Artículos presentados, aceptados y publicados: Recent submissions
Now showing items 1-7 of 14
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On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?
(Journal of Economic Dynamics & Control (e-ISSN: 1879-1743), 2024-07)We develop and estimate a consumption-based asset pricing model that uses historical US financial data and assumes recursive utility, allowing for priced regime-switching risk and intrinsic bubbles. We also estimate ... -
Investigating symptom duration using current status data: a case study of post-acute COVID-19 syndrome
(Arxiv, 2024-07-05)For infectious diseases, characterizing symptom duration is of clinical and public health importance. Symptom duration may be assessed by surveying infected individuals and querying symptom status at the time of survey ... -
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
(Universidad Torcuato Di Tella, 2024-06)We consider general hidden Markov models that may include exogenous co- variates and whose discrete-state-space regime sequence has transition prob- abilities that are functions of observable variables. We show that the ... -
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities
(2017)This paper proposes a model which allows for discrete stochastic breaks in the timevarying transition probabilities of Markov-switching models with autoregressive dynamics. An extensive simulation study is undertaken to ... -
Inequality and technological change
(Quantitative Economics (e-ISSN: 1759-7331), 2024)We study howtechnological change affects between- and within-education-group inequality in the United States. We develop a model with heterogeneous workers and firms in which the demand for skills is characterized by ... -
Prevalence of Daily Smoking and Initiation in Latin America
(Health Policy Center, Institute for Health Research and Policy, University of Illinois Chicago, 2023)There is abundant evidence documenting the negative consequences of smoking. Over the last decades, public smoking bans, taxation, and public health tobacco control campaigns induced a decline in smoking prevalence ... -
Default and interest rate shocks: Renegotiation matters
(Universidad Torcuato Di TellaRutgers University, Department of EconomicsUniversity of Minnesota, 2023)We develop a sovereign default model with endogenous re-entry to financial markets via debt renegotiation. We use this model to evaluate how shocks to risk-free interest rates trigger default episodes through two channels: ...