Department of Economics (ECO)
The EUI’s Department of Economics focuses on a wide range of topics in the fields of microeconomics, macroeconomics, and econometrics. In addition to coursework and electives, PhD researchers receive training in public presentation and career building, preparing them for prominent roles at distinguished universities and major institutions worldwide.
Selected collection: ECO Open Access PublicationsCollections in this community
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ECO Working Papers
ECO Working Papers series (ISSN 1725-6704)
Recent Submissions
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Title:Survivor average causal effects for continuous time : a principal stratification approach to causal inference with semicompeting risks Author(s):COMMENT, Leah; MEALLI, Fabrizia
; HANEUSE, Sebastien; ZIGLER, Corwin M.Date:2025Citation:Biometrical journal, 2025, Vol. 67, No. 2, Art. e70041, OnlineFirstType:ArticleAbstract:In semicompeting risks problems, nonterminal time-to-event outcomes, such as time to hospital readmission, are subject to truncation by death. These settings are often modeled with illness-death models for the hazards of ...
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Title:Bayesian principal stratification with longitudinal data and truncation by death Author(s):GROSSI, Giulio; MARIANI, Marco; MATTEI, Alessandra; MEALLI, Fabrizia Date:2025Citation:Econometrics and statistics, 2025, OnlineFirstType:ArticleAbstract:In causal studies, outcomes are often ‘censored by death,’ meaning they are not observed or defined for units that die. These studies typically focus on the stratum of ’always survivors’ up to a single fixed time s. An ...
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Title:The aggregate and distributional implications of credit shocks on housing and rental markets Author(s):CASTELLANOS, Juan ; HANNON, Andrew; PAZ-PARDO, GonzaloDate:2025Type:Working PaperSeries/Number:ECB Working Paper; 2025/2977Abstract:We build a model of the aggregate housing and rental markets in which house prices and rents are determined endogenously. Households can choose their housing tenure status (renters, homeowners, or landlords) and the size ...
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Title:Local projections vs. VARs for structural parameter estimation Author(s):CASTELLANOS, Juan Date:2025Type:Working PaperSeries/Number:Bank of England; Staff Working Paper; 2025/1116Abstract:This paper conducts a Monte Carlo study to examine the small sample performance of impulse response (IRF) matching and Indirect Inference estimators that target IRFs that have been estimated with Local Projections (LP) or ...
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Title:Essays on dynamic macroeconomics : from structural parameter estimation to the evaluation of Central Bank policies Author(s):CASTELLANOS, Juan Date:2025Citation:Florence : European University Institute, 2025Type:ThesisSeries/Number:EUI; ECO; PhD ThesisAbstract:The thesis is composed by three independent essays on Dynamic Macroeconomics. The first chapter is related to the estimation of structural parameters within a DSGE model. A Monte Carlo study is implemented to examine the ...
