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ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

Working Papers REM

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ISEG - Lisbon School of Economics and Management, REM, R. Miguel Lupi, 20, LISBON, PORTUGAL

Web page: https://rem.rc.iseg.ulisboa.pt/

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Series handle: RePEc:ise:remwps

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Content

2021

2021/0159 Asset Liability Management: Evidence from the Banco de Portugal defined benefit pension fund
by Maria Teresa Medeiros Garcia & Liane Costa Gabriel
2021/0158 (Non-) Keynesian Effects of Fiscal Austerity: New Evidence from a large sample
by António Afonso & José Alves & João Tovar Jalles
2021/0157 Global value chains, value-added generation and structural change in EU core and periphery economies: An Input-Output approach
by Tiago Domingues & João Ferreira do Amaral & João Carlos Lopes
2021/0156 International transmission of interest rates: the role of international reserves and sovereign debt
by António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek

2020

2020/0155 Financial development and macroeconomic performance: a cointegration approach
by Cândida Ferreira
2020/0154 Breaking Life Expectancy into Small Pieces
by Audrey Ugarte & Onofre Alves Simões
2020/0153 The Interplay between Monetary and Fiscal Policies in the EU
by António Afonso & Alexandre Sousa
2020/0152 Post-Cartel Behavior: ssessing the effects of antitrustpolicy on Brazilian fuel market
by Pedro Cavalcanti G. Ferreira
2020/0151 On the Political Economy Determinants of Tax Reforms: Evidence from Developing Countries
by Sanjeev Gupta & João Tovar Jalles
2020/0150 Uncertainty And The Effectiveness Of Fiscal Policy In The United States And Brazil: Svar Approach
by Eduardo de Sá Fortes Leitão Rodrigues
2020/0149 Reinsurance of multiple risks with generic dependence structures
by M. Guerra & A. B. de Moura
2020/0148 Public Debt And Economic Growth In Brazil
by António Afonso & Sérgio Gadelha & Agatha Silva
2020/0147 GovernmentSpending Efficiency, MeasurementandApplications:a Cross-country Efficiency Dataset
by António Afonso & João Tovar Jalles & Ana Venâncio
2020/0146 Structural Tax Reforms and Public Spending Efficiency
by António Afonso & João Tovar Jalles & Ana Venâncio
2020/0145 Evolução das assimetrias na produção de conhecimento científicoe tecnológico a nível global: análise com enfoque nas trajetórias de Brasil e Portugal
by Manuel Mira Godinho
2020/0144 An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities
by José Alves & Tomás Silva
2020/0143 The structural adjustment of the Portuguese economy in the context of the economic reform of the Eurozone
by Marta Silva & João Carlos Lopes
2020/0142 The Pandemonics of Informal Credit Markets
by Filipe Correia & António Martins
2020/0141 (De) industrialization in the Von Thünen’s economy
by José Pedro Pontes & Armando J. Garcia Pires
2020/0140 Terror and its Fiscal Consequences
by Benedict Clements & Sanjeev Gupta & João Tovar Jalles & Saida Khamidova
2020/0139 Investment Home Bias in the European Union
by António Martins
2020/0138 Dream Jobs
by Giordano Mion & Luca David Opromolla & Gianmarco I.P. Ottaviano
2020/0137 Tax Revenue Reforms and Income Distribution in Developing Countries
by Sanjeev Gupta & João Tovar Jalles
2020/0136 Time Inhomogeneous Multivariate Markov Chains: Detecting and Testing Multiple Structural Breaks Occurring at Unknown
by Bruno Damásio & João Nicolau
2020/0135 Measuring inequality of opportunity across EU-SILC countries: national and urban-rural perspectives
by Zbigniew Mogila & Patricia C. Melo & José M. Gaspar
2020/0134 Exploring the relation between income mobility and inequality at the regional level using EU-SILC microdata
by Zbigniew Mogila & Patricia C. Melo & José M. Gaspar
2020/0133 Explaining higher education progress through risk dominance in an n-person coordination (Stag Hunt) game
by José Pedro Pontes
2020/0132 This Changes Everything: Climate Shocks and Sovereign Bonds
by Serhan Cevik & João Tovar Jalles
2020/0131 Financial Crises and Climate Change
by João Tovar Jalles
2020/0130 On the Performance of US Fiscal Forecasts: Government vs. Private Information
by Zidong An & João Tovar Jalles
2020/0129 The Size of Government
by António Afonso & Ludger Schuknecht & Vito Tanzi
2020/0128 Indicators of Economic Crises: A Data-Driven Clustering Approach
by Maximilian Gobel & Tanya Araújo
2020/0127 The return of fiscal policy and the euro area fiscal rule
by Vítor Constâncio
2020/0126 The Disposition Effect Among Mutual Fund Participants: A Re-Examination
by Paulo Silva & Victor Mendes & Margarida Abreu
2020/0125 Labour Productivity in State-Owned Enterprises
by António Afonso & Maria João Guedes & Pankaj C. Patel
2020/0124 Self-defeating austerity in Portugal during the Troika's economic and financial adjustment programme
by José Carlos Coelho
2020/0123 The Interaction Between Macroprudential Policy and Financial Stability
by Zoe Venter
2020/0122 Neural Network pricing of American put options
by Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira
2020/0121 A new assessment of the Troika ´s economic policy for Portugal in 2012 following an Input-Output approach
by José Carlos Coelho
2020/0120 Political Budget Cycles in the Eurozone
by Frederico Silva Leal
2020/0119 Exposure of Belt and Road Economies to China Trade Shocks
by Paulo Bastos
2020/0118 Robots, Tasks, and Trade
by Erhan Artuc & Paulo Bastos & Bob Rijkers
2020/0117 Semimetric spaces: topological considerations
by João Ferreira do Amaral
2020/0116 The relationship between budget deficit and external deficit: the case of Portugal
by José Carlos Coelho
2020/0115 Accuracy of European Stock Target Prices
by Joana Almeida & Raquel M. Gaspar
2020/0114 Spatial trends of manufacturing a Von Thünen Mills approach
by José Pedro Pontes & Armando J. Garcia Pires
2020/0113 Growth Accounting and Regressions:new approach and results
by Tiago Sequeira & Hugo Morão

