Ken Wilbur (Marshall School of Business, USC), Multiproduct pricing, advertising, and capacity on the high seas: A structural model of cruise supply and demand (joint with Dinesh K. Gauri and Mingyu Joo).
Tommaso Nannicini (Universidad Carlos III de Madrid ), Electoral rules and politicians' behavior: A micro test (joint with Stefano Gagliarducci).
23 July 2007:
Fernando Zapatero (Marshall School of Business, University of Southern California),Optimal risk taking with flexible income (joint with Jaksa Cvitanic and Levon Goukasian).
Manuel Arellano (CEMFI), Modelling optimal instrumental variables
for panel data models.
8 November 2001:
Deborah Minehart (University of Maryland), Specific investments
and vertical foreclosure (joint with Rachel Kranton).
20 November 2001:
Tiemen Woutersen (University of Western Ontario), Estimating
discrete choice models with fixed effects and general predetermined
variables.
12 December 2001:
Erik Heitfield (Federal Reserve Board), Monitoring, moral
hazard, and market power: A model of bank lending (joint with Daniel
Covitz).
17 December 2001:
Elena Zoido (Harvard University), Building local empires?
Managerial discretion in the supermarket industry.
18 December 2001:
Guillermo Caruana (Boston University), A theory of endogenous
commitment (joint with Liran Einav).
Second Term
9 January 2002:
Esther Ruiz (Universidad Carlos III de Madrid),
Why is GARCH more persistent and conditionally leptokurtic than stochastic
volatility? (joint with M. A. Carnero and D. Peña).
17 January 2002:
Clara Vega (University of Pennsylvania), Private information
trading and stock market's reaction to earnings announcements.
18 January 2002:
Josep Pijoan-Mas (University College London), Pricing risk in
economies with heterogenous agents and incomplete markets.
21 January 2002:
Enrique Schroth (New York University), Innovation, first-mover
advantages and differentiation in the market for corporate underwriting:
Evidence in new issues of equity linked securities.
25 January 2002:
Branco Urosevic (Haas School of Business), Optimal trading
by “Large Shareholders”.
31 January 2002:
Steffen Reichold (Columbia University), New economy and
productivity slowdown: Can learning about rate regime shifts explain
aggregate stock market behavior?
11 March 2002:
Juan Francisco Jimeno (Universidad de Alcalá de Henares
and FEDEA), Incentivos y desigualdad en el sistema español de
pensiones contributivas de jubilación.
Third Term
5 April 2002:
Joseph G. Altonji (Northwestern University),
Panel data estimators for nonseparable models with endofenous regressors.
8 April 2002:
Rafael Repullo (CEMFI), Capital requirements, market power,
and risk-taking in banking.
23 April 2002:
Luca Deidda (SOAS), Financial expertise and growth effects
of financial liberalisation.
24 April 2002:
Carlos Trucharte (Banco de España), Pro-cyclical effects
on capital requirements: Empirical evidence from a rating system
(joint with A. Marcelo).
22 May 2002:
Eugenio Miravete (University of Pennsylvania), A structural
model of nonlinear pricing competition: The early US cellular telephone
industry (joint with Lars-Hendrik Roller).
27 May 2002:
Eugenio Miravete (University of Pennsylvania), The formation
of time consistent preferences (joint with Ignacio Palacios Huerta).
3 June 2002:
John Krizan (Bureau of the Census), The link between aggregate
and micro productivity growth: Evidence from retail trade (joint
with Lucia Foster and John Haltiwanger).
12 June 2002:
Luca Deidda (CRENOS), Welfare effects of financial innovation
(joint with Michael Manove).
14 June 2002:
Gabriel Jiménez (Banco de España), Modelización
de la probabilidad de incumplimiento (PD) de las operaciones crediticias
utilizando información exclusivamente de la Central de Información
de Riesgos (joint with Jesús Saurina) .
19 June 2002:
Eric Renault (Université de Montreal), Minimum chi-square
estimation with conditional moment restrictions (joint with Hélène
Bonnal).
25 June 2002:
Paolo Marullo (Banca d'Italia), The new capital accord and
the financing of the corporate sector in Italy.
16 July 2002:
Fernando Zapatero (University of Southern California), Revisiting
Treynor and Black: An intertemporal model of active portfolio management
(joint Jaksa Civitanic, Ali Lazrak and Lionel Martellini).
2000 - 2001
First Term
26 September 2000:
Pedro Pereira (Universidad Complutense), Electronic commerce,
consumer search and cost reduction, (joint with Cristina Mazón).
16 October 2000:
Frank Windmeijer (Institute for Fiscal Studies), Finite sample
inference for GMM in linear panel data models.
2 November 2000:
Hidehiko Ichimura (University College London), Direct estimation
of policy impacts (joint with Christopher Taber).
