Working Papers

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2009_0912: Dynamic Specification Tests for Static Factor Models

Gabriele Fiorentini and Enrique Sentana

2009_0911: Equilibrium Blocking in Large Quasilinear Economies

Yusuke Kamishiro and Roberto Serrano

2009_0910: Spain Is Different: Falling Trends of Inequality

Josep Pijoan-Mas and Virginia Sanchez-Marcos

2009_0909: A Dynamic Theory of Fidelity Networks with an Application to the Spread of HIV / AIDS

Roland Pongou and Roberto Serrano

2009_0908: Multiplicity of Mixed Equilibria in Mechanisms: A Unified Approach to Exact and Approximate Implementation

Roberto Serrano and Rajiv Vohra

2009_0907: On Watson’s Non-Forcing Contracts and Renegotiation

Roberto Serrano

2009_0906: Accounting for Unobservables in Comparing Selective and Comprehensive Schooling

Stéphane Bonhomme and Ulrich Sauder

2009_0905: Underidentification? (Resumen)

Manuel Arellano, Lars Hansen and Enrique Sentana

2009_0904: Identifying Distributional Characteristics in Random Coefficients Panel Data Models

Manuel Arellano and Stéphane Bonhomme

2009_0903: Mitigating the Procyclicality of Basel II

Rafael Repullo, Jesús Saurina and Carlos Trucharte

2009_0902: Bankruptcy Codes, Liquidation Timing, and Debt Valuation

Max Bruche

2009_0901: The Macroeconomics of Money Market Freezes

Max Bruche and Javier Suarez

2008_0813: Strategic Online-Banking Adoption

Ruben Hernandez-Murillo, Gerard Llobet and Roberto Fuentes

2008_0812: The Role of Partnership Status and Expectations on the Emancipation Behaviour of Spanish Graduates

Francisco Maeso and Ildefonso Mendez

2008_0811: Intergenerational Time Transfers and Internal Migration: Accounting for Low Spatial Mobility in Southern Europe

Ildefonso Mendez

2008_0810: Promoting Permanent Employment: Lessons from Spain

Ildefonso Mendez

2008_0809: The Procyclical Effects of Basel II

Rafael Repullo and Javier Suarez

2008_0808: Are Joint Negotiations in Standard Setting "reasonably Necessary"?

Anna Layne-Farrar, Gerard Llobet and A. Jorge Padilla

2008_0807: The Econometrics of Mean-Variance Efficiency Tests: A Survey

Enrique Sentana

2008_0806: A Comparison of Mean-Variance Efficiency Tests

Dante Amengual and Enrique Sentana

2008_0805: Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation

Javier Mencia and Enrique Sentana

2008_0804: Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations

Javier Mencia and Enrique Sentana

2008_0803: Microeconometric Analysis of Residential Water Demand

Cristina Lopez-Mayan

2008_0802: The Impact of Immigration on Productivity

Joan Llull

2008_0801: Does Competition Reduce the Risk of Bank Failure?

David Martinez-Miera and Rafael Repullo

2007_0719: Determinants of Economic Growth: A Bayesian Panel Data Approach

Enrique Moral-Benito

2007_0718: Does Immigration Affect the Phillips Curve? Some Evidence for Spain

Samuel Bentolila, Juan Dolado and Juan F Jimeno

2007_0717: Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages

Laura Hospido

2007_0716: Electoral Rules and Politicians’ Behavior: A Micro Test

Stefano Gagliarducci, Tommaso Nannicini and Paolo Naticchioni

2007_0715: Duality in Mean-Variance Frontiers with Conditioning Information

Francisco Peñaranda and Enrique Sentana

2007_0714: Testing Uncovered Interest Parity: A Continuous-Time Approach

Antonio Diez de los Rios and Enrique Sentana

2007_0713: On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models

Gabriele Fiorentini and Enrique Sentana

2007_0712: The Evolution of Bidding Behavior in Private-Values Auctions and Double Auctions

Rene Saran and Roberto Serrano

2007_0711: Dynamic Discrete Choice Structural Models: A Survey

Victor Aguirregabiria and Pedro Mira

2007_0710: Arrow’s Impossibility Theorem: Preference Diversity in a Single-Profile World

Allan M. Feldman and Roberto Serrano

2007_0709: Cooperative Games: Core and Shapley Value

Roberto Serrano

2007_0708: Implemetation in Adaptive Better-Response Dynamics

Antonio Cabrales and Roberto Serrano

2007_0707: El uso de sistemas dinámicos estocásticos en la teoría de juegos y la economía

Roberto Serrano

2007_0706: An Economic Index of Riskiness

Robert Aumann and Roberto Serrano

2007_0705: The Effects of Labor Market Conditions on Working Time: The US-EU Experience

Claudio Michelacci and Josep Pijoan-Mas

2007_0704: From Basel I to Basel II: An Analysis of the Three Pillars

Abel Elizalde

2007_0703: The Ex Ante Auction Model for the Control of Market Power in Standard Setting Organizations

Damien Geradin, Anne Layne-Farrar and A. Jorge Padilla

2007_0702: Pricing Patents for Licensing in Standard Setting Organizations: Making Sense of FRAND Commitments

Anne Layne-Farrar, A. Jorge Padilla and Richard Schmalensee

2007_0701: Royalty Stacking in High Tech Industries: Separating Myth from Reality

Damien Geradin, Anne Layne-Farrar and A. Jorge Padilla

2006_0615: Caring for Parents and Employment Status of European Mid-Life Women

Laura Crespo

2006_0614: Robust Priors in Nonlinear Panel Data Models

Manuel Arellano and Stéphane Bonhomme

2006_0613: A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects

Manuel Arellano and Jinyong Hahn

2006_0612: Recovery Rates, Default Probabilities and the Credit Cycle

Max Bruche and Carlos González-Aguado

2006_0611: Flat Tax Reforms in the U.S.: A Boon for the Income Poor

Javier Díaz-Giménez and Josep Pijoan-Mas

2006_0610: Estimating Structural Models of Corporate Bond Prices

Max Bruche