Resultats globals: 13 registres trobats en 0.02 segons.
Articles, 6 registres trobats
Documents de recerca, 7 registres trobats
Articles 6 registres trobats  
1.
30 p, 1.0 MB Monetary commitment and fiscal discretion : the optimal policy mix / Gnocchi, Stefano (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
We study a noncooperative policy game between monetary and fiscal policy, where only monetary policy can commit to future actions. The equilibrium outcome of the game depends on the strategies available to the monetary policymaker. [...]
2013 - 10.1257/mac.5.2.187
American economic journal. Macroeconomics, Vol. 5 Núm. 2 (2013) , p. 187-216  
2.
64 p, 1.4 MB Hierarchical models with normal and conjugate random effects : a review / Molenberghs, Geert (Universiteit Hasselt (Hasselt, Bèlgica). I-BioStat) ; Verbeke, Geert (KU Leuven (Leuven, Bèlgica). I-BioStat) ; Demétrio, Clarice Garcia Borges (Universidade de São Paulo)
Molenberghs, Verbeke, and Demétrio (2007) and Molenberghs et al. (2010) proposed a general framework to model hierarchical data subject to within-unit correlation and/or overdispersion. The framework extends classical overdispersion models as well as generalized linear mixed models. [...]
2017 - 10.2436/20.8080.02.58
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 191-254 (Invited articles)  
3.
20 p, 150.6 KB Inflación y competitividad de la economía española / Raymond Bara, José Luis (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
El trabajo presenta la definición y evolución de un índice agreqado de competítívidad de la economía española frente a los países de la Europa de los doce. El índice se confecciona sobre la base de comparar los costes unitarios de producción intemos con los precios exteriores expresados en pesetas. [...]
Lan honek, Espainiako ekonomiak Hamabien Europako herrialdeei buruz duen konpetitibitate-indize agregatu baten definizioa eta berorren eboluzioa aurkezten ditu. Indize hori, barneko produkzio-kostu unitarioak kanpoko prezioekin konparatzean oinarrituz ezartzen da, pezetatan adierazita. [...]
This work offers the definition and evolution of an aggregate index of spanish competitiviness in relation to the others E. E. C. countries. The index is constructed considering the unitary internal production costs and comparing them with external pricess expressed in pesetas. [...]

1992
Ekonomiaz : revista de economía vasca, Núm. 24 (1992) , p. 118-137  
4.
23 p, 234.5 KB Ex-post Real Interest Rates versus Ex-ante Real Rates : a CCAPM Approach / Ayuso, Juan ; López Salido, J. David
We use an integrated framework based on the CCAPM to jointly estimate ex-ante real interest rates, (bounds on) inflation risk premia and (bounds on) agents' inflation expectation errors. Using the Spanish economy as a natural case study, we illustrate that, for different preference specifications, 1-year ex-ante real interest rates exhibit a very low correlation with the 1-year ex-post rate. [...]
Usando el marco proporcionado por el modelo CCAPM podemos estimar conjuntamente tipos de interés reales ex-ante, y cotas a las expectativas de inflación y primas de riesgo inflacionista. Utilizamos la economía española para ilustrar la baja correlación existente entre los tipos reales ex-ante a un año y sus correspondientes tipos ex-post. [...]

1998
Revista española de economia, V. 15 N. 3 (1998) , p. 379-401  
5.
18 p, 134.9 KB ¿Existe un efecto Fisher en el largo plazo? Evidencia para la economía española, 1962-1996 / Bajo, Óscar (Universidad Pública de Navarra) ; Esteve, Vicente (Universitat de València)
En este trabajo se contrasta empíricamente el cumplimiento del efecto Fisher a largo plazo para el caso español, utilizando datos trimestrales para el período 1962-1996. Para ello se utilizan nuevas técnicas de raíces unitarias y cointegración, donde se tiene en cuenta explícitamente la presencia de posibles cambios estructurales en la tendencia de las series. [...]
In this paper we provide an empirical test of the long-run Fisher effect for the Spanish case, using quarterly data for the period 1962-1996. To this end, we make use of some new techniques on unit roots and cointegration, where the presence of possible structural changes in the trend of the series is explicitly considered. [...]

