Departament d'Economia i Empresa

 

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.

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  • Abuka, Charles; Alinda, Ronnie K; Minoiu, Camelia; Peydró, José-Luis; Presbitero, Andrea F. (Elsevier, 2019)
  • Akin, Ozlem; Coleman, Nicholas S.; Fons-Rosen, Christian; Peydró, José-Luis (Wiley, 2018)
    To test for private information leakages from government to corporate executives, we exploit the 2008-2010 bank bailouts after Lehman’s failure using insider trading and political connections. In politically-connected ...
  • Jiménez, Gabriel; Mian, Atif; Peydró, José-Luis; Saurina, Jesús (Elsevier, 2019)
    We study bank credit booms, exploiting the Spanish matched credit register over 2001-2009. We extend Khwaja and Mian (2008)’s loan-level estimator by incorporating firm-level general equilibrium adjustments. Higher ex-ante ...
  • Abbassi, Puriya; Iyer, Rajkama; Peydró, José-Luis; Rodríguez-Tous, Francesc (Elsevier, 2016)
    We analyze securities trading by banks during the crisis and the associated spillovers to the supply of credit. We use a proprietary data set that has the investments of banks at the security level for 2005–2012 in conjunction ...
  • Ippolito, Filippo; Peydró, José-Luis; Polo, Andrea, 1983-; Sette, Enrico (Elsevier, 2016)
    By providing liquidity to depositors and credit-line borrowers, banks can be exposed to double-runs on assets and liabilities. For identification, we exploit the 2007 freeze of the European interbank market and the Italian ...
  • Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; Saurina, Jesús (University of Chicago Press, 2017)
    To study the impact of macroprudential policy on credit supply cycles and real effects, we analyze dynamic provisioning. Introduced in Spain in 2000, revised four times, and tested in its countercyclicality during the ...
  • Altavilla, Carlo; Boucinha, Miguel; Peydró, José-Luis (Oxford University Press, 2018)
    We analyse the impact of standard and non-standard monetary policy on bank profitability. We use both proprietary and commercial data on individual euro area bank balance-sheets and market prices. Our results show that a ...
  • Morais, Bernardo; Peydró, José-Luis; Roldán-Peña, Jessica; Ruiz-Ortega, Claudia (Wiley, 2018)
    We identify the international credit channel by exploiting Mexican supervisory data sets and foreign monetary policy shocks in a country with a large presence of European and U.S. banks. A softening of foreign monetary ...
  • Cervini-Plá, Maria; Silva, Jose I.; Vall Castelló, Judit (Springer, 2016)
    In this paper, we present a theoretical model along with an empirical model to identify the effects of disability on wages. From the theoretical model, we derive the hypothesis that only the temporary component of the wage ...
  • Gil-Bazo, Javier; Moreno, David; Tapia, Mikel; Abad, David (Taylor & Francis, 2007)
    En este trabajo se estudia la formación de precios en un mercado artificial de doble subasta continua con agentes heterogéneos, tanto en términos de eficiencia informativa como en términos de sus propiedades estadísticas. ...
  • Rossi, Barbara (Taylor & Francis, 2005)
    Existing point estimates of half-life deviations from purchasing power parity (PPP), around 3–5 years, suggest that the speed of convergence is extremely slow. This article assesses the degree of uncertainty around these ...
  • Celentani, Marco; Ganuza, Juan-José (Springer, 2002)
    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. ...
  • Inoue, Atsushi; Rossi, Barbara, 1971- (Taylor & Francis, 2005)
    We propose a sequential test for predictive ability for recursively assessing whether some economic variables have explanatory content for another variable. In the forecasting literature it is common to assess predictive ...
  • Pesavento, Elena; Rossi, Barbara, 1971- (Cambridge University Press, 2005)
    This paper analyzes the robustness of the estimate of a positive productivity shock on hours to the presence of a possible unit root in hours. Estimations in levels or in first differences provide opposite conclusions. We ...
  • Farré, Lídia; González, Libertad; Ortega, Francesc (De Gruyter, 2011)
    We investigate the effect of immigration on the labor supply of skilled women, using data on Spain’s large recent immigration wave. We adopt a spatial correlations approach and instrument for current immigration using ...
  • Acemoglu, Daron; Gancia, Gino; Zilibotti, Fabrizio (Elsevier, 2010)
    We study a dynamic general equilibrium model where innovation takes the form of the introduction of new goods whose production requires skilled workers. Innovation is followed by a costly process of standardization, where ...
  • Broner, Fernando; Lorenzoni, Guido; Schumkler, Sergio L. (Wiley, 2013)
    We argue that one reason why emerging economies borrow short term is that it is cheaper than borrowing long term. This is especially the case during crises, as in these episodes the relative cost of long-term borrowing ...
  • Iyer, Rajkamal; Lopes, Samuel; Peydró, José-Luis; Schoar, Antoinette (Oxford University Press, 2014)
    We study the credit supply effects of the unexpected freeze of the European interbank market, using exhaustive Portuguese loan-level data. We find that banks that rely more on interbank borrowing before the crisis decrease ...
  • Jagannathan, Krishna; Markakis, Mihalis G.; Modiano, Eytan; Tsitsiklis, John N. (Institute of Electrical and Electronics Engineers (IEEE), 2014)
    We study the problem of scheduling over time-varying links in a network that serves both heavytailed and light-tailed traffic. We consider a system consisting of two parallel queues, served by a single server. One of the ...
  • Germano, Fabrizio; Zuazo-Garin, Peio (Springer, 2017)
    We study an interactive framework that explicitly allows for nonrational behavior. We do not place any restrictions on how players’ behavior deviates from rationality, but rather, on players’ higher-order beliefs about the ...

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