UChicago - Thaler Wins Nobel Economics Prize

http://money.cnn.com/2017/10/09/news/nobel-prize-economics-2017/index.html

AWESOME!!!

Thaler was one of the many reasons why my son chose UChicago and his research was actually included in one of his essays.

Sometimes a surname is destiny. A “thaler” was an old German coin that became the English “dollar”. How could a guy with that name have become anything but an economist! And he doesn’t even have to split his namesake coins among other winners of the prize.

Thaler of course deserves the Nobel. It is a nice tribute to the University when Bob Lucas won it on rational expectation and now Dick Thaler won it on irrationality of consumers/investors.

I took a class from him when he was visiting GSB in the 1980’s . It was most certainly an eye opener after a few days listening to Fama and Lucas. Sherwin Rosen was his thesis advisor in Rochester and this must be one of the great steals for U of C to recruit him from Johnson in 1995.

However, if I were the Nobel Committee, I would have picked Richard Posner. I have equal respect for Thaler and Posner, both giants in their respective fields. But Posner is close to 80 and I would like him to get the Nobel before the grim reaper calls him.

Rosen did a lot of hedonic pricing stuff so I wonder if that somehow influenced Thaler’s thinking. His methodological approach is probably quite different (wouldn’t know so @85bears46 please enlighten us). Just saw a flash of connection between the two when I read the above post.

Rosen was a methodological instructor. I took his class on Price Theory and for 95% of his class time he stuck to his script. Then one day he walked in and asked us what was the price of life. We looked at each other with a deer in the headlight expression. We thought he was asking a deep philosophical question. No, he actually was asking us how society or private companies put a price tag on life itself. He proceeded to explain that for a business ( be it a tobacco company or a truck company) there has to be fatalities involved. So the company has to set aside an estimated X amount of money for y number of fatalities. Divide x by y you can figure out price of each life according to that company.

If you extrapolate this line of reasoning, our lives indeed have a price tag on them. This is not a subject that everyone is comfortable talking about it. But you bet in every company or even government entity they have lawyers and accountants figuring what is the price of a life that may cost them.

I have forgotten all the Price Theory stuff Rosen had taught me but I would never forget about the ecocnimc analysis he adopted to extend to unconventional subjecs. I bet Rosen must have inspired Thaler to think out of a box. U of Rochester has been a bastion of Chicago School of Econimcs for a long while and Thaler must have learnt there to apply his economics thinking to a new field just like Becker and Posner have done to sociology and law.

I feel for Thaler: the Nobel must be the final redemption after being dissed by traditional economists for years. He hinted about it too himself at the Chicago Booth Live Broadcast:

.@R_Thaler: “The experience of being a Booth faculty member is tough love…it’s been good to be here arguing with guys like Fama.”

One more reason why UChicago is arguably the best Economics/Finance/Business school in the world.

Thaler’s courage to be a behavioral “irrationalist” in a school renown for its quantitative economic realism is very impressive. As to Posner, he has taken law and economics to absurd extremes. There is a lot more to jurisprudence than economic efficiency.

I’m not all that familiar with Thaler’s work so would appreciate some education here. It’s fine to punch holes in some of the previous notable work in economics if your alternative explanation leads to meaningful conclusions that business, or gov’t, or even consumers (though greater insight) can apply to their decisions. As an overly-simplied example: if, say, efficient prices AREN’T the best way to explain stock market behavior, then a meaningful alternative explanation can be incorporated into fund manager decisions, which benefit investors, etc. So - using this kind of criteria, how is Thaler’s work a big deal?

I don’t think Posner would be considered qualified for a Nobel prize in Economics, although he has probably done more than anyone else to integrate economic analysis with law. He usually relied on the work of real economists (and made a fortune off of them with the consulting firm he founded).

In terms of sheer brainpower and creativity, Posner is one of the smartest people alive, but if he gets a Nobel Prize it will probably have to be in Literature. (He’s not going to get that, either.)

By the way, I don’t think Posner has ever argued that economic efficiency is all there is to jurisprudence. He’s a much more subtle thinker than that. If I were going to give him a one-sentence jurisprudential slogan, it would probably be something to the effect that if you are interpreting the law in a way that does not promote economic efficiency, you ought to be very clear on what requires you to do that, because by definition you are imposing deadweight loss on some element of society whose consent to that should not lightly be presumed.

