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

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

	Title	Author(s)
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
Full text	Learning from experience in the stock market Paper: 1132, 06.12.2011	Anton Nakov Galo Nuño
Full text	Does TFP drive housing prices? A growth accounting exercise for four countries Paper: 1133, 06.12.2011	Alessio Moro Galo Nuño
Full text	Collective bargaining, firm heterogeneity and unemployment Paper: 1131, 02.12.2011	Carlos Thomas Juan F. Jimeno
Full text	Household debt and labour market fluctuations Paper: 1129, 18.11.2011	Javier Andrés Javier Ferri José E. Boscá
Full text	Optimal monetary policy with state-dependent pricing Paper: 1130, 10.11.2011	Carlos Thomas Anton Nakov
Full text	Optimal capital structure and regulatory control Paper: 1128, 08.11.2011	Carlos Pérez Montes
Full text	Monitoring sub-central government spending in Spain Paper: 1127, 19.10.2011	Javier J. Pérez Laura Fernández-Caballero Diego J. Pedregal
Full text	Cross-border coordination of prudential supervision and deposit guarantees Paper: 1126, 11.10.2011	Daniel C. Hardy María J. Nieto
Full text	A general equilibrium model of the oil market Paper: 1125, 07.10.2011	Anton Nakov Galo Nuño
Full text	Local versus aggregate lending channels: the effects of securitization on corporate credit supply Paper: 1124, 06.10.2011	Gabriel Jiménez Jesús Saurina Atif Mian José-Luis Peydró
Full text	Is there a cost associated with an increase in family size beyond child investment? Evidence from developing countries Paper: 1117, 29.09.2011	Julio Cáceres-Delpiano
Full text	Precautionary price stickiness Paper: 1122, 23.09.2011	James Costain Anton Nakov
Full text	Accounting for changes in the Spanish wage distribution: the role of employment composition effects Paper: 1120, 16.09.2011	Juan F. Jimeno A. Carolina Ortega Raquel Carrasco
Full text	Model averaging in economics Paper: 1123, 13.09.2011	Enrique Moral-Benito
Full text	Do dynamic provisions reduce income smoothing using loan loss provisions? Paper: 1118, 13.09.2011	Vicente Salas-Fumás Jesús Saurina Daniel Pérez
Full text	The effects of fiscal shocks on the exchange rate in Spain Paper: 1121, 08.09.2011	Francisco de Castro Fernández Laura Fernández-Caballero
Full text	Money dynamics with multiple banks of issue: evidence from Spain 1856-1874 Paper: 1119, 01.09.2011	Pedro Tedde Alessio Moro Galo Nuño
Full text	Consumption and initial mortgage conditions: evidence from survey data Paper: 1101, 04.08.2011	Giacomo Masier Ernesto Villanueva
Full text	Endogenous fiscal consolidations Paper: 1102, 04.08.2011	Enrique Moral-Benito Pablo Hernández de Cos
Full text	House purchase versus rental in Spain Paper: 1108, 04.08.2011	Margarita Rubio Carlos Thomas Eva Ortega
Full text	Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth Paper: 1109, 04.08.2011	Enrique Moral-Benito
Full text	Credit cycles: Evidence based on a non linear model for developed countries Paper: 1113, 04.08.2011	Rebeca Anguren Martín
Full text	Income and democracy: Revisiting the evidence Paper: 1115, 04.08.2011	Enrique Moral-Benito Cristian Bartolucci
Full text	Is infrastructure capital productive? A dynamic heterogeneous approach Paper: 1103, 04.08.2011	Luis Servén Enrique Moral-Benito César Calderón
Full text	Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries Paper: 1105, 04.08.2011	Juan Carlos Berganza Carmen Broto
Full text	Fiscal policy, structural reforms and external imbalances: a quantitative evaluation for Spain Paper: 1107, 04.08.2011	Juan A. Rojas Ángel Gavilán Pablo Hernández de Cos Juan F. Jimeno
Full text	Fiscal data revisions in Europe Paper: 1106, 04.08.2011	Javier J. Pérez Marta Rodríguez Vives Francisco de Castro Fernández
Full text	TFP growth and its determinants: nonparametrics and model averaging Paper: 1104, 04.08.2011	Enrique Moral-Benito Michael Danquah Bazoumana Ouattara
Full text	Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series Paper: 1116, 04.08.2011	Domingo Pérez Cañete Agustín Maravall Herrero
Full text	Estimating non-linear models with multiple fixed effects: A computational note Paper: 1114, 04.08.2011	Laura Hospido
Full text	Shifts in portfolio preferences of international investors: an application to sovereign wealth funds Paper: 1112, 04.08.2011	Filipa Sá Francesca Viani
Full text	Where is the value in high frequency trading? Paper: 1111, 04.08.2011	José Penalva Álvaro Cartea
Full text	FiMod - a DSGE model for fiscal policy simulations Paper: 1110, 04.08.2011	Carlos Thomas Nikolai Stähler

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