Universitat Pompeu Fabra
Now showing items 1037-1056 of 3213
This thesis documents novel firm-level facts and shows their implication for aggregate phenomena. The first chapter documents an increase in returns to scale in production. It proposes a novel quantitative firm dynamics ...
This thesis covers three topics in Market Microstructure. Chapter 1 demonstrates that market access frictions may play a significant role in the competition between trading platforms. Analyzing a recent dataset of the ...
This thesis studies the optimal conduct of monetary policy in the presence of nominal and informational frictions. The first chapter studies the optimal policy in a small open economy model with external asset holdings. ...
This thesis consists of two chapters on time series modelling. The first chapter introduces a class of vector autoregressive (VAR) models with a community structure for large panels of time series. In the model, the series ...
This dissertation consists of three papers examining the implications of non-market strategies in corporations and mutual funds. The first chapter quantifies the importance of political connections to congressional ...
New managerial practices are not use on isolation. Managers use different organizational tools to maximize their firm’s profits and they interact with the pre-established practices of the company. This dissertation ...
This thesis explores the interactions between the political and corporate environment. In the first chapter, I examine the high concentration of headquarters in capital cities and the incentives for firms to locate in close ...
This dissertation consists of three chapters centred on safe assets, shedding light on different aspects of the growing literature on the subject. Chapter 1 introduces the set of assets that falls under the safe category, ...
This thesis is concerned with the structural estimation of macroeconomic models via Bayesian methods and the economic implications derived from its empirical output. The first chapter provides a general method for estimating ...
The three chapters of this thesis investigate different aspects of the economics of health and wellbeing. The first chapter tests the rationality of life satisfaction forecasts. Contrary to the rational expectations ...
This dissertation consists of three essays that empirically test economic theories on the causal effect of information on individuals and firms. The first chapter studies the consequences of lower consumer search costs ...
This thesis consists of three independent articles. In the first chapter, I test whether tipping points can explain observed workplace segregation between immigrants and natives in Germany over the period 1990-2010. I ...
Esta tesis se compone de dos partes separadas y sin relación entre ellas. El primer capítulo, coautorado con el Profesor Greg Barron, es un experimento en toma de decisiones individuales. Este capítulo se construye a partir ...
This doctoral thesis develops new methods for time series analysis and applies these to prominent empirical problems in macroeconomics. It contains three chapters. Chapter one proposes a new non-parametric generalized method ...
Based on high-frequency price data, this thesis focuses on estimating the realized covariance and the integrated volatility of asset prices, and applying volatility estimation to price jump detection. The first chapter ...
In my Ph.D. thesis, I study the subjects of monetary economics, heterogeneity of households and firms, and optimal policy. I solve models with rich heterogeneity and use statistical models to work with time series macro ...
This thesis focuses on the issue of bank funding structure and its implications for financial instability. The first chapter investigates how the dynamic interaction between the regulator and banks can endogenously lead to ...
This thesis contributes to the empirical literature that analyses the link between banking, international finance and monetary policy. It studies several micro-level supervisory databases, each crucial for identification. ...
Esta tesis se ocupa de los problemas de la estimación econométrica con muestras pequeñas, en los contextos del los VARs monetarios y de la investigación empírica del crecimiento. Primero, demuestra cómo mejorar el análisis ...
This thesis consists of three independent essays on behavioral economic theory. The rst article (Chapter 2) builds a framework of rational decision-making with conformity. The approach in this chapter is axiomatic. I ...
