Publicaciones Recientes
PUBLICACIONES 2011
“Multivariate Contemporaneous-Threshold Autoregressive Models” Martin Sola, M. Dueker, Z. Psaradakis, F. Spagnolo - Journal of Econometrics, 160 (2), pp. 311-325.
“The Dynamics of Efficient Asset Trading with Heterogeneous Beliefs” Pablo Beker, Emilio Espino - Journal of Economic Theory, 146 (1), pp. 189-229.
“The Cyclical Behavior of Equity Turnover” Emilio Espino, David DeJong - Quantitative Economics, the Econometric Society, 2 (1), pp. 99-133.
“Contemporaneous-Threshold Smooth Transition GARCH Models” Martin Sola, M. Dueker, Z. Psaradakis, F. Spagnolo - Studies in Nonlinear Dynamics and Econometrics. 15, 2, Article 1.
“On Favoritism in Auctions with Entry” Leandro Arozamena, Federico Weinschelbaum –Economics Letters, vol. 110, pp. 265-267.
“Intermediaries, Credibility and Incentives to Collude” Lucía Quesada, E. Peyrache - Journal of Economics and Management Strategy, forthcoming.
PUBLICACIONES 2010
“The Impact of South-South Preferential Trade Agreements on Industrial Development: An Empirical Test” Pablo Sanguinetti, Christian Volpe, J. Traistaru - Journal of Economic Integration, Vol 25, 1.
“NIMBY and mechanism design under different constitutional constraints” Martin Besfamille, J.-M. Lozachmeur - International Tax and Public Finance, 17 (2), pp. 114-132.
PUBLICACIONES 2009
“Tariffs and Manufacturing Location in Argentina” Pablo Sanguinetti, Christian Volpe - Regional Science and Urban Economics, Vol 39, Issue 2, pp.155-167.
“Modernization of Tax Administrations and Optimal Fiscal Policies” Martin Besfamille, C. Parlatore Siritto - Journal of Public Economic Theory, 11 (6), pp. 897-926.
“Tax enforcement may decrease government revenue” Martin Besfamille, P. De Donder and J.-M. Lozachmeur - Economics Bulletin, 29 (4), pp. 2669-2676.
“Simultaneous vs. Sequential Price Competition with Incomplete Information” Leandro Arozamena, Federico Weinschelbaum -, Economics Letters, vol.104, pp. 23-26.
“The Effect of Corruption on Bidding Behavior in First-Price Auctions” Leandro Arozamena, Federico Weinschelbaum - European Economic Review, vol. 53, pp. 645-657.
“Water Expansions in Shantytowns: Health and Savings” Martín González-Rozada, Sebastián Galiani, Ernesto Schargrodsky - Economica, Volume 76 Issue 304, pp. 607-622.
“Asset Trading Volume in a Production Economy” Emilio Espino, Thomas Hintermaier - Economic Theory, 39 (2), pp. 231-258.
“Optimal Unemployment Insurance and Employment History” Juan Pablo Nicolini, Hugo Hopenhayn - Review of Economic Studies 76.
“The Ownership of Ratings” Lucía Quesada, A. Faure‐Grimaud, E. Peyrache - Rand Journal of Economics, Vol. 40(29) pp. 234‐257.
“Selecting Nonlinear Time Series Models Using Information Criteria” Martin Sola, Z. Psaradakis, F. Spagnolo, N. Spagnolo - Journal of Time Series Analysis, vol. 30(4), pp. 369-394, 07.
“The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing” Martin Sola, J. Driffill, T Kenc, F. Spagnolo - Studies in Nonlinear Dynamics and Econometrics, vol. 13(1), pp. 1490-1490.
PUBLICACIONES 2008
“Risk Appetite and Emerging Market Spreads” Martín González-Rozada, Eduardo Levy-Yeyati - The Economic Journal, Vol. 118, Issue 533, pp. 1917-1936.
“Bailouts in Federations: is a Hard Budget Constraint Always Best?” Martin Besfamille. Ben Lockwood - International Economic Review, 49 (2), pp.577-593.
“The relationship between tax evasion and tax revenue in Chang, Lai and Chang (1999)” Martin Besfamille - Economics Bulletin, 5 (14), pp. 1-6.
“Optimal Fiscal and Monetary Policy: Equivalence Results” Juan Pablo Nicolini, Isabel Correia, Pedro Teles – Journal of Political Economy 116.
