Browsing Economics and Finance by Title
Now showing items 175-194 of 360
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Inferring cognitive heterogeneity from aggregate choices
The copyright to this article is held by the Econometric Society, http://www.econometricsociety.org/. It may be downloaded, printed and reproduced only for personal or classroom use. Absolutely no downloading or copying ... -
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
(Elsevier, 2018-09-17)We estimate a flexible affine model using an unbalanced panel containing S&P 500 and VIX index returns and option prices and analyze the contribution of VIX options to the model’s in- and out-of-sample performance. We find ... -
Inflation convergence in the EMU
(2016-12) -
Informal Labor and the Efficiency Cost of Social Programs: Evidence from Unemployment Insurance in Brazil
It is widely believed that the presence of a large informal sector increases the efficiency cost of social programs in developing countries. We evaluate such claims for the case of unemployment insurance (UI) by combining ... -
Information Design in Multi-Stage Games
(Econometric Society, 2023-06-13) -
INFORMATION SHARING AND SPILLOVERS: EVIDENCE FROM FINANCIAL ANALYSTS
(INFORMS, 2018-05-31) -
Informed Enforcement Lessons from Pollution Monitoring in China
(American Economic Association, 2024-01-01) -
International fiscal spillovers
(2016-03) -
Investment and labor income shares
(2020-03-05) -
Investment, firm-specific uncertainty, and market power in South Africa
(2020-01-01)© 2020 We examine the role of firms’ market power in affecting the link between firm-specific uncertainty and corporate investment decisions in a small open economy with a pronounced degree of concentration and mark-ups. ... -
Job Displacement Insurance and (the Lack of) Consumption-Smoothing
We study the spending profile of workers who experience both a positive transitory income shock (lump-sum severance pay) and a negative permanent income shock (layoff). Using de-identified expenditure and employment data ...