Uncovering Vote Trading Through Networks and Computation

Guerrero, Omar A. and Matter, Ulrich (2017) Uncovering Vote Trading Through Networks and Computation. Saïd Business School Working Paper 2017-16.

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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.

Item Type: Oxford Saïd Research Paper
Centre: CABDyN Complexity Centre
Oxford University Centre for Business Taxation
Date Deposited: 04 Oct 2017 15:05
Last Modified: 04 Oct 2017 15:05
Funders: n/a
URI: http://eureka.sbs.ox.ac.uk/id/eprint/6588

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