Content
2024
- 2024_05 On Regime Separation in Markov-Switching Quantile Regressions
by Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola - 2024_04 On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
by Demian Pouzo & Zacharias Psaradakis & Martín Sola - 2024_03 Taxing for Health in Latin America
by Leandro Arozamena & Hernán Ruffo & Pablo Sanguinetti & Federico Weinschelbaum - 2024_02 Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions
by Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis - 2024_01 The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects
by Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis
2023
- 2023_02 Unemployment Insurance when the Wealth Distribution Matters
by Facundo Piguillem & Hernán Ruffo & Nicholas Trachter - 2023_01 A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities
by Demian Pouzo & Zacharias Psaradakis & Martín Sola
2022
- 2022_04 A Time-Varying Threshold STAR Model with Applications
by Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola - 2022_04 A Time-Varying Threshold STAR Model with Applications
by Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola - 2022_03 Bond risk premia, priced regime shifts, and macroeconomic fundamentals
by Constantino Hevia & Martín Sola & Ivan Petrella - 2022_02 On Testing for Bubbles During Hyperinflations
by Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis - 2022_01 The welfare effects of unemployment insurance in Argentina. New estimates using changes in the schedule of transfers
by Martin González-Rozada & Hernan Ruffo
2021
- 2021_09 Renegotiation and Discrimination in Symmetric Procurement Auctions
by Leandro Arozamena & Federico Weinschelbaum & Juan-José Ganuza - 2021_08 Risk Aversion and Changes in Regime
by Tomás Caravello & Turalay Kenc & Martín Sola - 2021_07 Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities
by Demian Pouzo & Zacharias Psaradakis & Martín Sola - 2021_06 Rational Bubbles: Too Many to be True?
by Tomás Caravello & Zacharias Psaradakis & Martín Sola - 2021_04 Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith
by Juan Pablo Nicolini & Constantino Hevia & Joao Ayres - 2021_03 Do Trade Agreements contribute to the decline in Labor Share? Evidence from Latin American Countries
by Martin González-Rozada & Hernan Ruffo - 2021_02 The Impact of Cigarette Price Increases on the Prevalence of Daily Smoking and Initiation in Mexico
by Martin González-Rozada & Fiona Franco Churruarin - 2021_01 Impact of smoke-free environments on tourism in selected Caribbean countries
by Martin González-Rozada
2019
- 2019_02 Impact of a Recent Tobacco Tax Reform in Argentina
by Martin Gonzalez-Rozada - 2019_01 Increasing Cigarette Taxes is Unfair to the Poor? Evidence from Argentina
by Martin Gonzalez-Rozada
2018
- 2018_04 Bond Risk Premia and the ”Return Forecasting Factor”
by Agustin Gutierrez & Constantino Hevia & Martin Sola - 2018_03 Bond risk premia and restrictions on risk prices
by Constantino Hevia & Martin Sola - 2018_02 Do women ask for lower salaries? The supply side of the gender pay gap
by Martin Gonzalez-Rozada & Eduardo Levy Yeyati - 2018_01 Assessing the degree of international consumption risk sharing
by Constantino Hevia & Luis Serven
2017
- wp2017_02 Monitoring Money for Price Stability
by Constantino Hevia & Juan Pablo Nicolini - 2017_01 Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities
by Martín Sola & Zacharias Psaradakis
2016
- 2016_04 Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes
by Demian Pouzo & Zacharias Psaradakis & Martin Sola - 2016_03 Optimal Unemployment Benefits in the Presence of Informal Labor Markets
by Martin Gonzalez-Rozada & Hernan Ruffo - 2016_02 Implications of Increasing Cigarette Taxes in Peru
by Martin Gonzalez-Rozada & Alejandro Ramos-Carbajales - 2016_01 Risk Premia and Seasonality in Commodity Futures
by Constantino Hevia & Ivan Petrella & Martin Sola - 2016_01 Risk Premia and Seasonality in Commodity Futures
by Constantino Hevia & Ivan Petrella & Martin Sola
2015
- 2015_05 De Facto School Choice and Socioeconomic Segregation in Secondary Schools of Argentina
by Martín González Rozada & Mariano Nardowski & Verónica Gottau & Mauro Moschetti - wp201501 How increasing tobacco prices affects the decision to start and quit smoking: evidence from Argentina
by Martin Gonzalez-Rozada & Giselle Montamat - 2015_4 Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity
by Constantino Hevia & Juan Pablo Nicolini - 2015_3 How increasing tobacco prices affects the decision to start and quit smoking: evidence from Argentina
by Martin Gonzalez-Rozada & Giselle Montamat - 2015_2 Financial Frictions and Export Dynamics in Large Devaluations
by David Kohn & Fernando Leibovici & Michal Szkup - 2015_1 Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium
by David Kohn
2014
- wp201403 The Effects of Unemployment Insurance Under High Informality: Evidence from Argentina
by Martin Gonzalez-Rozada & Hernan Ruffo - wp201402 Analysis of Cigarette Tax Structure as a Requirement for an Effective Tax Policy: Evaluation and Simulation for Argentina
by Frank Chaloupka & Martin Gonzalez-Rozada & German Rodriguez Iglesias & Veronica Schoj - 2014-01 Towards a “New” Inflation Targeting Framework: The Case of Uruguay