@85bears46 at #6: with all due respect to Rosen, if that was truly his explanation it might be been a bit short-sighted. Life insurance payouts and reserves set aside to compensate family members in the event of a work-related death only estimate the foregone future income of the deceased. There is a lot more to valuing life than that! As an extreme example, we know that parents are willing to go to great expense to keep their ill children alive, while an insurance payout for a child killed in, say, an auto accident or airline crash, would be miniscule due to the high level of uncertainty associated with any sort of earnings outcome. Fascinating topic though. Rosen was an interesting guy - uttered quite a few expletives. Someone told me about his lecture on “bliss points” and how it somehow included a mention of his wife. What a character!

Speaking of predicting behavior, how many days will pass before U Chicago sends my high school senior another piece of mail touting this Nobel prize?

Shouldn’t be more than a week…

Seriously I don’t know why people bad mouth marketing, its a proven formula for getting the word out about your product…nothing sinister about that, especially in a case like UChicago where they lack the name recognition of HYPS.

@JBStillFlying Sherwin Rosen. Sam Peltzman. Merton Miller. Gene Fama, Gary Becker: you name it, the U of C Econ Department and GSB in the 1980’s would have a character that amazes you both in idiosyncrasies and intellectual fire power . They all had a chip on their shoulders but they also possessed a nice, wry sense of wicked humor.

Pardon me for another story. Prior to the 1985 NFL playoff the Bears superb defensive end Richard Dent was unhappy with his compensation given his stellar season. He was openly talking about re-negotiating his contract. That gave many Bears fans a huge anxiety attack as many worried that Dent might sit out the post season.

We just started the winter quarter and as usual Professor Merton Miller Corporate Finance class was oversubscribed. Everyone was using all their points to bid for his class. The classroom was jam packed with MBA and doctoral students.

In came Professor Miller in the Rosenwald classroom. As he surveyed the crowded room which looked more like a sold out rock concert, the first thing he said was: “I should do what Richard Dent does: I need to re-negiotate my contract. NOW.”

But people put price tags on their own lives all the time, so it makes complete sense that others would also do so.

For example, when it comes to cars, Volvos are the safest. Yet people choose other cheaper vehicles, giving up marginal safety for a quantifiable dollar amount. In doing so, they are placing a value on their life.

Even if we take Volvo out of the equation, advanced safety features are available as extra cost options on many cars, and of course, many people refuse to pay for them, opting for a better sound system or leather instead.

Perhaps Thaler would ask: “Is this rational?”

@hebegebe - yes, it is. Because they are assessing the probabilities of dying to be pretty low and their hazard function isn’t the same as yours or mine.

I’m not a fan of attributing anything not easily-explainable to lack of rationality. But I suspect it’s hard to have a meaningful discussion one way or the other. Unless rational behavior has a very specific defined criteria, one person’s “irrational” is another’s unique hazard function.

@85bears46 - I remember Da Bears and their Superbowl Shuffle very well, indeed! Glad to hear Miller’s class was oversold back then - tried to get into his class a few years later but wasn’t willing to bid all my points. Of course, by then he had just won the Nobel so ferggetaboutit. It’s astounding when you think about it - Becker, Lucas, Heckman, Fama, Hansen, Fogel . . . anyone taking courses in Econ. or B-school from mid 80’s onward got these guys (sometimes all of them!). Stigler too, only he was getting very old by the time I showed up.

Totally agree as to the breadth of work of the giants at that time. IO, Finance, Consumer Theory, Macro Theory, with Behavioral just starting to make its way in . . . It’s truly a great institution that sees one Nobel Laureate having a lively dialogue - and even being at odds - with another Nobel Laureate. That feistiness is as much a part of the spirit of the place as the intellectual breadth.

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@JBStillFlying I was not a PhD student and so I did not go to those legendary/infamous workshops. But I had friends that were regular attendees. I was told while the senior guys like Lucas would be tough critics at times, they were generally gentlemanly and professional. But the younger hawks ( I try not to name names) could be pretty relentless in their verbal assault ( not malicious but brutally honest

Sorry, my WiFi screws up. This should be #18:

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@JBStillFlying I was not a PhD student and so I did not go to those legendary/infamous workshops. But I had friends that were regular attendees. I was told while the senior guys like Lucas would be tough critics at times, they were generally gentlemanly and professional. But the younger hawks ( I try not to name names) could be pretty relentless in their verbal assault ( not malicious but brutally honest ) on visitor research papers. The criticisms were not personal ( or so I was told) but they were cutting nonetheless. If the Econ. Dept. and B-School faculties can regularly handle this highly intense scholarly give and take, there should be no surprise that Fame and Thaler can be golf partners.

Caveat: not all the workshops were/are intellectual equivalents of gladiator fights at the U of C Colosseum. I heard that the marketing and international trade workshops were quite relaxed and cordial seminars. But if you chose to present your paper at Money and Banking or Labor, then you would need body armor to protect your ego.