Number

Author

Title

Publication

[0913]

Javier Mencía
Enrique Sentana

Valuation of VIX derivatives (Abstract)

[0912]

Gabriele Fiorentini
Enrique Sentana

Dynamic specification tests for static factor models (Abstract)

[0911]

Yusuke Kamishiro
Roberto Serrano

Equilibrium blocking in large quasilinear economies (Abstract)

[0910]

Josep Pijoan-Mas
Virginia Sánchez-Marcos

Spain is different: Falling trends of inequality (Abstract)

Review of Economic Dynamics, forthcoming

[0909]

Roland Pongou
Roberto Serrano

A dynamic theory of fidelity networks with an application to the spread of hiv / aids (Abstract)

[0908]

Roberto Serrano
Rajiv Vohra

Multiplicity of mixed equilibria in mechanisms: A unified approach to exact and approximate implementation (Abstract)

[0907]

Roberto Serrano

On Watson’s non-forcing contracts and renegotiation (Abstract)

Economics Bulletin, 29 (2009), pp. 2357-2367

[0906]

Stéphane Bonhomme
Ulrich Sauder

Accounting for unobservables in comparing selective and comprehensive schooling (Abstract)

[0905]

Manuel Arellano
Lars Peter Hansen
Enrique Sentana

Underidentification? (Abstract)

[0904]

Manuel Arellano
Stéphane Bonhomme

Identifying distributional characteristics in random coefficients panel data models (Abstract)

[0903]

Rafael Repullo
Jesús Saurina
Carlos Trucharte

Mitigating the procyclicality of Basel II (Abstract)

[0902]

Max Bruche

Bankruptcy codes, liquidation timing, and debt valuation (Abstract)

[0901]

Max Bruche
Javier Suarez

The macroeconomics of money market freezes (Abstract)

Journal of Monetary Economics, 57 (2010), forthcoming. (New version under the title "Deposit insurance and money market freezes".)

Number

Author

Title

Publication

[0813]

Rubén Hernández-Murillo
Gerard Llobet
Roberto Fuentes

Strategic online-banking adoption (Abstract)

[0812]

Francisco Maeso
Ildefonso Mendez

The role of partnership status and expectations on the emancipation behaviour of spanish graduates (Abstract)

[0811]

Ildefonso Mendez

Intergenerational time transfers and internal migration: Accounting for low spatial mobility in southern europe (Abstract)

[0810]

Ildefonso Mendez

Promoting permanent employment: Lessons from spain (Abstract)

[0809]

Rafael Repullo
Javier Suarez

The procyclical effects of Basel II (Abstract)

[0808]

Anna Layne-Farrar
Gerard Llobet
A. Jorge Padilla

Are joint negotiatios in standard setting "reasonably necessary"? (Abstract)

[0807]

Enrique Sentana

The econometrics of mean-variance efficiency tests: A survey (Abstract)

Econometrics Journal 12 (3), pp. C65-C101, November 2009.

[0806]

Dante Amengual
Enrique Sentana

A comparison of mean-variance efficiency tests (Abstract)

Journal of Econometrics, 154 (1), pp. 16-34, January 2010.

[0805]

Javier Mencía
Enrique Sentana

Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Abstract)

Journal of Econometrics, 153 (2009), pp. 105-210

[0804]

Javier Mencía
Enrique Sentana

Distributional tests in multivariate dynamic models with normal and student t innovations (Abstract)

[0803]

Cristina López-Mayán

Microeconometric analysis of residential water demand (Abstract)

[0802]

Joan Llull

The impact of immigration on productivity (Abstract)

[0801]

David Martinez-Miera
Rafael Repullo

Does competition reduce the risk of bank failure? (Abstract)

Number

Author

Title

Publication

[0719]

Enrique Moral-Benito

Determinants of economic growth: A bayesian panel data approach (Abstract)

[0718]

Samuel Bentolila
Juan J. Dolado
Juan F. Jimeno

Does immigration affect the phillips curve? Some evidence for spain (Abstract)

European Economic Review, 52 (2008), pp. 1398-1423

[0717]

Laura Hospido

Modelling heterogeneity and dynamics in the volatility of individual wages (Abstract)

[0716]

Stefano Gagliarducci
Tommaso Nannicini
Paolo Naticchioni

Electoral rules and politicians’ behavior: A micro test (Abstract)

[0715]

Francisco Peñaranda
Enrique Sentana

Duality in mean-variance frontiers with conditioning information (Abstract)

[0714]

