Programa de Doctorat en Economia, Finances i Empresa: Recent submissions
Now showing items 101-120 of 322
Essays on economic uncertainty
These essays propose different measures of economic uncertainty and evaluate its impact at the microeconomic and macroeconomic level. The first essay in Chapter 2 proposes a measure of macroeconomic uncertainty that allows ...
Essays on monetary economics and financial stability
This dissertation consists of three chapters related to questions in monetary economics and financial stability. In the first chapter I develop a simple model of financial crises in which the key externalities are ...
Essays in economic forecasting
This thesis consists of three chapters on forecasting techniques in economics. In chapter 1, I use copulas to estimate multivariate density forecasts based on univariate densities from survey data. Survey-based predictions ...
Essays on local labor markets
This thesis is composed of three essays in which I analyze how heterogeneity in productivity, either on the worker or on the firm side, interacts with the size of local labor markets and a set of outcomes of interest. In ...
The Macroeconomic implications of endogenous production networks
This thesis explores the macroeconomic implications of endogenous production networks, defined as the collection of input-output linkages in the economy. In the first chapter, I develop a model of international trade to ...
Essays on the allocation of talent
This thesis studies the mechanisms behind talent misallocation, how it varies over the business cycle and its implications for wage cyclicality. The first chapter shows that uncertainty about education returns has an ...
Essays in development economics
This thesis combines three independent articles. In the first chapter, I examine the health care that drug sellers, common medical providers in many developing coun-tries, provide for childhood illness in Ghana, and study ...
The Economic impact, location choices and assimilation of immigrants
This dissertation consists of three self-contained essays. In the first chapter, I study the labor market impact of documented and undocumented immigration in a search model with non-random hiring that is parameterized ...
Competitive intelligence analytics for operations managers
This thesis incorporates three studies that revolve around competitive intelligence of a firm, available data sources and improvement of operations through data-informed decision-making. The studies cover a range of topics ...
Essays in applied microeconomics
This thesis is composed of three articles. The first two chapters study the impact of pharmaceutical promotion of opioid analgesics in the US. In the first chapter, we find that counties, where sales representatives of ...
Essays in network modelling
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 ...
Essays on liquidity, stress and interventions in interbank markets
This dissertation comprises three chapters on banking system liquidity. The first chapter models various policies for injecting liquidity into banks during a cri-sis. Liquidity injections through secured lending, relative ...
Essays on monetary economics and applied macroeconomics
This thesis consists three chapters on topics in monetary economics and applied macroeconomics. In the first chapter, I consider a framework where the central bank has private information about future economic conditions. ...
Essays in applied macroeconomics
The thesis is a collection of three self-contained essays. In the first chapter, I present evidence that the effects of US tax changes on output depend on the level of economic slack. Tax cuts have large effects in good ...
Essays on the bank lending channel
This thesis contributes to the understanding of how banks shift their supply of credit when confronted with uncertainty, regulatory supervision and macroprudential policies. The first chapter proposes a new index to detect ...
Thompson sampling and noisy decision-making
En esta tesis estudio cómo los agentes económicos forman creencias en situaciones de interacción estratégica repetida. En economía, los modelos de formación de creencias suelen ser deterministas en el sentido de que las ...
Essays in macroeconomics and financial markets
This thesis is composed of three independent articles. The first two chapters are on the topic of asset bubbles. In the first chapter, I study the interactions between rational asset bubbles and product market competition. ...
Essays on banking and financial instability
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 ...
Essays on volatility networks and uncertainty
This thesis empirically investigates different aspects of time-varying volatility. Chapter 1 estimates a large TVP-FAVAR and recovers a dynamic directed network of connections between European stock volatilities. We propose ...
Essays on competition, financial structure and productivity
In this thesis I analyze 3 current empirical questions of interest in macroeconomics. The first concerns the effect of competition on cash holdings. The large increase in cash held by US firms has increased interest in ...
