Comunidades
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Assessing the Impact of COVID-19 on Trade: a Machine Learning Counterfactual Analysis
By interpreting exporters’ dynamics as a complex learning process, this paper constitutes the first attempt to investigate the effectiveness of different Machine Learning (ML) techniques in predicting firms’ trade status. ...Documentos de Trabajo. 2021-04-09
No.79 -
The dawn of a mobile payment scheme: The case of Movii
Mobile wallets replicate physical wallets on a mobile device, in which users can store different payment instruments (e.g., cards, transfers) to make mobile payments. As the mobile wallet is adopted, a mobile payment ...Documentos de Trabajo. 2021-04-07
No.78 -
Interdependent Capital Structure Choices and the Macroeconomy
This study shows that capital structure choices of US corporations are interdependent across time. We follow a two-step estimation approach. First, using a large cross-section of firms we estimate year-by-year average ...Documentos de Trabajo. 2021-04-06
No.77 -
Impacto de la migración sobre el empleo y la distribución salarial en Colombia
En este documento se presenta evidencia empírica para entender los impactos de la migración en el mercado de trabajo en Colombia, a través de la estimación de un modelo probabilístico tipo Probit para el empleo y una ...Documentos de Trabajo. 2021-03-31.
No. 76 -
Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model
Rises in sovereign risk adversely affect banks reducing their profits and increasing their funding costs. Impacts are specially strong on banks holding important positions of government debt in the investment portfolios. ...Documentos de Trabajo. 2021-02-25
No. 75
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