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Publications

by alumni of

International Doctorate in Economic Analysis (IDEA)
Universitat Autònoma de Barcelona
Barcelona, Spain

(Autonomous University of Barcelona)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Software components |

Working papers

2025

  1. Nezih Guner & Yuliya Kulikova & Arnau Valladares-Esteban, 2025. "Online Appendix to "Does the Added Worker Effect Matter?"," Online Appendices 21-89, Review of Economic Dynamics.

2024

  1. Michele Costola & Bertrand Maillet & Zhining Yuan & Xiang Zhang, 2024. "Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem," Post-Print hal-04514343, HAL.
  2. Massimiliano Pisani & Alex Tagliabracci, 2024. "What caused the post-pandemic inflation in Italy? An application of Bernanke and Blanchard (2023)," Questioni di Economia e Finanza (Occasional Papers) 851, Bank of Italy, Economic Research and International Relations Area.
  3. Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024. "Assessing the US and Canadian neutral rates: 2024 update," Staff Analytical Notes 2024-9, Bank of Canada.
  4. Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024. "Évaluation des taux neutres aux États-Unis et au Canada : mise à jour de 2024," Staff Analytical Notes 2024-9fr, Bank of Canada.
  5. Stefan Hohberger & Adrian Ifrim & Beatrice Pataracchia & Marco Ratto, 2024. "Myopic Behaviour in Macroeconomic Models: Empirical Evidence from the US," CAMA Working Papers 2024-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Jose Garcia-Louzao & Ruben Perez-Sanz, 2024. "Women’s Voice at Work and Family-Friendly Firms," CESifo Working Paper Series 10982, CESifo.
  7. Bunel, Simon & Bijnens, Gert & Botelho, Vasco & Falck, Elisabeth & Labhard, Vincent & Lamo, Ana & Röhe, Oke & Schroth, Joachim & Sellner, Richard & Strobel, Johannes & Anghel, Brindusa, 2024. "Digitalisation and productivity," Occasional Paper Series 339, European Central Bank.

2023

  1. Francesco Corsello & Alex Tagliabracci, 2023. "Assessing the pass-through of energy prices to inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 745, Bank of Italy, Economic Research and International Relations Area.
  2. Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023. "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 792, Bank of Italy, Economic Research and International Relations Area.
  3. Martin Kuncl & Dmitry Matveev, 2023. "The Canadian Neutral Rate of Interest through the Lens of an Overlapping-Generations Model," Discussion Papers 2023-5, Bank of Canada.
  4. Julien Champagne & Christopher Hajzler & Dmitry Matveev & Harlee Melinchuk & Antoine Poulin-Moore & Kemal Ozhan & Youngmin Park & Temel Taskin, 2023. "Potential output and the neutral rate in Canada: 2023 assessment," Staff Analytical Notes 2023-6, Bank of Canada.
  5. Benjamín Tello, 2023. "Restricted Complementarity and Paths to Stability in Matching with Couples," CEMLA Working Paper Series 02/2023, CEMLA.
  6. Ifrim, Adrian, 2023. "Stock Price Wealth Effects and Monetary Policy under Imperfect Knowledge," EconStor Preprints 268307, ZBW - Leibniz Information Centre for Economics.
  7. Ifrim, Adrian, 2023. "Sentimental Discount Rate Shocks," EconStor Preprints 268363, ZBW - Leibniz Information Centre for Economics.
  8. Sofia B. Ramosa & Abderrahim Taamouti & Helena Veiga, 2023. "Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach," Working Papers 202309, University of Liverpool, Department of Economics.
  9. Brindusa Anghel & J. Ignacio Conde-Ruiz, 2023. "Brechas Salariales de Genero Ajustadas en España: 2002-2018," Studies on the Spanish Economy eee2023-06, FEDEA.

2022

  1. Stefano Neri & Guido Bulligan & Sara Cecchetti & Francesco Corsello & Andrea Papetti & Marianna Riggi & Concetta Rondinelli & Alex Tagliabracci, 2022. "On the anchoring of inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers) 712, Bank of Italy, Economic Research and International Relations Area.
  2. Marianna Riggi & Alex Tagliabracci, 2022. "Price rigidities, input costs, and inflation expectations: understanding firms’ pricing decisions from micro data," Questioni di Economia e Finanza (Occasional Papers) 733, Bank of Italy, Economic Research and International Relations Area.
  3. Matteo Cacciatore & Dmitry Matveev & Rodrigo Sekkel, 2022. "Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature," Discussion Papers 2022-9, Bank of Canada.
  4. Antoine Camous & Dmitry Matveev, 2022. "The Central Bank Strikes Back! Credibility of Monetary Policy under Fiscal Influence," Staff Working Papers 22-11, Bank of Canada.
  5. Guyllaume Faucher & Christopher Hajzler & Martin Kuncl & Dmitry Matveev & Youngmin Park & Temel Taskin, 2022. "Potential output and the neutral rate in Canada: 2022 reassessment," Staff Analytical Notes 2022-3, Bank of Canada.
  6. Lopes Moreira da Veiga, María Helena & Peeters, Ronald & Vorstaz, Marc, 2022. "An experimental analysis of contagion in financial markets," DES - Working Papers. Statistics and Econometrics. WS 31230, Universidad Carlos III de Madrid. Departamento de Estadística.

