Documents de recerca, en accés obert, com ara articles de revista, llibres, comunicacions, ponències o posters a jornades i congressos, etc., del Departament d'Economia i Empresa de la UPF.
Balagué Gómez, Lluís; Arimany Serrat, Núria; Amat Salas, Oriol(OmniaScience, 2024)
Purpose: The aim of this work is to highlight the advantages of applying the Organic Model to organizations. It considers the example of European Ethical Banking, which came about as the result of the impetus of this model. ...
We study the joint determination of product quality and complexity. In our model complexity affects how difficult it is for an agent to acquire information about product quality. An agent can accept or reject a product ...
Greulich, Katharina; Laczó, Sarolta; Marcet, Albert(University of Chicago Press, 2023)
We study optimal Pareto-improving factor taxation when agents are heterogeneous in their labor productivity and wealth and markets are complete. Pareto-improving policies require a gradual reform: labor taxes should be ...
Alòs, Elisa; León, Jorge A.(Society for Industrial and Applied Mathematics, 2017)
In this paper we compute analytically the at-the-money second derivative of the implied volatility
curve as a function of the strike price, for correlated stochastic volatility models. We also obtain an
expression for ...
Rode, Julian; Le Menestrel, Marc; Cornelissen, Gert(Elsevier, 2017)
The trend in the discourse around environmental protection towards arguments based on ecosystem services and monetary valuation has prompted considerable controversy among academics and practitioners concerned with ...
Longford, Nicholas T.; Andrade, Mercedes(Universidad Nacional de Colombia. Departamento de Estadística, 2015)
Estimating a variance component in the model of analysis of variance with random effects and testing the hypothesis that the variance vanishes are important issues in many applications. Such inferences are beyond the ...
The financial crisis of 2007–08 has underscored the importance of adverse selection in financial markets. This friction has been mostly neglected by macroeconomic models of financial imperfections, which have focused almost ...
We develop a framework for deriving dynamic monotonicity results in long-term stochastic contracting problems with symmetric information. Specifically, we construct a notion of concave separable activity that encompasses ...
This study proposes a production framework in which capital, labor, and corporate social responsibility (CSR) generate sales. Estimating a stochastic frontier on an international sample of large manufacturing firms reveals ...
We study the optimal monetary policy problem in a New Keynesian economy with a zero lower bound (ZLB) on the nominal interest rate, when the steady state natural rate (r*) becomes permanently negative. We show that the ...
Garcia-Pérez, José Ignacio; Serrano-Alarcón, Manuel; Vall-Castelló, Judit(Springer, 2024)
This paper examines the labour market and health effects of a non-contributory long-term unemployment (LTU) benefit targeted at middle-aged disadvantaged workers. To do so, we exploit a Spanish reform introduced in July ...
Badell, Daniel; De Armas, Jésica; Julià, Albert(MDPI, 2022)
An aging population and rising life expectancy lead to an increased demand for social services to care for dependent users, among other factors. In Barcelona, home social care (HSC) services are a key agent in meeting this ...
Does competition affect moral behavior? This fundamental question has been
debated among leading scholars for centuries, and more recently, it has been tested
in experimental studies yielding a body of rather inconclusive ...
Cappello, Lorenzo; Palacios, Julia A.(Institute of Mathematical Statistics, 2020)
Statistical inference of evolutionary parameters from molecular sequence data relies on coalescent models to account for the shared genealogical ancestry of the samples. However, inferential algorithms do not scale to ...
Cappello, Lorenzo; Palacios, Julia A.(Taylor & Francis, 2022)
Longitudinal molecular data of rapidly evolving viruses and pathogens provide information about disease spread and complement traditional surveillance approaches based on case count data. The coalescent is used to model ...
Cappello, Lorenzo; Kim, Jaehee; Liu, Sifan; Palacios, Julia A.(Institute of Mathematical Statistics, 2022)
Genomic surveillance of SARS-CoV-2 has been instrumental in tracking the spread and evolution of the virus during the pandemic. The availability of SARS-CoV-2 molecular sequences isolated from infected individuals, coupled ...
Ioannidis, Alexander G.; Cappello, Lorenzo; Ashley, Euan A.(Nature Research, 2022)
The SARS-CoV-2 pandemic has differentially impacted populations across race and ethnicity. A multi-omic approach represents a powerful tool to examine risk across multi-ancestry genomes. We leverage a pandemic tracking ...
Local projections (LP) is a popular methodology for the estimation of impulse responses (IR). Compared to the traditional VAR approach, LP allow for more flexible IR estimation by imposing weaker assumptions on the dynamics ...
A performance-based research funding system (PRFS) is a nationwide incentive scheme that promotes and rewards university research performance through competition for government funding. The UK’s PRFS, currently the Research ...
Venezuela is currently experiencing the biggest crisis in its recent history. This has led more than 7.3 million Venezuelans to emigrate, at least 1.5 million of those to Peru, which amounted to an increase of over 4 percent ...