Spain - Central Bank Research Hub

Title Author(s)

Testing weak exogeneity in cointegrated panels

Bank of Spain Working Papers [View] (Paper: 1307, 10.05.2013)

Estimation of regulatory credit risk models

Bank of Spain Working Papers [View] (Paper: 1305, 27.03.2013)

Commodity prices and the business cycle in Latin America: living and dying by commodities?

Bank of Spain Working Papers [View] (Paper: 1304, 26.02.2013)

JEL: E32, F44

Firm size and judicial efficacy: evidence for the new civil procedures in Spain

Bank of Spain Working Papers [View] (Paper: 1303, 26.02.2013)

JEL: K40, L25, R12

Insolvency institutions and efficiency: the Spanish case

Bank of Spain Working Papers [View] (Paper: 1302, 08.02.2013)

Logit price dynamics

Bank of Spain Working Papers [View] (Paper: 1301, 06.02.2013)

Growth empirics in panel data under model uncertainty and weak exogeneity

Bank of Spain Working Papers [View] (Paper: 1243, 27.12.2012)

Traded and nontraded goods prices, and international risk sharing: an empirical investigation

Bank of Spain Working Papers [View] (Paper: 1242, 27.12.2012)

Heterogeneity and cross-country spillovers in macroeconomic-financial linkages

Bank of Spain Working Papers [View] (Paper: 1241, 21.12.2012)

The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit

Bank of Spain Working Papers [View] (Paper: 1240, 17.12.2012)

JEL: C32, E32

Why did high productivity growth of banks precede the financial crisis?

Bank of Spain Working Papers [View] (Paper: 1239, 12.12.2012)

The dynamics of hours workedand technology

Bank of Spain Working Papers [View] (Paper: 1238, 05.11.2012)

Minimum wages: do they really hurt young people?

Bank of Spain Working Papers [View] (Paper: 1237, 11.10.2012)

The safety and soundness effects of bank M&As in the EU: Does prudential regulation have any impact?

Bank of Spain Working Papers [View] (Paper: 1236, 10.10.2012)

Can we use seasonally adjusted indicators in dynamic factor models?

Bank of Spain Working Papers [View] (Paper: 1235, 10.10.2012)

Why do Spanish firms rarely use the bankruptcy system? The role of the mortgage institution

Bank of Spain Working Papers [View] (Paper: 1234, 25.09.2012)

Fiscal forecast errors: governments vs independent agencies?

Bank of Spain Working Papers [View] (Paper: 1233, 24.09.2012)

Does the IMF's official support affect sovereign bond maturities?

Bank of Spain Working Papers [View] (Paper: 1231, 24.09.2012)

Valuation of VIX derivatives

Bank of Spain Working Papers [View] (Paper: 1232, 24.09.2012)

A model for vast panels of volatilities

Bank of Spain Working Papers [View] (Paper: 1230, 12.09.2012)

Which model to match?

Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012)

JEL: C13, C52

TailCoR

Bank of Spain Working Papers [View] (Paper: 1227, 14.08.2012)

JEL: C32, C51, G01

Marginal quantiles for stationary processes

Bank of Spain Working Papers [View] (Paper: 1228, 14.08.2012)

JEL: C01

The effectiveness of forex interventions in four Latin American countries

Bank of Spain Working Papers [View] (Paper: 1226, 04.07.2012)

JEL: C34, F31, G15

The cycle of earnings inequality: evidence from Spanish social security data

Bank of Spain Working Papers [View] (Paper: 1225, 03.07.2012)

JEL: D31, J21, J31

The effects of fiscal shocks on the exchange rate in the EMU and differences with the US

Bank of Spain Working Papers [View] (Paper: 1224, 02.07.2012)

JEL: E62, H30

Liquidity, term spreads and monetary policy

Bank of Spain Working Papers [View] (Paper: 1223, 22.06.2012)

JEL: E43, E44, E52, G20

Boom-bust cycles, imbalances and discipline in Europe

Bank of Spain Working Papers [View] (Paper: 1220, 15.06.2012)

JEL: G01, G15

Bank leverage cycles

Bank of Spain Working Papers [View] (Paper: 1222, 14.06.2012)

JEL: E20, G10, G21

Determinants of corporate default: a BMA approach

Bank of Spain Working Papers [View] (Paper: 1221, 13.06.2012)

JEL: C1, G33

Business cycles and investment in intangibles: evidence from Spanish firms

Bank of Spain Working Papers [View] (Paper: 1219, 22.05.2012)

JEL: C23, E32, O3

Effects of equity capital on the interest rate and the demand for credit. Empirical evidence from Spanish

Bank of Spain Working Papers [View] (Paper: 1218, 27.04.2012)

JEL: D24, G21

Net energy analysis in a Ramsey-Hotelling growth model

Bank of Spain Working Papers [View] (Paper: 1217, 20.03.2012)

JEL: O13, Q00, Q43

Household leverage and fiscal multipliers

Bank of Spain Working Papers [View] (Paper: 1215, 12.03.2012)

JEL: E24, E44, E62

Consumption partial insurance of Spanish households

Bank of Spain Working Papers [View] (Paper: 1214, 02.03.2012)

JEL: D12, D91, I30

Envy and habits: panel data estimates of interdependent preferences

Bank of Spain Working Papers [View] (Paper: 1213, 01.03.2012)

JEL: C23, D12, D91

The international risk-sharing puzzle is at businesscycle and lower frequency

Bank of Spain Working Papers [View] (Paper: 1212, 23.02.2012)

JEL: F41, F42

International reserves and gross capital flows. Dynamics during financial stress

Bank of Spain Working Papers [View] (Paper: 1211, 22.02.2012)

JEL: F21, F32, F33

Determinants of default ratios in the segment of loans to households in Spain

Bank of Spain Working Papers [View] (Paper: 1210, 17.02.2012)

JEL: C23, D14, G21

Is China climbing up the quality ladder?

Bank of Spain Working Papers [View] (Paper: 1209, 14.02.2012)

The schooling response to a sustained Increase in low-skill wages: evidence from Spain 1989-2009

Bank of Spain Working Papers [View] (Paper: 1208, 13.02.2012)

Markov-switching dynamic factor models in real time

Bank of Spain Working Papers [View] (Paper: 1205, 10.02.2012)

Finite sample performance of small versus large scale dynamic factor models

Bank of Spain Working Papers [View] (Paper: 1204, 09.02.2012)

Short-run forecasting of the euro-dollar exchange rate with economic fundamentals

Bank of Spain Working Papers [View] (Paper: 1203, 07.02.2012)

Extracting non-linear signals from several economic indicators

Bank of Spain Working Papers [View] (Paper: 1202, 07.02.2012)

Smoothing shocks and balancing budgets in a currency union

Bank of Spain Working Papers [View] (Paper: 1207, 25.01.2012)

The recent slowdown of bank lending in Spain: are supply-side factors relevant?

Bank of Spain Working Papers [View] (Paper: 1206, 24.01.2012)

Regulatory bias in the price structure of local telephone services

Bank of Spain Working Papers [View] (Paper: 1201, 12.01.2012)

Learning from experience in the stock market

Bank of Spain Working Papers [View] (Paper: 1132, 06.12.2011)

Does TFP drive housing prices? A growth accounting exercise for four countries

Bank of Spain Working Papers [View] (Paper: 1133, 06.12.2011)