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Visualitza per autoria "Universitat Pompeu Fabra. Departament d'Economia i Empresa"

Ara mostrant els elements 21-40 de 2023

A general theory of rank testing

Al-Sadoon, Majid M. (2014-02-01)
A generalization of histogram type estimators

Delicado, Pedro; del Río, Manuel (1999-10-01)

We introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, ...
A generalization of Hull and White formula and applications to option pricing approximation

Alòs, Elisa (2004-02-01)

By means of Malliavin Calculus we see that the classical Hull and White formula for option pricing can be extended to the case where the noise driving the volatility process is correlated with the noise driving the stock ...
A generalized model of sales

Shelegia, Sandro; Wilson, Chris M. (2016-10-01)

To provide a more exible workhorse model of temporary price reductions or "sales", this paper presents a substantially generalized "clearinghouse" sales framework. Our framework permits multiple dimensions of firm ...
A global view of cross-border migration

di Giovanni, Julian; Levchenko, Andrei A.; Ortega, Francesc (2014-03-01)

This paper evaluates the global welfare impact of observed levels of migration using a quantitative multi-sector model of the world economy calibrated to aggregate and firm-level data. Our framework features cross-country ...
A global view of economic growth

Ventura, Jaume (2005-03-01)

This paper integrates in a unified and tractable framework some of the key insights of the field of international trade and economic growth. It examines a sequence of theoretical models that share a common description of ...
A house price index defined in the potential outcomes framework

Longford, Nicholas T. (2009-10-01)

Current methods for constructing house price indices are based on comparisons of sale prices of residential properties sold two or more times and on regression of the sale prices on the attributes of the properties and of ...
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep (2008-04-01)

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of ...
A low dimensional Kalman filter for systems with lagged observables

Nimark, Kristoffer (2009-11-01)
A measure of rationality and welfare

Apesteguía, José; Ballester, Miguel A. (2010-05-01)
A medium-scale open economy model of Australia

Nimark, Kristoffer; Jääskelä, Jarkko (2008-12-01)
A model of collateral, investment and adverse selection

Martin, Alberto, 1974- (2009-01-01)
A model of conglomeration and synergy traps

Oliva, M. Àngels; Rivera-Bátiz, Luis (1997-08-01)

We present a model of conglomeration motivated by technology synergies and strategic reductions in variable costs in the face of competitive pressures. The resulting firm integration is neither horizontal nor vertical ...
A model of financial markets with default and the role of "ex-ante" redundant assets

Marín, José M.; Suda, Shinichi (1994-01-01)

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A model of inflation and reputation with wage bargaining

Giordano, Raffaela (1992-11-01)
A model of market-making

Vriend, Nicolaas J. (1996-10-01)

The two essential features of a decentralized economy taken into account are, first, that individual agents need some information about other agents in order to meet potential trading partners, which requires some communication ...
A model of shadow banking

Gennaioli, Nicola; Shleifer, Andrei; Vishny, Robert (2011-05-01)
A multi-objective model for a multi-period distribution management problem

Ribeiro, Rita; Ramalhinho-Lourenço, Helena (2001-02-01)

The problems arising in commercial distribution are complex and involve several players and decision levels. One important decision is related with the design of the routes to distribute the products, in an efficient and ...
A multiple indicator model for panel data: an application to ICT area-level variation

Ventura, Eva; Satorra, Albert (2014-05-01)

Consider the case in which we have data from repeated surveys covering several geographic areas, and our goal is to characterize these areas on a latent trait that underlies multiple indicators. This characterization occurs, ...
A new approach to measure the impact of highways on business location with an application to Spain

Garcia-Milà, Teresa; Garcia Montalvo, José (2013-06-01)

Ara mostrant els elements 21-40 de 2023

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Visualitza per autoria "Universitat Pompeu Fabra. Departament d'Economia i Empresa"

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