2021

  1. Nezih Guner & Yuliya A. Kulikova & Arnau Valladares-Esteban, 2021. "Does the added worker effect matter?," Working Papers 2113, Banco de España.
  2. Simón A. Rella & Yuliya A. Kulikova & Emmanouil T. Dermitzakis & Fyodor A. Kondrashov, 2021. "Rates of SARS-COV-2 transmission and vaccination impact the fate of vaccine-resistant strains," Working Papers 2129, Banco de España.
  3. Xiang Zhang & Yangyi Liu & Kun Wu & Bertrand Maillet, 2021. "Tradable or nontradable factors : what does the Hansen–Jagannathan distance tell us?," Post-Print hal-03287946, HAL.
  4. Sara Cecchetti & Davide Fantino & Alessandro Notarpietro & Marianna Riggi & Alex Tagliabracci & Andrea Tiseno & Roberta Zizza, 2021. "Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 612, Bank of Italy, Economic Research and International Relations Area.
  5. Marco Bottone & Cristina Conflitti & Marianna Riggi & Alex Tagliabracci, 2021. "Firms' inflation expectations and pricing strategies during Covid-19," Questioni di Economia e Finanza (Occasional Papers) 619, Bank of Italy, Economic Research and International Relations Area.
  6. Marco Bottone & Alex Tagliabracci & Giordano Zevi, 2021. "Inflation expectations and the ECB’s perceived inflation objective: novel evidence from firm-level data," Questioni di Economia e Finanza (Occasional Papers) 621, Bank of Italy, Economic Research and International Relations Area.
  7. Guido Bulligan & Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2021. "De-anchored long-term inflation expectations in a low growth, low rate environment," Questioni di Economia e Finanza (Occasional Papers) 624, Bank of Italy, Economic Research and International Relations Area.
  8. Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
  9. Wei Dong & Geoffrey Dunbar & Christian Friedrich & Dmitry Matveev & Romanos Priftis & Lin Shao, 2021. "Complementarities Between Fiscal Policy and Monetary Policy—Literature Review," Discussion Papers 2021-4, Bank of Canada.
  10. Dmitry Matveev & Francisco Ruge-Murcia, 2021. "Tariffs and the Exchange Rate: Evidence from Twitter," Staff Working Papers 21-36, Bank of Canada.
  11. Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Lopes Moreira da Veiga, María Helena, 2021. "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS 31804, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Brindusa Anghel & Aitor Lacuesta & Federico Tagliati, 2021. "Encuesta de Competencias Financieras en las pequeñas empresas 2021: principales resultados," Occasional Papers 2129, Banco de España.
  13. Brindusa Anghel & Aitor Lacuesta & Federico Tagliati, 2021. "2021 Survey of Small Enterprises’ Financial Literacy: Main Results," Occasional Papers 2129, Banco de España.
  14. Jordi Jofre-Monseny & Elisabet Viladecans-Marsal & Brindusa Anghel & Aitor Lacuesta & Eunjee Kwon & Josep Maria Raya, 2021. "COVID-19, Working from Home and the Future of Cities / La COVID-19, el teletrabajo y el futuro de las ciudades / La COVID-19, el teletreball i el futur de les ciutats," IEB Reports ieb_report_1_2021, Institut d'Economia de Barcelona (IEB).

2020

  1. Alex Tagliabracci, 2020. "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers) 1270, Bank of Italy, Economic Research and International Relations Area.
  2. Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "The neutral rate in Canada: 2020 update," Staff Analytical Notes 2020-24, Bank of Canada.
  3. Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "Le taux neutre au Canada : mise à jour de 2020," Staff Analytical Notes 2020-24fr, Bank of Canada.
  4. Ramos, Sofía & Lopes Moreira da Veiga, María Helena & Huang, I-Chuan, 2020. "Valuation in the energy sector: Fundamentals or bubbles?," DES - Working Papers. Statistics and Econometrics. WS 31056, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira da Veiga, María Helena, 2020. "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS 31648, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Brindusa Anghel & Núria Rodríguez-Planas & Anna Sanz-de-Galdeano, 2020. "Gender equality and the math gender gap," Working Papers 2031, Banco de España.
  7. Brindusa Anghel & Pilar Cuadrado & Federico Tagliati, 2020. "Why cognitive test scores of spanish adults are so low? the role of schooling and socioeconomic background," Working Papers 2038, Banco de España.

