Documentos de Trabajo del ICAE

From Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
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0309: Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)

Teodosio Pérez-Amaral, Giampiero Gallo and Halbert White

0307: Environmental fiscal policies might be ineffective to control pollution

Esther Fernández, Pfe216, Rafaela Perez and Jesus Ruiz

0306: La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas

Juan Jimenez-Martin and Rodrigo Peruga Urrea

0305: Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"

Maria Jesus Delgado Rodriguez and Inmaculada Álvarez

0304: Contenido informativo de los cambios de Rating en el mercado de Valores Español

Pilar Abad and M. Dolores Robles Fernandez

0303: Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital

Gustavo Marrero and Alfonso Novales

0302: Growth and Welfare: Distorting versus Non-Distorting Taxes

Gustavo Marrero and Alfonso Novales

0301: Trade Shoks and Aggregate Fluctuations in an Oil-Exporting Economy

Francisco J. Sáez and Luis Puch

0228: Treasury actions: The Spanish format

Francisco Alvarez Gonzalez and Cristina Mazón

0227: The Role of Simulation Methods in Macroeconomics

Alfonso Novales

0226: Dynamic correlations and forecasting of term structure slopes in eurocurrency market

Alfonso Novales and Emilio Domínguez Irastorza

0225: Can forward rates be used to improve interest rate forecasts?"

Alfonso Novales and Emilio Domínguez Irastorza

0224: A factor model of term structure slopes in eurocurrency markets

Alfonso Novales and Emilio Domínguez Irastorza

0223: Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market

Alfonso Novales and Juan Angel Lafuente

0222: An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets

Pilar Abad and Alfonso Novales

0221: The Forecasting Ability of Factor Models of the Term Structure of IRS Markets

Pilar Abad and Alfonso Novales

0220: Volatility Transmission acros the Term Structure of Swap Markets: International Evidence

Pilar Abad and Alfonso Novales

0219: Risk Premia in the Term Structure of Swaps in Pesetas

Alfonso Novales and Pilar Abad

0218: Analysis and Comparisons of some Solution Concepts for Stochastic Programming Problems

Rafael Caballero, Emilio Cerdá, María del Mar Muñoz and Lourdes Rey

0217: Stochastic Approach versus Multiobjective Approach for Obtaining Efficient Solutions in Stochastic Multiobjective Programming Problems

Rafael Caballero, Emilio Cerdá, del Mar Muñoz Mª and Lourdes Rey

0216: Dynamic Laffer Curve in an Endogenous Growth Model with Pollution

Esther Fernández, Mesferna@ccee.ucm.es, Rafaela Perez and Jesus Ruiz

0215: Un modelo de Uso Eficiente de las Infraestructuras Públicas

Rafaela Perez

0214: Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation

Juan Angel Lafuente and Jesus Ruiz

0213: The New Market Effect on Return and Volatility of Spanish Sector Indexes

Juan Angel Lafuente and Jesus Ruiz

0212: Política Fiscal Óptima: el estado de la Cuestión

Baltasar Manzano and Jesus Ruiz

0211: Experimentos de Política Fiscal por el Lado de la Oferta en un Modelo Monetario de Crecimiento Endógeno

Jesus Ruiz

0210: Medición de la Eficiencia técnica para los Países de la UE-15

Maria Jesus Delgado Rodriguez and Inmaculada Álvarez

0209: Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario

José Luis Fernández Serrano and M. Dolores Robles Fernandez

0208: Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50

Luisa Nieto, M. Dolores Robles Fernandez and Ángeles Fernández

0207: ¿Es Óptimo Pagar Intereses por los Activos de Caja?

Esther Fernández

0206: Política Monetaria Óptima en un Modelo con Intermediación Financiera

Esther Fernández

0205: Duality in Fractional Programming Involving Locally Arcwise Connected and Related Functions

I.M. Stancu-Minasian, Ricardo Caballero, Emilio Cerdá and M.M. Muñoz

0204: An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples

Marcos Bujosa, Antonio García Ferrer and Peter Young

0203: A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes

Andrés Bujosa, Marcos Bujosa and Antonio García Ferrer

0202: A Dynamic Model of Final Service Competition in fixed Electronic Communications under a Capacity Interconnection Regime

José G. Aguilar Barceló

0201: A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)

