Programa de Doctorat en Economia, Finances i Empresa: Recent submissions
Now showing items 1-20 of 322
Essays in Macroeconomics
This dissertation consists of three papers focusing on the effects of firm and worker strategies on economic aggregates. The first chapter estimates the effects of corporate political connections with Congressional ...
Essays in Banking and Corporate Finance
This thesis explores the interplay between financial intermediation and economic conditions. It examines how banks’ industry specialization interacts with monetary policies and how collateral value uncertainties shape ...
Essays on the Expected Credit Loss Model
The implementation of the Expected Credit Loss (ECL) model represents a significant change in financial reporting for banks by requiring the recognition of loan loss provisions based on expected credit losses at loan ...
Essays in Applied Economics
In Chapter 1, I study the optimal distribution of renewable energy infrastructure. In line with the recent backlash in many countries, I show that residents face important disamenity costs from nearby wind turbines. Using ...
Essays in Macro-Finance
This thesis consists of three chapters on firm heterogeneity and the role of credit frictions and regulatory constraints. The first chapter highlights the role of a gender gap in credit access in distorting capital ...
Essays Behavioral Environmental Economics and Statistics
The first two chapters of this thesis focus on behavioral environmental economics. In Chapter 1, I develop and estimate a new measure of the effect of marginal emission reductions on tangible climate change outcomes. I ...
Essays in Behavioral Science
In this thesis, I explore three topics in behavioral science. In the first chapter, we propose and test a new approach to making defaults more effective: asking people to justify their decision if they want to deviate ...
Essays on Market Power
This thesis consists of three chapters that explore how firm’s behaviour impacts worker outcomes, focusing specifically on the implications of market power on entrepreneurship, wages and inequality. The first chapter ...
Essays in International Macro-Finance and Banking
This thesis examines the impact of various policy interventions in open economies aimed at mitigating disruptions in the financial sector and their effects on the broader economy. In the first chapter, I provide a stylized ...
Essays in Econometric Forecasting with Applications to Macroeconomics and Finance
This thesis comprises three chapters on econometric forecasting, with applications to macroeconomics and finance. The first chapter introduces a testing procedure for evaluating superior predictive ability (SPA) in ...
Essays on the Macroeconomics of Long-Term Relationships
This thesis consists of three chapters on theoretical macroeconomics, each one examining the consequences of long-term relationships between economic agents. In the first chapter, the relationships in question are ...
Economic Behavior and Personality Traits
This thesis comprises three chapters focusing on economic behavior and personality traits. In the first chapter, I investigate experimentally how subjects choose their partners and how they play depending on their ...
Essays in Macro-Finance
This thesis addresses important macro-financial questions and deliberates on policies in response to market inefficiencies. The first chapter explores the impact of debt renegotiations in credit markets in the presence ...
Essays in Macroeconometrics
The thesis consists of three chapters on macroeconometric analysis with heterogeneity. Chapter 1 introduces an efficient data-driven clustering methodology for grouping heterogeneous responses within the local projection-IV ...
Essays in Behavioral Macroeconomics and Finance
This thesis explores how personal experiences influence individuals’ beliefs about the macroeconomy and their economic decisions. Chapter 1 uses US household survey data to show that personally experiencing a rejection ...
Essays in Heterogeneous Panel Data Econometrics
This thesis consists of three essays on identification, estimation, and inference on distributional features of heterogeneous parameters using panel data. In the first chapter, Christian Brownlees and I consider the ...
Essays on Malliavin Calculus in Finance
In this thesis we study the asymptotic behaviour of the at-the-money skew and the level of the implied volatility of a European, an Asian, Inverse and Quanto Inverse call options under a general stochastic volatility ...
Essays in non-market strategies
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 ...
Essays on Emotions and Consumer Behavior in Culinary Contexts
This dissertation sheds light on the impact of emotions on consumer behavior within culinary contexts. Comprising three chapters, the research presents a holistic exploration through lab experiments and field studies. ...
Three Essays on Information and Learning in Financial Decisions
This dissertation consists of three chapters investigating the role of information and beliefs in financial markets and the macroeconomy. In the first chapter, I build a sequential trading model to analyze the dynamics ...
