Working Papers

Monetary Trends in the UK and the USA from 1874 to 2020: A Nonlinear Approach to Money Demand (workingPaper)

Escribano, Álvaro ; Rodriguez, Juan Andrés

2023-06-23
Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use (workingPaper)

Guinea, Laurentiu ; Puch, Luis A.;Ruiz, Jesús

2023-05-23
Heterogeneous Predictive Association of CO2 with Global Warming (workingPaper)

Chen, Liang; Dolado, Juan José ; Gonzalo, Jesús ; Ramos Ramirez, Andrey David

2023-02-02
Asymmetric Effects of Financial Volatility and Volatility-of-Volatility Shocks on the Energy Mix (workingPaper)

Guinea, Laurentiu ; Pérez, Rafaela;Ruiz, Jesús

2023-03-17
Estimation of Characteristics-based Quantile Factor Models∗ (workingPaper)

Chen, Liang; Dolado, Juan José ; Gonzalo, Jesús ; Pan, Haozi

2023-04-14
Breaking the Marriage Trap: Unilateral Divorce and its Effects on Labor Supply of Married Women (workingPaper)

Alonso-Borrego, César ; Pomares, gema

2023-04-20

An ergodic theory of sovereign default (workingPaper)

Pierri, Damian Rene; Seoane, Hernán

2022-12-05
Immigration, wages, and employment under informal labor markets (workingPaper)

Delgado Prieto, Lukas Andres

2022-09-08
Housing prices and credit constraints in competitive search (workingPaper)

Díaz, Antonia; Jerez, Belén ; Rincón-Zapatero, Juan Pablo

2022-07-26
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach (workingPaper)

Chen, Liang; Dolado, Juan José ; Gonzalo, Jesús ; Ramos Ramirez, Andrey David

2022-07-20
On the General Equilibrium Effects of Market Power (workingPaper)

Moreno, Diego , Petrakis, Emmanuel

2022-07-20
Climate change heterogeneity: a new quantitative approach (workingPaper)

Gadea Rivas, Marta Dolores; Gonzalo, Jesús

2022-07-12
Asymmetric Information with multiple risks: the case of the Chilean Private Health Insurance Market (workingPaper)

De La Mata, Dolores; Machado, Matilde P . ; Olivella, Pau; Valdés, Maria Nieves

2022-07-12
News-driven housing booms: Spain vs. Germany∗ (workingPaper)

Guinea, Laurentiu , Puch, Luis A., Ruiz, Jesús

2022-07-08
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (workingPaper)

Rincón-Zapatero, Juan Pablo

2022-06-29
High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment (workingPaper)

Cobos, Carlos; Escribano, Álvaro

2022-06-24
Score-driven threshold ice-age models: benchmark models for long-run climate forecasts (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro

2022-05-10
Do Temporary Help Agencies Help? Temporary employment transitions for low-skilled workers (workingPaper)

Carrasco, Raquel ; Gálvez Iniesta, Ismael ; Jerez, Belén

2022-05-10
Competitive search with two-sided risk aversion (workingPaper)

Jerez, Belén

2022-03-15
Persistent current account deficits and balance of payments crises (workingPaper)

Pierri, Damian Rene; Montes Rojas, Gabriel; Mira, José

2020-02-24
Disclosure regime of contract terms and bargaining in vertical markets (workingPaper)

Petrakis, Emmanuel ; Skartados, Panagiotis

2022-02-16

Auto-enrollment, matching, and participation in 401(k) plans (workingPaper)

Andrietti, Vincenzo

2021-03-15
Accuracy in recursive minimal state space methods (workingPaper)

Pierri, Damian Rene

2021-12-13
The impact on market outcomes of the portfolio selection of large equity investors (workingPaper)

Moreno Ruiz, Diego ; Petrakis, Emmanuel

2021-11-22
School Starting Age and the choice of elementary schoolJulio Cáceres-Delpiano; Eugenio P. Giolito (workingPaper)

Cáceres, Julio ; Giolito, Eugenio P.

