Working Papers REM

From ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
ISEG - Lisbon School of Economics and Management, REM, R. Miguel Lupi, 20, LISBON, PORTUGAL.
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2019/75: Regional development of education as a "coordination game"

Ana Paula Buhse and José Pontes

2019/74: Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market

João Guerra, Manuel Guerra and Zachary Polaski

2019/73: Do households care about cash? Exploring the heterogeneous effects of India's demonetization

Sudipto Karmakar and Abhinav Narayanan

2019/72: Sovereign Ratings and Finance Ministers’ Characteristics

Antonio Afonso and Joao Jalles

2019/71: Local territorial reform and regional spending efficiency

Antonio Afonso and Ana Venâncio

2019/70: Asymptotic Poincaré Maps along the Edges of Polytopes

Hassan Najafi Alishah, Pedro Duarte and Telmo Peixe

2019/69: Permanence in Polymatrix Replicators

Telmo Peixe

2019/68: Assessing Pension Expenditure Determinants – the Case of Portugal

Maria Teresa Garcia and 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

Antonio Afonso, Joao Jalles and Mina Kazemi

2019/66: Stock Flow Adjustments in Sovereign Debt Dynamics: The Role of Fiscal Frameworks

Antonio Afonso and Joao Jalles

2019/65: The Transmission of Unconventional Monetary Policy to Bank Credit Supply: Evidence from the TLTRO

Antonio Afonso and 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

Rui Evangelista, Esmeralda A. Ramalho and João Andrade e Silva

2019/63: Demographic Changes in a Small Open Economy with Endogenous Time Allocation and Age-Dependent Mortality

João Pereira

2018/62: A DSGE Model to Evaluate the Macroeconomic Impacts of Taxation

José Alves

2018/61: The Relationship between Fiscal and Current Account Imbalances in OECD Economies

Antonio Afonso and Philemon Opoku

2018/60: An Horizontal Innovation Growth Model with Endogenous Time Allocation and Non-Stable Demography

Manuel Guerra, João Pereira and Miguel Aubyn

2018/59: Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models

Paulo Parente and Richard J. Smith

2018/58: The impact of tax structure on investment: an empirical assessment for OECD countries

José Alves

2018/57: The sinful side of taxation: is it possible to satisfy the government hunger for revenues while promoting economic growth?

José Alves

2018/56: Life cycles with Endogenous Time Allocation and Age-Dependent Mortality

Manuel Guerra, Joao Pereira and Miguel Aubyn

2018/55: Generalised Empirical Likelihood Kernel Block Bootstrapping

Paulo Parente and Richard J. Smith

2018/54: The Impact of Foreign Aid on Aggregate Welfare Measures: A Panel Data Analysis

José Alves and Cláudia Couto

2018/53: Capital Account Liberalization and the Composition of Bank Liabilities

Luis Catão and Daniel te Kaat

2018/52: Sovereign Bond Yields Spreads Spillovers in the EMU

Antonio Afonso and Mina Kazemi

2018/51: Optimal Tax Structure for Consumption and Income Inequality:an Empirical Assessment

Antonio Afonso and José Alves

2018/50: A General Equilibrium Theory of Occupational Choice under Optimistic Beliefs about Entrepreneurial Ability

Michelle Dell’Era, Luca David Opromolla and Luis Santos-Pinto

2018/49: To Ask or Not To Ask? Collateral versus Screening in Lending Relationships

Hans Degryse, Artashes Karapetyan and Sudipto Karmakar

2018/48: Globalisation and Economic Growth: A panel data approach

Candida Ferreira

2018/47: Fiscal Multipliers in the Eurozone: A SVAR Analysis

Antonio Afonso and Frederico Leal

2018/46: Financial Development and Economic Growth: A Study for OECD Countries in the Context of Crisis

Antonio Afonso and Carmen Blanco-Arana

2018/45: Tax incidence and fiscal systems: some problems on tax compared history in XIX and XX centuries

José Alves

2018/44: Modeling insurgent-incumbent dynamics: Vector autoregressions,multivariate Markov chains, and the nature of technological competition

Bruno Damásio and Sandro Mendonça

2018/43: The 21st Century - Cluster Formation in the S&P 500

Maximilian Göbel and Tanya Araújo

2018/42: DECOMPOSING AND ANALYSING THE DETERMINANTS OF CURRENT ACCOUNTS’ CYCLICALITY: EVIDENCE FROM THE EURO AREA

Antonio Afonso and Joao Jalles

2018/41: Demand, Supply and Markup Fluctuations

Carlos Santos, Luis Costa and Paulo Brito

2018/40: The network of inter-industry flows in a SAM framework

Susana Santos and Tanya Araújo

2018/39: Non-base wage components as a source of wage adaptability to shocks: Evidence from European firms, 2010-2013