2019

2019/0112 Sovereign debt crisis in Portugal and in Spain
by António Afonso & Nuno Verdial
2019/0111 Sovereign Indebtedness and Financial and Fiscal Conditions
by António Afonso & João Tovar Jalles
2019/0110 The Short-Run and Long-Run Determinants of Household Saving:Evidence from OECD countries
by Philemon Kwame Opoku
2019/0109 Evaluating the European bank efficiency using Data Envelopment Analysis: evidence in the aftermath of the recent financial crisis
by Cândida Ferreira
2019/0108 Periodic attractor in the discrete time best-response dynamics of the rock-paper-scissors game
by José Pedro Gaivão & Telmo Peixe
2019/0107 Endogenous Quality and Firm Entry
by Rui Faustino
2019/0106 Deep Habits in New Keynesian model with durable goods
by Rui Faustino
2019/0105 The development of higher education in Europe as a “coordination game”
by José Pedro Pontes & Ana Paula Buhse
2019/0104 Polluting Emissions and GDP: Decoupling Evidence from Brazilian States
by João Tovar Jalles
2019/0103 Fiscal Discipline and Exchange Rates: Does Politics Matter?
by João Tovar Jalles & Carlos Mulas-Granados & José Tavares
2019/0102 Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999
by João Tovar Jalles
2019/0101 Wagner and the Fading Voracity Effect: Short vs. Long-Run Effects in Developing Countries
by João Tovar Jalles
2019/0100 Explaining Africa’s Public Consumption Procyclicality: Revisiting Old Evidence
by João Tovar Jalles
2019/99 Long-run relationship between exports and imports: current account sustainability tests for the EU
by António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek
2019/98 Improving Schools through School Choice: An Experimental Study of Deferred Acceptance
by Flip Klijn & Joana Pais & Marc Vorsatz
2019/97 Fiscal episodes in the EMU: Elasticities and non-keynesian effects
by António Afonso & Frederico Silva Leal
2019/96 The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK
by Zoe Venter
2019/95 Young farmers as innovation enablers in rural areas: the role of the EU’s support in a Portuguese peripheric region, Trás-os-Montes
by Ana Isabel Guerra & João Carlos Lopes
2019/94 On Path–dependency ofConstant Proportion Portfolio Insurance strategies
by João Carvalho & João Beleza Sousa & Raquel M. Gaspar
2019/93 Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk
by J. Beleza Sousa & Manuel L. Esquível & Raquel M. Gaspar
2019/92 Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories
by Raquel M. Gaspar & Paulo M. Silva
2019/91 Labour Productivity, Wages and the Functional Distribution of Income in Portugal: A Sectoral Approach
by João Carlos Lopes & José Carlos Coelho & Vítor Escária
2019/90 The dynamic relationship between stock market indexes and foreign exchange
by Maria Teresa Medeiros Garcia & Ana Catarina Gomes Rodrigues
2019/89 The Role of Central Banks and the Political Environment in Financial Stability: A Literature Review
by Zoe Venter
2019/88 Some stylized facts about deindustrialization in Europe
by José Pedro Pontes
2019/87 Global Capital Flows and the Role of Macroprudential Policy
