Documentos de Trabajo del ICAE

From Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
Contact information at EDIRC.
Bibliographic data for series maintained by Águeda González Abad ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2502: Divorce Insurance: A Concept Ahead of Its Time or Doomed to Fail?

Carlos Vidal-Melia

2501: Eco-RETINA: a green flexible algorithm for model building

Javier Capilla, Alba Alcaraz, Angel Valarezo Unda, García-Hiernaux, Alfredo and Pérez Amaral, Teodosio

2404: Credit and Inventories in Illiquid Housing Markets

Antonia Díaz

2403: Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo (The Challenges of Inequality: Measures and Perspectives for International Economics and Development)

Alfonso Novales

2402: Strategy-Proof Social Choice Correspondences and Single Peaked Preferences

Carmelo Rodríguez-à Lvarez

2401: Labor reallocation effects of furlought schemes: evidence from two recessions in Spain

Antonia Díaz, Juan Dolado, Alvaro Jáñez and Felix Wellschmied

2307: How Is the Spanish Economy Doing? Thoughts in Electoral Time (¿Cómo está la economía española?: Reflexiones en período electoral)

Alfonso Novales

2306: La economía política del Plan de Recuperación, Transformación y Resiliencia (The Political Economy of the Recovery, Transformation, and Resilience Plan)

Alfonso Novales

2305: The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance (La evaluación de políticas públicas en España: equívocos e incumplimientos)

Alfonso Novales

2304: El sector público que necesitamos tras la pandemia

Alfonso Novales

2303: The implicit (un)healthy life expectancy used for pricing long-term care insurance and life care annuities

Carmelo Rodriguez-Alvarez and Antonio Romero-Medina

2301: Geographic Mobility Over the Life-cycle

Antonia Díaz, Alvaro Jañez and Felix Wellschmied

2205: Housing Prices and Credit Constraints in Competitive Search

Antonia Díaz, Belén Jerez and Juan P. Rincón-Zapatero

2204: Online Appendix to News-driven housing booms: Spain vs. Germany

Laurentiu Guinea, Luis Puch and Jesus Ruiz

2203: Life care annuities to help couples cope with the cost of long-term care

Manuel Ventura-Marco, Carlos Vidal-Melia and Juan Manuel Pérez-Salamero González

2202: Desigualdad: una revisión actualizada (Inequality: Un updated review)

Alfonso Novales

2201: The Hedging Cost of Forgetting the Exchange Rate

Beatriz de la Flor, Javier Ojea-Ferreiro and Eva Ferreira

2110: Maximal Domains for Strategy-Proof Pairwise Exchange

Carmelo Rodriguez-Alvarez

2109: Gender Distribution across Topics in the Top 5 Economics Journals: A Machine Learning Approach

J. Ignacio Conde-Ruiz, Juan-José Ganuza, Manu García and Luis Puch

2108: COVID-19 restrictions in the US: wage vulnerability by education, race and gender

Borja Gambau, Juan Palomino, Juan Rodríguez and Raquel Sebastian

2107: CO2 Emissions and Energy Technologies in Western Europe

Josué Barrera-Santana, Gustavo Marrero, Luis Puch and Antonia Díaz

2106: Bank Credit Risk Events and Peers’ Equity Value

Ana-Maria Fuertes and M. Dolores Robles Fernandez

2105: From “Table 29” to the actuarial balance sheet: is it really that big a leap?

Anne M. Garvey, Juan Manuel Pérez-Salamero González, Manuel Ventura-Marco and Carlos Vidal-Melia

2104: Differences in life expectancy between self-employed workers and paid employees when retirement pensioners: evidence from Spanish social security records

Juan Manuel Pérez-Salamero González, Marta Regúlez-Castillo and Carlos Vidal-Melia

2103: The COVID-19 shock on the labour market: Poverty and inequality effects across Spanish regions

Juan Palomino, Juan Rodríguez and Raquel Sebastian

2102: Mortality and life expectancy trends for male pensioners by pension income level

Juan Manuel Pérez-Salamero González, Marta Regúlez Castillo and Carlos Vidal-Melia

2101: Digital divides across consumers of internet services in Spain using panel data 2007-2019. Narrowing or not?

Teodosio Pérez Amaral, Angel Valarezo Unda, Rafael López Zorzano and Teresa Garín Muñoz

2004: School Choice with Transferable Students Characteristics

Carmelo Rodriguez-Alvarez and Antonio Romero Medina

2003: Wage inequality and poverty effects of lockdown and social distancing in Europe

Juan Palomino, Juan Rodríguez and Raquel Sebastian

2002: The impact of oil prices on products groups inflation: is the effect asymmetric?

Ligia Topan, Miguel Jerez and Sonia Sotoca

2001: The impact of oil prices on products groups inflation: is the effect asymmetric?

Ligia Topan, Miguel Jerez and Sonia Sotoca

1935: Heterogeneous Effect of a Non-contributory Pension. Evidence from Bolivia

Miguel Angel Borrella-Mas, Mariano Bosch and Marcello Sartarelli

1934: La política industrial del Siglo XXI

Miguel Sebastián

1933: A critical approachto basic income: costs and incentives. An approximation to the case of Spain (Análisis crítico de la renta básica: costes e incentivos. Aplicación al caso español)

José María Casado and Miguel Sebastián

1932: News-driven housing booms: Spain vs. Germany

Laurentiu Guinea, Luis Puch and Jesus Ruiz

1931: A term structure model under cyclical fluctuations in interest rates

Manuel Moreno, Alfonso Novales and Federico Platania

1930: Splitting credit risk into systemic, sectorial and idiosyncratic components

Álvaro Chamizo and Alfonso Novales

1929: Long-term swings and seasonality in energy markets

Manuel Moreno, Alfonso Novales and Federico Platania

1928: Market risk when hedging a global credit portfolio

Álvaro Chamizo and Alfonso Novales

1927: Looking through systemic credit risk: determinants, stress testing and market value

Álvaro Chamizo and Alfonso Novales

1926: Volatility specifications versus probability distributions in VaR forecasting

Laura Garcia-Jorcano and Alfonso Novales

1925: Forward-looking asset correlations in the estimation of economic capital

Álvaro Chamizo, Alexandre Fonollosa and Alfonso Novales

1924: Backtesting Extreme Value Theory models of expected shortfall

Alfonso Novales and Laura Garcia-Jorcano

1923: A dominance approach for comparing the performance of VaR forecasting models

Laura Garcia-Jorcano and Alfonso Novales

1922: Does the pension system’s income statement really matter? A proposal for an NDC scheme with disability and minimum pension benefits

Anne M. Garvey, Manuel Ventura-Marco and Carlos Vidal-Melia

1921: Re-examining the debt-growth nexus: A grouped fixed-effect approach

Marta Gómez-Puig, Simon Sosvilla-Rivero and Inmaculada Martínez-Zarzoso

1920: Improving the representativeness of a simple random sample: an optimization model and its application to the Continuous Sample of Working Lives

Vicente Núñez-Antón, Juan Manuel Pérez-Salamero González, Marta Regúlez-Castillo and Carlos Vidal-Melia

1919: Adoption of e-commerce by individuals and digital divide: Evidence from Spain

Angel Valarezo Unda, Rafael Lopez and Teodosio Pérez-Amaral

1918: What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model

Michael McAleer

1917: What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model

Michael McAleer