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  • Essays in volatility estimation based on high frequency data
    Sun, Yucheng (Universitat Pompeu Fabra, 2017-03-16)
    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 on bayesian and classical econometrics with small samples
    Jarocinski, Marek (Universitat Pompeu Fabra, 2006-06-15)
    Esta tesis se ocupa de los problemas de la estimación econométrica con muestras pequeñas, en los contextos del los VARs monetarios y de la investigación empírica del crecimiento. Primero, demuestra cómo mejorar el análisis ...
  • Essays on causal performance measurement models
    Kasperskaya, Yulia (Universitat Pompeu Fabra, 2007-03-21)
    La tesis trata de los modelos de gestión modernos de naturaleza causal, entre los que destaca el Cuadro de Mando Integral (CMI). En primer lugar, se presenta un análisis conceptual su supuesto central, las relaciones ...
  • Essays on collusive agreements and monitoring
    Schreibweis, Michael (Universitat Pompeu Fabra, 2014-05-05)
    The thesis deals with monitoring strategies designed to implement self-enforcing collusive agreements when individual choices remain hidden and firms use public information stemming from different sources. With imperfect ...
  • Essays on complementarities in R&D: implications for innovation management and for film performance
    Lucena, Abel Ernesto (Universitat Pompeu Fabra, 2011-02-25)
    The adoption of open innovation models has been widely recognized as an effective strategy to be successful in knowledge creation. This holds true since a joint adoption of internal and external technology sources may bring ...
  • Essays on delegated portfolio management
    Silli, Bernhard (Universitat Pompeu Fabra, 2009-09-21)
    En el capítulo I, se examina el rendimiento de los activos financieros que representan las "mejores ideas" de los gestores de los fondos de inversión. Las inversiones para las que un gestor activo augura un buen ...
  • Essays on Economic Growth and the skill bias of technology
    Voigtländer, Nico (Universitat Pompeu Fabra, 2008-05-28)
    Esta tesis doctoral es una colección de tres artículos. Los capítulos 1 y 2, co-autorados con Joachim Voth, investigan por qué Europa en 1700 ya era más rico que el resto del mundo y por qué Inglaterra fue el primer país ...
  • Essays on emerging markets
    Ordeñana Rodríguez, Xavier (Universitat Pompeu Fabra, 2015-11-18)
    This thesis presents three essays on emerging Markets, with a special emphasis in Ecuador. The thesis uses both individual level (Chapter 1) and firm level data (Chapter 2) from Ecuador. Using dynamic pseudo panels, the ...
  • Essays on experimental economics: preference Reserval and networks
    Gunes, Serife Basak (Universitat Pompeu Fabra, 2009-10-02)
    Esta tesis utiliza un enfoque experimental para comprender las interacciones dentro de redes y percibir las decisiones causando inversión de preferencia (IP). El Capítulo 1 experimentalmente introduce comunicaciones no ...
  • Essays on finance and development
    Ponticelli, Jacopo (Universitat Pompeu Fabra, 2013-06-07)
    This thesis investigates various aspects of economic development. In the first chapter I study the effect of financial reform on firms. In particular, I study to what extent this effect depends on enforcement's quality. I ...
  • Essays on firm behavior and productivity
    Petrella, Andrea (Universitat Pompeu Fabra, 2017-11-06)
    This thesis investigates different aspects of firm behavior. In the first chapter I study if the quality of civil justice affects the firms’ participation to Global Value Chains. I find that firms subject to less efficient ...
  • Essays on firm dynamics and financial markets
    Tang, Haozhou (Universitat Pompeu Fabra, 2017-12-11)
    This thesis aims to better understand the interplay between financial markets and firm dynamics. In the first chapter I study the firm-level implications of asset bubbles. I relax the no-Ponzi-game condition in a model with ...
  • Essays on human capital and labor market dynamics
    Cairó, Isabel (Universitat Pompeu Fabra, 2014-06-11)
    This thesis investigates the role of human capital in understanding recent developments in the U.S. labor market. Chapter 1 provides novel empirical evidence suggesting that an increasing importance of on-the-job human ...
  • Essays on indexability of stochastic sheduling and dynamic allocation problems
    Ruíz Hernández, Diego (Universitat Pompeu Fabra, 2007-04-13)
    In this Thesis, we first deploy Gittins index theory to establish the indexability of inter-alia general families of restless bandits that arise in problems of stochastic scheduling with switching penalties and machine ...
  • Essays on individual choice
    López, Rafael (Universitat Pompeu Fabra, 2005-04-15)
    This thesis can be divided into two (unrelated) parts. The main part (Chapters 1 and 2) focus on addiction models that entail departures from the classical discounting utility model of Individual Intertemporal Choice: ...
  • Essays on Inflation Dynamics and Monetary Policy in Currency Areas
    Cecioni, Martina (Universitat Pompeu Fabra, 2010-01-22)
    Esta tesis extiende el modelo estándar Neo Keynesiano con el propósito de contestar dos preguntas: ¿cómo debe ser diseñada la política monetaria en uniones monetarias heterogéneas? y ¿cuál es el efecto de presiones ...
  • Essays on Inflation Expectations, Heterogeneous Agents, and the Use of Approximated Solutions in the Estimation of DSGE models
    Ormeño Sánchez, Arturo (Universitat Pompeu Fabra, 2011-09-21)
    In this thesis I evaluate the departures of three common assumptions in macroeconomic modeling and estimation, namely the Rational Expectations (RE) hypothesis, the representative agent assumption and the use of first-order ...
  • Essays on Inflation, Real Stock Prices, and extreme macroeconomic events
    Pereira Garmendia, Diego (Universitat Pompeu Fabra, 2011-09-05)
    La presente tesis estudia la correlación negativa entre inflación y precios reales de las acciones. En primer lugar, muestro evidencia de que la inflación impone costos reales en la economía, en particular al disminuir los ...
  • Essays on information and competition in banking and service industries
    Petriconi, Silvio (Universitat Pompeu Fabra, 2014-09-25)
    This thesis investigates the relation between information and competition in two particular settings. In the first chapter, I ask which screening and lending choices banks make if their loan offers can be observed by ...
  • Essays on international capital flows and benchmarked investors
    Williams, Tomás (Universitat Pompeu Fabra, 2017-05-26)
    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, I ...