by Sudipto Karmakar & Diogo Lima
2019/86 The Evolution of the World’s Production Fragmentation: 2000 –2014, a network analysis
by Susana Vieira & Renato G. Flôres Jr. & Maria Paula Fontoura
2019/85 The impact of hedge fund indices on portfolio performance
by Maria Teresa Medeiros Garcia & Gonçalo Liberal
2019/84 Efficiency of the European banks in the aftermath of the financial crisis: A panel stochastic frontier approach
by Cândida Ferreira
2019/83 Crises and Emissions: New Empirical Evidence from a Large Sample
by João Tovar Jalles
2019/82 On the Cyclicality of Social Expenditure: New Time-Varying evidence from Developing Economies
by João Tovar Jalles
2019/81 Cross-country Evidence on the Determinants of Inclusive Growth Episodes
by João Tovar Jalles & Luiz de Mello
2019/80 Taxation and Public Spending Efficiency: An International Comparison
by António Afonso & João Tovar Jalles & Ana Venâncio
2019/79 Measuring Gender Disparities in Unemployment Dynamics during the Recession: Evidence from Portugal
by Joana Passinhas & Isabel Proença
2019/78 How “Big” Should Government Be?
by António Afonso & Ludger Schuknecht
2019/77 Controlling Algorithmic Collusion: short review of the literature, undecidability, and alternative approaches
by João E. Gata
2019/76 Into the heterogeneities in the Portuguese labour market: an empirical assessment
by Fernando Martins & Domingos Seward
2019/75 Regional development of education as a "coordination game"
by Ana Paula Buhse & José Pedro Pontes
2019/74 Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market
by João Guerra & Manuel Guerra & Zachary Polaski
2019/73 Do households care about cash? Exploring the heterogeneous effects of India's demonetization
by Sudipto Karmakar & Abhinav Narayanan
2019/72 Sovereign Ratings and Finance Ministers’ Characteristics
by António Afonso & João Tovar Jalles
2019/71 Local territorial reform and regional spending efficiency
by António Afonso & Ana Venâncio
2019/70 Asymptotic Poincaré Maps along the Edges of Polytopes
by Hassan Najafi Alishah & Pedro Duarte & Telmo Peixe
2019/69 Permanence in Polymatrix Replicators
by Telmo Peixe
2019/68 Assessing Pension Expenditure Determinants – the Case of Portugal
by Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva
2019/67 The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU
by António Afonso & João Tovar Jalles & Mina Kazemi
2019/66 Stock Flow Adjustments in Sovereign Debt Dynamics: The Role of Fiscal Frameworks
by António Afonso & João Tovar Jalles
2019/65 The Transmission of Unconventional Monetary Policy to Bank Credit Supply: Evidence from the TLTRO
by António Afonso & Joana Sousa-Leite
2019/64 On the use of Hedonic Regression Models to Measure the Effect of Energy Efficiency on Residential Property Transaction Prices: Evidence for Portugal and Selected Data Issues
by Rui Evangelista & Esmeralda A. Ramalho & João Andrade e Silva
2019/63 Demographic Changes in a Small Open Economy with Endogenous Time Allocation and Age-Dependent Mortality
by João Pereira

