Department of Economics Working Papers

From Universidad Torcuato Di Tella
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2014_3: The Effects of Unemployment Insurance Under High Informality: Evidence from Argentina

Martin Gonzalez-Rozada and Hernán Ruffo

2013-3: Optimal Monetary and Fiscal Policy in a New Keynesian Model with a Dutch Disease: The Case of Complete Markets

Constantino Hevia, Pablo Neumeyer and Juan Pablo Nicolini

2013-06: Normative Fiscal Policy and Growth: Some Quantitative Implications for the Chilean Economy

Emilio Espino and Martin Gonzalez-Rozada

2013_2: Forecasting Prices in Regime-Switching Markets

Martin Gonzalez-Rozada and Luis Pereiro

2012-07: Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model

Martin Gonzalez-Rozada, Martin Sola, Constantino Hevia and Fabio Spagnolo

2012-03: Optimal nondiscriminatory auctions with favoritism

Leandro Arozamena, Nicholas Shunda and Federico Weinschelbaum

2011-04: The Effects of a Conditional Transfer Program on the Labor Market: The Human Development Bonus in Ecuador

Martin Gonzalez-Rozada and Freddy Llerena Pinto

2010-12: Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities

Martin Sola, Zacharias Psaradakis, Fabio Spagnolo and Nicola Spagnolo

2010-10: Optimal taxes and penalties when the government cannot commit to its audit policy

Leandro Arozamena, Martin Besfamille and Pablo Sanguinetti

2010-09: Inspectors or Google Earth? Optimal fiscal policies under uncertain detection of evaders

Martin Besfamille and Pablo Olmos

2010-072: On favoritism in auctions with entry

Leandro Arozamena and Federico Weinschelbaum

2010-07: The Optimal Timing of the Introduction of New Products

Marzia Raybaudi, Martin Sola and Shasikanta Naindebam

2009-09: Real Options with Priced Regime-Switching Risk

Edward Driffill, Martin Sola and Turalay Kenc

2009-07: Modernization of Tax Administrations and Optimal Fiscal Policies

Martin Besfamille and Cecilia Parlatore

2009-06: Contemporaneous-Threshold Smooth Transition GARCH Models

Michael Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo

2009-03: Multivariate Contemporaneous Threshold Autoregressive Models

Michael Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo

2008-11: NIMBY and mechanism design under different constitutional constraints

Martin Besfamille and Jean-Marie Lozachmeur

2008-04: On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts

Edward Driffill, Turalay Kenc, Martin Sola and Fabio Spagnolo

2008_3: Simultaneous vs. Sequential Price Competition with Incomplete Information

Leandro Arozamena and Federico Weinschelbaum

2006-04: Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting

Michael Dueker, Martin Sola and Fabio Spagnolo

2005-03: Target Zones for Exchange Rates and Policy Changes

Edward Driffill and Martin Sola

028: Latin America in the Twentieth Century: stagnation, then Collapse

Pablo Neumeyer and Hugo Hopenhayn

027: The elasticity of Substitution in demand for Non tradable Goods in Latin America. Case Study: Argentina

Pablo Neumeyer and Martin Gonzalez-Rozada

026: Argentine Great Depression: 1975-1990

Pablo Neumeyer and Hugo Hopenhayn

025: On the autocorrelation properties of Long Memory Garch Processes

Martin Sola, M Karansos and Zacharias Psaradakis

023: On The Optimal Timing of Introduction of New Products

Martin Sola, Marzia Raybaudi and Shasikanta Nandeibam

020: On Detrending and Cyclical Asymmetry

Martin Sola and Zacharias Psaradakis

016: Optimal Maturity of Governement Debt without state contingent bonds

Juan Pablo Nicolini and Francisco Buera

015: Trade Liberalization and exports/imports diversification in Argentina: the role of tariff preferences and economies of scale

Pablo Sanguinetti, Juan Pantano and Rodrigo Arim

014: Business Cycles in Emerging Economies: the role of interest rates

Pablo Neumeyer and Fabrizio Perri

011: The impact of trade liberalizationon wage inequality:Evidence from Argentina

Pablo Sanguinetti and Sebastian Galiani

010: Sistema Juridico y Desarrollo Economico

Alfredo Canavese

009: Using Balance Sheet to identify sovereign default and devaluation risk

Pablo Neumeyer and Juan Pablo Nicolini

006: Convertibilidad en Argentina: Funcionamiento de una Caja de Conversión Anclada al Dolar

Alfredo Canavese

005: The Time Consistency of Optimal Monetary and Fiscal Policies

Pablo Neumeyer, Fernando Alvarez and Patrick Kehoe

004: Inside Outside Money Competition

Juan Pablo Nicolini, Ramon Marimon and Pedro Teles

003: Trade Diverion and Declinning Tariffs: Evidence from MERCOSUR

Pablo Sanguinetti, Alok Bohara and Kishore Guatanabe

002: Competition and Reputation

Juan Pablo Nicolini, Ramon Marimon and Pedro Teles