Working Papers

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1997_9702: Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets

Enrique Sentana

1997_9701: Financial Distress, Bank Debt Restructurings, and Layoffs: Theory and Evidence

A. Jorge Padilla and Alejandro Requejo

1996_9618: Binary Panel Data Models with Predetermined Variables Out of Print

Manuel Arellano and Raquel Carrasco

1996_9617: Conditional Means of Time Series Processes and Time Series Processes for Conditional Means

Gabriele Fiorentini and Enrique Sentana

1996_9616: Sticky Labor in Spanish Regions

Samuel Bentolila

1996_9615: An EM Algorithm for Conditionally Heteroskedastic Factor Models

Antonis Demos and Enrique Sentana

1996_9614: Hysteresis and the Sources of Shocks: A Cross-Country Analysis

Manuel Balmaseda, Juan Dolado and J. David López-Salido

1996_9613: Non-Admissible Decompositions in Unobserved Components Models

Gabriele Fiorentini and Christophe Planas

1996_9612: Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data

César Alonso-Borrego and Manuel Arellano

1996_9611: Testing for GARCH Effects: A One-Sided Approach

Antonis Demos and Enrique Sentana

1996_9610: Uncertain Child Mortality, Learning and Life-Cycle Fertility

Pedro Mira

1996_9609: Production Function Estimates of the Rate of Return on Public Infrastructure

Manuel Balmaseda

1996_9608: Simultaneity Bias and the Rate of Return to Public Capital

Manuel Balmaseda

1996_9607: On the Limiting Behavior of Asymmetric Cournot Oligopoly: A Reconsideration

Javier Campos and A. Jorge Padilla

1996_9606: Coordinación De Políticas Monetarias Entre Economía Asimétricas: La Unión Europea Ante Su Posible Ampliación

Juan Carlos Berganza

1996_9605: Regional Effects on the Consumption Decision: Evidence from the Spanish Family Expenditures Survey

Joaquín Cortázar

1996_9604: Entrepreneurial Moral Hazard and Bank Monitoring: A Model of the Credit Channel

Rafael Repullo and Javier Suarez

1996_9603: Testing the CCAPM on Spanish Data: A New Approach

Eva M. Rubio

1996_9602: Histéresis y fluctuaciones económicas (España, 1970-1994)

Juan Dolado and J. David López-Salido

1996_9601: A Theory of Union Power and Labor Turnover

Kai-Uwe Kühn and A. Jorge Padilla

1995_9526: El empleo por cuenta propia en España: Un análisis empírico

Raquel Carrasco

1995_9525: Los efectos de la negociación y de la información en las ofertas públicas de venta españolas

F. Ramón Ruiz

1995_9524: Plusvalías iniciales en las ofertas públicas de venta españolas

F. Ramón Ruiz

1995_9523: Un análisis de los determinantes de la edad de jubilación mediante modelos de duración

Juan A. Muñoz

1995_9522: Fiscal Policy and the Sub-Optimality of the Walsh Contract for Central Bankers

Haizhou Huang and A. Jorge Padilla

1995_9521: Changes in Spanish Labor Income Structure During the 1980's: A Quantile Regression Approach

Alberto Abadie

1995_9520: Monitoring, Liquidation, and Security Design

Rafael Repullo and Javier Suarez

1995_9519: Analytic Derivatives and the Computation of GARCH Estimates

Gabriele Fiorentini, Giorgio Calzolari and Lorenzo Panattoni

1995_9518: Endogenous Cycles in a Stiglitz-Weiss Economy

Javier Suarez and Oren Sussman

1995_9517: Quadratic ARCH Models

Enrique Sentana

1995_9516: The Economics of Bank Regulation

Sudipto Bhattacharya, W. Arnoud, Arnoud Boot and Anjan Thakor

1995_9515: Why Is Spanish Unemployment So High?

Juan Dolado and Juan F Jimeno

1995_9514: Has the EMS Reduced the Cost of Capital? Versión Revisada

Enrique Sentana, Mustaq Shah and Sushil Wadhwani

1995_9513: Time Non-Separabilities in Preferences: A Household Data Analysis

J. David López-Salido

1995_9512: Learning About Intertemporal Substitution in Consumption from Alternative Data and Preference Specifications: The Case of Spain

J. David López-Salido

1995_9511: Credit Markets and Real Economic Activity: A Model of Financial Intermediation (New Version: See CEMFI WP 9604)

Rafael Repullo and Javier Suarez

1995_9510: Los mercados de futuros: Primas de riesgo, integración con los mercados de contado y poder de cobertura

Ángel M. Mencía

1995_9509: Unobserved Components in ARCH Models: An Application to Seasonal Adjustment

Gabriele Fiorentini and Agustín Maravall

1995_9508: New Evidence on International Capital Market Integration

Byung-Kun Rhee

1995_9507: Riesgo y rentabilidad en el mercado de valores español

Enrique Sentana

1995_9506: Una medida del incremento de bienestar inducido por la introducción del mercado de futuros de cítricos de Valencia

Javier Esplugues Mota

1995_9505: Separabilidad entre consumo duradero y no duradero: Resultados microeconómicos para España

Marta del Olmo

1995_9504: Reducción de plantilla y problemas de viabilidad financiera: El papel de la estructura de capital

Alejandro Requejo

1995_9503: Designing Institutions for International Monetary Policy Coordination

Antonio Morales and A. Jorge Padilla

1995_9502: Consumption Behavior and Signal Extraction from Individual Income

J. David López-Salido

1995_9501: Investment and Banking: Some International Comparisons

Oren Sussman

1994_9426: Análisis media-varianza-asimetría: Una aplicación a las primas de riesgo en el mercado de valores español

Pedro Luis Sánchez Torres

1994_9425: Some Remarks on Leland's Model of Insider Trading

Rafael Repullo

1994_9424: Making Wald Tests Work for Cointegrated VAR Systems

Juan Dolado and Helmut Lütkepohl

1994_9423: Explicaciones de la recesión en Europa: ¿Se ha alejado la posibilidad de convergencia?

Jorge C. Sicilia