Department of Economics Working Papers

From Universidad Torcuato Di Tella
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2024: On Regime Separation in Markov-Switching Quantile Regressions

Gabriel Montes-Rojas, Zacharias Psaradakis and Martin Sola

2024: On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities

Demian Pouzo, Zacharias Psaradakis and Martin Sola

2024: Taxing for Health in Latin America

Leandro Arozamena, Hernán Ruffo, Pablo Sanguinetti and Federico Weinschelbaum

2024: Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions

Zacharias Psaradakis, Martin Sola, Nicola Spagnolo and Patricio Yunis

2024: The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects

Zacharias Psaradakis, Martin Sola, Francisco Rapetti and Patricio Yunis

2023: Unemployment Insurance when the Wealth Distribution Matters

Facundo Piguillem, Hernán Ruffo and Nicholas Trachter

2023: A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities

Demian Pouzo, Zacharias Psaradakis and Martin Sola

2022: A Time-Varying Threshold STAR Model with Applications

Michael Dueker, Laura Jackson Young, Michael Owyang and Martin Sola

2022: Bond risk premia, priced regime shifts, and macroeconomic fundamentals

Constantino Hevia, Martin Sola and Ivan Petrella

2022: On Testing for Bubbles During Hyperinflations

Rubens Morita, Zacharias Psaradakis, Martin Sola and Patricio Yunis

2022: The welfare effects of unemployment insurance in Argentina. New estimates using changes in the schedule of transfers

Martin Gonzalez-Rozada and Hernán Ruffo

2021: Risk Aversion and Changes in Regime

Tomás Caravello, Turalay Kenc and Martin Sola

2021: Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities

Demian Pouzo, Zacharias Psaradakis and Martin Sola

2021: Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith*

Juan Pablo Nicolini, Constantino Hevia and Joao Ayres

2021: The Impact of Cigarette Price Increases on the Prevalence of Daily Smoking and Initiation in Mexico

Martin Gonzalez-Rozada and Fiona Franco Churruarin

2021: Rational Bubbles: Too Many to be True?

Tomás Caravello, Zacharias Psaradakis and Martin Sola

2021: Do Trade Agreements contribute to the decline in Labor Share? Evidence from Latin American Countries

Martin Gonzalez-Rozada and Hernán Ruffo

2021: Renegotiation and Discrimination in Symmetric Procurement Auctions

Leandro Arozamena, Federico Weinschelbaum and Juan-José Ganuza

2021: Impact of smoke-free environments on tourism in selected Caribbean countries

Martin Gonzalez-Rozada

2019: Impact of a Recent Tobacco Tax Reform in Argentina

Martin Gonzalez-Rozada

2019: Increasing Cigarette Taxes is Unfair to the Poor? Evidence from Argentina

Martin Gonzalez-Rozada

2018: Bond Risk Premia and the ”Return Forecasting Factor”

Agustin Gutierrez, Constantino Hevia and Martin Sola

2018: Bond risk premia and restrictions on risk prices

Constantino Hevia and Martin Sola

2018: Do women ask for lower salaries? The supply side of the gender pay gap

Martin Gonzalez-Rozada and Eduardo Levy Yeyati

2018: Assessing the degree of international consumption risk sharing

Constantino Hevia and Luis Servén

2017: Monitoring Money for Price Stability

Constantino Hevia and Juan Pablo Nicolini

2017: Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities

Martin Sola and Zacharias Psaradakis

2016: Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes

Demian Pouzo, Zacharias Psaradakis and Martin Sola

2016: Optimal Unemployment Benefits in the Presence of Informal Labor Markets

Martin Gonzalez-Rozada and Hernán Ruffo

2016: Risk Premia and Seasonality in Commodity Futures

Constantino Hevia, Ivan Petrella and Martin Sola

2016: Implications of Increasing Cigarette Taxes in Peru

Martin Gonzalez-Rozada and Alejandro Ramos-Carbajales

2015: Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity

Constantino Hevia and Juan Pablo Nicolini

2015: How increasing tobacco prices affects the decision to start and quit smoking: evidence from Argentina

Martin Gonzalez-Rozada and Giselle Montamat

2015: Financial Frictions and Export Dynamics in Large Devaluations

David Kohn, Fernando Leibovici and Michal Szkup

2015: De Facto School Choice and Socioeconomic Segregation in Secondary Schools of Argentina

Martin Gonzalez-Rozada, Mariano Nardowski, Verónica Gottau and Mauro Moschetti

2015: Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium

David Kohn

2014: The Effects of Unemployment Insurance Under High Informality: Evidence from Argentina

Martin Gonzalez-Rozada and Hernán Ruffo

2014: Financial frictions and new exporter dynamics

David Kohn, Fernando Leibovici and Michal Szkup

2014: Analysis of Cigarette Tax Structure as a Requirement for an Effective Tax Policy: Evaluation and Simulation for Argentina

Frank Chaloupka, Martin Gonzalez-Rozada, German Rodriguez Iglesias and Veronica Schoj

2014: Towards a “New” Inflation Targeting Framework: The Case of Uruguay

Matias Escudero, Martin Gonzalez-Rozada and Martin Sola

2013: Optimal Monetary and Fiscal Policy in a New Keynesian Model with a Dutch Disease: The Case of Complete Markets

Constantino Hevia, Pablo Neumeyer and Juan Pablo Nicolini

2013: Forecasting Prices in Regime-Switching Markets

Martin Gonzalez-Rozada and Luis Pereiro

2013: Normative Fiscal Policy and Growth: Some Quantitative Implications for the Chilean Economy

Emilio Espino and Martin Gonzalez-Rozada

2012: Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model

Martin Gonzalez-Rozada, Martin Sola, Constantino Hevia and Fabio Spagnolo

2012: Optimal nondiscriminatory auctions with favoritism

Leandro Arozamena, Nicholas Shunda and Federico Weinschelbaum

2011: The Effects of a Conditional Transfer Program on the Labor Market: The Human Development Bonus in Ecuador

Martin Gonzalez-Rozada and Freddy Llerena Pinto

2010: Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities

Martin Sola, Zacharias Psaradakis, Fabio Spagnolo and Nicola Spagnolo

2010: Optimal taxes and penalties when the government cannot commit to its audit policy

Leandro Arozamena, Martin Besfamille and Pablo Sanguinetti

2010: Inspectors or Google Earth? Optimal fiscal policies under uncertain detection of evaders

Martin Besfamille and Pablo Olmos

2010: On favoritism in auctions with entry

Leandro Arozamena and Federico Weinschelbaum

2010: The Optimal Timing of the Introduction of New Products

Marzia Raybaudi, Martin Sola and Shasikanta Naindebam