DFAEII;;DFAEII: Recent submissions

Now showing items 41-44 of 149

    • No Thumbnail [100%x80]

      Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigation 

      Vázquez Pérez, Jesús ORCID (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-08)
      This paper studies the comovement between output and inflation in the EU15 countries. Following den Haan (2000), I use the correlations of VAR forecast errors at different horizons in order to analyze the output-inflation ...
    • No Thumbnail [100%x80]

      Trend analysis in two standard growth models 

      Restrepo Ochoa, Sergio I.; Vázquez Pérez, Jesús ORCID (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-07)
      This paper analyzes the trend processes characterized by two standard growth models using simple econometrics. The first model is the basic neoclassical growth model that postulates a deterministic trend for output. The ...
    • No Thumbnail [100%x80]

      A factor model of seasonality in stock returns 

      Gardeazabal, Javier ORCID; Regúlez Castillo, Marta ORCID (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
      Most empirical evidence on stock market seasonality is based on the Dummy Variable Approach (DVA). Typically, the DVA leaves too much variability of stock returns unexplained and inference usually leads to weak or null ...
    • No Thumbnail [100%x80]

      Skill premium effects on fertility and female labor force supply 

      Iza Padilla, María Amaya ORCID; Ferrero Martínez, Dolores (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
      In the last twenty years the United States has seen a positive relationship between female labor supply and total fertility rates, which differs from the pattern observed over the preceding years. We construct a general ...