2019

  1. Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019. "Anchored or de-anchored? That is the question," Questioni di Economia e Finanza (Occasional Papers) 516, Bank of Italy, Economic Research and International Relations Area.
  2. Gunnella, Vanessa & Al-Haschimi, Alexander & Benkovskis, Konstantins & Chiacchio, Francesco & de Soyres, François & Di Lupidio, Benedetta & Fidora, Michael & Franco-Bedoya, Sebastian & Frohm, Erik & G, 2019. "The impact of global value chains on the euro area economy," Occasional Paper Series 221, European Central Bank.
  3. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
  4. Dmitry Matveev, 2019. "Monetary Policy and Government Debt Dynamics Without Commitment," Staff Working Papers 19-52, Bank of Canada.
  5. Antoine Camous & Dmitry Matveev, 2019. "Furor over the Fed : Presidential Tweets and Central Bank Independence," Staff Analytical Notes 2019-33, Bank of Canada.
  6. Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Lopes Moreira da Veiga, María Helena, 2019. "Data cloning estimation for asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS 28214, Universidad Carlos III de Madrid. Departamento de Estadística.
  7. Casas, Isabel & Lopes Moreira da Veiga, María Helena, 2019. "Exploring option pricing and hedging via volatility asymmetry," DES - Working Papers. Statistics and Econometrics. WS 28234, Universidad Carlos III de Madrid. Departamento de Estadística.
  8. Anghel, Brindusa & Rodríguez-Planas, Núria & Sanz-de-Galdeano, Anna, 2019. "Culture, Gender, and Math: A Revisitation," IZA Discussion Papers 12371, Institute of Labor Economics (IZA).

2018

  1. Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," Staff Working Papers 18-38, Bank of Canada.
  2. Tello Benjamín, 2018. "Stability of Equilibrium Outcomes under Deferred Acceptance: Acyclicity and Dropping Strategies," Working Papers 2018-05, Banco de México.
  3. Isabel Casas & Xiuping Mao & Helena Veiga, 2018. "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers 2018-10, Department of Economics and Business Economics, Aarhus University.
  4. Brindusa Anghel & Henrique Basso & Olympia Bover & José María Casado & Laura Hospido & Mario Izquierdo & Ivan A. Kataryniuk & Aitor Lacuesta & José Manuel Montero & Elena Vozmediano, 2018. "Income, consumption andwealth inequality in Spain," Occasional Papers 1806, Banco de España.
  5. Brindusa Anghel & J. Ignacio Conde-Ruiz & Ignacio Marra de Artíñano, 2018. "Brechas Salariales de Género en España," Studies on the Spanish Economy eee2018-06, FEDEA.

2017

  1. Nezih Guner & Yuliya Kulikova & Joan Llull, 2017. "Marriage and health: selection, protection, and assortative mating," Working Papers 1745, Banco de España.
  2. Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017. "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS 25985, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga, 2017. "A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities," Working Papers 201709, University of California at Riverside, Department of Economics.
  4. Brindusa Anghel & Antonio Cabrales & Maia Güell & Analía Viola, 2017. "Un análisis de modelos para financiar la educación terciaria: descripción y evaluación de impacto," Working Papers 2017-09, FEDEA.
  5. Florentino Felgueroso & José Ignacio García-Pérez & Sergi Jiménez-Martín & Brindusa Anghel, 2017. "Perfilado de parados: una propuesta de herramienta para los servicios públicos de empleo," Policy Papers 2017-10, FEDEA.

2016

  1. Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Deng, Yaguo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2016. "Efficiency evaluation of Spanish hotel chains," DES - Working Papers. Statistics and Econometrics. WS 23897, Universidad Carlos III de Madrid. Departamento de Estadística.

2015

  1. Yuliya Kulikova & Joan Llull & Nezih Guner, 2015. "Does Marriage Make You Healthier?," Working Papers 795, Barcelona School of Economics.
  2. Alfranseder, Emanuel & zhang, Xiang, 2015. "The Effect of Pessimism and Doubt on the Equity Premium," Knut Wicksell Working Paper Series 2015/5, Lund University, Knut Wicksell Centre for Financial Studies.
  3. Gonçalves Mazzeu, Joao Henrique & Ruiz Ortega, Esther & Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015. "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS ws1517, Universidad Carlos III de Madrid. Departamento de Estadística.

