BackBrowsing by Subject "MATHEMATICAL AND QUANTITATIVE METHODS"
Now showing items 21-40 of 160
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Algoritmo urza para el análisis de sensibilidad en problemas de programación lineal
Zamanillo Elguezabal, Ibon
; ; Larrañaga Lesaca, Jesús M. (Escuela Universitaria de Estudios Empresariales, 2004)
Este artículo menciona que el algoritmo pretende llenar un hueco existente en los análisis de sensibilidad de la Programación Lineal. Estos análisis abarcan tradicionalmente a todos los coeficientes del sistema excepto a ... -
Algoritmos meméticos en problemas de investigación operativa
Larrañaga Lesaca, Jesús M.; ; Elizagarate Ubis, Fernando; Alzola Bernardo, Jon (Escuela Universitaria de Estudios Empresariales, 2011)
En este artículo se plantea la resolución de un problema de Investigación Operativa utilizando PHPSimplex (herramienta online de resolución de problemas de optimización utilizando el método Simplex), Solver de Microsoft ... -
Altruism and Social Integration
; ; Espinosa Alejos, María Paz; ; Kovarik, Jaromir ; (2009)
We report on a two-stage experiment in which i) we first elicit the social network within a section of undergraduate students and ii) we then measure their altruistic attitudes by means of a standard Dictator game. We ... -
Altruism in the (Social) Network
Brañas Garza, Pablo; Cobo Reyes, Ramón; Espinosa Alejos, María Paz; Jiménez, Natalia; Ponti, Giovanni (University of the Basque Country, Department of Foundations of Economic Analysis II, 2006-11)
This paper explores the role of social integration on altruistic behavior. To this aim, we develop a two-stage experimental protocol based on the classic Dictator Game. In the first stage, we ask a group of 77 undergraduate ... -
Altruism with Social Roots: An Emerging Literature
Brañas Garza, Pablo; Espinosa Alejos, María Paz (University of the Basque Country, Department of Foundations of Economic Analysis II, 2006-11)
This paper analyzes the emerging literature on the determinants of giving within a social network. We propose two main explanatory variables for previous experimental results on the friendship effect. The first is social ... -
An Alternative View of the US Price-Dividend Ratio Dynamics
; Regúlez Castillo, Marta; Vázquez Pérez, Jesús (2014-12)
As a necessary condition for the validity of the present value model, the price-dividend ratio must be stationary. However, significant market episodes seem to provide evidence of prices significantly drifting apart from ... -
An Approach to the stability of international environmental agreements: the absorbing sets solution
Olaizola Ortega, María Norma (2003-12)
We study international environmental negotiations when agreements between countries can not be binding. A problem with this kind of negotiations is that countries have incentives for free-riding from such agreements. We ... -
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 ... -
An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
Casares, Miguel; Moreno, Antonio; Vázquez Pérez, Jesús (University of the Basque Country, Department of Foundations of Economic Analysis II, 2012)
Wage stickiness is incorporated to a New-Keynesian model with variable capital to drive endogenous unemployment uctuations de ned as the log di¤erence between aggregate labor supply and aggregate labor demand. We estimated ... -
Analysis of Length of Time Spent in Chapter 11 Bankruptcy
Orbe Lizundia, Jesús María; Ferreira García, María Eva ; Núñez Antón, Vicente Alfredo (2001-01)
This paper investigates original issuers of high yield bonds in Chapter 11 bankruptcy to determine which factors affect the length of time spent in Chapter 11. In order to do this analysis we propose a flexible new duration ... -
Analysis of the relationship between International Immigration and Unemployement
Díaz-Emparanza Herrero, Ignacio; (2000-10)
[EN] The relationship between the unemployment and the international immigration is getting interest while the differences between poor and rich countries are stressed. The poor countries offer cheap work force to occupy ... -
Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
Ciarreta Antuñano, Aitor; Zárraga Alonso, Ainhoa (2012)
This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) ... -
Una aplicación de la Teoría de Posibilidades a las operaciones de amortización de préstamo
Jiménez López, Mariano (Escuela Universitaria de Estudios Empresariales, 1996)
En este trabajo veremos como un prestamista, antes de conceder un préstamo, puede determinar la distribución de posibilidad del tipo de interés medio, equivalente a los tipos de interés inciertos que habrá en el mercado ... -
Approximate knowledge of rationality and correlated equilibria
(Departamento de fundamentos del análisis económico I, 2012-07-16)We extend Aumann's [3] theorem deriving correlated equilibria as a consequence of common priors and common knowledge of rationality by explicitly allowing for non-rational behavior. We replace the assumption of common ... -
Asymmetric flow networks
Olaizola Ortega, María Norma; Valenciano Llovera, Federico (Departamento de Fundamentos del Análisis Económico I, UPV-EHU, 2012-06-22)
This paper provides a new model of network formation that bridges the gap between the two benchmark models by Bala and Goyal, the one-way flow model, and the two-way flow model, and includes both as particular extreme ... -
Automatismos y racionalidad en la toma de decisiones para sustituir a un deportista en momentos decisivos
(Instituto de Economía Aplicada a la Empresa de la Universidad del País Vasco, 2008)[ES] Cada vez más el deporte-espectáculo se está abriendo paso como objeto de estudio en los centros de investigación avanzada, como consecuencia de la necesidad de gestionar los altos presupuestos de las entidades deportivas. -
Autorregresive conditional volatility, skewness and kurtosis
(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 ... -
¿Bancos con Problemas? Un Sistema de Alerta Temprana para la Prevención de Crisis Bancarias
Fernández Sainz, Ana Isabel; (Instituto de Economía Aplicada a la Empresa de la Universidad del País Vasco, 2011)
[ES] Las autoridades reguladoras y supervisoras de los sistemas financieros han probado diversos métodos para intentar encontrar un procedimiento eficaz en la elaboración de un sistema de alerta temprana de las crisis ... -
Bayesian learning in mis-specified models
(2000-02)A central unanswered question in economic theory is that of price formation in disequilibrium. This paper lays down the methodological groundwork for a model that has been suggested as an answer to this question (Arrow, ... -
Benchmarking of patents: An application of GAM methodology
Mariel Chladkova, Petr; (2007-04)
The present article reexamines some of the issues regarding the benchmarking of patents using the NBER data base on U.S. patents by generalizing a parametric citation model and by estimating it using GAM methodology. The ...