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Documentos de Trabajo 2008

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Solving portfolio problems with the Smolyak-parameterized expectations algorithm
Gavilán, Ángel; Rojas, Juan A.
13-feb-2009
Portfolio choice; Dynamic macroeconomics; Computational methods; Valoración de activos; Métodos Econométricos y Estadísticos
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Asymmetric collateral requirements and output composition
Arce, Óscar; Campa, José Manuel; Gavilán, Ángel
17-feb-2009
Investment and credit; Pledgeability premium; Collateral constraints; Sectoral allocation; Housing; Fluctuaciones y ciclos económicos; Macroeconomía y economía monetaria; Renta, empleo y precios; 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-ene-2009
Financing constraints; Firm growth; Panel data; Financiación de la empresa; Modelos econométricos; Zona euro
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Omitted variables in the measure of a labour quality index : the case of Spain
Lacuesta, Aitor; Puente, Sergio; Cuadrado, Pilar
5-feb-2009
Index number; Labour quality; Productivity slowdown; Unobserved heterogeneity; Relaciones laborales; Mercado de trabajo; España
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Sovereign external assets and the resilience of global imbalances
Alberola, Enrique; Serena, José María
2-feb-2009
International reserves; Sovereign wealth funds; Global imbalances; Exchange rates; Bancos centrales y otras autoridades monetarias; Política monetaria; Blanqueo de capitales
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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, Jesús
12-ene-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, Juan A.
9-ene-2009
Social Security; Seguridad social y programas de asistencia social; Renta, empleo y precios; España
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Dynamics of the price in a general model of state-dependent pricing
Costain, James; Nakov, Anton
8-ene-2009
Price stickiness; State-dependent pricing; Stochastic menu costs; Generalized (S,s); Heterogenous agents; Distributional dynamics; Métodos Econométricos y Estadísticos; Fluctuaciones y ciclos económicos
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Banking competition, housing prices and macroeconomic stability
Andrés, Javier; Arce, Óscar
5-ene-2009
Banking competition; Collateral constraints; Housing prices; Economía urbana y vivienda; Sistemas bancarios y actividad crediticia
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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, Cristina
9-dic-2008
Household wealth survey; Imputation methods; Economía del consumo y del ahorro; España
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