2021-10-22
Robust estimation and forecasting of climate change using score-driven ice-age models (workingPaper)

Blazsek, Szabolcs Istvan; Escribano Sáez, Álvaro

2021-10-14
Effect of class size on student achievement in the COVID-19 “new normal” (workingPaper)

Carro, Jesús M. ; Gallardo Sánchez, Pedro

2021-10-13
The heterogeneous effects of the Great Recession on informal care to the elderly (workingPaper)

Carro, Jesús M. ; Pronkina, Elizaveta

2021-10-13
The ambiguous competitive effects of passive partial forward integration (workingPaper)

Papadopoulos, Konstantinos G.; Petrakis, Emmanuel ; Skartados, Panagiotis

2021-09-21
A structural analysis of the merit-order effect in the Spanish day-ahead power market (workingPaper)

Escribano Sáez, Álvaro ; Ortega, Álvaro

2021-09-21
On the pro-competitive effects of passive partial backward ownership (workingPaper)

Alipranti, Maria; Petrakis, Emmanuel ; Skartados, Panagiotis

2021-09-14
European Structural Funds and Resilient and Recovery Facility Governance (workingPaper)

Carlos San Juan Mesonada; Carlos Sunyer Manteiga

2021-07-12
Memory, multiple equilibria and emerging market crises (workingPaper)

Pierri, Damian; Reffett, Kevin

2021-06-11
Public financing with financial frictions and underground economy (workingPaper)

Erosa, Andrés ; Fuster, Luisa ; Martinez, Tomás R.

2021-04-27
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) (workingPaper)

Gadea Rivas, María Dolores; Gonzalo, Jesús

2021-03-22
Computing decomposable multigroup indexes of segregation (workingPaper)

Guinea-Martin, Daniel; Mora, Ricardo

2021-01-27
Dependent self-employment across Europe: involuntariness, country’s wealth and labor market institutions (workingPaper)

Carrasco, Raquel ; Hernanz, Virginia

2021-01-26
A fair procedure in a marriage market (workingPaper)

Kuvalekar, Aditya Vijay; Romero-Medina, Antonio

2021-01-13

European gasoline markets: price transmission asymmetries in mean and variance (workingPaper)

Torrado, María; Escribano, Álvaro

2020-01-30
Using Stata to estimate dynamic correlated random effectsprobit models with unbalanced panels (workingPaper)

Albarrán, Pedro; Carrasco, Raquel ; Carro, Jesús M.

2020-04-14
Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2020-05-07
Dynamic stochastic general equilibrium inference using a score-driven approach (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2020-05-07
Technology catch-up in agriculture among advanced economies (workingPaper)

Ball, Eldon V.; San Juan, Carlos ; Sunyer Manteiga, Carlos; Sheng, Yu

2020-05-13
Forecasting gasoline prices with mixed random forest error correction models (workingPaper)

Escribano Saez, Alvaro; Wang, Dandan

2020-06-04
Housing prices and credit constraints in competitive search (workingPaper)

Diaz Rodriguez, Antonia; Jerez Garcia-Vaquero, Maria Belen; Rincón-Zapatero, Juan Pablo

2020-06-19
USSR, education, work history, fertility choices, and later-life outcomes (workingPaper)

Perez Izquierdo, Telmo Juan; Pronkina, Elizaveta

2020-07-01
The size, socio-economic composition and fiscal implications of the irregular immigration in Spain (workingPaper)

Gálvez Iniesta, Ismael

2020-07-24
Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones (workingPaper)

Blazsek, Szabolcs Istvan; Escribano Saez, Alvaro; Licht, Adrian

2020-11-05
Land, water and energy: the crossing of governance (workingPaper)

San Juan Mesonada, Carlos; Armario Benitez, Julia I.

2020-11-23
Intergroup contact and nation building: evidence from military service in Spain (workingPaper)

Caceres Delpiano, Julio; De Moragas, Antoni Italo; Facchini, Gabriel; González, Ignacio

2020-11-30
Out of sample predictability in predictive regressions with many predictor candidates (workingPaper)

Gonzalo, Jesús ; Pitarakis, Jean-Yves

2020-12-09
Spurious relationships in high dimensional systems with strong or mild persistence (workingPaper)

Gonzalo, Jesús ; Pitarakis, Jean-Yves

2020-12-09
Uncovering regimes in out of sample forecast errors from predictive regressions (workingPaper)

Da Silva Neto, Anibal Emiliano ; Gonzalo, Jesús ; Pitarakis, Jean-Yves

2020-12-09
Worker flows and wage dynamics: estimating wage growth without composition effects (workingPaper)

Carrasco, Raquel ; García Pérez, J. Ignacio; Jimeno, Juan F.

