My research agenda has three main parts with significant interdependence between them. The first part is devoted to the study of public procurement markets which account for a significant fraction of aggregate economic activity and government spending. My research is focused on understanding the economic mechanisms governing the operation of these markets, such as the endogeneity of participation and subcontracting decisions, and on using this knowledge to evaluate the impact of government policies. The second part of my agenda is focused on the analysis of online auction markets which have emerged over the last decade as a major platform for industry procurement. The data generated by online markets possess a number of unique features that have required me to develop a set of techniques that enable the empirical study of these markets. In the third part of my research agenda I study important non-procurement markets that are among those at the forefront of public policy debates, such as the operation and regulation of private pension (social security) systems and the market for auto insurance.