Working Papers

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2004_0410: Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach

Francisco Peñaranda and Enrique Sentana

2004_0409: Indirect Estimation of Conditionally Heteroskedastic Factor Models

Enrique Sentana, Giorgio Calzolari and Gabriele Fiorentini

2004_0408: Knowledge, Technology Adoption and Financial Innovation

Ana Fernandes

2004_0407: State-Contingent Bank Regulation with Unobserved Actions and Unobserved Characteristics

David A. Marshall and Edward Simpson Prescott

2004_0406: Social Contacts and Occupational Choice

Samuel Bentolila, Claudio Michelacci and Javier Suarez

2004_0405: Technology Shocks and Job Flows

Claudio Michelacci and David Lopez-Salido

2004_0404: Job Insecurity and Children's Emancipation

Sascha Becker, Samuel Bentolila, Ana Fernandes and Andrea Ichino

2004_0403: Gender Wage Gaps by Education in Spain: Glass Floors Vs. Glass Ceilings

Juan Dolado and Vanesa Llorens

2004_0402: Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets

Antonio Diez de los Rios

2004_0401: Stakeholders, Transparency and Capital Structure

Andrés Almazán, Javier Suarez and Sheridan Titman

2003_0312: Evaluation of a Taxi Sector Reform: A Real Options Approach

Meritxell Albertí, Ángel León and Gerard Llobet

2003_0311: Precautionary Savings or Working Longer Hours?

Josep Pijoan-Mas

2003_0310: Modelling Optimal Instrumental Variables for Dynamic Panel Data Models

Manuel Arellano

2003_0309: Inflation Targets and the Liquidity Trap

Matt Klaeffling and Víctor López Pérez

2003_0308: Loan Pricing Under Basel Capital Requirements

Rafael Repullo and Javier Suarez

2003_0307: Spanish Unemployment: The End of the Wild Ride?

Samuel Bentolila and Juan F Jimeno

2003_0306: On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models

Gabriele Fiorentini, Enrique Sentana and Giorgio Calzolari

2003_0305: Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets

Josep Pijoan-Mas

2003_0304: Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects

Jesus Carro

2003_0303: Wage Indexation and Inflation Persistence

Víctor López Pérez

2003_0302: Housing Tenure and Labour Mobility: A Comparison Across European Countries

Cristina Barceló

2003_0301: Patent Licensing Revisited: Heterogeneous Firms and Product Differentiation

Ruben Hernandez-Murillo and Gerard Llobet

2002_0208: Capital Requirements, Market Power and Risk-Taking in Banking

Rafael Repullo

2002_0207: Precautionary Savings and Wealth Distribution Under Habit Formation Preferences

Antonia Díaz, Josep Pijoan-Mas and José-Víctor Ríos-Rull

2002_0206: A Theory of Endogenous Commitment

Guillermo Caruana and Liran Einav

2002_0205: Career Concerns and Contingent Compensation

Guillermo Caruana and Marco Celentani

2002_0204: Likelihood-Based Estimation of Latent Generalised ARCH Structures

Gabriele Fiorentini, Enrique Sentana and Neil Shephard

2002_0203: Incomplete Wage Posting

Claudio Michelacci and Javier Suarez

2002_0202: A Dynamic Model of Contraceptive Choice of Spanish Couples

Jesus Carro and Pedro Mira

2002_0201: Low Returns in R&D Due to the Lack of Entrepreneurial Skills

Claudio Michelacci

2001_0110: Sargan's Instrumental Variable Estimation and GMM

Manuel Arellano

2001_0109: Last Bank Standing: What Do I Gain If You Fail?

Enrico Perotti and Javier Suarez

2001_0108: Stranded Costs: An Overview

José Antonio García Martín

2001_0107: Cournot Competition with Stranded Costs

José Antonio García Martín

2001_0106: Spot Market Competition with Stranded Costs in the Spanish Electricity Industry

José Antonio García Martín

2001_0105: Mean-Variance Portfolio Allocation with a Value at Risk Constraint

Enrique Sentana

2001_0104: Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Cental Bank

Juan Ayuso and Rafael Repullo

2001_0103: Managerial Compensation and the Market Reaction to Bank Loans

Andres Almazan and Javier Suarez

2001_0102: Patent Litigation When Innovation Is Cumulative

Gerard Llobet

2001_0101: Discrete Choices with Panel Data

Manuel Arellano

2000_0016: Panel Data Models: Some Recent Developments

Manuel Arellano and Bo Honoré

2000_0015: A Model of Takeovers of Foreign Banks

Rafael Repullo

2000_0014: An Economic Analysis of Corporate Directors' Fiduciary Duties

María Gutiérrez

2000_0013: A Contractual Approach to the Regulation Corporate Directors' Fiduciary Duties

María Gutiérrez

2000_0012: Rewarding Sequential Innovators: Prizes, Patents and Buyouts

Gerard Llobet, Hugo Hopenhayn and Matthew Mitchell

2000_0011: A Model of the Open Market Operations of the European Central Bank

Juan Ayuso and Rafael Repullo

2000_0010: Unemployment and Consumption: Are Job Losses Less Painful Near the Mediterranean?

Samuel Bentolila and Andrea Ichino

2000_0009: Business Creation and the Stock Market

Claudio Michelacci and Javier Suarez

2000_0008: Income Uncertainty and Precautionary Saving: Evidence from Household Rotating Panel Data

Pedro Albarrán

2000_0007: The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada

Gabriele Fiorentini, Enrique Sentana and Giorgio Calzolari