Central Bank Research Hub - Series: Bank of Spain Working Papers 2009

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Title Author(s)

a general equilibrium model of the oil-macroeconomy nexus

Paper: 0932, 30.12.2009

an empirical assessment

Paper: 0930, 29.12.2009

JEL: E62, H30

a general equilibrium analysis

Paper: 0927, 23.12.2009

Distributional tests in multivariate dynamic models with Normal and Student t innovations

Paper: 0929, 21.12.2009

JEL: C12, C32, C52

Empirical evidence from Spanish market

Paper: 0926, 10.12.2009

JEL: M41, M48

Monetary effects on nominal oil prices

Paper: 0928, 03.12.2009

JEL: E31, E4

a SVAR approach

Paper: 0925, 27.10.2009

JEL: H50, O30, O40

Public and private sector wages interactions in a general equilibrium mode

Paper: 0924, 22.10.2009

does Ricardian equivalence hold?

Paper: 0923, 09.10.2009

JEL: E21, E62, H30

Technology, convergence and business cycles

Paper: 0922, 07.10.2009

JEL: E3, O3, O4

Do institutional changes affect business cycles? Evidence from Europe

Paper: 0921, 24.09.2009

JEL: C15, C33, E32, E42

On the informational role of term structure in the U.S. monetary policy rule

Paper: 0919, 16.09.2009

What makes a high-growth firm? A probit analysis using Spanish firm-level data

Paper: 0920, 11.09.2009

Retirement behaviour and retirement incentives in Spain

Paper: 0913, 28.08.2009

Wage, inflation and employment dynamics with labour market matching

Paper: 0918, 25.08.2009

High-growth Recoveries, Inventories and the Great Moderation

Paper: 0917, 25.08.2009

Housing market heterogeneity in a monetary union

Paper: 0916, 25.08.2009

The effect of employment protection legislation and financial market imperfections on investment: Evidence from a firm-level panel of EU

Paper: 0914, 25.08.2009

Cash, access to credit, and value creation in M&As (683 KB)

Paper: 0915, 29.07.2009

JEL: G14, G32, G34

Ñ-STING: España Short Term INdicator of Growth (495 KB)

Paper: 0912, 24.06.2009

JEL: C22, E27, E32

Assessing the risk-return trade-off in loans portfolios (566 KB)

Paper: 0911, 12.06.2009

JEL: C32, D81, G11, G12, G21, G28

What explains the low profitability of Chinese banks? (543 KB)

Paper: 0910, 02.06.2009

JEL: G21, G28

Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (1.129 KB)

Paper: 0909, 02.06.2009

JEL: C32, C52, G11

Job changes and individual-job specific wage dynamics (794 KB)

Paper: 0907, 04.05.2009

JEL: C23, J31

The mark-ups in the Spanish economy: international comparison and recent evolution (922 KB)

Paper: 0905, 06.04.2009

JEL: E23, J51, L10

Extraction of financial market expectations about inflation and interest rates from a liquid market (576 KB)

Paper: 0906, 01.04.2009

JEL: C53, E43, E44, G12

Assimilation of immigrants in Spain: A longitudinal analysis (572KB)

Paper: 0904, 24.03.2009

JEL: J31, J61

Micro evidence of the brain gain hypothesis: The case of Cape Verde (1.132 KB)

Paper: 0902, 24.03.2009

JEL: F22, J24, O15

Fixed and variable-rate mortgages, business cycles and monetary policy (737 KB)

Paper: 0903, 23.02.2009

International Trade Policy towards Monopoly and Oligopoly (713 KB)

Paper: 0901, 19.02.2009

JEL: F12, F13

Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm (744 KB)

Paper: 0838, 10.02.2009

JEL: C68, E2

Omitted variables in the measure of a labour quality index: the case of Spain (653 KB)

Paper: 0835, 05.02.2009

JEL: C4, J1, J3, O4

Sovereign external assets and the resilience of global imbalances (476 KB)

Paper: 0834, 05.02.2009

JEL: E58, F21, F36, G15

Asymmetric collateral requirements and output composition (831 KB)

Paper: 0837, 02.02.2009

JEL: E22, E32, E44

Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking? (822 KB)

Paper: 0833, 27.01.2009

Social Security reform with imperfect substitution between less and more experienced workers (603 KB)

Paper: 0832, 27.01.2009

Financing obstacles and growth: An analysis for euro area non-financial corporations (794 KB)

Paper: 0836, 26.01.2009

Dynamics of the price distribution in a general model of state-dependent pricing (1.040 KB)

Paper: 0831, 15.01.2009

JEL: D81, E31, E52

Term structure and the estimated monetary policy rule in the eurozone (828 KB)

Paper: 0827, 12.01.2009

JEL: C32, E30, E52

Banking competition, housing prices and macroeconomic stability (948 KB)

Paper: 0830, 08.01.2009

JEL: E32, E43, E44, G21

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