PUBLICACIONES 2007
“Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting” Martin Sola, M. Dueker, F. Spagnolo - Journal of Econometrics, 141, 2, pp. 517-547.
“Predicting Markov Volatility Switches Using Monetary Policy Variables” Martin Sola, F. Spagnolo, N. Spagnolo - Economics Letters, 95, 1, pp. 110-116.
“Equilibrium Portfolios in the Neoclassical Growth Model” Emilio Espino - Journal of Economic Theory, 137 (1), pp.673-687.
PUBLICACIONES 2006
“Tenure, Business Cycle and the Wage-Setting Process” Leandro Arozamena, Mario Centeno - European Economic Review, vol.50, pp. 401-424.
“A Note on the Sub optimality of Right-of-First-Refusal Clauses” Leandro Arozamena, Federico Weinschelbaum - Economics Bulletin, vol.4, n° 24, pp.1-6.
“Why Have Urban Poverty and Income Inequality Increased So Much? Argentina 1991-2001.” Martín González-Rozada, Alicia Menendez - Journal of Economic Development and Cultural Change. Vol. 55, No. 1.
“Target Zones for Exchange Rates and Policy Changes” Martin Sola, J. Driffill - Journal of International Money and Finance, 25, 6, 912- 931.
“Instrumental-Variables Estimation in Markov Switching Models Martin Sola, Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates” Martin Sola, Z. Psaradakis, F. Spagnolo - Studies in Nonlinear Dynamics and Econometrics. Vol.10: No. 2, Article 1. http://www.bepress.com/snde/vol10/iss2/art1
PUBLICACIONES 2005
“Business Cycles in Emerging Economies: the Role of Interest Rates” P. Andrés Neumeyer, Fabrizio Perri - Journal of Monetary Economics, 52:2.
“Should Intergovernmental Transfers Provide Insurance to the States?” Emilio Espino - Journal of Institutional and Theoretical Economics, 161 (1), pp. 103 – 125.
“On Ramsey's Conjecture: Efficient Allocations in the Neoclassical Growth Model with Private Information” Emilio Espino - Journal of Economic Theory, 121 (2), pp. 192 –213.
“Money and Prices in Model of Bounded Rationality in High Inflation Economies” Juan Pablo Nicolini, Albert Marcet - Review of Economic Dynamics 8.
“Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables” Martin Sola, Z. Psaradakis, F. Spagnolo - Journal of Applied Econometrics, 20, 3, pp.423-437.
“Markov-Switching Causality and the Money-Output Relationship” Martin Sola, Z. Psaradakis, M. Ravn - Journal of Applied Econometrics, 20, 5, pp.665-683.
PUBLICACIONES 2004
“Intergovernmental Transfers and Fiscal Behavior: Insurance vs Aggregate Discipline” Pablo Sanguineti, M. Tommasi - Journal of International Economics, Vol 62, pp.149-170.
“Trade Diversion and DEclining Tariffs: Evidence from Mercosur” Pablo Sanguinetti, A. Bohara, K. Gawande - Journal of International Economics, Vol 64, pp.65-88.
“Collusion in Local Public Works” Martin Besfamille - International Economic Review, 45 (4), pp. 1193-1219.
“Local Public Works and Intergovernmental Transfers under Asymmetric Information” Martin Besfamille - Journal of Public Economics, 88 (1-2), pp. 353-375.
“Red Signals: Current Account Deficits and Sustainability” Marzia Raybaudi, Fabio Spagnolo, Martin Sola - Economic Letters.
“Investment Incentives in Procurement Auctions” Leandro Arozamena, Estelle Cantillon - Review of Economic Studies, vol. 71, pp. 1-18.
“The Time Consistency of the Friedman Rule” P. Andrés Neumeyer, Fernando Alvarez and Patrick Kehoe - Econometrica, 72: 2, pp. 541-67.
“Optimal Maturity of Government Debt without State Contingent Bonds” Juan Pablo Nicolini, Francisco Buera, Journal of Monetary Economics 51.
“On Markov Error-corrEction Models, with an Application to Stock Prices and Dividends” Martin Sola, Z. Psaradakis, F. Spagnolo - Journal of Applied Econometrics, 19, 1, pp. 69-88.
“On the Autocorrelation Properties of Long-Memory GARCH Processes” Martin Sola, M. Karanasos, Z. Psaradakis - Journal of Time Series Analysis, 25, 2, pp. 265-282.
