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Department of EconomicsDepartment of Economics
Department of Economics
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Publications 2005-2008

A Simple Test for GARCH against a Stochastic Volatility Model.

Franses, P. H., M. J. van der Leij, and R. Paap
Journal of Financial Econometrics – 2008

Balanced allocation methods for claims problems with indivisibilities

Herrero, C., and R. Martínez
Social Choice and Welfare – 2008

Do European Business Cycles Look Like One?

Camacho, M., G. Pérez-Quiros, and L. Saiz
Journal of Economic Dynamics and Control – 2008

Egalitarian Rule in Claims Problems with Indivisible Goods.

Herrero, C., and R. Martínez
Social Choice and Welfare – 2008

El Impacto de los Accidentes de Tráfico en la Salud de la Población Española, 1996-2004.

Cubí-Molla, P. and C
Fundación BBVA – 2008

Fixed Price Plus Rationing: An Experiment.

Grimm, V., J. Kovarik, and G. Ponti
Experimental Economics – 2008

Horizontal mergers for buyer power

Fauli-Oller, R. and L. Bru
Economics Bulletin – 2008

Interest Rate Dispersion and Volatility in the Market for Daily Funds.

Gaspar, V., G. Pérez-Quirós, and H. Rodríguez Mendizábal
European Economic Review – 2008

Matching Structure and the Cultural Transmission of Social Norms.

Mengel, F
Journal of Economic Behavior and Organization – 2008

Mergers in Asymmetric Stackelberg Markets.

Escrihuela-Villar, M. and R. Fauli-Oller
Spanish Economic Review – 2008

Moral Hazard and the Demand for Health Services: a Matching Estimator Approach

Barros, P. P., Machado, M. and A. Sanz de Galdeano
Journal of Health Economics – 2008

On Specification Testing of Ordered Discrete Choice Models.

Mora, J., and A.-I. Moro-Egido
Journal of Econometrics – 2008

On the Identification of Monetary (and Other) Shocks.

Menner, M. and H. Rodríguez Mendizábal
Finnis Economic Papers – 2008

Opportunity Analysis of Newborn Screening Procedures.

Herrero, C., and J. D. Moreno
Review of Economic Design – 2008

Patent Licensing by Means of an Auction: Internal vs. External Patentee.

Sandonís, J. and R. Fauli-Oller
The Manchester School – 2008

Patents, R&D and Lag Effects: Evidence from Flexible Methods for Count Panel Data on Manufacturing Firms.

Gurmu, S., and F. Pérez-Sebastián
Empirical Economics – 2008

Self Selection and Post-Entry Effects of Exports: Evidence from Italian Manufacturing firms.

Serti, F. and C. Tomasi
Review of World Economics – 2008

Social Capital or Economic Rents? An Experimental Study.

Crudeli, L., S. Mancinelli, and G. Ponti
Rationality and Society – 2008

Sovereign Risk, FDI Spillovers, and Economic Growth.

Maliar, L., S. Maliar, and F. Pérez
Review of International Economics – 2008

Surnames and Social Status in Spain.

Collado, M. D., I. Ortuño Ortín, and A. Romeu
Investigaciones Económicas – 2008

The Administrative Foundations of Self-Enforcing Constitutions.

González de Lara, Y., A. Greif, and S. Jha
American Economic Review P&P – 2008

The EU Eastern Enlargement and FDI: the Implications from a Neoclassical Growth Model.

Garmel, K., L. Maliar, and S. Maliar
Journal of Comparative Economics – 2008

The Minimal Overlap Rule Revisited.

Marco, M. C., and J. A. Silva
Social Choice and Welfare – 2008

The Multivariate Least-Trimmed Squares Estimator.

Agulló, J., C. Croux, and S. Van Aelst
Journal of Multivariate Analysis – 2008

Understanding Cross-Country Differences in Exporter Premia. Comparable Evidence for 14 Countries.

ISGEP (The International Study Group on Exports and Productivity) and F. Serti
Review of World Economics – 2008

Up Methods in the Allocation of Indivisibilities when Preferences are Single-Peaked.

