Uncovering Vote Trading Through Networks and Computation

Item Type Monograph (Working Paper)
Abstract

We develop a new methodological framework for the empirical study of legislative vote trading. Building on the concept of reciprocity in directed weighted networks, our method facilitates the measurement of vote trading on a large scale, while estimating the micro-structure of trades between individual legislators. In principle, it can be applied to a broad variety of voting data and refined for various specific contexts. It allows, for example, to study how vote trading in a specific legislative assembly varies over time. We validate our method with a computational model in which we control the level of vote trading. Finally, we demonstrate our framework in an analysis of four decades of roll call voting in the U.S. Congress.

Authors Matter, Ulrich & Guerrero, Omar, A
Language English
Subjects economics
political science
Institute/School SIAW - Swiss Institute for International Economics and Applied Economic Research
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HSG Classification contribution to scientific community
Date 2017
Publisher Saïd Business School, University of Oxford
Place of Publication Oxford
Series Name Saïd Business School Research Papers
Number WP 2017-16
Official URL https://papers.ssrn.com/sol3/papers.cfm?abstract_i...
Depositing User Prof. Dr. Ulrich Matter
Date Deposited 29 Sep 2017 08:05
Last Modified 20 Feb 2018 01:21
URI: https://www.alexandria.unisg.ch/publications/252069

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Citation

Matter, Ulrich & Guerrero, Omar, A: Uncovering Vote Trading Through Networks and Computation. Saïd Business School Research Papers, 2017, WP 2017-16.

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https://www.alexandria.unisg.ch/id/eprint/252069
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