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

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001

Title Author(s)

External stress early warning indicators

Paper: 1733, 01.10.2017

JEL: E44, F32, F34, G15, H63

Leverage and deepening business cycle skewness

Paper: 1732, 27.09.2017

JEL: E32, E44

Is fiscal policy more effective in uncertain times or during recessions?

Paper: 1730, 23.08.2017

JEL: C32, E32, E62

Costly decisions and sequential bargaining

Paper: 1729, 23.08.2017

JEL: C72, C78, D81

Monetary policy, stock market and sectoral comovement

Paper: 1731, 18.08.2017

JEL: C32, E44, G12

The propagation of industrial business cycles

Paper: 1728, 09.08.2017

JEL: C22, E27, E32

Model averaging in Markov-Switching models: predicting national recessions with regional data

Paper: 1727, 28.07.2017

JEL: C53, E32, E37

Measuring business cycles intra-synchronization in US: a regime-switching interdependence framework

Paper: 1726, 28.07.2017

JEL: C32, C45, E32

The impact of taxes on income mobility

Paper: 1725, 28.07.2017

JEL: D31, D63, E24, E62, H24, H31

Pricing decisions under financial frictions: evidence from the WDN survey

Paper: 1724, 12.07.2017

JEL: C25, D22, L11

Dealing with dealers: sovereign CDS comovements

Paper: 1723, 07.07.2017

JEL: G12, G14

The Eurozone (expected) inflation: an option's eyes view

Paper: 1722, 06.06.2017

JEL: E31, E44, G13

The output effects of tax changes: narrative evidence from Spain

Paper: 1721, 26.05.2017

JEL: E32, E62, H20

A menu on output gap estimation methods

Paper: 1720, 25.05.2017

JEL: E32, O4

On domestic demand and export performance in the euro area countries: does export concentration matter?

Paper: 1719, 16.05.2017

JEL: C22, E03, F10

High growth firms in employment and productivity: dynamic interactions and the role of financial constraints

Paper: 1718, 12.05.2017

JEL: C23, D24, L11, L25

Exchange rate regime and external adjustment: an empirical investigation for the U.S.

Paper: 1717, 05.05.2017

JEL: F31, F33

Keeping it personal or getting real? On the drivers and effectiveness of personal versus real loan guarantees

Paper: 1715, 05.05.2017

JEL: D43, E32, G21, G32

Immigration and the macroeconomy: some new empirical evidence

Paper: 1716, 27.04.2017

JEL: C11, C32, E32

The impact of firrms financial position on fixed investment and employment. An analysis for Spain

Paper: 1714, 11.04.2017

JEL: C33, E22, E24, E44, G32, J23

Has the Fed responded to house and stock prices? A time-varying analysis

Paper: 1713, 06.04.2017

JEL: C32, E44, E52, E58

Fiscal delegation in a monetary union: instrument assignment and stabilization properties

Paper: 1710, 28.03.2017

JEL: E61, E62, F41, H63

TFP growth and commodity prices in emerging economies

Paper: 1711, 24.03.2017

JEL: C11, C23, O47, Q02

Top-down vs. bottom-up? Reconciling the effects of tax and transfer shocks on output

Paper: 1712, 23.03.2017

JEL: E62, H20, H30

Direct democracy and government size: evidence from Spain

Paper: 1709, 15.03.2017

JEL: D7

Dissecting US recoveries

Paper: 1708, 09.03.2017

JEL: C22, E32

Service regulations, input prices and export volumes: evidence from a panel of manufacturing firms

Paper: 1707, 02.03.2017

JEL: F14, L11, L43

The crucial role of social welfare criteria for optimal inheritance taxation

Paper: 1706, 21.02.2017

JEL: H21, H23, H24

The evolution of regional economic interlinkages in Europe

Paper: 1705, 14.02.2017

JEL: C31, C32, E32, R11

Creating associations as a substitute for direct bank credit. Evidence from Belgium

Paper: 1704, 26.01.2017

JEL: G21, G30

Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond

Paper: 1703, 25.01.2017

JEL: C23

Business Cycle Estimation with High-pass and Band-pass Local Polynomial Regression

Paper: 1702, 24.01.2017

JEL: C13

Implicit public debt thresholds: an empirical exercise for the case of Spain

Paper: 1701, 20.01.2017

JEL: E61, E62, H63, H68

On the determinants of fiscal non-compliance: an empirical analysis of Spains regions

Paper: 1632, 28.12.2016

JEL: H61, H68, H72, H77

Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries

Paper: 1631, 16.12.2016

JEL: C32, E52, E58

Credit, crisis and contract enforcement: evidence from the Spanish loan market

Paper: 1630, 15.12.2016

JEL: E51, G2, K41

The aggregate effects of government income transfer shocks - EU evidence

Paper: 1629, 14.12.2016

JEL: E2, E62, H55, I38

The dynamic effect of public expenditure shocks in the United States

Paper: 1628, 09.12.2016

JEL: E2, E62, H55, H56, I38

The evolution of inflation expectations in euro area markets

Paper: 1627, 30.11.2016

JEL: C32, E31, G13

Stock market cycles and supply side dynamics: two worlds, one vision?

Paper: 1626, 10.11.2016

JEL: B41, C63, C68, E22, E23, E37

Oil price and economic growth: a long story?

Paper: 1625, 10.11.2016

JEL: C22, C32, E32, Q43

Optimal monetary policy with heterogeneous agents

Paper: 1624, 10.11.2016

JEL: E5, E62, F34

The effect of electoral systems on voter turnout: evidence from a natural experiment

Paper: 1623, 10.11.2016

JEL: D72

When fiscal consolidation meets private deleveraging

Paper: 1622, 11.10.2016

JEL: E44, E62

The determinants of long-term debt issuance by European banks: evidence of two crises

Paper: 1621, 06.10.2016

JEL: E44, E58, F3, G21, G32

Spanish public finances through the financial crisis

Paper: 1620, 05.10.2016

JEL: E60, H12, H50, H60

A spectral EM algorithm for dynamic factor models

Paper: 1619, 30.09.2016

JEL: C32, C38, C51

Fiscal multipliers across the credit cycle

Paper: 1618, 08.09.2016

JEL: E20, E44, E62, G10

Credit contractions and unemployment

Paper: 1617, 12.08.2016

JEL: E24, E44

Do banks extract informational rents through collateral?

Paper: 1616, 10.08.2016

JEL: G21, L11

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