Herrero, C., and R. Martínez
TOP – 2008

A Search-Theoretic Monetary Business Cycle Model with Capital Formation.

Menner, M
The B.E. Jounal of Macroeconomics – 2007

An Evolutionary Analysis of Buyer Insurance and Seller Reputation in Online Markets.

Mengel, F., W. Güth, and A. Ockenfels
Theory and Decision – 2007

Bargaining in Committees as an Extension of Nash’s Bargaining Theory.

Laruelle, A., and F. Valenciano
Journal of Economic Theory – 2007

Deterministic impulse response in a nonlinear model. An analytic expression

Venetis I.,Paya I. and D. Peel
Economics Letters – 2007

Effects of Outliers on the Identification and Estimation of GARCH Models.

Carnero, M. A., D. Peña, and E. Ruiz
Journal of Time Series Analysis – 2007

Existence and Computation of Short-Run Equilibria in Economic Geography.

Mossay, P., N. Pavlidis, and M. Vrahatis
Applied Mathematics and Computation – 2007

Government Investment and the European Stability and Growth Pact

Bassetto, M., and V. Lepetyuk
Economic Perspectives – 2007

Habits and Heterogeneity in Demands: A Panel Data Analysis.

Browning, M., and M. D. Collado
Journal of Applied Econometrics – 2007

In Which Regions Do Universities Patent and Publish More?

Azagra-Caro, J. M., F. Archontakis, and A. Yegros-Yegros
Scientometrics – 2007

Increasing Returns to Savings and Wealth Inequality.

Campanale, C
Review of Economic Dynamics – 2007

Investment option under CIR interest rates

Carmona J. & A. León
Finance Research Letters – 2007

Is the Asymptotic Speed of Convergence a Good Proxy for the Transitional Growth Path?

Papageorgiou, C., and F. Pérez-Sebastián
Journal of Money Credit and Banking – 2007

Jump-and-Rest Effect of U.S. Business Cycles.

Camacho, M., and G. Pérez-Quiros
Studies in Nonlinear Dynamics and Econometrics – 2007

Jump and Rest Effects in the US Business Cycle.

Camacho, Máximo, and Gabriel Pérez-Quiros
Studies in Nonlinear Dynamics and Econometrics – 2007

Los inversores y la valoración del riesgo en el tiempo

Tomás, J.
Cuadernos Aragoneses de Economía – 2007

Modeling the euro overnight rate

Benito, F., A. León and J. Nave
Journal of Empirical Finance – 2007

On the Price of Recreation Goods as a Determinant of Male Labor Supply.

González Chapela, J
Journal of Labor Economics – 2007

On the relationship between inflation persistence and temporal aggregation

Paya I., Duarte A. and K. Holden
Journal of Money, Credit and Banking – 2007

Parental Divorce and Students’ Performance: Evidence from Longitudinal Data

Sanz-de-Galdeano, A. and D. Vuri
Oxford Bulletin of Economics and Statistics – 2007

Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.

Koopman, S. J., M. Ooms, and M. A. Carnero
Journal of the American Statistical Association – 2007

Public Support to Innovation and Imitation in a Non-Scale R&D Growth Model.

Pérez-Sebastián, F
Journal of Economic Dynamics and Control – 2007

Research Joint Ventures vs. Co-Development Agreements: an empirical investigation

Comino, S., Mariel, P. and J. Sandonís
Spanish Economic Review – 2007

Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited.

Kylymnyuk, D., L. Maliar, and S. Maliar
BE Journals in Macroeconomics Topics in Macroeconomics – 2007

Short-Run Patience and Wealth Distribution.

Maliar, L., and S. Maliar
Studies in Nonlinear Dynamics and Econometrics – 2007

Structural Holes in Social Networks.

Goyal, S., and F. Vega-Redondo
Journal of Economic Theory – 2007

The Curse and Blessing of Fixed Specific Factors in Small-Open Economies.

Guilló, M. D., and F. Pérez-Sebastián
Journal of Development Economics – 2007

The Evolution of Function-Valued Traits for Conditional Cooperation.

