I personally, in your situation, would not transfer. I have had several comparable decisions to you, and so far, I've chosen the cheaper options. Purdue is a pretty strong STEM university (in applied mathematics, stats, and economics), and $100,000-150,000 is A LOT of money. But only you can decide whether that much debt is worth the potential benefits from transferring.
If I were you, I'd focus on doing very well at Purdue. Get excellent grades in your math and stats courses. Try to work as an Economics RA. If you can handle it, take some grad coursework or reading courses (in Econ, or perhaps Math/Stats if you have interests in theory/metrics). If need be, a top post-doc or foreign MAs are possible later. Just remember that while signaling is important, your education is what you make of it - especially at the undergrad level. A quality R1 institution like Purdue can provide you with many great opportunities.