BackBrowsing INVESTIGACIÓN by Subject "MATHEMATICAL AND QUANTITATIVE METHODS"
Now showing items 121-140 of 160
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Quaternary dichotomous voting rules
Laruelle, Annick
; Valenciano Llovera, Federico (2010-01)
In this paper we provide a general model of "quaternary" dichotomous voting rules (QVRs), namely, voting rules for making collective dichotomous decisions (to accept or reject a proposal), based on vote profiles in which ... -
Quesnay and Leontief on Capital and Income
Ormazabal Sánchez, Kepa Mirena (2002-03)
I analyze Quesnay's explanation of the "Tableau Economique" of 1766 in order to show that he made a clear distinction between capital and income. In holding this distinction, Quesnay rejected the nowadays currently accepted ... -
Rationing Rules and Stable Coalition Structures
Gallo Fernández, Oihane; Iñarra García, María Elena (Departamento de Fundamentos del Análisis Económico I, UPV/EHU, 2016-10-05)
We consider a coalition formation model in which agents have the possibility of forming part of several coalitions but are limited to participate in only one of them. Coalitions of agents produce outputs to be distributed ... -
Seasonal Stability Tests in gretl. An Application to International Tourism Data
Díaz-Emparanza Herrero, Ignacio; Moral Zuazo, María Paz (2013-09)
The seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small ... -
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche González, Jesús María; Orbe Lizundia, Jesús María (2008-02)
The choice of the bandwidth in the local log-periodogram regression is of crucial importance for estimation of the memory parameter of a long memory time series. Different choices may give rise to completely different ... -
Semiparametric estimation in perturbed long memory series
Arteche González, Jesús María (2005-05)
The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility in many financial and economic time series and the ... -
Semiparametric inference in correlated long memory signal plus noise models
Arteche González, Jesús María (2010-04)
This paper proposes an extension of the log periodogram regression in perturbed long memory series that accounts for the added noise, also allowing for correlation between signal and noise, which represents a common situation ... -
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 ... -
Simple Coalitional Strategy Profiles in Repeated Games
Larrea Jaurrieta, María Concepción; Ruiz Aguirre, Luis Mariano (2014-10-28)
In this paper we introduce simple coalitional profi les to avoid group deviations in repeated games. In the repeated Cournot supergame we prove that it is possible to sustain the symmetric monopoly outcome by means of ... -
Spanish Customer Satisfaction Indices by Cumulative Panel Data
López Caro, Cristina María; Fernández Aguirre, María Carmen; Mariel Chladkova, Petr (2003-07)
In this paper, we present a new theoretical representation of the Consumer Satisfaction Index (CSI) based on Structural Equation Modelling (SEM). We use panel data collected by an automotive magazine to apply our approach ... -
Strategic Interaction and Conventions
Espinosa Alejos, María Paz; Kovarik, Jaromir ; Ponti, Giovanni (University of the Basque Country, Department of Foundations of Economic Analysis II, 2010-06)
The scope of the paper is the literature that employs coordination games to study social norms and conventions from the viewpoint of game theory and cognitive psychology. We claim that those two alternative approaches are ... -
Survival Analysis Using a Censored Semiparametric Regression Model
Orbe Lizundia, Jesús María; Ferreira García, María Eva ; Núñez Antón, Vicente Alfredo (2000-04)
In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the ... -
Switching Equilibria: The Present Value Model for Stock Prices Revisited
Gutiérrez Huerta, María José; Vázquez Pérez, Jesús (2002-07)
This paper analyzes the different dynamic features displayed by alternative RE equilibria and how these features change for small perturbations of the dividend process parameters. Using historical US data and structural ... -
Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?
Vázquez Pérez, Jesús (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-08)
Farmer (1991) suggests that in a model in which there are multiple rational expectations (RE) equilibria agents may find it useful to coordinate their expectations in a unique RE equilibrium which is immune to the Lucas ... -
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 ... -
Técnicas Factoriales de Análisis de Tablas Múltiples: Nuevos Desarrollos Empíricos
Abascal Fernández, Elena; Fernández Aguirre, María Carmen; Modroño Herrán, Juan Ignacio; Landaluce Calvo, M. Isabel (2001-03)
Existen varias técnicas de análisis de tablas múltiples en la literatura. Estas técnicas tienen, sin embargo, lagunas de aplicación cuando las tablas están compuestas por un número diferente de individuos, especialmente ... -
The coincidence of the kernel and nucleolus of a convex game: an alternative proof
(2013)In 1972, Maschler, Peleg and Shapley proved that in the class of convex the nucleolus and the kernel coincide. The only aim of this note is to provide a shorter, alternative proof of this result. -
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 ... -
The Economics of "Why is it so hard to save a threatened Language?"
Sperlich, Stefan; Uriarte Ayo, José Ramón (Departamento de Fundamentos del Análisis Económico I, UPV/EHU, 2014-02)
We study the language choice behavior of bilingual speakers in modern societies, such as the Basque Country, Ireland andWales. These countries have two o cial languages:A, spoken by all, and B, spoken by a minority. We ... -
The Effect of Data Revisions on the Basic New Keynesian Model
Vázquez Pérez, Jesús; María-Dolores, Ramón; Londoño Yarce, Juan Miguel (University of the Basque Country, Department of Foundations of Economic Analysis II, 2012)
This paper proposes an extended version of the basic New Keynesian monetary (NKM) model which contemplates revision processes of output and inflation data in order to assess the importance of data revisions on the estimated ...