PUBLICACIONES 2003
“On Detrending and Cyclical Asymmetry” Martin Sola, Z. Psaradakis - Journal of Applied Econometrics 18, pp. 271-289.
“Target Zones and Economic Fundamentals” Martin Sola, M. Tronzano, Z. Psaradakis - Economic Modelling 20, pp. 791-807.
“Recurrent Hyperinflations and Learning” Juan Pablo Nicolini, Albert Marcet - American Economic Review 93.
“Inside-Outside Money Competition” Juan Pablo Nicolini, Ramon Marimon, Pedro Teles - Journal of Monetary Economics 50.
“Wage Inequality and Trade Liberalization: Evidence from Argentina” Pablo Sanguinetti, S. Galiani - Journal of Development Economics, Elsevier, vol. 72(2), pp. 497-513.
“Investment under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle” Marzia Raybaudi, John Driffill, Martin Sola - Studies in non-linear Dynamics and Econometrics : vol 7, issue1.
“Moral Hazard vs. Liquidity Protection: The Impossible Monetary Fund and the Incomplete Financial Structure” Leandro Arozamena, Andrew Powell - Journal of International Money and Finance, vol.22, pp.1041-1063.
PUBLICACIONES 2002
“Public University in Argentina: Subsidizing the Rich?” Martín González-Rozada, Alicia Menendez -Economics of Education Review, Vol. 21, Issue 4.
“A Simple Method of Testing for Cointegration SubjEct to Multiple Changes in Regime” Martin Sola, V. Gabriel, Z. Psaradakis - Economics Letters 76, pp. 213-221.
“A Test for Contagion” Martin Sola, F. Spagnolo, N. Spagnolo - Economics Letters 76, pp. 77-84.
PUBLICACIONES 2001
“A Simple Procedure for DetEcting Periodically Collapsing Rational Bubbles” Martin Sola, Z. Psaradakis, F. Spagnolo - Economics Letters 72, pp. 317-323.
“An Empirical Reassessment of Target-Zone Nonlinearities” Martin Sola, A. Garratt, Z. Psaradakis - Journal of International Money and Finance 20, pp. 533-548.
PUBLICACIONES SELECTAS ANTERIORES
“Politics, Institutions and Fiscal Performance in a Federal System: An analysis of the Argentine Provinces.” Pablo Sanguinetti, M. Jones, Michigan University, M. Tommasi, UDESA - Journal of Development Economics, Vol. 61, 305–333, North-Holland. 2000.
“La industria de las AFJP en la Argentina: Costos, comisiones y alternativas para la regulación” Lucía Quesada, D. Braberman, O. Chisari - Desarrollo Económico, Vol. 40, (158) pp. 253‐287. 2000.
“Función de costos en la industria de las Administradoras de Fondos de Jubilaciones y Pensiones en laArgentina: un análisis de las modificaciones regulatorias” Lucía Quesada, D. Braberman, O. Chisari, M. Rossi - Revista de Análisis Económico, Vol. 14, (1) pp. 121‐142. 1999.
"Currencies and the Allocation of Risk: The Welfare EffEcts of a Monetary Union'' P. Andrés Neumeyer - American Economic Review, 88:1, pp. 246-259. 1998.
"Inflation-Stabilization Risk in Economies with Incomplete Asset Markets'' P. Andrés Neumeyer - Journal of Economic Dynamics and Control, 23:3, pp. 371-391. 1998.
“Business Cycles From Misperceived Trends” Pablo Sanguinetti, D. Heymann - Economic Notes, vol 27, no 2. 1998.
“Structural Reform and Disinflation, Lessons from the Argentine Convertibility Plan” Pablo Sanguinetti, E. Tanner - Journal of Developing Areas, Western Illinois University. 1997.
“Previdenza Sociale: Eficienza ed Equità. Un’analisis economica dell’evoluzione del sistema argentino di capitalizzazione e della performance delle società di gestione del fondi previdenziali” Lucía Quesada, P. Dal Bó, O. Chisari - Diritto ed economia dell’assicurazione, Vol. 4 pp. 923‐962. 1997.
"Inflation and Seignorage: The Case of Argentina” P. Andrés Neumeyer, Miguel Kiguel - Journal of Money Credit and Banking, 27:3, pp. 672-82. 1995.
“Fiscal Inconsistencies and High Inflation” Pablo Sanguinetti, Daniel Heymann - Journal of Development Economics, North Holland, 43 # 1. 1994.
