Central Bank Research Hub - Series: Bank of Spain Working Papers 2012

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001

	Title	Author(s)
Full text	Traded and nontraded goods prices, and international risk sharing: an empirical investigation Paper: 1242, 27.12.2012	Giancarlo Corsetti Francesca Viani Luca Dedola
Full text	Growth empirics in panel data under model uncertainty and weak exogeneity Paper: 1243, 27.12.2012	Enrique Moral-Benito
Full text	Heterogeneity and cross-country spillovers in macroeconomic-financial linkages Paper: 1241, 21.12.2012	Maria Teresa Valderrama Eva Ortega Matteo Ciccarelli
Full text	The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit Paper: 1240, 17.12.2012 JEL: C32, E32	Gabriel Pérez-Quirós Maria Dolores Gadea Rivas
Full text	Why did high productivity growth of banks precede the financial crisis? Paper: 1239, 12.12.2012	Alfredo Martín-Oliver Vicente Salas-Fumás Sonia Ruano
Full text	The dynamics of hours workedand technology Paper: 1238, 05.11.2012	Cristiano Cantore Filippo Ferroni Miguel A. León-Ledesma
Full text	Minimum wages: do they really hurt young people? Paper: 1237, 11.10.2012	Sergio Puente Sofía Galán
Full text	Can we use seasonally adjusted indicators in dynamic factor models? Paper: 1235, 10.10.2012	Gabriel Pérez-Quirós Yuliya Lovcha Maximo Camacho
Full text	The safety and soundness effects of bank M&As in the EU: Does prudential regulation have any impact? Paper: 1236, 10.10.2012	Larry D. Wall María J. Nieto Jens Hagendorff
Full text	Why do Spanish firms rarely use the bankruptcy system? The role of the mortgage institution Paper: 1234, 25.09.2012	Miguel García-Posada Juan S. Mora-Sanguinetti
Full text	Fiscal forecast errors: governments vs independent agencies? Paper: 1233, 24.09.2012	Rossana Merola Javier J. Pérez
Full text	Does the IMF's official support affect sovereign bond maturities? Paper: 1231, 24.09.2012	Aitor Erce-Domínguez
Full text	Valuation of VIX derivatives Paper: 1232, 24.09.2012	Javier Mencía Enrique Sentana
Full text	A model for vast panels of volatilities Paper: 1230, 12.09.2012	David Veredas Matteo Luciani
Full text	Which model to match? Paper: 1229, 14.08.2012 JEL: C13, C52	David Veredas Roxana Halbleib Matteo Barigozzi
Full text	Marginal quantiles for stationary processes Paper: 1228, 14.08.2012 JEL: C01	Siegfried Hörmann Hiroaki Ogata David Veredas Yves Dominicy
Full text	TailCoR Paper: 1227, 14.08.2012 JEL: C32, C51, G01	Lorenzo Ricci David Veredas
Full text	The effectiveness of forex interventions in four Latin American countries Paper: 1226, 04.07.2012 JEL: C34, F31, G15	Carmen Broto
Full text	The cycle of earnings inequality: evidence from Spanish social security data Paper: 1225, 03.07.2012 JEL: D31, J21, J31	Stéphane Bonhomme Laura Hospido
Full text	The effects of fiscal shocks on the exchange rate in the EMU and differences with the US Paper: 1224, 02.07.2012 JEL: E62, H30	Francisco de Castro Fernández Daniel Garrote
Full text	Liquidity, term spreads and monetary policy Paper: 1223, 22.06.2012 JEL: E43, E44, E52, G20	Yunus Aksoy Henrique S. Basso
Full text	Boom-bust cycles, imbalances and discipline in Europe Paper: 1220, 15.06.2012 JEL: G01, G15	Enrique Alberola Pedro del Río Luis Molina
Full text	Bank leverage cycles Paper: 1222, 14.06.2012 JEL: E20, G10, G21	Carlos Thomas Galo Nuño
Full text	Determinants of corporate default: a BMA approach Paper: 1221, 13.06.2012 JEL: C1, G33	Enrique Moral-Benito Carlos González-Aguado
Full text	Business cycles and investment in intangibles: evidence from Spanish firms Paper: 1219, 22.05.2012 JEL: C23, E32, O3	José Manuel Montero Enrique Moral-Benito Paloma López-García
Full text	Effects of equity capital on the interest rate and the demand for credit. Empirical evidence from Spanish Paper: 1218, 27.04.2012 JEL: D24, G21	Alfredo Martín-Oliver Vicente Salas-Fumás Sonia Ruano
Full text	Net energy analysis in a Ramsey-Hotelling growth model Paper: 1217, 20.03.2012 JEL: O13, Q00, Q43	Arturo Macías Mariano Matilla-García
Full text	Household leverage and fiscal multipliers Paper: 1215, 12.03.2012 JEL: E24, E44, E62	J. E. Boscá J. Andrés J. Ferri
Full text	Consumption partial insurance of Spanish households Paper: 1214, 02.03.2012 JEL: D12, D91, I30	Jose Maria Casado
Full text	Envy and habits: panel data estimates of interdependent preferences Paper: 1213, 01.03.2012 JEL: C23, D12, D91	Francisco Alvarez Cuadrado Jose Maria Casado Jose Maria Labeaga Dhanoos Sutthiphisal
Full text	The international risk-sharing puzzle is at businesscycle and lower frequency Paper: 1212, 23.02.2012 JEL: F41, F42	Giancarlo Corsetti Francesca Viani Luca Dedola
Full text	International reserves and gross capital flows. Dynamics during financial stress Paper: 1211, 22.02.2012 JEL: F21, F32, F33	Enrique Alberola José María Serena Aitor Erce-Domínguez
Full text	Determinants of default ratios in the segment of loans to households in Spain Paper: 1210, 17.02.2012 JEL: C23, D14, G21	Roberto Blanco Ricardo Gimeno
Full text	Is China climbing up the quality ladder? Paper: 1209, 14.02.2012	Gabor Pula Daniel Santabárbara
Full text	The schooling response to a sustained Increase in low-skill wages: evidence from Spain 1989-2009 Paper: 1208, 13.02.2012	Aitor Lacuesta Sergio Puente Ernesto Villanueva
Full text	Markov-switching dynamic factor models in real time Paper: 1205, 10.02.2012	Gabriel Pérez-Quirós Pilar Poncela Maximo Camacho
Full text	Finite sample performance of small versus large scale dynamic factor models Paper: 1204, 09.02.2012	Gabriel Pérez-Quirós Rocio Alvarez Maximo Camacho
Full text	Extracting non-linear signals from several economic indicators Paper: 1202, 07.02.2012	Gabriel Pérez-Quirós Pilar Poncela Maximo Camacho
Full text	Short-run forecasting of the euro-dollar exchange rate with economic fundamentals Paper: 1203, 07.02.2012	Gabriel Pérez-Quirós Marcos dal Bianco Maximo Camacho
Full text	Smoothing shocks and balancing budgets in a currency union Paper: 1207, 25.01.2012	James Costain Beatriz de Blas
Full text	The recent slowdown of bank lending in Spain: are supply-side factors relevant? Paper: 1206, 24.01.2012	Ignacio Hernando Ernesto Villanueva
Full text	Regulatory bias in the price structure of local telephone services Paper: 1201, 12.01.2012	Carlos Pérez Montes

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001