23 November 2000:
Myoung-jae Lee (University of Tsukuba), Orthant dependence
to bound regression functions in sample-selection models: Could Dole have
won?
Second Term
8 January 2001:
Sergio Rebelo (Kellogg Graduate School of Management),
Distribution costs and real exchange rate dynamics during exchange-rate-based
stabilizations.
16 January 2001:
Ane Tamayo (University of Rochester), Stock return predictability,
conditional asset pricing models and portfolio selection.
18 January 2001:
Andrea Caggese (London School of Economics), Financing constraints,
irreversibility, and firm dynamics: Theory and empirical evidence.
22 January 2001:
Evi Pappa (Universitat Pompeu Fabra), Should the ECB and the
FED cooperate? Optimal monetary policy in a two-country world.
29 January 2001:
Andrew Ellul (London School of Economics), The market maker
rides again: Volatility and order flow dynamics in a hybrid market.
12 February 2001:
Claudia Olivetti (University of Pennsylvania), Changes in
women's hours of market work: The effect of changing returns to experience.
13 February 2001:
Jean-Etienne de Betignies (Chicago University), Product market
competition and the allocation of property rights between investors and
entrepreneurs.
14 February 2001:
Davide Lombardo (Stanford University), Is there a cost to poor
institutions?
16 February 2001:
Alexander Mürmann (London School of Economics), Pricing
catastrophe insurance derivates.
21 February 2001:
Rafael Repullo (CEMFI), Why did banks overbid? An empirical
model of the fixed rate tenders of the eEropean Central Bank (joint
with Juan Ayuso).
26 February 2001:
Javier Álvarez (Universidad de Alicante), Modelling income
processes with lots of heterogenity (joint with Martin Browning and
Mette Ejrnaes).
14 March 2001:
Giorgio Topa (New York University), An empirical analysis of
religious homogamy and socialization in the US (joint with Alberto
Bisin and Thierry Verdier).
Third Term
17 April 2001:
Hsueh-Ling Huynh (Boston University), How to take
an exam if you must: Decision under deadline (joint with Sumon Majumdar).
23 April 2001:
Matilde Machado (Universidad Carlos III de Madrid), A consistent
estimator for the binomial distribution in the presence of “Incidental
Parameters”.
8 May 2001:
Tuomas Valimaki (Bank of Finland), Fixed rate tenders and the
overnight money market equilibrium.
9 May 2001:
Juan M. Rodríguez Poo (Universidad de Cantabria), Intraday
seasonality and news impact on ultra high frequency data (joint with
Antoni Espasa and David Veredas).
14 May 2001:
Jesús Santos (University of Chicago), Referrals
(joint with Luis Garicano).
15 May 2001:
Kenneth Binmore (University College London), How and why did
fairness norms evolve.
23 May 2001:
José Víctor Ríos-Rull (University of Pennsylvania),
Why the US taxes capital more than Europe? (joint with Paul Klein
and Vincenzo Quadrini).
4 June 2001:
Charu G. Raheja (Stern School - NYU), The interaction of insiders
and outsiders in monitoring: A theory of corporate boards.
5 June 2001:
Bob Rosenthal (Boston University), Three-object two-bidder
simultaneous auctions: Chopsticks and tetrahedra (joint with Balazs
Szentes).
13 June 2001:
Issam Hallak (University of Oxford), The determinants of up-front
fees on bank loans to LDC sovereigns.
22 June 2001:
Víctor Aguirregabiria (Boston University), Sequential estimation
of dynamic discrete games: A model of banks' entry and location decisions.
10 July 2001:
Ildefonso Méndez (Universidad de Murcia), Labour supply,
sample selection and wage discrimination.
17 July 2001:
Fernando Zapatero (University of Southern California, Los Angeles),
Executive stock options with effort disutility and choice of volatility
(joint with Abel Cadenillas and Jaksa Cvitanic).
6 September 2001:
Tano Santos (University of Chicago), Labor income and predictable
stock returns.
11 September 2001:
Francisco Villarreal (University of Warwick), On the coexistence
of gross and net payment systems.
1999 - 2000
First Term
21 September 1999:
Pierre-André Chiappori (University of Chicago), Testing
for asymmetric information in insurance markets (joint with Bernard
Salanié).
18 October 1999:
Rebeca de Juan (Fundación Empresa Pública), The
independent submarkets model: An application to the Spanish retail banking
market.
21 October 1999:
Roger E.A. Farmer (European University Institute), The monetary
transmission mechanism (joint with Jess Benhabib).
26 October 1999:
Mette Ejrnaes (Institute of Economics, University of Copenhagen),
Consumption and children (joint with Martin Browning).
27 October 1999:
Diego Moreno (Universidad Carlos III de Madrid), Prices, delay
and the dynamics of trade (joint with John Wooders).
4 November 1999:
Javier Mato (Universidad de Oviedo), La estimación de
los efectos sobre el empleo de los programas de formación de desempleados:
Un ejercicio cuasi-experimental.