2014

  1. Ifrim, Adrian, 2014. "Estimation of the Basic New Keynesian Model for the Economy of Romania," MPRA Paper 57479, University Library of Munich, Germany.
  2. Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014. "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS ws140503, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira da Veiga, María Helena, 2014. "Score driven asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS ws142618, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Brindusa Anghel & Maia Güell, 2014. "L'auberge espagnole y el apartamento francés: los determinantes del aprendizaje del francés en España," Working Papers 2014-02, FEDEA.
  5. Brindusa Anghel & Sara De la Rica & Aitor Lacuesta, 2014. "The Impact of the Great Recession on Employment Polarization in Spain," Studies on the Spanish Economy eee2014-09, FEDEA.
  6. Brindusa Anghel & Sara De la Rica, 2014. "Los parados de larga duración en Espana en la crisis actual Polarization in Spain," Studies on the Spanish Economy eee2014-10, FEDEA.

2013

  1. Martín-Barragán, Belén & Ramos, Sofía B. & Veiga, Helena, 2013. "Correlations between oil and stock markets : a wavelet-based approach," DES - Working Papers. Statistics and Econometrics. WS ws130504, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Latoeiro, Pedro & Ramos, Sofía B. & Veiga, Helena, 2013. "Predictability of stock market activity using Google search queries," DES - Working Papers. Statistics and Econometrics. WS ws130605, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira da Veiga, María Helena, 2013. "One for all : nesting asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS ws131110, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2013. "Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector," DES - Working Papers. Statistics and Econometrics. WS ws131918, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Brindusa Anghel & Sara de la Rica & Aitor Lacuesta, 2013. "Employment polarisation in Spain over the course of the 1997-2012 cycle," Working Papers 1321, Banco de España.
  6. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2013. "Publicación de los resultados de las pruebas estandarizadas externas: ¿Tiene ello un efecto sobre los resultados escolares?," Working Papers 2013-07, FEDEA.
  7. Brindusa Anghel & Antonio Cabrales & Jesús M. Carro, 2013. "Evaluacion de un programa de educacion bilingüe en España: El impacto mas alla del aprendizaje del idioma extranjero," Working Papers 2013-08, FEDEA.
  8. Anghel, Brindusa & de la Rica, Sara & Lacuesta, Aitor, 2013. "Employment Polarization in Spain along the Cycle 1997-2012," IZA Discussion Papers 7816, Institute of Labor Economics (IZA).

2012

  1. Ramos, Sofía B. & Veiga, Helena & Wang, Chih-Wei, 2012. "Asymmetric long-run effects in the oil industry," DES - Working Papers. Statistics and Econometrics. WS ws120502, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2012. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," DES - Working Papers. Statistics and Econometrics. WS ws121007, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Carro, Jesus & Anghel, Brindusa, 2012. "Evaluating a bilingual education program in Spain: the impact beyond foreign language learning," CEPR Discussion Papers 8995, C.E.P.R. Discussion Papers.
  4. Anghel, Brindusa & Cabrales, Antonio & Sainz, Jorge & Sanz, Ismael, 2012. "Publicizing the results of standardized external tests : does it have an effect on school outcomes?," UC3M Working papers. Economics we1234, Universidad Carlos III de Madrid. Departamento de Economía.

2011

  1. Bretó, Carles & Veiga, Helena, 2011. "Forecasting volatility: does continuous time do better than discrete time?," DES - Working Papers. Statistics and Econometrics. WS ws112518, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Dolado, Juan J & de la Rica, Sara & Anghel, Brindusa, 2011. "The Effect of Public Sector Employment on Women's Labour Market Outcomes," CEPR Discussion Papers 8468, C.E.P.R. Discussion Papers.

2010

  1. Grané Chávez, Aurea & Veiga, Helena, 2010. "Outliers in Garch models and the estimation of risk measures," DES - Working Papers. Statistics and Econometrics. WS ws100502, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Ramos, Sofía B. & Veiga, Helena, 2010. "Asymmetric effects of oil price fluctuations in international stock markets," DES - Working Papers. Statistics and Econometrics. WS ws100904, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Raquel Vegas & Brindusa Anghel, 2010. "Reagrupación familiar de los inmigrantes en España. Incidencia en los gastos de protección social," Economic Reports 04-2010, FEDEA.
  4. Brindusa Anghel & F. Alfonso Arellano, 2010. "Aproximación a la Contratación a Tiempo Parcial Ante la Crisis Económica," Economic Reports 08-2010, FEDEA.
  5. Brindusa Anghel & Antonio Cabrales, 2010. "The Determinants of Success in Primary Education in Spain," Working Papers 2010-20, FEDEA.

