Ildefonso Méndez (Universidad de Murcia), The role of partnership status and perceived job insecurity on the emancipation behaviour of Spanish graduates.
3 December 2007:
Cristian Bartolucci (CEMFI), Detecting wage discrimination from matched employer-employee panel data. Evidence from Germany..
4 December 2007:
Veruska Oppedisano (Università di Torino), The effects of the expansion of higher education in Italy .
11 December 2007:
Alicia Barroso (CEMFI), Advertising and consumer awareness of a new product. (Job Market)
Second term
30 January 2008:
Carlos González (CEMFI), On the relationship between credit cycles and business cycles.
5 February 2008:
Marco Alfano (University of Warwick ), Female empowerment and education of the subsequent generation (joint with Wiji Arulampalam and Uma Kambhampati).
19 February 2008:
Joan Llull (CEMFI), The effect of immigration on incentives to education.
28 February 2008:
Enrique Moral (CEMFI), The Productivity of infrastructures: A panel cointegration approach (joint with Luis Serven and Cesar Calderon).
4 March 2008:
Koen Jochmans (CEMFI), Bias correction for non-stationary panel data models with incidental parameters.
Third term
22 April 2008:
Marco Alfano (Warwick University), Husband versus wife: A structural model of indian families.
30 April 2008:
Cristian Bartolucci (CEMFI), A structural approach to the native-immigrant wage gap using matched employer-employee data.
2 July 2008:
Cristina López Mayán (CEMFI), Educational decisions of young Spanish people.
8 July 2008:
Carlos González Aguado (CEMFI), On the relationship between credit risk and the business cycle.
2006 - 2007
First term
10 October 2006:
Carlos González (CEMFI), Recovery rates, default probabilities and the credit cycle.
7 November 2006:
Michal Kowalik (University of Mannheim), Implementation and cost of capital requirements in banking.
18 December 2006:
Albrecht Glitz (UCL), The labour market impact of inmigration: Quasi-experimental evidence.
19 December 2006:
Laura Hospido (CEMFI), Modelling heterogeneity and dynamics in the volatility of individual wages.
Second term
12 January 2007:
Alicia Barroso (CEMFI), Advertisement and behavior.
7 February 2007:
Cristian Bartolucci (CEMFI), Detecting wage discrimination from matched employer-employee panel data. Evidence from Germany.
14 February 2007:
Cristina López-Mayán (CEMFI), Microeconometric analysis of household water demand .
19 February 2007:
Gian Piero Aielli (Università di Pisa), Three-parameter march model: A simple approach to the modeling of volatility comovements.
6 March 2007:
David Martínez Miera (CEMFI), Do capital requirements reduce the risk of bank failure?
27 March 2007:
Florian Zainhofer (Fribourg University), Individualization of occupational retirement provision in Switzerland.
Third term
16 May 2007:
Sara Pinoli (Bocconi University), The puzzling no-effect of minimum wage: Rational expectations and employment protection legislation.
6 June 2007:
Graciela Sanromán (CEMFI), Household shares of risky assets: Estimating a life cycle model with heterogeneous participation costs from panel data.
18 July 2007:
Michal Kowalik (University of Mannheim ), Risk taking and managerial compensation in banking.
2005 - 2006
First Term
3 October 2005:
Andrea Macrina (Kings College London), Beyond
hazard rates: A new framework for credit-risk modelling (joint with Dorje C. Brody and Lane P.
Hughston).
15 November 2005:
Ulrich Sauder (University of Warwick), Cyclic games and commitment:
Grandparents bequests and investments in child education.
22 November 2005:
Abel Elizalde (CEMFI), From Basel I to
Basel II: An analysis of the three pillars.
29 November 2005:
Francisco Javier Mencía (CEMFI), Testing
dependence between financial returns. An application to the
hedge fund industry.
Second Term
7 February 2006:
Alicia Barroso (CEMFI), Why do firm spend mony on
advertising? Analysis of the Spanish automobile market.