Halbert White, Giampiero Gallo and Teodosio Pérez-Amaral

0111: Costly capital reallocation and energy use

Antonia Díaz, Luis Puch and María Guilló

0110: Structural Breaks and interest rates forecast: a sequential approach

José Luis Fernández Serrano and M. Dolores Robles Fernandez

0109: Coordinating short- and long-run public investment rules

Gustavo Marrero

0108: Indeterminación y función de utilidad no separable en consumo público y ocio

Esther Fernández and Jesus Ruiz

0107: Time-to build, growth and welfare

Esther Fernández and Jesus Ruiz

0106: Dynamic Laffer Curves

Alfonso Novales and Jesus Ruiz

0105: Growth and welfare: Distorting versus non-distorting taxes

Gustavo Marrero and Alfonso Novales

0104: Cheating for the common good in a Macroeconomic policy game

Francisco Alvarez Gonzalez and Christophe Deissenberg

0103: The effect of public infrastructure on private activity: Evidence from the spanish regions

Maria Jesus Delgado Rodriguez and Inmaculada Álvarez

0102: Electronic commerce, consumer search and reailing cost reduction

Cristina Mazón and Pedro Pereira

0101: Optimal Growth under Endogeneous Depreciation, Capital Utilization and Maintenance Costs

Omar Licandro, Luis Puch and J. Ramón Ruiz Tamaritz

9415: Horizontal and vertical inequality in a social welfare framework

Rafael Salas del Marmol

9413: Equívocos y singularidades en el sistema financiero español

Jaime T erceiro Lomba

9412: A retrial model at nonstationary regime

Mercedes Vázquez

9411: A retrial system with constant attempts

Mercedes Vázquez

9410: Trade balances: do exchange rates matter?

Rodrigo Peruga

9409: Distribución de la renta y resdistribución a través del IRPF en España

Rafael Salas del Marmol

9408: Una nota sobre la estimación eficiente de modelos con parámetros cambiantes

Sonia Sotoca López

9407: Money demand instability and the performance of the monetary model of exchange rates

Rodrigo Peruga

9403: Estadísticos para la detección de observaciones anómalas en modelos de elección binaria: una aplicación con datos reales

Gregorio R. Serrano García

9401: Contrastes de momentos y de la matriz de información

Teodosio Pérez Amaral

9318: Business Telephone Traffic Demand in Spain; 1980-1991, An econometric Approach

Teodosio Pérez Amaral, Francisco Alvarez Gonzalez and Bernardo Moreno

9317: The exact likelihood function for the vector ARMA model

José Alberto Mauricio Arias

9316: Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models

José Alberto Mauricio Arias

9315: Monetary policy with private information: a role for monetary targets

José I. García de Paso

9314: Central Bank Structure and monetary policy uncertainty

José I. García de Paso

9313: Public Capital and Aggregate Growth in the United States: Is Public Capital Productive?

Rafael Flores de Frutos and Alfredo Pereira

9312: Further evidence on forecasting international GNP growth rates using unobserved components transfer function models

Antonio García Ferrer, Juan del Hoyo Bernat, Peter C. Young and Alfonso Novales

9311: General dynamics in overlapping generations models

Carmen Carrera Calero and Manuel Morán Cabré

9310: Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data

Antonio García Ferrer, Juan del Hoyo Bernat, Peter C. Young and Alfonso Novales

9308: Testing theories of economic fluctuations and growth in early development. (The case of the Chesapeake tobacco economy)

Rafael Flors de Frutos and Alfredo Pereira

9307: Teorías del tipo de cambio: una panorámica

Oscar Bajo-Rubio and Simon Sosvilla-Rivero

9306: Price Volatility Under Alternative Monetary Instruments

Alfonso Novales

9305: El tipo de cambio propio: reformulación del concepto y estimación para el caso español

Jose de Hevia

9304: Tax analysis in a limit pricing model

Felix Marcos

9303: Cambios de estructuras de Gasto y de Consumo en el Cálculo del IPC

Antonio Abadía Caselles

9302: Sobre la Estimación de Primas por Plazo dentro de la Estructura Temporal de Tipos de Interes

Rafael Flores de Frutos

9301: Análisis del comportamiento de las cotizaciones reales en la bolsa de Madrid bajo la hipótesis de eficiencia

Rafael Flores de Frutos