Global ETD Search
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Showing 1 to 2 of 2 for “"Changing volatility"”.
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Essays on Human Capital and Inequality
… of earnings residuals that incorporates (i) changing returns to unobserved skills, (ii) changing distribution of unobserved skills, and (iii) changing volatility of earnings that is not related to skills. Using data from the PSID, we find that the returns to unobserved skills went down since …
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Modelo de cascada sigma variante para la estructura a término de tasas de interés en Colombia
El presente estudio contrasta dos modelos de cascada recursiva para determinar las dinámicas de la estructura a término de las tasas de interés en Colombia, estos modelos poseen factores heterogéneamente persistentes que revierten en media al factor inmediatamente anterior. Bajo ciertas …