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Research

Publications

Names in bold indicate members of the faculty in the corresponding year.

  • Dante Amengual and Dacheng Xiu,
    Resolution of policy uncertainty and sudden declines in volatility,
    Journal of Econometrics
    , 203 (2018), 297-315.

  • Samuel Bentolila, Marcel Jansen and Gabriel Jiménez,
    When Credit Dries Up: Job Losses in the Great Recession,
    Journal of the European Economic Association
    , 16 (2018), 650–695.

  • Manuel Arellano, Richard Blundell and Stéphane Bonhomme,
    Nonlinear persistence and partial insurance: Income and consumption dynamics in the PSID,
    American Economic Review, Papers and Proceedings
    , 108 (2018), 281-286.

  • Samuel Bentoliila, J. Ignacio García-Pérez and Marcel Jansen,
    El paro de larga duración de los mayores de 45 años,
    Papeles de Economía Española
    , 156 (2018), 30-46.

  • Nezih Guner, Yuliya Kulikova and Joan Llull,
    Marriage and health: Selection, protection and assortative mating,
    European Economic Review
    , 104 (2018), 138-166.

  • Nezih Guner, Andrii Parkhomenko and Gustavo Ventura,
    Managers and productivity differences,
    Review of Economic Dynamics
    , 29 (2018), 256-282.

  • Gerard Llobet and Jorge Padilla,
    Conventional power plants in liberalized electricity markets with renewable entry,
    The Energy Journal
    , 39 (2018), 69-91.

  • Laia Calvó-Perxas, Josep Garre-Olmo, Howard Litwin, Pedro Mira, Oriol Turró-Garriga and Joan Vilalta-Franch,
    What seems to matter in public policy and the health of informal caregivers? A cross-sectional study in 12 European countries,
    PLOS ONE
    , 13 (2018), .

  • Rafael Repullo,
    Hierarchical bank supervision,
    SERIEs-Journal of the Spanish Economic Association
    , 9 (2018), 1-26.

  • Enrique Sentana,
    Volatility, diversification and contagion,
    Revista de Economía Aplicada
    , 26 (2018), 35-72.

  • Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana,
    A spectral EM algorithm for dynamic factor models,
    Journal of Econometrics
    , 205 (2018), 249-279.

  • Javier Mencía and Enrique Sentana,
    Volatility-related exchange traded assets: An econometric investigation,
    Journal of Business and Economic Statistics
    , 36 (2018), 599-614.

  • Caterina Mendicino, Kalin Nikolov, Javier Suárez and Dominik Supera,
    Optimal dynamic capital requirements,
    Journal of Money, Credit and Banking
    , 50 (2018), 1271-1297.

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