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Browsing Treballs de Barcelona School of Economics by Issue Date

Browsing Treballs de Barcelona School of Economics by Issue Date

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  • Ruberl, Heather; Stoian, Anca (2017)
    Extending an Aiyagari-Huggett style model to include health-related produc-tivity shocks with wealth-dependent probability of occurrence, this paper sets out to assess the implications of introducing a guaranteed minimum ...
  • Bergevin-Chammah, Carine; Domenech, Maria del Mar; Guasch Salvadó, Marta; Murillo, Ricard; Ripoll, Rosa (2017)
    This paper analyses how a dollarized country is affected by a financial crisis, since a different response is expected due to the lack of independent monetary policy. The study focuses on the case of the dollarized economy ...
  • Fidelis, Andressa Lin; Ortaç, Zeynep (2017)
    This report reviews data-driven mergers by focusing on two main competition challenges associated with them. Departing from the economic characteristics of data-driven markets, we analyze the unreplicable competitive ...
  • Branco, Samira; Brossard-Ruffey, Amélie (2017)
    The emerging practice of price discrimination based on Big Data will enable firms, especially online retailers to increase their profitability while consumers fear to be the losers of the game. A study of Netflix services ...
  • Quintanilha Barbosa, Vitor (2017)
    We analyze the impact of the construction of bike lanes in Barcelona during 2015 and 2016 on the number of trips of a public bicycle-share system. We use different specifications of control groups and also different ...
  • Aguilar, Alicia; García, Alberto; González, Pablo; Tackett, Taylor (2017)
    Aquest article pretén analitzarempíricament com els canvis en el risc sistèmic, mesurats per l'indicador compost d'estrèssistèmic (en anglès, CISS), poden afectar la liquiditat bancària i el finançament. Ens centrem i ...
  • Ahmed, Naveed; García Jordan, Francisco; Keenan, Michael; Kline, Benjamin; Lecland, Inés (2017)
    This paper uses household-level survey data from the USAID and the Colombian government to analyse the e˙ect of the Code of Childhood and Adolescence of 2006, which raised the minimum working age from 12 to 15, on the ...
  • Garchi Casal, Skander (2017)
    This paper aims to replicate Michael Creel’s work in ”Neural Nets for Indi-rect Inference” by calibrating a heterogeneous agent model. Michael Creel proposes to use neural networks to approximate the limited posterior mean, ...
  • Lange, Robert Tjarko (2017)
    Data scientific questions face the fundamental trade-off between complexity, generalizability and computational feasibility. The need for quick estimation and evaluation of a vast amount of statistical models has given ...
  • Höllwirth, Hans-Peter (2017)
    This paper studies a novel particle filter method proposed by Brownlees and Kristensen (2017) for parameter estimation of nonlinear state space models. The particle filter, named Importance Sampling Particle Filter, is tested ...
  • Garriga Calleja, Roger; Mas Adell, Javier; Poudel, Saurav (2017)
    Internet has seen a tremendous growth in the last few years. Because of that, we have a lot of information about most of the things in web. And the usage of Recommendation system has become more important than ever. Rec ...
  • Bongini, Mattia (2017)
    
We present a tradeoff model of capital structure to investigate the sources of adjustment costs and study how firms' financing decisions determine partial adjustment toward target leverage ratios. The presence of market ...
  • Barnardt, Ignatius; Jush, Golschan Khun; Wollesen, Thies; Hayden, Samuel; Sotosek, Eva (2017)
    We investigate a possible gender gap in returns to education using data from the World Bank’ STEP program for seven developing and emerging countries. We control for cognitive skills, non-cognitive skills and parental ...
  • Gudmundsdottir, Saga; Helgason, Olafur Heidar; Leitner, Moritz; McDonnell, Clíona; Schramm, Alexander (2017)
    This paper investigates whether and how geographical distance matters for bank lending within and between countries in the European Union. We estimate gravity-type regressions in various specifications, incorporating ...
  • Andonie, Alfredo; Degler, Moritz; Greppi, Andrea; Pisati, Lorenzo; Yagman, Ece (2017)
    We investigate the effects of intellectual property products capital in the evolution of the labor share for five European countries. Using post-revision national accounts data, we construct a benchmark labor share with ...
  • Grimm, Lukas; Haynes, Jonathan; Schmitt, Daniel (2017)
    This Project evaluates the forecasting performance of a Brownian Semi-Stationary (BSS) process in modelling the volatility of 21 equity indices. We implement a sophisticated Hybrid Scheme to simulate BSS processes with ...
  • Barrera, Marc de la; Falath, Juraj; Henricot, Dorian; Vaglio, Jean-Alexandre (2017)
    This paper empirically investigates the impact of forward guidance announcements on inflation expectations in the Eurozone. The ECB first resorted to forward guidance on July 4, 2013 thereby expanding its array of ...
  • De Martino, Andrea; Ruiz Crosby, Edward Manuel; Stagni, Roberto (2017)
    This Master Project scrutinizes the underlying theoretical arguments within Bayraktar and Yang’s (2011) (4) model and tests if it is robust with newer 2017 data. We demonstrate all the related strong mathematical foundations ...
  • Aliyeva, Farida; Bertez, Conrad; Kaithakkel, Aswathi John; Mostacci, Maurizio; Özcan, Elif (2017)
    In the wake of the global financial crisis that began in 2007, central banks throughout the world engaged in unprecented amounts of monetary policy aimed at stimulating their respective economies. One frequent comment from ...
  • Costa, Michele; Marschall, Laurits; Mirsadeghi, Seyed Hamed; Sanctis, Alessandro de (2018)
    The main goal of our Master Project is to predict intraday stock market movements using two different kinds of input features: financial indicators and sentiments from news and tweets. While the former are part of the ...

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