Uncovering Vote Trading Through Networks and Computation
Series
Saïd Business School Research Papers
Type
working paper
Date Issued
2017
Author(s)
Abstract (De)
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.
Language
English
HSG Classification
contribution to scientific community
Publisher
Saïd Business School, University of Oxford
Publisher place
Oxford
Number
WP 2017-16
Subject(s)
Division(s)
Eprints ID
252069
File(s)![Thumbnail Image]()
Name
SSRN-id3047871.pdf
Size
823.2 KB
Format
Adobe PDF
Checksum (MD5)
73ae1e054e8856180b1fffe5a61234e1