by Matias Escudero & Martin Gonzalez-Rozada & Martin Sola - wp201401 Towards a “New” Inflation Targeting Framework: The Case of Uruguay
by Matias Escudero & Martin Gonzalez-Rozada & Martin Sola - 2014_4 Financial frictions and new exporter dynamics
by David Kohn & Fernando Leibovici & Michal Szkup - 2014_3 The Effects of Unemployment Insurance Under High Informality: Evidence from Argentina
by Martin Gonzalez-Rozada & Hernan Ruffo - 2014_2 Analysis of Cigarette Tax Structure as a Requirement for an Effective Tax Policy: Evaluation and Simulation for Argentina
by Frank Chaloupka & Martin Gonzalez-Rozada & German Rodriguez Iglesias & Veronica Schoj - 2014_1 Towards a “New” Inflation Targeting Framework: The Case of Uruguay
by Matias Escudero & Martin Gonzalez-Rozada & Martin Sola
2013
- 2013-06 Normative Fiscal Policy and Growth: Some Quantitative Implications for the Chilean Economy
by Emilio Espino & Martin Gonzalez-Rozada - 2013-3 Optimal Monetary and Fiscal Policy in a New Keynesian Model with a Dutch Disease: The Case of Complete Markets
by Constantino Hevia & Pablo Andrés Neumeyer & Juan Pablo Nicolini - 2013_2 Forecasting Prices in Regime-Switching Markets
by Martín González-Rozada & Luis Pereiro
2012
- 2012-07 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
by Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo - 2012-03 Optimal nondiscriminatory auctions with favoritism
by Leandro Arozamena & Nicholas Shunda & Federico Weinschelbaum
2011
- 2011-04 The Effects of a Conditional Transfer Program on the Labor Market: The Human Development Bonus in Ecuador
by Martin Gonzalez-Rozada & Freddy Llerena Pinto
2010
- 2010-072 On favoritism in auctions with entry
by Leandro Arozamena & Federico Weinschelbaum - 2010-12 Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities
by Martín Solá & Zacharias Psaradakis & Fabio Spagnolo & Nicola Spagnolo - 2010-10 Optimal taxes and penalties when the government cannot commit to its audit policy
by Leandro Arozamena & Martin Besfamille & Pablo Sanguinetti - 2010-09 Inspectors or Google Earth? Optimal fiscal policies under uncertain detection of evaders
by Martin Besfamille & Pablo Olmos - 2010-07 The Optimal Timing of the Introduction of New Products
by Marzia Raybaudi & Martin Sola & Shasikanta Naindebam
2009
- 2009-09 Real Options with Priced Regime-Switching Risk
by John Driffill & Martin Sola & Turalay Kenc - 2009-07 Modernization of Tax Administrations and Optimal Fiscal Policies
by Martin Besfamille & Cecilia Parlatore Siritto - 2009-06 Contemporaneous-Threshold Smooth Transition GARCH Models
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - 2009-03 Multivariate Contemporaneous Threshold Autoregressive Models
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
2008
- 2008-11 NIMBY and mechanism design under different constitutional constraints
by Martin Besfamille & Jean-Marie Lozachmeur - 2008-04 On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts
by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo - 2008_3 Simultaneous vs. Sequential Price Competition with Incomplete Information
by Leandro Arozamena & erico Weinschelbaum
2006
- 2006-04 Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting
by Michael Dueker & Martin Sola & Fabio Spagnolo
2005
- 2005-03 Target Zones for Exchange Rates and Policy Changes
by John Driffill (Birkbeck College) & Martin Sola (UTDT)
2004
- 028 Latin America in the Twentieth Century: stagnation, then Collapse
by Pablo Andres Neumeyer & Hugo Hopenhayn
2003
- 027 The elasticity of Substitution in demand for Non tradable Goods in Latin America. Case Study: Argentina
by Pablo Andres Neumeyer & Martín Gonzalez Rozada - 011 The impact of trade liberalizationon wage inequality:Evidence from Argentina
by Pabo Sanguinetti & Sebastian Galiani - 009 Using Balance Sheet to identify sovereign default and devaluation risk
by Pablo Andres Neumeyer & Juan Pablo Nicolini - 005 The Time Consistency of Optimal Monetary and Fiscal Policies
by Pablo Andres Neumeyer & Fernando Alvarez & Pat Kehoe - 003 Trade Diverion and Declinning Tariffs: Evidence from MERCOSUR
by Pabo Sanguinetti & Alok Bohara & Kishore Guatanabe
2002
- 026 Argentine Great Depression: 1975-1990
by Pablo Andres Neumeyer & Hugo Hopenhayn - 025 On the autocorrelation properties of Long Memory Garch Processes
by Martin Sola & M Karansos & Zacharias Psaradakis - 023 On The Optimal Timing of Introduction of New Products
by Martin Sola & Marzia Raybaudi & Shasikanta Nandeibam - 020 On Detrending and Cyclical Asymmetry
by Martin Sola & Zacharias Psaradakis - 016 Optimal Maturity of Governement Debt without state contingent bonds
by Juan Pablo Nicolini & Francisco Buera - 015 Trade Liberalization and exports/imports diversification in Argentina: the role of tariff preferences and economies of scale
by Pabo Sanguinetti & Juan Pantano & Rodrigo Arim
2001
- 010 Sistema Juridico y Desarrollo Economico
by Alfredo Canavese - 006 Convertibilidad en Argentina: Funcionamiento de una Caja de Conversión Anclada al Dolar
by Alfredo Canavese - 004 Inside Outside Money Competition
by Juan Pablo Nicolini & Ramon Marimon & Pedro Teles
2000
- 002 Competition and Reputation
by Juan Pablo Nicolini & Ramon Marimon & Pedro Teles
1999
- 014 Business Cycles in Emerging Economies: the role of interest rates
by Pablo Andres Neumeyer & Fabrizio Perri