New releases of Working papers - 10 March 2016

10 March 2016

Today the Bank of Italy has released nine new Working papers (No. 1051-1059)

Utility links

No. 1059 - Estimating the money market microstructure with negative and zero interest rates
interbank markets, money, payment systems, trading networks, measurement error
No. 1058 - The quantity of corporate credit rationing with matched bank-firm data
credit rationing, bank-firm relationships, ML estimation
No. 1057 - The real effects of credit crunch in the Great Recession: evidence from Italian provinces
credit crunch, economic crisis, local growth
No. 1056 - Retirement, pension eligibility and home production
retirement, house work, regression discontinuity
No. 1055 - Bank internationalization and firm exports: evidence from matched firm-bank data
internationalization, export, bank-firm relationships
No. 1054 - Labor force participation, wage rigidities, and inflation
labor force participation, real wage rigidities, habit, inflation, discouragement effect, added worker effect
No. 1053 - Estimation of counterfactual distributions with a continuous endogenous treatment
copula, counterfactual distribution, endogeneity, policy analysis, quantile regression, unconditional distributional effects
No. 1052 - Adaptive models and heavy tails
adaptive algorithms, inflation, score driven models, student-t, time-varying parameters
No. 1051 - How does bank capital affect the supply of mortgages? Evidence from a randomized experiment
mortgages, banks, household finance, randomized experiment