1998
Revista española de economia, V. 15 N. 2 (1998) , p. 149-166  
6.
29 p, 164.7 KB La inflación permanente y latente en España : una perspectiva macroeconómica / Álvarez, Luis Julián ; Sebastián, Miguel
El empleo directo de índices de precios puede dificultar la distinción entre cambios de precios relativos y elevaciones generalizadas de precios. Para abordar este problema, se utilizan habitualmente enfoques que, o bien excluyen determinados componentes del índice, o bien utilizan técnicas univariantes para obtener medidas tendenciales. [...]
Direct use of price indices may make it difficult to distinguish between changes in relative prices and the sustained overall price rises that define an inflationary situation. To tackle this problem, several approaches are commonly used. [...]

1998
Revista española de economia, Vol. 15 N. 1 (1998) , p. 37-65  

Documents de recerca 7 registres trobats  
1.
15 p, 293.9 KB Collective bargaining in a climate of high inflation : The role of indexation mechanisms / Molina Romo, Óscar 1962-
EU economies have been facing since 2021 growing inflation as a consequence of the strain on value chains caused by the pandemic crisis and the increase in energy and food prices following the war in Ukraine. [...]
Cross-country differences in inflation rates constitute a first element to explain the differential impact on real wages. These differences may arise because of different degrees of dependence on imported gas or the capacity to replace fossil fuels with renewable energy sources. [...]

European Foundation for the Improvement of Living and Working Conditions 2023 (EUROFOUND Paper ; WPEF23032)  
2.
666.2 KB Macroeconomic factors and crime rates / Pons Zaragoza, Lara ; Gambetti, Luca, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
El principal objectiu d'aquesta tesi és demostrar empíricament quins factors econòmics afecten els índexs de criminalitat. La metodologia utilitzada en aquesta investigació és un model de Panell amb els índexs de robatoris com a variable dependent.
El principal objetivo de esta tesis de es demostrar empíricamente qué factores económicos afectan a los índices de delincuencia. La metodología utilizada en esta investigación es un modelo de Panel con los índices de robos como variable dependiente.
The main objective of this bachelor's thesis is to empirically demonstrate which economic factors affect crime rates. The methodology used in this research is a Panel model with robbery rates as the dependent variable.

2023
Pla d'Estudis en Economia [1408]  
3.
55 p, 1.2 MB Failure to launch : housing, debt overhang, and the inflation option / Hedlund, Aaron ; Barcelona Graduate School of Economics
Can inflating away nominal mortgage liabilities effectively combat recessions? I address this question using a model of illiquid housing, endogenous credit supply, and equilibrium default. I show that, in an ordinary recession, temporarily raising the inflation target has only modest or even counterproductive effects. [...]
Barcelona Graduate School of Economics 2018 (ADEMU Working Paper Series ; 98)  
4.
28 p, 298.3 KB The independence of the ECB : justification, limitations and possible threats / Thiele, Alexander
The paper first takes a brief look at the economic and judicial justification for the independent status of central banks in general and will thereby also illustrate the different manifestations of independence that need to be distinguished. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.

2017 (ADEMU Working Paper Series ; 79)  
5.
38 p, 2.9 MB Managing the UK national debt 1694-2017 / Ellison, Martin ; Scott, Andrew
We construct a new monthly dataset for UK government debt over the period 1694 to 2017 based on price and quantity data for each individual bond issued. This enables us to examine long run fiscal sustainability using the theoretically relevant variable of the market value of debt, and investigate the historical importance of debt management. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.

2017 (ADEMU Working Paper Series ; 73)  
6.
34 p, 450.0 KB Mixture of bivariate Poisson regression models with an application to insurance / Bermúdez, Lluís (Universitat de Barcelona. Departament de Matemàtica Financera i Actuarial) ; Karlis, Dimitris (Athens University of Economics and Business) ; Xarxa de Referència en Economia Aplicada (XREAP)
In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-10)  
7.
39 p, 341.1 KB Heterogeneous dynamics, aggregation and the persistence of economic shocks / Mayoral, Laura ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
It has been recently emphasized that, if individuals have heterogeneous dynamics, estimates of shock persistence based on aggregate data are significatively higher than those derived from its disaggregate counterpart. [...]
2009 (Working papers ; 786.09)  

Us interessa rebre alertes sobre nous resultats d'aquesta cerca?
Definiu una alerta personal via correu electrònic o subscribiu-vos al canal RSS.