The interview process consisted of a short screening interview, a 45-minute interview with HR, a 60-minute WebEx interview with the hiring manager, and then a half-day series of onsite interviews.
The initial interviews with HR mostly concerned my background and motivations for applying, but there were a few behavioral or "intellectual curiosity" questions.
The 60-minute behavioral interview with the hiring manager consisted of them choosing from a pre-approved list of questions. As with any behavioral interview, it helped to have concrete examples organized in the P-A-R framework prepared ahead of time. It was also probably important to show enthusiasm and humor. The HM also asked further about background, interests, etc. Finally, I was sure to have questions prepared for the interviewer about the company and the position (should go without saying, but sometimes people miss this).
The half-day onsite series of interviews included a case interview, an "intellectual curiosity" interview with the HM's boss, a 60-minute writing assignment, and a meet-and-greet with the HM. The "intellectual curiosity" interview seemed a lot like brainstorming or blue-sky thinking about a particular problem and how you would study or solve it: it seemed only lightly structured, and the purpose seemed more to show creativity and ingenuity (and sociability) than to solve any particular issue.
The case interview was with a senior employee from a different department and consisted of reading an Economist article about an economics study, identifying key explanatory variables and speculating on what others their could be. The interviewer challenged me a bit more and the interview seemed designed to see how you think under pressure.
The writing assignment was to read an HBR article and write a short blog post in 60-minutes. They emphasized that this was less to see you generate ideas and more to understand the quality of your writing.
Overall, the interviews were very professional and seemed very standardized. The process was easy, and the HR staff stayed in touch throughout, even apologizing when they needed extra time for the decision.