New releases of Working Papers and Occasional Papers of the Bank of Italy - 25 October 2017
Today the Bank of Italy has released eight new Working papers (No. 1141-1148) and three new Occasional Papers (No. 402-404).
Utility links
-
No. 402 - Corruption and personnel selection and allocation in the public sector
corruption, selection, mismatch, schooling, ability, public employment
-
No. 403 - A critical review of the statistics on the size and riskiness of the securitization market:
evidence from Italy and other euro-area countries
shadow banking system, securitizations, risk measures
-
No. 404 - A new measure of households' energy poverty
energy poverty, energy demand, inequality
-
No. 1141 - A quantitative analysis of risk premia in the corporate bond
rendimento in eccesso di un titolo obbligazionario, credit default swap, premio per il rischio di "distress", frequenza attesa di default, premio per il rischio di "jump-at-default"
-
No. 1142 - Monetary policy in times of debt
long-term mortgages, monetary policy, income channel
-
No. 1143 - Capital misallocation and financial develpment: a sector-level analysis
factor allocation, total factor productivity, financial development
-
No. 1144 - Leaving your mamma: why so late in Italy?
transition to adulthood, co-residence, structural estimation
-
No. 1145 - A Financial Conditions Index for the CEE economies
Financial Conditions Index, dynamic factor models, forecasting, macro-financial linkages
-
No. 1146 - Internal capital markets in times of crisis: the benefit of group affiliation in Italy
business groups, internal capital markets, financial crisis
-
No. 1147 - Consistent inference in fixed-effects stochastic frontier models
stochastic frontiers, fixed-effects, panel data, pairwise differencing
-
No. 1148 - Investment decisions by European firms and financing constraints
capital expenditure, financing constraints, financial crisis, correlated random coefficient, panel data models, instrumental variables