14 March 2006:
Laura Hospido (CEMFI), Modelling heterogeneity
and dynamics in the volatility of individual wages.
Third Term
24 April 2006:
Ulrich Sauder (University of Warwick), Education transmission
accross three generations - new evidence from NCDS data.
Gema Zamarro (CEMFI), Accounting for heterogeneous returns in a sequential
model of schooling decisions.
28 September 2004:
Stephane Bonhomme (Université de Paris I), Modelling earnings trajectories with
copulas.
19 October 2004:
Abel Elizalde (CEMFI), Credit risk dependence structure: An application
to U.S. firms.
30 November 2004:
Gema Zamarro (CEMFI), Accounting for heterogeneous returns in sequential
schooling decisions.
Second Term
1 February 2005:
Alicia Barroso (CEMFI), Advertising and consumer choice: A model
for the Spanish automobile industry of the 90´s.
22 February 2005:
Laura Hospido (CEMFI), Modelling income variance dynamics with individual
heterogeneity.
Third Term
7 June 2005:
Stephan Bonhomme (Université de Paris I), Nonparametric identification and estimation
of independent factor models.
21 June 2005:
Ildefonso Méndez Martínez (CEMFI and Universidad de Murcia), Promoting permanent
employment: Learning from the Spanish experience.
2003 - 2004
First Term
27 October 2003:
Abel Elizalde (CEMFI), Default correlation in intensity models: Conditionally
independent default models, contagion models and copulas.
18 November 2003:
Antonio Díez de los Ríos (CEMFI), Testing uncovered
interest parity: A continuous time approach.
9 December 2003:
Gema Zamarro (CEMFI), Accounting for heterogeneous returns in a sequential
model for schooling decisions: Estimates from an endogenously stratified
sample.
Second Term
8 January 2004:
Víctor López Pérez (CEMFI), Inertial monetary policy and
the zero bound on nominal interest rates.
13 January 2004:
Francisco Javier Mencía (CEMFI), Estimation and testing of
dynamic models with generalised hyperbolic innovations.
Third Term
1 June 2004:
Abel Elizalde (CEMFI), From basel I to basel II: An analysis of the
three pillars.
2 June 2004:
Ulrich Wagner, Assessing collective action for the protection
of the stratospheric ozone layer.
8 June 2004:
Francisco Javier Mencía (CEMFI), Parametric properties of
semi-nonparametric distributions, with applications to option pricing.
2002 - 2003
Third Term
1 April 2003:
William Nilsson (Umea University), Opportunities. Let's make
lots of money.
Second Term
8 January 2003:
Antonio Díez de los Ríos (CEMFI), Testing for uncovered interest rate parity:
A continuous time VAR approach.
24 January 2003:
Aitor Lacuesta (University of Chicago), Self-selection in the
migration decision.
4 February 2003:
Ildefonso Méndez (CEMFI and Universidad de Murcia), An evaluation of the 1997 Spanish
labour market reform.
First Term
22 October 2002:
Graciela Sanromán (CEMFI), A discrete choice analysis of the
household shares of risky assets.
26 November 2002:
Jesús M. Carro (CEMFI), Estimating dynamic panel data discrete
choice models with fixed effects.
10 December 2002:
Gema Zamarro (CEMFI), Identification of selection models.
2001 - 2002
First Term
24 October 2001:
Ildefonso Méndez (CEMFI and Universidad de Murcia), What's wrong in QALY calculations? A test
of the predictive validity of QALYs using chronic and temporary time tradeoff
values (joint with José M. Abellán and J.L. Pinto).
27 November 2001:
Pedro Albarrán (CEMFI), The econometrics of income dynamics and rotating
panels, with an application to precautionary saving.
3 December 2001:
Cristina Barceló (CEMFI), Housing tenure and labour mobility: A comparison
across European countries.
5 December 2001:
Francisco Peñaranda (CEMFI), Stock and bond returns: Assessing the
accuracy of different density forecasts.
Second Term
8 January 2002:
Víctor López Pérez (CEMFI), Wage indexation and inflation persistence.