2009

  1. Grané Chávez, Aurea & Veiga, Helena, 2009. "Wavelet-based detection of outliers in volatility models," DES - Working Papers. Statistics and Econometrics. WS ws090403, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Ramos, Sofia B. & Veiga, Helena, 2009. "Risk factors in oil and gas industry returns: international evidence," DES - Working Papers. Statistics and Econometrics. WS ws096920, Universidad Carlos III de Madrid. Departamento de Estadística.

2008

  1. Veiga, Helena & Vorsatz, Marc, 2008. "The effect of short-selling of the aggregation of information in an experimental asset market," DES - Working Papers. Statistics and Econometrics. WS ws083808, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Veiga, Helena & Vorsatz, Marc, 2008. "Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator," DES - Working Papers. Statistics and Econometrics. WS ws084110, Universidad Carlos III de Madrid. Departamento de Estadística.

2007

  1. Veiga, Helena, 2007. "The sign of asymmetry and the Taylor Effect in stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS ws070702, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Grané Chávez, Aurea & Veiga, Helena, 2007. "Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches," DES - Working Papers. Statistics and Econometrics. WS ws074713, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Grané Chávez, Aurea & Veiga, Helena, 2007. "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS ws076316, Universidad Carlos III de Madrid. Departamento de Estadística.

2006

  1. Veiga, Helena, 2006. "Are feedback factors important in modelling financial data?," DES - Working Papers. Statistics and Econometrics. WS ws060101, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Veiga, Helena, 2006. "A two factor long memory stochastic volatility model," DES - Working Papers. Statistics and Econometrics. WS ws061303, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Veiga, Helena, 2006. "Volatility forecasts: a continuous time model versus discrete time models," DES - Working Papers. Statistics and Econometrics. WS ws062509, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Ruiz Ortega, Esther & Veiga, Helena, 2006. "Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH," DES - Working Papers. Statistics and Econometrics. WS ws066016, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Veiga, H. & Vorsatz, M., 2006. "Price manipulation in an experimental asset market," Research Memorandum 024, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

2005

  1. Danilo Coelho & Helena Veiga & R?rt Veszteg, 2005. "Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal," UFAE and IAE Working Papers 636.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

2003

  1. Maria Helena Lopes Moreira da Veiga, 2003. "Forecasting Volatility Using A Continuous Time Model," UFAE and IAE Working Papers 584.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  2. Maria Helena Lopes Moreira da Veiga, 2003. "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers 585.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

Journal articles

2025

  1. Nezih Guner & Yuliya Kulikova & Arnau Valladares-Esteban, 2025. "Does the Added Worker Effect Matter?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 56, April.
  2. Brindusa Anghel & Aitor Lacuesta, 2025. "Los rendimientos salariales de la educación en las cuatro mayores economías europeas," Boletín Económico, Banco de España, issue 2025/T1.
  3. Brindusa Anghel & Aitor Lacuesta, 2025. "Wage returns to education in the four largest European economies," Economic Bulletin, Banco de España, issue 2025/Q1.

2024

  1. Michele Costola & Bertrand Maillet & Zhining Yuan & Xiang Zhang, 2024. "Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem," Annals of Operations Research, Springer, vol. 334(1), pages 133-155, March.
  2. Tiziano Ropele & Alex Tagliabracci, 2024. "Perceived economic effects of the war in Ukraine: survey-based evidence from Italian firms," Applied Economics Letters, Taylor & Francis Journals, vol. 31(4), pages 275-280, February.
  3. Dmitry Matveev & Francisco Ruge-Murcia, 2024. "Tariffs and the Exchange Rate: Evidence from Twitter," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1185-1211, September.
  4. Ruben Perez-Sanz, 2024. "International monopoly union coordination under the presence of externalities and costs," International Economics and Economic Policy, Springer, vol. 21(1), pages 181-205, February.
  5. Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024. "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, vol. 30(C), pages 15-35.
  6. Luís F. Costa & Helena Veiga, 2024. "Editors’ note," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 1-2, January.
  7. Brindusa Anghel & Sergio Puente, 2024. "El impacto del envejecimiento poblacional en los flujos de entrada y salida en el mercado de trabajo español," Boletín Económico, Banco de España, issue 2024/T3.
  8. Brindusa Anghel & Sergio Puente, 2024. "The impact of population ageing on Spanish labour market flows," Economic Bulletin, Banco de España, issue 2024/Q3.
  9. Lopez-Garcia, Paloma & Modery, Wolfgang & Lalinsky, Tibor & Bijnens, Gert & Anghel, Brindusa & Bunel, Simon & Valderrama, Maria, 2024. "The impact of recent shocks and ongoing structural changes on euro area productivity growth," Economic Bulletin Articles, European Central Bank, vol. 2.
  10. Brindusa Anghel & Laura Hospido & Julio Ortega & Ana V. Regil, 2024. "To be or not to be (employed): two decades of fluctuating earnings and income inequality in Spain," Fiscal Studies, John Wiley & Sons, vol. 45(3), pages 415-428, September.

