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Departament d'Economia i Empresa
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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.
Col·leccions d'aquesta comunitat
Enviaments recents
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(2017)Juzgando quien suscribe que el modelo propuesto (http://www.minhafp.gob.es/Documentacion/Publico/CDI/Sist%20Financiacion%20y%20Deuda/Informaci%C3%B3nCCAA/Informe_final_Comisi%C3%B3n_Reforma_SFA.pdf), pese a contar con ...
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(2001-04-01)This paper analyses the robustness of Least-Squares Monte Carlo, a technique recently proposed by Longstaff and Schwartz (2001) for pricing American options. This method is based on least-squares regressions in which ...
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(1997-01-01)In this paper I try to move away from the Extreme Bounds method of identifying ``robust'' empirical relations in the economic growth literature. Instead of analyzing the extreme bounds of the estimates of the coefficient of ...
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(2002-10-01)This paper presents a stylized model of international trade and asset price bubbles. Its central insight is that bubbles tend to appear and expand in countries where productivity is low relative to the rest of the world. ...
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(2003-01-01)Highly competitive environments are leading companies to implement Supply Chain Management (SCM) to improve performance and gain a competitive advantage. SCM involves integration, co-ordination and collaboration across ...
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(2014-03-01)The U.S. experienced an unprecedented increase in fertility during the baby boom. After falling for a century and a half, fertility rates jumped by 45 percent from 1945 to 1955, before resuming their decline in 1965. The ...
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(2003-04-01)After the accounting scandals that have taken place mainly in the United States during the last years, some Spanish leading authorities have defended the idea that this kind of accounting problems cannot happen in Spain. ...
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(1999-03-01)Creative accounting is a growing issue of interest in Spain. In this article we argue that the concept true and fair view can limit or promote the use of creative accounting depending upon its interpretation. We review ...
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(2001-01-01)We study bureaucratic corruption in a model in which a constituency sets required levels for a given set of activities. Each activity is carried out by an external provider, and its realization is supervised by a bureaucrat. ...
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(2010-01-01)This paper formalizes in a fully-rational model the popular idea that politicians perceive an electoral cost in adopting costly reforms with future benefits and reconciles it with the evidence that reformist governments ...
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(2003-12-01)We present an argument for changes in the franchise in which an elite split along economic interests use the suffrage to influence implemented policies. Through the influence of these policies on the character of ...
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(1997-10-01)This paper looks at the dynamic management of risk in an economy with discrete time consumption and endowments and continuous trading. I study how agents in such an economy deal with all the risk in the economy and ...
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(1999-12-01)We show that if performance measures in a stochastic scheduling problem satisfy a set of so-called partial conservation laws (PCL), which extend previously studied generalized conservation laws (GCL), then the problem ...
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(2015-03-01)In the capital asset pricing model (CAPM), estimating beta consistently is important to obtain a consistent estimate of the price of risk. However, it is often found that the estimate of beta is sensitive to the choice ...
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(1998-10-01)We model systemic risk in an interbank market. Banks face liquidity needs as consumers are uncertain about where they need to consume. Interbank credit lines allow to cope with these liquidity shocks while reducing the ...
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(1997-05-01)This paper presents a comparative analysis of linear and mixed models for short term forecasting of a real data series with a high percentage of missing data. Data are the series of significant wave heights registered ...
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(2012-05-01)This paper provides empirical evidence on the explanatory factors affecting introductory prices of new pharmaceuticals in a heavily regulated and highly subsidized market. We collect a data set consisting of all new chemical ...
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(2006-10-01)One of the principle aims of the Working Families' Tax Credit in the UK was to increase the participation of single mothers. The literature to date concludes there was approximately a five-percentage-point increase in ...