Mengel, F
Journal of Theoretical Biology – 2007

The relationship between risk and expected return in Europe

León, A., J, Nave and G. Rubio
Journal of Banking and Finance – 2007

Two-Stage Huber Estimator.

Kim, T.H., and C. Muller
Journal of Statistical Planning and Inference – 2007

A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-1994.

Peel, D., and I. Payá
Journal of Money Credit and Banking – 2006

A Useful Tool for Forecasting the Euro-area Business Cycle Phases.

Bengoechea, P., M. Camacho, and G. Pérez-Quirós
International Journal of Forecasting – 2006

A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994”

Paya I. and D. Peel
Journal
of Money, Credit and Banking
– 2006

Are European Business Cycles close enough to be just one?

Camacho, M., G. Pérez-Quirós, and L. Saiz
Journal of Economic Dynamics and Control – 2006

Building up Social Capital in a Changing World.

Vega-Redondo, F
Journal of Economic Dynamics and Control – 2006

Capacity Precommitment and Price Competition Yield the Cournot Outcome.

Moreno, D., and L. Úbeda
Games and Economic Behavior – 2006

Coordination through De Bruijn Sequences.

Hernández, P., and O. Gossner
Operations Research Letters – 2006

Decision theories and probabilistic insurance: an experimental test

Herrero, C., J. Tomás, and A. Villar
Spanish Economic Review – 2006

Defining Poverty Lines as a Fraction of Central Tendency.

Muller, C. M
Southern Economic Journal – 2006

Diffusion and Growth in an Evolving Network.

Ehrhard, G., M. Marsili, and F. Vega-Redondo
International Journal of Game Theory – 2006

Dynamics in a Non-Scale R&D Growth Model with Human Capital: Explaining the Japanese and South Korean development experiences.

Papageorgiou, C., and F. Pérez-Sebastián
Journal of Economic Dynamics and Control – 2006

Economics: An Emerging Small World.

Goyal, S., M. J. van der Leij, and J. L. Moraga-González
Journal of Political Economy – 2006

Faculty Support for the Objectives of University-Industry Relations versus Degree of R&D Cooperation: The Importance of Regional Absorptive Capacity.

Azagra-Caro, J. M., F. Archontakis, A. Gutiérrez-Gracia, and I. Fernández-de-Lucio
Research Policy – 2006

Functional Sunspot Equilibria.

Chattopadhyay, S., and S. Chatterji
Journal of Mathematical Economics – 2006

Hierarchies of Power in Non-Binary Social Choice.

Peris, J. E., and M. C. Sánchez
Journal of Mathematical Economics – 2006

Hierarchies of Power in Non-Binary Social Choice

Peris, J. E. and M. C. Sánchez
Journal of Mathematical Economics – 2006

Indeterminacy in a Log-Linearized Neoclassical Growth Model with Quasi-Geometric Discounting.

Maliar, L., and S. Maliar
Economic Modelling – 2006

Job-Lock and Public Policy: Evidence from Clinton’s Second Mandate

Sanz-de-Galdeano, A.
Industrial and Labor Relations Review – 2006

Locating Public Facilities by Majority: Stability, Consistency and Group Formation

Barberá S., and C. Beviá
Games and Economic Behavior – 2006

Natural Resources, Intangible Capital and Barriers to Economic Development

Guilló, M.D.
Perspectives on Economic Growth – 2006

On the Competitive Effects of Vertical Integration by a Research Laboratory.

Sandonís, J. and R. Fauli-Oller
International Journal of Industrial Organization – 2006

On the Speed of Adjustment in ESTAR Models When Allowance Is Made for Bias in Estimation.

Payá, I
Economics Letters – 2006

Optimal Use of Communication Resources.

Hernández, P., O. Gossner, and A. Neyman
Econometrica – 2006

Optimality in Stochastic OLG Models: Theory for Tests.

Chattopadhyay, S
Journal of Economic Theory – 2006

Phenomenological Models of Socioeconomic Network Dynamics.