2023

  1. Zhang, Xiang & Li, Wence, 2023. "Effects of a bike sharing system and COVID-19 on low-carbon traffic modal shift and emission reduction," Transport Policy, Elsevier, vol. 132(C), pages 42-64.
  2. Carole Bernard & Massimiliano Caporin & Bertrand Maillet & Xiang Zhang, 2023. "Omega Compatibility: A Meta-analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 493-526, August.
  3. Antoine Camous & Dmitry Matveev, 2023. "The Central Bank Strikes Back! Credibility of Monetary Policy under Fiscal Influence," The Economic Journal, Royal Economic Society, vol. 133(649), pages 1-29.
  4. Brindusa Anghel, 2023. "El aumento de los contratos indefinidos y su posible impacto en el gasto," Boletín Económico, Banco de España, issue 2023/T1.
  5. Brindusa Anghel & Sergio Puente & Roberto Ramos, 2023. "Un análisis de la incidencia del incremento de las cotizaciones sociales aprobado en 2023," Boletín Económico, Banco de España, issue 2023/T2.
  6. Brindusa Anghel & Cristina Barceló & Ernesto Villanueva, 2023. "The growth in permanent contracts and its potential impact on spending," Economic Bulletin, Banco de España, issue 2023/Q1.
  7. Brindusa Anghel & Sergio Puente & Roberto Ramos, 2023. "An analysis of the impact of the increase in social security contributions approved in 2023," Economic Bulletin, Banco de España, issue 2023/Q2.

2022

  1. Bottone, Marco & Tagliabracci, Alex & Zevi, Giordano, 2022. "Inflation expectations and the ECB’s perceived inflation objective: Novel evidence from firm-level data," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 15-34.
  2. Benjamin Tello, 2022. "Stability and Contractual Efficiency in Matching with Contracts and Lexicographic Preferences," Economics Bulletin, AccessEcon, vol. 42(1), pages 41-48.
  3. Brindusa Anghel & Iván Auciello & Aitor Lacuesta, 2022. "Heterogeneidad en el impacto del programa de incentivos a la adquisición de vehículos eléctricos en España," Boletín Económico, Banco de España, issue 4/2022.
  4. Brindusa Anghel & Iván Auciello & Aitor Lacuesta, 2022. "Heterogeneity of the impact of the Spanish programme of incentives for the purchase of electric vehicles," Economic Bulletin, Banco de España, issue 4/2022.
  5. Brindusa Anghel & Pilar Cuadrado & Federico Tagliati, 2022. "Why are cognitive test scores of Spanish adults so low? The role of schooling and socioeconomic background," Education Economics, Taylor & Francis Journals, vol. 30(4), pages 364-383, July.

2021

  1. Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021. "Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 853-879.
  2. Bottone, Marco & Tagliabracci, Alex & Zevi, Giordano, 2021. "What do Italian households know about the ECB’s target?," Economics Letters, Elsevier, vol. 207(C).
  3. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
  4. Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021. "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 387-410, November.
  5. Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
  6. Antoine Camous & Dmitry Matveev, 2021. "Furor over the Fed: A President’s Tweets and Central Bank Independence," CESifo Economic Studies, CESifo Group, vol. 67(1), pages 106-127.
  7. Dmitry Matveev, 2021. "Time‐Consistent Management of a Liquidity Trap with Government Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2129-2165, December.
  8. Isabel Casas & Helena Veiga, 2021. "Exploring Option Pricing and Hedging via Volatility Asymmetry," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1015-1039, April.

