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Term Structure and the Estimated Monetary Policy Rule in the Eurozone 

María-Dolores, Ramón; Vázquez Pérez, Jesús (University of the Basque Country, Department of Foundations of Economic Analysis II, 2008)
In this paper we estimate a standard version of the New Keynesian Monetary (NKM) model augmented with term structure in order to analyze two issues. First, we analyze the effect of introducing an explicit term structure ...
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How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach 

María-Dolores, Ramón; Vázquez Pérez, Jesús (University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-05)
This paper estimates a standard version of the New Keynesian monetary (NKM) model under alternative specifications of the monetary policy rule using U.S. and Eurozone data. The estimation procedure implemented is a classical ...
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Do experimental subjects favor their friends? 

Brañas Garza, Pablo; Durán, Miguel A.; Espinosa Alejos, María Paz (University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-06)
Ideally we would like subjects of experiments to be perfect strangers so that the situation they face at the lab is not just part of a long run interaction. Unfortunately, it is not easy to reach those conditions and ...
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The Comovement between Monetary and Fiscal Policy Instruments during the Post-War Period in the U.S. 

Vázquez Pérez, Jesús (University of the Basque Country, Department of Foundations of Economic Analysis II, 2008-04)
This paper empirically studies the dynamic relationship between monetary and fiscal policies by analyzing the comovements between the Fed funds rate and the primary deficit/output ratio. Simple economic thinking establishes ...
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A factor model of seasonality in stock returns 

Gardeazabal, Javier; Regúlez Castillo, Marta (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 ...
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An empirical comparison of the performance of alternative option pricing models 

Rubio Irigoyen, Gonzalo; Ferreira García, María Eva; Gago, Mónica; León, Angel (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
This paper presents a comparison of alternative option pricing models based neither on jump-diffusion nor stochastic volatility data generating processes. We assume either a smooth volatility function of some previously ...
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Autorregresive conditional volatility, skewness and kurtosis 

León, Angel; Rubio Irigoyen, Gonzalo; Serna, Gregorio (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which ...
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Entry into motherhood: The effect of wages 

Ariza, Alfredo; Ugidos Olazabal, Arantza (University of the Basque Country, Department of Foundations of Economic Analysis II, 2007-04)
Using the ECHP, we explored the determinants of having the first child in Spain. Our main goal was to study the relation between female wages and the decision to enter motherhood. Since the offered wage of non-working women ...
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On the strategic equivalence of multiple-choice test scoring rules 

Espinosa Alejos, María Paz; Gardeazabal, Javier (University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-12)
A disadvantage of multiple-choice tests is that students have incentives to guess. To discourage guessing, it is common to use scoring rules that either penalize wrong answers or reward omissions. These scoring rules are ...
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Should Fiscal Policy be different in a Non-Competitive Framework? 

Gorostiaga Alonso, Miren Arantzazu (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-07)
This paper studies if imperfections in the labor market justify a different fiscal policy. We present a dynamic general equilibrium model with a Ramsey planner deciding about public spending, labor taxes and debt. Two ...
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AuthorVázquez Pérez, Jesús (7)Espinosa Alejos, María Paz (6)Brañas Garza, Pablo (4)León, Angel (3)... View MoreDepartamento (cas.)Fundamentos del análisis económico II (22)Economía aplicada III (Econometría y Estadística) (1)Economía financiera II (1)Departamento (eus.)Ekonomia analisiaren oinarriak II (22)Ekonomia aplikatua III (ekonometria eta estatistika) (1)Finantza ekonomia II (1)Subject
ECONOMICS, ECONOMETRICS AND FINANCE (22)
MATHEMATICAL AND QUANTITATIVE METHODS (22)
MACROECONOMICS AND MONETARY ECONOMICS (9)MICROECONOMICS (7)... View MoreDate Issued2008 (3)2007 (1)2006 (4)2005 (6)2004 (1)2003 (1)2002 (6)Language(ISO)
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