Jan Babecký, Clémence Berson, Ludmila Fadejeva, Ana Lamo, Petra Marotzke, Fernando Martins and Paweł Strzelecki

2018/38: Government Size, Unemployment, and Inflation Nexus in Eight Large Emerging Market Economies

Antonio Afonso, Huseyin Sen and Ayse Kaya

2018/37: The effects of official and unofficial information on tax compliance

Filomena Garcia, Luca David Opromolla, Andrea Vezzulli and Rafael Marques

2018/36: Real Effects of Financial Distress: The Role of Heterogeneity

Francisco Buera and Sudipto Karmakar

2018/35: A static approach to the Nelson-Siegel-Svensson model: an application for several negative yield cases

Maria Teresa Garcia and Vítor Hugo Ferreira Carvalho

2018/34: Calibration and the estimation of macroeconomic models

Nikolay Iskrev

2018/33: Are asset price data informative about news shocks? A DSGE perspective

Nikolay Iskrev

2018/32: The role of infrastructure efficiency in economic development – the case of underused highways in Europe

José Pontes and Joana Pais

2018/31: Twin Deficits Revisited: a role for fiscal institutions?

Antonio Afonso, Florence Huart, Joao Jalles and Piotr Stanek

2018/30: Social Dominance

Ludger Schuknecht and Holger Zemanek

2018/29: The Macroeconomic Effects of Public Debt: An Empirical Analysis of Mozambique

Antonio Afonso and Yasfir Ibraimo

2018/28: The Policy Mix in the US and EMU: Evidence from a SVAR Analysis

Antonio Afonso and Luís Gonçalves

2018/27: Reforms and External Balances in Southern Europe and Ireland

Luis Catão

2018/26: Do Individual Investors Trade Differently in Different Markets?

Margarida Abreu and Victor Mendes

2018/25: Deindustrialization in the light of classical location theory

Armando J. G. Pires and José Pontes

2018/24: Impact of public and private sector external debt on economic growth

Jorge Silva

2018/23: Does Country Size Affect the Relationship between Population Density and Labour Productivity? Theory and Evidence for Europe

José Pontes and Patricia Melo

2017/22: Exchange-traded Funds as an Alternative Investment Option: a Case Study

Antonio Afonso and Pedro Cardoso

2017/21: Are external accounts sustainable in Portugal?

Jorge Silva

2017/20: Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence

Antonio Afonso and Joao Jalles

2017/19: Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function

Maria do Rosário Grossinho, Yaser Faghan Kord and Daniel Sevcovic

2017/18: Pricing American Call Option by the Black-Scholes Equation with a Nonlinear Volatility Function

Maria do Rosário Grossinho, Yaser Faghan Kord and Daniel Sevcovic

2017/17: The Welfare Costs of Self-Fulfilling Bank Runs

Elena Mattana and Ettore Panetti

2017/16: Fiscal Reaction Functions Across the World: A Battle of Statistical (In-) Significance

Antonio Afonso and Joao Jalles

2017/15: Do Fiscal Rules Lower Government Financing Costs?

Antonio Afonso and Joao Jalles

2017/14: The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?

Margarida Abreu and Victor Mendes

2017/13: Convexity in semi-metric spaces, decision theory and consumer theory

João Ferreira do Amaral

2017/12: Location of R&D activities by vertical multinationals over asymmetric countries

José Pontes and 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

Luís Silveira Santos and Isabel Proença

2017/10: Iterated Local Search Algorithm for the Vehicle Routing Problem with Backhauls and Soft Time Windows

José Brandão

2017/09: Leverage and Risk Weighted Capital Requirements

Sudipto Karmakar and Leonardo Gambacorta

2017/08: Financial Crisis, banking sector performance and economic growth in the European Union

Candida Ferreira

2017/07: How Biased is the Behavior of the Individual Investor in Warrants?

Margarida Abreu

2017/06: Transport-Induced Agglomeration Effects: Evidence for US Metropolitan Areas

Patricia Melo and Daniel J. Graham

2017/05: Renormalization of Gevrey Vector Fields with a Brjuno Type Arithmetical Condition

João Lopes Dias and José Pedro Gaivão

2017/04: Static versus Dynamic Deferred Acceptance in School Choice: Theory and Experiment

Joana Pais, Flip Klijn and Marc Vorsatz

2017/03: Decentralized Matching Markets With(out) Frictions: A Laboratory Experiment

Joana Pais, Ágnes Pintér and Róbert Veszteg

2017/02: "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects

Antonio Afonso, Michael Arghyrou, María Gadea and Alexandros Kontonikas

2017/01: Assessing the Sustainability of External Imbalances in the European Union

Antonio Afonso, Florence Huart, Joao Jalles and Piotr Stanek