2018

2018/62 A DSGE Model to Evaluate the Macroeconomic Impacts of Taxation
by José Alves
2018/61 The Relationship between Fiscal and Current Account Imbalances in OECD Economies
by António Afonso & Philemon Kwame Opoku
2018/60 An Horizontal Innovation Growth Model with Endogenous Time Allocation and Non-Stable Demography
by Manuel Guerra & João Pereira & Miguel St. Aubyn
2018/59 Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models
by Paulo M.D.C. Parente & Richard J. Smith
2018/58 The impact of tax structure on investment: an empirical assessment for OECD countries
by José Alves
2018/57 The sinful side of taxation: is it possible to satisfy the government hunger for revenues while promoting economic growth?
by José Alves
2018/56 Life cycles with Endogenous Time Allocation and Age-Dependent Mortality
by Manuel Guerra & João Pereira & Miguel St. Aubyn
2018/55 Generalised Empirical Likelihood Kernel Block Bootstrapping
by Paulo M.D.C. Parente & Richard J. Smith
2018/54 The Impact of Foreign Aid on Aggregate Welfare Measures: A Panel Data Analysis
by José Alves & Cláudia Couto
2018/53 Capital Account Liberalization and the Composition of Bank Liabilities
by Luís A.V. Catão & Daniel Marcel te Kaat
2018/52 Sovereign Bond Yields Spreads Spillovers in the EMU
by António Afonso & Mina Kazemi
2018/51 Optimal Tax Structure for Consumption and Income Inequality:an Empirical Assessment
by António Afonso & José Alves
2018/50 A General Equilibrium Theory of Occupational Choice under Optimistic Beliefs about Entrepreneurial Ability
by Michelle Dell’Era & Luca David Opromolla & Luís Santos-Pinto
2018/49 To Ask or Not To Ask? Collateral versus Screening in Lending Relationships
by Hans Degryse & Artashes Karapetyan & Sudipto Karmakar
2018/48 Globalisation and Economic Growth: A panel data approach
by Cândida Ferreira
2018/47 Fiscal Multipliers in the Eurozone: A SVAR Analysis
by António Afonso & Frederico Silva Leal
2018/46 Financial Development and Economic Growth: A Study for OECD Countries in the Context of Crisis
by António Afonso & M. Carmen Blanco-Arana
2018/45 Tax incidence and fiscal systems: some problems on tax compared history in XIX and XX centuries
by José Alves
2018/44 Modeling insurgent-incumbent dynamics: Vector autoregressions,multivariate Markov chains, and the nature of technological competition
by Bruno Damásio & Sandro Mendonça
2018/43 The 21st Century - Cluster Formation in the S&P 500
by Maximilian Göbel & Tanya Araújo
2018/42 Decomposing And Analysing The Determinants Of Current Accounts’ Cyclicality: Evidence From The Euro Area
by António Afonso & João Jalles
2018/41 Demand, Supply and Markup Fluctuations
by Carlos D. Santos & Luís F. Costa & Paulo Brito
2018/40 The network of inter-industry flows in a SAM framework
by Susana Santos & Tanya Araújo
2018/39 Non-base wage components as a source of wage adaptability to shocks: Evidence from European firms, 2010-2013
by Jan Babecky & Clémence Berson & Ludmila Fadejeva & Ana Lamo & Petra Marotzke & Fernando Martins & Pawel Strzelecki
2018/38 Government Size, Unemployment, and Inflation Nexus in Eight Large Emerging Market Economies
by António Afonso & Huseyin Sen & Ayse Kaya
2018/37 The effects of official and unofficial information on tax compliance
by Filomena Garcia & Luca David Opromolla & Andrea Vezzulli & Rafael Marques
2018/36 Real Effects of Financial Distress: The Role of Heterogeneity
by Francisco Buera & Sudipto Karmakar
2018/35 A static approach to the Nelson-Siegel-Svensson model: an application for several negative yield cases
by Maria Teresa Medeiros Garcia & Vítor Hugo Ferreira Carvalho
2018/34 Calibration and the estimation of macroeconomic models
by Nikolay Iskrev
2018/33 Are asset price data informative about news shocks? A DSGE perspective
by Nikolay Iskrev
2018/32 The role of infrastructure efficiency in economic development – the case of underused highways in Europe
by José Pedro Pontes & Joana Pais
2018/31 Twin Deficits Revisited: a role for fiscal institutions?
by António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek
2018/30 Social Dominance
by Ludger Schuknecht & Holger Zemanek
2018/29 The Macroeconomic Effects of Public Debt: An Empirical Analysis of Mozambique
by António Afonso & Yasfir Ibraimo
2018/28 The Policy Mix in the US and EMU: Evidence from a SVAR Analysis
by António Afonso & Luís Gonçalves
2018/27 Reforms and External Balances in Southern Europe and Ireland
by Luís A. V. Catão
2018/26 Do Individual Investors Trade Differently in Different Markets?
by Margarida Abreu & Victor Mendes
2018/25 Deindustrialization in the light of classical location theory
by Armando J. G. Pires & José Pedro Pontes
2018/24 Impact of public and private sector external debt on economic growth
by Jorge Silva
2018/23 Does Country Size Affect the Relationship between Population Density and Labour Productivity? Theory and Evidence for Europe
by José Pedro Pontes & Patrícia Melo