2020

  1. Zhang, Xiang, 2020. "Leisure and long-run risks: An empirical evaluation on value premium puzzle," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  2. Xiang Zhang & Lu Liu, 2020. "Heterogeneous Impacts of International Oil Price Shocks on the Stock Market – Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(12), pages 2749-2771, September.
  3. Cortés, Janko Hernández & Tribó, Josep A & Adamuz, María de las Mercedes, 2020. "Are syndicated loans truly less expensive?," Journal of Banking & Finance, Elsevier, vol. 120(C).
  4. Ramos, Sofia B. & Latoeiro, Pedro & Veiga, Helena, 2020. "Limited attention, salience of information and stock market activity," Economic Modelling, Elsevier, vol. 87(C), pages 92-108.
  5. Mao, Xiuping & Czellar, Veronika & Ruiz, Esther & Veiga, Helena, 2020. "Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation," Econometrics and Statistics, Elsevier, vol. 13(C), pages 84-105.
  6. P. de Zea Bermudez & J. Miguel Marín & Helena Veiga, 2020. "Data cloning estimation for asymmetric stochastic volatility models," Econometric Reviews, Taylor & Francis Journals, vol. 39(10), pages 1057-1074, November.
  7. João Henrique G. Mazzeu & Gloria González-Rivera & Esther Ruiz & Helena Veiga, 2020. "A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities," Econometric Reviews, Taylor & Francis Journals, vol. 39(10), pages 971-990, November.
  8. Brindusa Anghel & Aitor Lacuesta, 2020. "Envejecimiento, productividad y situación laboral," Boletín Económico, Banco de España, issue 1/2020.
  9. Aitor Lacuesta & Brindusa Anghel, 2020. "La población en riesgo de pobreza o exclusión social en España, según la definición del Consejo Europeo," Boletín Económico, Banco de España, issue 1/2020.
  10. Brindusa Anghel & Marianela Cozzolino & Aitor Lacuesta, 2020. "El teletrabajo en España," Boletín Económico, Banco de España, issue 2/2020.
  11. Brindusa Anghel & Aitor Lacuesta & Ana Regil, 2020. "Transferibilidad de habilidades de los trabajadores en los sectores potencialmente afectados tras el Covid-19," Boletín Económico, Banco de España, issue 2/2020.
  12. Brindusa Anghel & Aitor Lacuesta, 2020. "Ageing, productivity and employment status," Economic Bulletin, Banco de España, issue 1/2020.
  13. Aitor Lacuesta & Brindusa Anghel, 2020. "Population at risk of poverty or social exclusion in Spain, according to the European Council definition," Economic Bulletin, Banco de España, issue 1/2020.
  14. Brindusa Anghel & Marianela Cozzolino, 2020. "Teleworking in Spain," Economic Bulletin, Banco de España, issue 2/2020.
  15. Brindusa Anghel & Aitor Lacuesta & Ana Regil, 2020. "Transferability of workers' skills in sectors potentially affected by Covid-19," Economic Bulletin, Banco de España, issue 2/2020.
  16. Anghel, Brindusa & Rodríguez-Planas, Núria & Sanz-de-Galdeano, Anna, 2020. "Is the math gender gap associated with gender equality? Only in low-income countries," Economics of Education Review, Elsevier, vol. 79(C).

2019

  1. Liu, Lu & Zhang, Xiang, 2019. "Financialization and commodity excess spillovers," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 195-216.
  2. Yaguo Deng & Helena Veiga & Michael P. Wiper, 2019. "Efficiency evaluation of hotel chains: a Spanish case study," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(2), pages 115-139, June.
  3. João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti, 2019. "Modeling and forecasting the oil volatility index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 773-787, December.
  4. Brindusa Anghel & Cristina Barceló & Ernesto Villanueva, 2019. "La tasa de ahorro en España entre 2007 y 2016: descomposición por grupos de población y posibles determinantes," Boletín Económico, Banco de España, issue DIC.
  5. Brindusa Anghel & Cristina Barceló & Ernesto Villanueva, 2019. "The household saving rate in Spain between 2007 and 2016: decomposition by population group and possible determinants," Economic Bulletin, Banco de España, issue DEC.
  6. Brindusa Anghel & J. Ignacio Conde-Ruiz & Ignacio Marra de Artíñano, 2019. "Brechas Salariales de Género en España," Hacienda Pública Española / Review of Public Economics, IEF, vol. 229(2), pages 87-119, June.

2018

  1. Guner, Nezih & Kulikova, Yuliya & Llull, Joan, 2018. "Marriage and health: Selection, protection, and assortative mating," European Economic Review, Elsevier, vol. 104(C), pages 138-166.
  2. Guner, Nezih & Kulikova, Yuliya & Llull, Joan, 2018. "Reprint of: Marriage and health: Selection, protection, and assortative mating," European Economic Review, Elsevier, vol. 109(C), pages 162-190.
  3. João Henrique Gonçalves Mazzeu & Esther Ruiz & Helena Veiga, 2018. "Uncertainty And Density Forecasts Of Arma Models: Comparison Of Asymptotic, Bayesian, And Bootstrap Procedures," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 388-419, April.
  4. Brindusa Anghel & Henrique Basso & Olympia Bover & José María Casado & Laura Hospido & Mario Izquierdo & Ivan A. Kataryniuk & Aitor Lacuesta & José Manuel Montero & Elena Vozmediano, 2018. "Income, consumption and wealth inequality in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(4), pages 351-387, November.

