Working Papers

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2018_1807: Bank Capital in the Short and in the Long Run

Caterina Mendicino, Kalin Nikolov, Javier Suarez and Dominik Supera

2018_1806: The Procyclicality of Expected Credit Loss Provisions

Jorge Abad and Javier Suarez

2018_1805: The Rise and Fall of the Natural Interest Rate

Gabriele Fiorentini, Alessandro Galesi, Gabriel Pérez-Quirós and Enrique Sentana

2018_1804: Specification Tests for Non-Gaussian Maximum Likelihood Estimators

Gabriele Fiorentini and Enrique Sentana

2018_1803: Volatility, Diversification and Contagion

Enrique Sentana

2018_1802: Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators

Gabriele Fiorentini and Enrique Sentana

2018_1801: Conventional Power Plants in Liberalized Electricity Markets with Renewable Entry

Gerard Llobet and Jorge Padilla

2017_1718: Hierarchical Bank Supervision

Rafael Repullo

2017_1717: Early Birds and Second Mice in the Stock Market

Julio A. Crego and Jin Huang

2017_1716: To Glance or to Peruse: Observational and Active Learning from Peer Consumers

Jin Huang

2017_1715: Short Selling Ban and Intraday Dynamics

Julio A. Crego

2017_1714: Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report

Julio A. Crego

2017_1713: In Vaccines We Trust? The Effects of the CIA's Vaccine Ruse on Immunization in Pakistan

Monica Martinez-Bravo and Andreas Stegmann

2017_1712: Equity versus Bail-in Debt in Banking: An Agency Perspective

Caterina Mendicino, Kalin Nikolov and Javier Suarez

2017_1711: Empirical Evaluation of Overspecified Asset Pricing Models

Elena Manresa, Francisco Peñaranda and Enrique Sentana

2017_1710: Managers and Productivity Differences

Nezih Guner, Andrii Parkhomenko and Gustavo Ventura

2017_1709: Testing Distributional Assumptions Using a Continuum of Moments

Dante Amengual, Marine Carrasco and Enrique Sentana

2017_1708: Normality Tests for Latent Variables

Tincho Almuzara, Dante Amengual and Enrique Sentana

2017_1707: Are the Spanish Long-Term Unemployed Unemployable?

Samuel Bentolila, J. Ignacio García-Pérez and Marcel Jansen

2017_1706: Family Economics Writ Large

Jeremy Greenwood, Nezih Guner and Guillaume Vandenbroucke

2017_1705: Optimal Spatial Taxation: Are Big Cities too Small?

Jan Eeckhout and Nezih Guner

2017_1704: Grading on a Curve: When Having Good Peers is not Good

Caterina Calsamiglia and Annalisa Loviglio

2017_1703: Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models

Manuel Arellano and Stéphane Bonhomme

2017_1702: Sample Selection in Quantile Regression: A Survey

Manuel Arellano and Stéphane Bonhomme

2017_1701: The Simple Economics of White Elephants

Juan-José Ganuza and Gerard Llobet

2016_1617: Child-Related Transfers, Household Labor Supply and Welfare

Nezih Guner, Remzi Kaygusuz and Gustavo Ventura

2016_1616: The Labor Market Consequences of Refugee Supply Shocks

George Borjas and Joan Monras

2016_1615: Minimum Wages and Spatial Equilibrium: Theory and Evidence

Joan Monras

2016_1614: Optimal Dynamic Capital Requirements

Caterina Mendicino, Kalin Nikolov, Javier Suarez and Dominik Supera

2016_1613: Maturity and School Outcomes in an Inflexible System: Evidence from Catalonia

Caterina Calsamiglia and Annalisa Loviglio

2016_1612: Marriage and Health: Selection, Protection, and Assortative Mating

Nezih Guner, Yuliya Kulikova and Joan Llull

2016_1611: Structural Estimation of a Model of School Choices: the Boston Mechanism vs. its Alternatives

Caterina Calsamiglia, Chao Fu and Maia Güell

2016_1610: Quantile Selection Models with an Application to Understanding Changes in Wage Inequality

Manuel Arellano and Stéphane Bonhomme

2016_1609: City of Dreams

Jorge De la Roca, Gianmarco Ottaviano and Diego Puga

2016_1608: The Inverse Cournot Effect in Royalty Negotiations with Complementary Patents

Gerard Llobet and Jorge Padilla

2016_1607: Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models

Manuel Arellano and Stéphane Bonhomme

2016_1606: Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework

Manuel Arellano, Richard Blundell and Stéphane Bonhomme

2016_1605: Investment Demand and Structural Change

Manuel Garcia-Santana, Josep Pijoan-Mas and Lucciano Villacorta

2016_1604: Are Labor Supply Decisions Consistent with Neoclassical Preferences? Evidence from Indian Boat Owners

Xavier Gine, Monica Martinez-Bravo and Marian Vidal-Fernandez

2016_1603: Growing like Spain: 1995-2007

Manuel Garcia-Santana, Enrique Moral-Benito, Josep Pijoan-Mas and Roberto Ramos

2016_1602: How Excessive is Banks’ Maturity Transformation?

Anatoli Segura and Javier Suarez

2016_1601: The Non-Democratic Roots of Elite Capture: Evidence from Soeharto Mayors in Indonesia

Monica Martinez-Bravo, Priya Mukherjee and Andreas Stegmann

2015_1508: Finite Underidentification

Enrique Sentana

2015_1507: Search for Yield

David Martinez-Miera and Rafael Repullo

2015_1506: Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework

Manuel Arellano, Richard Blundell and Stéphane Bonhomme

2015_1505: Nonlinear Panel Data Estimation via Quantile Regression

Manuel Arellano and Stéphane Bonhomme

2015_1504: Is a Normal Copula the Right Copula?

Dante Amengual and Enrique Sentana

2015_1503: Leaving Home with a Partner

Samuel Bentolila, Ildefonso Mendez and Francisco Maeso

2015_1502: Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation

Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana

2015_1501: Volatility-Related Exchange Traded Assets: An Econometric Investigation

Javier Mencia and Enrique Sentana