrics: Essays in Honor of Aman Ullah Vol. 36, (2016): 245-273.

"Heteroskedasticity-Robust Inference in Finite Samples."

Hausman, Jerry, and Christopher John Palmer. Economics Letters Vol. 116, No. 2 (2012): 232-235. Prepublication Manuscript. Stata code and help file.

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