2020-12-10

Clean Energy Access : Gender Disparity, Health, and Labor Supply (workingPaper)

Verma, Anjali P.; Imelda, Imelda

2019-12-18
Transporte, infraestructura y crecimiento económico en España (workingPaper)

Aza, Claudia; Escribano, Álvaro

2019-11-25
Dynamic Effects of Persistent Shocks (workingPaper)

Alloza, Mario; Gonzalo Muñoz, Jesus; Sanz, Carlos

2019-11-18
The Impact of Mandatory Military Service. Evidence from Spain (workingPaper)

Cáceres-Delpiano, Julio

2019-10-25
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2019-10
Intimate partner violence and women ‘s health : the private and social burden (workingPaper)

Alonso-Borrego, César ; Carrasco, Raquel

2019-10
Housing Prices and Credit Constraints in Competitive Search (workingPaper)

Díaz, Antonia ; Jerez, Belén ; Rincón-Zapatero, Juan Pablo

2019-09
Strategic Incentives for Keeping One Set of Books under the Arm’s Length Principle (workingPaper)

Lemus Torres, Ana Belén; Moreno, Diego

2019-08-01
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk (workingPaper)

Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro

2019-07-19
The Non-Neutrality of the Arm’s Length Principle with Imperfect Competition (workingPaper)

Lemus Torres, Ana Belén; Moreno, Diego

2019-07
Predictive Regressions (workingPaper)

Gonzalo, Jesús ; Pitarakis, Jean-Yves

2019-07
Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2019-05-19
Literacy and primary school expansion in Portugal : 1940-62 (workingPaper)

Gomes, Pedro; Machado, Matilde P.

2019-04-01
Economic Growth, Energy Intensity and the Energy Mix (workingPaper)

Díaz, Antonia ; Marrero, Gustavo; Puch, Luis A.; Rodríguez, Jesús

2019-03-22
Efectos de la digitalización y la productividad en la economía española : una comparación internacional (workingPaper)

Aza, Claudia; Escribano, Álvaro

2019-02-27
Investment Climate Effects on Alternative Firm-Level Productivity Measures (workingPaper)

Escribano, Álvaro ; Guasch, J. Luis; Pena, Jorge

2019-02
Continuity and Robustness of Bayesian Equilibria in Tullock Contests (workingPaper)

Einy, Ezra; Moreno, Diego ; Sela, A.

2019-02
Score-driven time series models with dynamic shape : an application to the Standard & Poor’s 500 index (workingPaper)

Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro

2019-01-28
Cooking that Kills : Cleaner Energy, Indoor Air Pollution, and Health (workingPaper)

Imelda, Imelda

2019-01-14
Testing Constancy in Varying Coefficient Models (workingPaper)

Delgado, Miguel A. ; Arteaga-Molina, Luis A.

2019-01

Counterfactual Analysis Using Censored Duration Data (workingPaper)

Delgado, Miguel A. ; García Suaza, Andrés Felipe

2018-12
Liquidity constraints, opportunity cost and post-secondary education. Evidence from Colombia (workingPaper)

Gamboa, Luis Fernando; Millán Quijano, Jaime

2018-11-27
The Response of Consumption to Fuel Switching : Panel Data Estimates (workingPaper)

Imelda, Imelda

2018-10-26
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2018-09-12
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2018-09-12
The Democrat-Republican growth gap paradox (workingPaper)

Ferreira, José Luis ; Hidalgo-Pérez, Manuel; Rubio-Castaño, Carmen

2018-09
Centralized Course Allocation (workingPaper)

Romero-Medina, Antonio ; Triossi, Matteo

2018-08
Does Limiting Internet Use Among Adolescents Affect their Offline Social relationships? (workingPaper)

Li, Yunrong ; Mora, Ricardo

2018-07
Tullock Contests Reward Information Advantages (workingPaper)

Aiche, A.; Einy, Ezra; Haimanko, Ori; Moreno, Diego ; Selay, A.; Shitovitz, Benyamin

2018-06-28
Individual and Field Citation Distributions in 29 Broad Scientific Fields (workingPaper)

Ruiz-Castillo, Javier ; Costas, Rodrigo

2018-03
Seasonal quasi-vector autoregressive models for macroeconomic data (workingPaper)

Blazsek, Szabolcs; Escribano, Álvaro ; Licht, Adrian

2018-02-15
Spatial Mobility in Elite Academic Institutions in Economics : the Case of Spain (workingPaper)

Carrasco, Raquel ; Ruiz-Castillo, Javier

2018-02-01
Take-it-or-leave-it contracts in many-to-many matching markets (workingPaper)

Romero-Medina, Antonio ; Triossi, Matteo

2018-01-23

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