2017

  1. Tello Benjamín, 2017. "Stability of Equilibrium Outcomes under Deferred Acceptance: Acyclicity and Dropping Strategies," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 17(2), pages 1-9, June.
  2. Mao, Xiuping & Ruiz, Esther & Veiga, Helena, 2017. "Threshold stochastic volatility: Properties and forecasting," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1105-1123.
  3. Brindusa Anghel & Pau Balart, 2017. "Non-cognitive skills and individual earnings: new evidence from PIAAC," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 8(4), pages 417-473, November.

2016

  1. Adamuz, María de las Mercedes & González, Leonardo, 2016. "Demanda de vivienda de los hogares en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(330), pages .311-337, abril-jun.
  2. Tello, Benjamín, 2016. "Matching with contracts, substitutes and two-unit demand," Economics Letters, Elsevier, vol. 146(C), pages 85-88.
  3. Brindusa Anghel & Antonio Cabrales & Jesus M. Carro, 2016. "Evaluating A Bilingual Education Program In Spain: The Impact Beyond Foreign Language Learning," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 1202-1223, April.

2015

  1. Adamuz, María de las Mercedes & Hernández Cortés, Janko, 2015. "Endogenous screening and the formation of loan syndicates," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 290-307.
  2. Moisă ALTAR & Adrian IFRIM & Adam-Nelu ALTAR - SAMUEL, 2015. "Eastern Europe In The World Economy : A Global Var Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-26, September.
  3. Martín-Barragán, Belén & Ramos, Sofia B. & Veiga, Helena, 2015. "Correlations between oil and stock markets: A wavelet-based approach," Economic Modelling, Elsevier, vol. 50(C), pages 212-227.
  4. Galán, Jorge E. & Veiga, Helena & Wiper, Michael P., 2015. "Dynamic effects in inefficiency: Evidence from the Colombian banking sector," European Journal of Operational Research, Elsevier, vol. 240(2), pages 562-571.
  5. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2015. "Publicizing the results of standardized external tests: does it have an effect on school outcomes?," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-20, December.

2014

  1. Jorge Galán & Helena Veiga & Michael Wiper, 2014. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(1), pages 85-101, August.
  2. Brindusa Anghel & Sara Rica & Aitor Lacuesta, 2014. "The impact of the great recession on employment polarization in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 5(2), pages 143-171, August.

2013

  1. Ramos, Sofia B. & Veiga, Helena, 2013. "Oil price asymmetric effects: Answering the puzzle in international stock markets," Energy Economics, Elsevier, vol. 38(C), pages 136-145.

2012

  1. Aurea Grané & Helena Veiga, 2012. "Asymmetry, realised volatility and stock return risk estimates," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 147-164, August.

2011

  1. Ramos, Sofia B. & Veiga, Helena, 2011. "Risk factors in oil and gas industry returns: International evidence," Energy Economics, Elsevier, vol. 33(3), pages 525-542, May.

2010

  1. Grané, Aurea & Veiga, Helena, 2010. "Wavelet-based detection of outliers in financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2580-2593, November.
  2. Helena Veiga & Marc Vorsatz, 2010. "Information aggregation in experimental asset markets in the presence of a manipulator," Experimental Economics, Springer;Economic Science Association, vol. 13(4), pages 379-398, December.

2009

  1. Helena Veiga, 2009. "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models," Economics Bulletin, AccessEcon, vol. 29(1), pages 265-276.
  2. Pérez, Ana & Ruiz, Esther & Veiga, Helena, 2009. "A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3593-3600, August.
  3. Veiga, Helena & Vorsatz, Marc, 2009. "Price manipulation in an experimental asset market," European Economic Review, Elsevier, vol. 53(3), pages 327-342, April.

2008

  1. Ruiz, Esther & Veiga, Helena, 2008. "Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2846-2862, February.
  2. Grané, A. & Veiga, H., 2008. "Accurate minimum capital risk requirements: A comparison of several approaches," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2482-2492, November.

2007

  1. Helena Veiga, 2007. "Are Feedback Factors Important in Modeling Financial Data?," International Review of Finance, International Review of Finance Ltd., vol. 7(3‐4), pages 105-118, September.

Software components

2025

  1. Nezih Guner & Yuliya Kulikova & Arnau Valladares-Esteban, 2025. "Code and data files for "Does the Added Worker Effect Matter?"," Computer Codes 21-89, Review of Economic Dynamics.

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