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Documentos de Trabajo 2008

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Solving portfolio problems with the Smolyak-parameterized expectations algorithm
Gavilán González, Ángel; Rojas Blaya, Juan Alberto
13-Feb-2009
Portfolio choice; Dynamic macroeconomics; Computational methods; Probabilidad y procesos estocásticos; Selección y gestión de carteras
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Asymmetric collateral requirements and output composition
Arce Hortigüela, Óscar Javier; Campa Fernández, José Manuel; Gavilán González, Ángel
17-Feb-2009
Investment and credit; Pledgeability premium; Collateral constraints; Sectoral allocation; Housing; Capital e inversión; Macroeconomía y economía monetaria; Fluctuaciones y ciclos económicos; Países de la OCDE
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Financing obstacles and growth : an analysis for euro area non-financial corporations
Coluzzi, Chiara; Ferrando, Annalisa; Martínez Carrascal, Carmen
21-Jan-2009
Financing constraints; Firm growth; Panel data; Modelos de datos de panel; Financiación de la empresa; Zona euro
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Omitted variables in the measure of a labour quality index : the case of Spain
Lacuesta Gabarain, Aitor; Puente Díaz, Sergio; Cuadrado Salinas, Pilar
5-Feb-2009
Index number; Labour quality; Productivity slowdown; Unobserved heterogeneity; Mercado de trabajo; Trabajadores; España
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Sovereign external assets and the resilience of global imbalances
Alberola Ila, Enrique; Serena Garralda, José Mª
2-Feb-2009
International reserves; Sovereign wealth funds; Global imbalances; Exchange rates; Política monetaria; Bancos centrales y otras autoridades monetarias; Movimientos de capital a largo plazo
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Hazardous times for monetary policy : what do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?
Jiménez Zambrano, Gabriel; Saurina Salas, Jesús
12-Jan-2009
Monetary policy; Low interest rates; Financial stability; Lending standards; Credit risk-taking; Credit composition; Business cycle; Liquidity risk; Riesgos y liquidez; Créditos; Política monetaria; España
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Social security reform with imperfect substitution between less and more experienced workers
Rojas Blaya, Juan Alberto
9-Jan-2009
Social Security; Empleo, desempleo, salarios; Seguridad social y programas de asistencia social; España
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Dynamics of the price in a general model of state-dependent pricing
Costain, James S.; Nakov, Anton
8-Jan-2009
Price stickiness; State-dependent pricing; Stochastic menu costs; Generalized (S,s); Heterogenous agents; Distributional dynamics; Probabilidad y procesos estocásticos; Precios, inflación, deflación
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Banking competition, housing prices and macroeconomic stability
Andrés Domingo, Javier Angel; Arce Hortigüela, Óscar Javier
5-Jan-2009
Banking competition; Collateral constraints; Housing prices; Sistemas bancarios y actividad crediticia; Vivienda
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The impact of alternative imputation methods on the measurement of income and wealth : evidence from Spanish survey of household finances
Barceló Varona, Cristina
9-Dec-2008
Household wealth survey; Imputation methods; Economía del consumo y del ahorro; España
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