This dissertation studies econometric models of no-arbitrage in the subject areas of asset pricing and monetary policy. Chapter 1, "Recovering the Historical Distribution from State …
This dissertation explores topics in applied econometrics, pursuing two main themes: inferring relationships in the presence of unobserved time-varying preferences and Bayesian estimation methods. The …
This dissertation consists of various essays in econometric theory. The main part is devoted to topics at the intersection of causal inference and networks, two …
This dissertation contains three essays in econometrics. A common theme is the impact of publication bias on the statistical credibility of published research, reproducibility, and …
This dissertation contains four contributions to nonparametric econometrics in three chapters. The first and main chapter introduces two results for instrumental variable models with a …
This dissertation examines the modeling of latent variables in economics in a variety of settings. The first two chapters contribute to the growing body of …
This dissertation is composed of three chapters. Chapter 1 presents a theory of indirect inference when the simulator depends on the data. The dependence arises …
The subject of this dissertation is financial stability and its role in macroeconomic policy. In the first chapter I study whether it is central bank …
This dissertation is composed of three self contained chapters, exploring topics in the Economics and Econometrics of Information. The first chapter is motivated by the …
This dissertation studies the use of information in Econometrics and as a tool for effort motivation. Chapter 1 considers the question of whether there exist …
This dissertation studies Generalized Method of Moments (GMM) models when the number of moments is allowed to diverge with the sample size and its application …
Following its establishment in 1910, the First Portuguese Republic adopted a markedly anticlerical profile during its early years. Consequently, we hypothesize that the revenue of …