Programa de Doctorat en Economia, Finances i Empresa: Recent submissions
Now showing items 121-140 of 315
Essays in macroeconometrics
This thesis consists of three chapters on topics in macroeconometrics. Chapter 1 provides a novel estimator of combination weights which delivers well-calibrated density forecasts. In an empirical example of forecasting ...
Systemic risk in the banking sector: a network perspective
This thesis investigates various aspects of systemic risk in nancial networks. Chapter 1 explores the existence of a contagion channel to security returns given that banks are connected via overlapping portfolios. Making ...
Three essays on the economics of nomads and settlers
This thesis looks at the interplay of nomadism and settlement in two different periods of history. In the first two chapters I develop a theory for the Neolithic Revolution, the transition form nomadic hunting and gathering ...
Essays in education and health economics
This dissertation consists of three chapters that investigate students’ and teachers’ incentive programs, and the intergenerational infant health consequences of a labor market policy. In the first chapter, I perform a ...
Essays in applied microeconomics
This thesis is composed of three independent articles. The first chapter studies a nationwide teacher pay-for-performance program in Peru, and shows that it had a precisely estimated null impact on student learning. I ...
Essays in political economy and finance
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 ...
Essays in development, environmental, and health economics
This thesis is composed of three independent essays. In the first chapter, I analyze the effect of a biofuel-favorable policy in the U.S. on fetal health. I show that the policy led to an expansion in the production of ...
Three essays on the housing market and the macroeconomy
This thesis sheds light on certain macroeconomic aspects of the housing market. Chapter 1 explores a novel channel for house price bubble formation: the demand for housing consumption. I argue that the lower the demand for ...
Unemployment in local labor markets : empirics and theory
The existence of transportation costs gives labor markets a local dimension. In particular, the well-documented existence of agglomeration economies creates a positive correlation between a city's size and the productivity ...
Essays on international capital flows and benchmarked investors
This thesis provides an empirical investigation of international capital flows and how they affect financial markets and economic activity, with a focus on capital flows from benchmarked investors. In the first chapter, ...
Essays in volatility estimation based on high frequency data
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 ...
Essays in environmental economics
This thesis consists of three chapters that investigate environmental policy questions from an empirical point of view. Chapter 1 examines the trustworthiness of official air pollution data sources for Beijing when compared ...
Strategy selection and function learning in decision making
This thesis consists of three studies investigating the strategy selection problem and the role of function learning in human decision making. Chapter 1 examines how people learn which decision strategy to use when ...
Essays in experimental economics: some macroeconomic issues
This dissertation uses an experimental approach to analyze the behavior of people in controlled environments based in different theoretical issues of relatively recent discussion in macroeconomic theory. The first chapter ...
Essays on macroeconomic effects of credit market fluctuations
This dissertation includes three chapters on the macroeconomic effects of the financial system, particularly the credit market. In the first chapter, I show a causal link between household credit supply and economic ...
Money, rituals, and self-control: essays on consumer behaviour
The present thesis focuses on three topics within the domain of consumer behavior: self-regulation, the psychological consequences of money, and consumption rituals. The first chapter, devoted to self-regulation, presents ...
Essays on skills formation
This thesis examines the role of public policies and institutions in fostering human capital formation and utilization. In the first chapter, I analyze the impact of college remedial courses on students’ performance and ...
Three essays in macroeconomics and finance
This thesis consists of three chapters on topics in macroeconomics and finance. In the first chapter, I use texts from corporate filings of US companies to investigate if liquidity shortages that occurred during the late-2000 ...
Essays on international trade and economic geography
This thesis provides an investigation of the effects of trade, technology and natural resource shocks on local economies and local labor markets. In the first chapter, I explore theoretically the impact of recent improvements ...
Essays in applied economics
This thesis is composed of three self-contained chapters. In the first chapter, I propose a theoretical model that shows that trusting strangers is one of the channels through which institutions determine positive economic ...
