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Automatic indexing and ontologies: the consistency of the research chronology and authoring in the scope of Information Science
2018An alternative to minimize the semantic gap in automatic indexing systems is to make use of knowledge organization systems, like ontologies. Given that these two operational concepts are subjects of study in Information ... -
Optimal control of infinite dimensional bilinear systems: application to the heat and wave equations
2018In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first ... -
Distributional counterfactual analysis with (common) deterministic trend units
2018-01The goal of this paper is to extend the counterfactual methodologies in particular Carvalho et al. (2016), by considering the estimation of quantile counterfactuals in the presence of trend units. We derive an asymptotically ... -
Individuals neglect the informational role of prices: evidence from the stock market
2018-02We find that a stock price fall in itself induces individual investors to buy the stock. That is, individuals neglect the negative information that may be attached to a stock price fall. Our identification strategy uses ... -
International competition and labor market adjustment
2018-02-15How does welfare change in the short- and long-run when trade integration takes place under imperfect labor markets? Even if consumers benefit from lower prices, there can be significant welfare losses from increases in ... -
Money and credit remix
2018-02-19Gu, Mattesini, and Wright (2016) show that credit is irrelevant in a monetary economy with permanent buyer and seller types. In particular, the size of debt limits do not matter for the determination of real allocations. ... -
On the robustness of the principal volatility components
2018-03In this paper, we analyse the recent principal volatility components analysis procedure. The procedure overcomes several diculties in modelling and forecasting the conditional covariance matrix in large dimensions arising ... -
Smoothing quantile regressions
2018-04-08We propose to smooth the entire objective function rather than only the check function in a linear quantile regression context. We derive a uniform Bahadur-Kiefer representation for the resulting convolution-type kernel ... -
Nonparametric assessment of hedge fund performance
2018-04-23We propose a new class of performance measures for Hedge Fund (HF) returns based on a family of empirically identifiable stochastic discount factors (SDFs). These SDF-based measures incorporate no-arbitrage pricing ... -
Is the new keynesian is curve forward looking?
2018-04-27This paper analyzes the solutions of the canonical and hybrid New Keynesian IS curve difference equation. It shows that the usual forward solution is ruled out because it is at odds with the underlying economic theory. ... -
Social cryptocurrencies: social finance organizations at the new era of digital community currencies
2018-07-07We proposed an investigation on the emergent phenomenon of cryptocurrencies by studying those with explicit social or environmental goals, that we called social cryptocurrencies. To perform this study, we adopt a socialmaterial ...
