Research projects
Start of main content
Learning, consumer, habits and the anomaly of the forward premium of the exchange rate
8th National Competition for Economic Research Grants
Macroeconomics
Research Centre or Institution : Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa). Universidad Complutense de Madrid
Abstract
The objective is to explain the deficient predictive ability of the forward rate in exchange-rate markets (forward premium anomalies) based on a dynamic and stochastic general equilibrium model. It is shown that knowledge by the agents of the monetary policy objective, together with the existence of a behaviour of habit in consumption, may be factors explaining the existence of this anomaly. The results of the research project corresponding to the 2011-2012 academic year are: i) the production of 9 articles, of which 4 have been published in international journals with JCR impact indices and the other 5 are at the evaluation phase; ii) presentation of those articles at a total of 8 congresses, 6 of them international, and all of them of relevance in this sphere of research.
-
Activities related
-
Projects related
-
News related
-
Publications related
-
Thesis related
-
5
Apr
2024
Seminar Modelización del sistema público de pensiones. El modelo MSSP-OLG y algunas estimaciones del impacto de la reciente reforma. Madrid , Viernes, 05 de abril de 2024, 10.30 horas
-
15
Apr
2024
Conference La economía española: una mirada al pasado. In memoriam: Pedro Tedde de Lorca Madrid, Lunes, 15 de abril de 2024, 19:30 horas
-
18
Nov
2024
Conference Richer and More Equal: A New History of Wealth in the West Madrid, Lunes 18, de noviembre de 2024, 19:00 horas
- Allocation of resources and decision-making within the household: implications on individual wellbeing measured through self-reporting health levels 2015 Senior Researcher : María Teresa Blázquez Cuesta Research Centre or Institution : Universidad Autónoma de Madrid.
- Dependency of the elderly in Europe: consequences of reforms on family care 2015 Senior Researcher : Matthias Kredler Research Centre or Institution : Universidad Carlos III de Madrid.
- Study of the factors determining institutional quality in developing countries 2015 Senior Researcher : Mónica Martínez Bravo Research Centre or Institution : Centro de Estudios Monetarios y Financieros (CEMFI)
- Multigenerational Inequality in Spain Senior Researcher : Andrea Pîzzo Research Centre or Institution : Universidad Carlos III de Madrid.
End of main content