Departament d'Economia i Empresa

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Departament d'Economia i Empresa

 

Documents de recerca, en accés obert, com ara working papers, informes de recerca, memòries tècniques, etc., del Departament d'Economia i Empresa de la UPF.

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  • Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara (2015)
    The Great Recession has challenged the adequacy of existing models to explain key macroeconomic data, and raised the concern that the models might be misspecified. This paper investigates the importance of misspecification ...
  • Rossi, Barbara; Sekhposyan, Tatevik (2015)
    The Great Recession of 2007:IV-2009:II sparked great interest in understanding uncertainty and its effects on the macroeconomy. This paper introduces a new approach to measure uncertainty. We start from the same premise ...
  • Giacomini, Raffaella; Rossi, Barbara (2014)
    This review provides an overview of forecasting methods that can help researchers forecast in the presence of non-stationarities caused by instabilities. The emphasis of the review is both theoretical and applied, and ...
  • Anderson, Emily; Inoue, Atsushi; Rossi, Barbara (2011)
    This paper studies empirical facts regarding the effects of unexpected changes in aggregate macroeconomic fiscal policies on consumers that are allowed to differ depending on their individual characteristics. We use data ...
  • Alòs, Elisa; Rheinländer, Thorsten (2015)
    A Margrabe or exchange option is an option to exchange one asset for another. In a general stochastic volatility framework, by taking the second asset as a numeraire, we derive pricing as well as second order approximative ...