Ehrhard, G., M. Marsili, and F. Vega-Redondo
Physical Review E – 2006

Rational Sabotage in Cooperative Production with Heterogeneous Agents

Beviá C., and L. Corchón
The B.E. Journal of Theoretical Economics. Topics – 2006

Stability of Spatial Adjustments across Exchange Economies.

Mossay, P
Regional Science and Urban Economics – 2006

Success Versus Decisiveness: Conceptual Discussion and Case Study.

Laruelle, A., and F. Valenciano
Journal of Theoretical Politics – 2006

Supply function vs. quantity competition in supergames

Ciarreta, A. and C. Gutiérrez-Hita
International Journal of Industrial Organization – 2006

Temporal Aggregation of an ESTAR Process: Some Implications for Purchasing Power Parity Adjustment.

Peel, D., and I. Payá
Journal of Applied Econometrics – 2006

The Core-Periphery Model: Existence and Uniqueness of Short-Run Equilibrium.

Mossay, P.
Journal of Urban Economics – 2006

The Daily Market for Funds in Europe. Has Something Changed with the EMU?

Pérez-Quirós, G., and H. Rodríguez
Journal of Money Credit and Banking – 2006

The Euro Area Wage Curve

Sanz-de-Galdeano, A. and J. Turunen
Economics Letters – 2006

The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers.

Maliar, L., and S. Maliar
Journal of Money Credit and Banking – 2006

The TAL-Family of Rules for Bankruptcy Problems.

Moreno-Ternero, J., and A. Villar
Social Choice and Welfare – 2006

What Do University Patent Routes Indicate at Regional Level?

Azagra-Caro, J.M., A. Yegros-Yegros, and F. Archontakis
Scientometrics – 2006

Who is Who in Networks. Wanted: The Key Player.

Ballester, C., A. Calvó-Armengol, and Y. Zenou
Econometrica – 2006

A new outcome measure for cost-utility analyses of screening programs

Herrero, C. and J.D. Moreno-Ternero
Economics Bulletin – 2005

A Semi-Separable Utility Function for Health Profiles

Herrero, C., and A.M. Guerrero
Journal of Health Economics – 2005

Comparing distribution functions of errors in linear models: a nonparametric approach

Mora, J.
Statistics and Probability Letters – 2005

Condorcet Choice Functions and Maximal Elements

Peris, J. E. and B. Subiza
Social Choice and Welfare – 2005

Do public transfers crowd out private transfers? Evidence from a randomized experiment in Mexico

Albarran, P. and O. P. Attanasio
Insurance against Poverty – 2005

Endogenous Growth and Endogenous Business Cycles

Maliar, L. and S. Maliar
Macroeconomic Dynamics – 2005

Family Ties and Labor Supply

Guilló, M.D. and A. Díaz
Investigaciones Económicas – 2005

Hospital costs and social cost: A case study of newborn hearing screening

Herrero, C. and J.D. Moreno-Ternero
Investigaciones Económicas – 2005

Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model

Maliar, L., S. Maliar and J. Mora
The B.E. Journal of Macroeconomics – 2005

Indivisible Labor, Lotteries and Idiosyncratic Productivity Shocks

Maliar, L. and S. Maliar
Mathematical Social Sciences – 2005

Modeling time series of climatic parameters with probabilistic finite automata

Mora-López, L., J. Mora, R. Morales-Bueno and M. Sidrach-de-Cardona
Environmental Modelling and Software – 2005

Parameterized Expectations Algorithm: How to Solve for Labor Easily

Maliar, L. and S. Maliar
Computational Economics – 2005

Solving Nonlinear Stochastic Growth Models: an Algorithm Computing Value Function by Simulations

Maliar, L. and S. Maliar
Economic Letters – 2005

Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method

Maliar, L. and S. Maliar
Computational Economics – 2005

Strong Maximals: elements with maximal score in partial orders

Peris, J. E. and B. Subiza
Spanish Economic Review – 2005

The Consumption and Welfare Implications of Wage Arrears in Transition Economies

Boyarchuk, D., Maliar, L. and S. Maliar
Journal of Comparative Economics – 2005

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    October 19, 2020
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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    June 22, 2021
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