Antonio Diez de los Ríos
Enrique Sentana

Testing uncovered interest parity: a continuous-time approach (Abstract)

[0713]

Gabriele Fiorentini
Enrique Sentana

On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models (Abstract)

[0712]

Rene Saran
Roberto Serrano

The evolution of bidding behavior in private-values auctions and double auctions (Abstract)

[0711]

Víctor Aguirregabiria
Pedro Mira

Dynamic discrete choice structural models: A survey (Abstract)

Journal of Econometrics (2009), forthcoming

[0710]

Allan M. Feldman
Roberto Serrano

Arrow’s impossibility theorem: Preference diversity in a single-profile world (Abstract)

Harvard College Mathematics Review, 2 (2008), pp. 46-57

[0709]

Roberto Serrano

Cooperative games: Core and shapley value (Abstract)

R. Meyers (ed.), Cooperative Games: Core and Shapley Value. Encyclopedia of Complexity and Systems Science, New York: Springer, 2009

[0708]

Antonio Cabrales
Roberto Serrano

Implemetation in adaptive better-response dynamics (Abstract)

[0707]

Roberto Serrano

El uso de sistemas dinámicos estocásticos en la teoría de juegos y la economía (Abstract)

Matematicalia, 3 (2007)

[0706]

Robert J. Aumann
Roberto Serrano

An economic index of riskiness (Abstract)

Journal of Political Economy, 116 (2008), pp. 810-836

[0705]

Claudio Michelacci
Josep Pijoan-Mas

The effects of labor market conditions on working time: The US-EU experience (Abstract)

[0704]

Abel Elizalde

From Basel I to Basel II: An analysis of the three pillars (Abstract)

[0703]

Damien Geradin
Anne Layne-Farrar
A. Jorge Padilla

The ex ante auction model for the control of market power in standard setting organizations (Abstract)

[0702]

Anne Layne-Farrar
A. Jorge Padilla
Richard Schmalensee

Pricing patents for licensing in standard setting organizations: Making sense of FRAND commitments (Abstract)

Antitrust Law Journal, 74 (2006), pp. 671-706

[0701]

Damien Geradin
Anne Layne-Farrar
A. Jorge Padilla

Royalty stacking in high tech industries: Separating myth from reality
(Abstract)

Number

Author

Title

Publication

[0615]

New V.

Laura Crespo

Caring for parents and employment status of European mid-life women
(Abstract)

Börsch-Supan, A., A. Brugiavini, H. Jürges, A. Kapteyn, J. Mackenbach, J. Siegrist, and G. Weber (eds.), Health, Ageing and Retirement in Europe (2004-2007). Starting the Longitudinal Dimension, Mannheim: Mannheim Research Institute for the Economics of Aging (MEA)

[0614]

Manuel Arellano
Stéphane Bonhomme

Robust priors in nonlinear panel data models
(Abstract)

Econometrica, 77 (2009), pp. 489-536

[0613]

Manuel Arellano
Jinyong Hahn

A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
(Abstract)

[0612]

Max Bruche
Carlos González-Aguado

Recovery rates, default probabilities and the credit cycle
(Abstract)

Journal of Banking and Finance, forthcoming

[0611]

Javier Díaz-Giménez
Josep Pijoan-Mas

Flat tax reforms in the U.S.: A boon for the income poor
(Abstract)

[0610]

Max Bruche

Estimating structural models of corporate bond prices
(Abstract)

[0609]

Gema Zamarro

Accounting for heterogeneous returns in sequential schooling decisions
(Abstract)

[0608]

Abel Elizalde

Credit risk models IV: Understanding and pricing CDOs
(Abstract)

[0607]

Abel Elizalde

Credit risk models III: Reconciliation reduced – structural models
(Abstract)

[0606]

Abel Elizalde

Credit risk models II: Structural models
(Abstract)

[0605]

Abel Elizalde

Credit risk models I: Default correlation in intensity models
(Abstract)

[0604]

Gerard Llobet
Michael Manove

Network size and network capture
(Abstract)

[0603]

José Cerón
Javier Suarez

Hot and cold housing markets: International evidence (Abstract)

[0602]

Guillermo Caruana
Liran Einav

Production targets (Abstract)

Rand Journal of Economics, 39 (2008), pp. 990-1017

[0601]

Beatriz Domínguez
Juan-José Ganuza
Gerard Llobet

R&D in the pharmaceutical industry: A world of small innovations
(Abstract)

Management Science, 55 (2009), pp. 539-551