2 papers
econ.EM2024
A simple but powerful tail index regression
João Nicolau, Paulo M. M. Rodrigues
This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an aux…
econ.GN2024
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area
Paulo M. M. Rodrigues, Mirjam Salish, Nazarii Salish
Climate (change) affects the prices of goods and services in different countries or regions differently. Simply relying on aggregate measures or summary statistics, such as the imp…