2017

2017/22 Exchange-traded Funds as an Alternative Investment Option: a Case Study
by António Afonso & Pedro Cardoso
2017/21 Are external accounts sustainable in Portugal?
by Jorge Silva
2017/20 Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence
by António Afonso & João Tovar Jalles
2017/19 Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function
by Maria do Rosário Grossinho & Yaser Faghan Kord & Daniel Sevcovic
2017/18 Pricing American Call Option by the Black-Scholes Equation with a Nonlinear Volatility Function
by Maria do Rosário Grossinho & Yaser Faghan Kord & Daniel Sevcovic
2017/17 The Welfare Costs of Self-Fulfilling Bank Runs
by Elena Mattana & Ettore Panetti
2017/16 Fiscal Reaction Functions Across the World: A Battle of Statistical (In-) Significance
by António Afonso & João Jalles
2017/15 Do Fiscal Rules Lower Government Financing Costs?
by António Afonso & João Jalles
2017/14 The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?
by Margarida Abreu & Victor Mendes
2017/13 Convexity in semi-metric spaces, decision theory and consumer theory
by João Ferreira do Amaral
2017/12 Location of R&D activities by vertical multinationals over asymmetric countries
by José Pedro Pontes & Carlos Eduardo Lobo e Silva
2017/11 The Inversion of the Spatial Lag Operator in Binary Choice Models: Fast Computation and a Closed Formula Approximation
by Luís Silveira Santos & Isabel Proença
2017/10 Iterated Local Search Algorithm for the Vehicle Routing Problem with Backhauls and Soft Time Windows
by José Brandão
2017/09 Leverage and Risk Weighted Capital Requirements
by Sudipto Karmakar & Leonardo Gambacorta
2017/08 Financial Crisis, banking sector performance and economic growth in the European Union
by Cândida Ferreira
2017/07 How Biased is the Behavior of the Individual Investor in Warrants?
by Margarida Abreu
2017/06 Transport-Induced Agglomeration Effects: Evidence for US Metropolitan Areas
by Patricia C. Melo & Daniel J. Graham
2017/05 Renormalization of Gevrey Vector Fields with a Brjuno Type Arithmetical Condition
by João Lopes Dias & José Pedro Gaivão
2017/04 Static versus Dynamic Deferred Acceptance in School Choice: Theory and Experiment
by Joana Pais & Flip Klijn & Marc Vorsatz
2017/03 Decentralized Matching Markets With(out) Frictions: A Laboratory Experiment
by Joana Pais & Ágnes Pintér & Róbert F. Veszteg
2017/02 "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
by António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas
2017/01 Assessing the Sustainability of External Imbalances in the European Union
by António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek

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