10 November 1999:
Javier Suárez (CEMFI), Business creation, the stock market,
and the recycling of informed capital (joint with Claudio Michelacci).
23 November 1999:
Enrique Sentana (CEMFI), Factor representing portfolios in
large asset markets.
10 December 1999:
Samuel Bentolila (CEMFI), Will EMU increase eurosclerosis?
13 December 1999:
Timothy Van Zandt (INSEAD), Robustness of adaptive expectations
as an equilibrium selection device (joint with Martin Lettau).
14 December 1999:
Rafael Repullo (CEMFI), Foreign bank ownership: A supervisory
perspective.
21 December:1999
Ana Fernandes (CEMFI), Altruism with edogenous labor supply.
Second Term
18 January 2000:
Diego García (University of California, Berkeley), Incomplete
contracts in investment models.
21 January 2000:
Laura Valderrama (London School of Economics), Cooperatives
versus outside ownership in a model of dynamic voting.
24 January 2000:
Massimo Guidolin (University of California, San Diego), Implied
learning paths from option prices.
3 February 2000:
Gerard Llobet (University of Rochester), Rewarding sequential
innovators: Prizes, patents and buyouts (joint with Hugo Hopenhayn
and Mathew Mitchell).
16 February 2000:
Juan J. Dolado (Universidad Carlos III de Madrid), Long range
dependence in Spanish political opinion poll series.
22 February 2000:
Giovanna Nicodano (Universita degli Studi di Torino), Internal
capital markets in business groups.
27 March 2000:
Jens Larsen (Bank of England), Efficiency wages, matching and
unemployment - An analysis for four OECD countries.
30 March 2000:
Narayana Kocherlakota (University of Minnesota and Federal Bank
of Minneapolis), Endogenous illiquidity: Optimal co-existence of money
and nominal bonds.
Third Term
17 May 2000:
Antonio J. Morales (Universidad de Málaga), Equilibrium
properties of reinforcement learning by imitation.
22 May 2000:
Masako Ueda (Universitat Pompeu Fabra), Optimal project rejection
and new firm start up.
7 June 2000:
Robert Marquez (University of Maryland), Flight to quality
or to captivity? Information and credit allocation (joint with Giovanni
Dell'Ariccia).
11 June 2000:
Margarida Catalão (Banco de Portugal), Stable mergers
and cartels involving asymmetric firms.
21 July 2000:
Fernando Zapatero (University of Southern California, Los Angeles),
Monte Carlo computation of optimal portfolios in complete markets
(joint with Jaksa Cvitanic and Levon Goukasian).
1998 - 1999
First Term
30 October 1998:
Ricardo Lagos (London School of Economics), What shifts the
beveridge curve?
19 November 1998:
Isabelle Broccas (ECARE), A theory of haste with
applications to construction of nuclear power plants and extinction of
endangered species.
20 November 1998:
Namkee Ahn (FEDEA), Job bust, baby bust: The Spanish case.
2 December 1998:
Jesús Saurina (Banco de España), ¿Existe
alisamiento del beneficio en las cajas de ahorro españolas?
10 December 1998:
Paolo Zaffaroni (Banca D'Italia), Gaussian inference
on certain long-range dependent volatilitymodels.
15 December 1998:
Jean Imbs (New York University & University of Lausanne),
Co-fluctuations.
17 December 1998:
Anton Braun (International University of Japan), A Markov analysis
of convergence and cycles in Japanese prefectures.
Second Term
11 January 1999:
Ernesto Villanueva (Northwestern University), Intergenerational
transfers: How do parents tax their kid'sincome?
19 January 1999:
Oren Sussman (Ben Gurion University), Financial innovations
and corporate insolvency.
2 February 1999:
Dolores Collado (Universidad de Alicante), Income and expenditures:
Panel data estimates.
24 February 1999:
Michael Manove (Boston University), Racial discrimination in
labor markets with announcedwages.
24 March 1999:
Martin Browning (University of Copenhagen), Modelling demands
and labour supply using m-demands.
Luis M. Viceira (Harvard Business School), Dynamic consumption
and portfolio choice with stochastic volatility.
29 April 1999:
Jon Danielsson (London School of Economics), Real trading patterns
and prices in spot foreign exchange markets (joint with Richard Payne).
31 May 1999:
Russell Davidson (GREQAM and Université de Marseille), Statistical
inference for stochastic dominance andfor the measurement of poverty
and inequality.
7 June 1999:
Andrés Almazán (University of Texas), Optimal
corporate governance structures.
7 July 1999:
Fernando Zapatero (University of Southern California), Optimal
central bank intervention in the foreign exchange market (joint with
Abel Cadenillas).
12 July 1999:
Manuel Arellano (CEMFI), Underidentification? (joint with
Lars Hansen and Enrique Sentana).