23 January 2002:
Martin Junge (University of Copenhagen), Labour supply for
agents facing a very generous unemployment insurance system.
12 February 2002:
Jesús Carro (CEMFI), Estimating dynamic panel data discrete choice
models with fixed effects.
25 February 2002:
Graciela Sanromán (CEMFI),Households investment in financial
assets: Evidence from Italian longitudinal data .
5 March 2002:
Ildefonso Méndez (CEMFI and Universidad de Murcia), The employment effects of the 1997 Spanish
labour market reform.
12 March 2002:
Alessandra Spremolla (Universidad de la República, Uruguay),
Asimetrías en la tasa de desempleo en Uruguay.
20 March 2002:
Antonio Díez de los Ríos (CEMFI), Factor analysis of American depositary receipts
premia: The case of Latin-America.
Third Term
28 May 2002:
Jesús Carro (CEMFI), Estimating dynamic panel data discrete choice
models with fixed effects.
4 June 2002:
Antonio Díez (CEMFI), Partial financial integration in Latin American
equity markets.
11 July 2002:
Graciela Sanromán (CEMFI), A discrete choice analysis of the household
shares of risky assets.
2000 - 2001
First Term
15 November 2000:
José Antonio García (CEMFI), A dynamic model of market
competition with stranded costs.
22 November 2000:
Víctor López Pérez (CEMFI), ¿Ha seguido el Banco de
España una regla de Taylor?
5 December 2000:
Jesús Carro (CEMFI), A dynamic model of contraceptive choice
of Spanish couples.
11 December 2000:
Francisco Peñaranda (CEMFI), Spanning tests: A joint approach.
Second Term
6 February 2001:
Cristina Barceló (CEMFI), Housing tenure and labor mobility:
An empirical investigation.
20 February 2001:
Pedro Albarrán (CEMFI), Conditional variance models of income
risk and consumption: Estimates from panel data with unobserved heterogeneity
(joint with M. Arellano, R. Blundell and E. Sentana).
15 March 2001:
Graciela Sanromán (CEMFI), Household participation in risky
asset markets: An empirical analysis.
Third Term
22 May 2001:
Jesús Carro (CEMFI), Estimating panel data discrete choice models
with fixed effects.
28 May 2001:
Víctor López Pérez (CEMFI), Wage indexation and inflation persistence.
6 June 2001:
Cristina Barceló (CEMFI), Housing tenure and labour mobility.
A comparison across European countries.
12 June 2001:
Pedro Albarrán (CEMFI), Do public transfers crowd out private
transfers? Evidence from a randomized experiment in Mexico.
21 June 2001:
Graciela Sanromán (CEMFI), A dynamic model of household portfolio
decisions.
25 June 2001:
Francisco Peñaranda (CEMFI), Predictive distributions for returns.
1999 - 2000
First Term
5 October 1999:
María Gutiérrez (CEMFI), A model of corporate
directors' fiduciary duties.
25 October 1999:
Wim Koevoets (Catholic University of Leuven), The effect of an employment subsidy
on unemployment duration.
2 November 1999:
José Antonio García (CEMFI), Stranded costs
and delegation in the deregulated electric utility industry.
16 November 1999:
Francisco Peñaranda (CEMFI), Testing derivative pricing
models: A singularity approach.
30 November 1999:
Pedro Albarrán (CEMFI), The econometric analysis of
rotating panels and cohorts.
Second Term
1 February 2000:
Cristina Barceló (CEMFI), Household tenure and transition
to employment.
29 February 2000:
Francisco Peñaranda (CEMFI), Spanning and market integration
tests in Hansen-Jagannathan frontiers.
14 March 2000:
Pedro Albarrán (CEMFI), The econometrics of the pooling
data
Third Term
16 May 2000:
Wim Koevoets (Catholic University of Leuven), Wage bargaining and efficiency wages
in a Cournot duopoly.
9 June 2000:
Cristina Barceló, Housing tenure and labour mobility
as joint discrete decisions in a structural dynamic model.
