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)

The drivers of European banks US dollar debt issuance: opportunistic funding in times of crisis?

Paper: 1611, 07.07.2016

JEL: F3, G01, G21, G32, O52

Structural transformation, services deepening, and the transmission of monetary policy

Paper: 1615, 01.07.2016

JEL: E31, E43, E52, O41

Breaking down world trade elasticities: a panel ECM approach

Paper: 1614, 01.07.2016

JEL: C23, F14, F40

Growing by learning: firm-level evidence on the size-productivity nexus

Paper: 1613, 01.07.2016

JEL: D24, L11, L25

Modelling interest payments for macroeconomic assessment

Paper: 1612, 30.06.2016

JEL: E43, E44, E47, E63

Growing like Spain: 1995-2007

Paper: 1609, 11.05.2016

JEL: D24, O11, O47

Measuring market liquidity in US fixed income markets: a new synthetic indicator

Paper: 1608, 20.04.2016

JEL: C43, G10, G15

Do the rich (really) consume higher quality goods? Evidence from international trade data

Paper: 1607, 08.04.2016

JEL: F12, F14, L15

The effects of US unconventional monetary policies in Latin America

Paper: 1606, 22.03.2016

JEL: E52, F32, G11

Does slack influence public and private labour market interactions?

Paper: 1605, 18.03.2016

JEL: C3, C82, E62, E65, H6

How firms borrow in international bond markets: securities regulation and market segmentation

Paper: 1603, 01.02.2016

JEL: G15, G18, G32

Multivariate moments expansion density: application of the dynamic equicorrelation mode

Paper: 1602, 29.01.2016

JEL: G10

The countercyclical capital buffer in Spain: an analysis of key guiding indicators

Paper: 1601, 26.01.2016

JEL: E58, G01, G21, G28, G32

Education, labour market experience and cognitive skills: evidence from PIAAC

Paper: 1635, 18.01.2016

JEL: E51, F30, G21

The variation of export prices across and within firms

Paper: 1634, 17.01.2016

JEL: F1, F10, F23

Portfolio rebalancing and asset pricing with heterogeneous inattention

Paper: 1633, 16.01.2016

JEL: G11, G12

Policy spillovers and synergies in a monetary union

Paper: 1540, 11.01.2016

JEL: E44, E52, E62, E65, G21

Understanding the public sector pay gap

Paper: 1539, 08.01.2016

JEL: H50, J31, J45

Prudential filters, portfolio composition and capital ratios in European banks

Paper: 1538, 08.01.2016

JEL: G21, M41

The influence of risk-taking on bank efficiency: evidence from Colombia

Paper: 1537, 07.12.2015

JEL: C11, C23, C51, D24, G21, G32

Heterogeneity of markups at the firm level and changes during the Great Recession: the case of Spain

Paper: 1536, 04.12.2015

JEL: C23, D24, E31, L11, L16

Measuring expectations from household surveys: new results on subjective probabilities of future house prices

Paper: 1535, 27.11.2015

JEL: C81, D12, D14, D84, R21

The unbearable divergence of unemployment in Europe

Paper: 1534, 25.11.2015

JEL: E60, E65, J68

Controlling a distribution of heterogeneous agents

Paper: 1533, 20.11.2015

JEL: C6, D3, D5, E2

Disagreement about inflation and the yield curve

Paper: 1532, 20.11.2015

JEL: D51, E43, E52, G12

Institutional drivers of capital flows

Paper: 1531, 17.11.2015

JEL: F21, F32, F33

The impact of the euro on euro area GDP per capita

Paper: 1530, 13.11.2015

JEL: C33, E42, F15, O52

Worker flows in the European Union during the Great Recession

Paper: 1529, 28.10.2015

JEL: C25, E24, J6

Demographic structure and macroeconomic trends

Paper: 1528, 07.10.2015

JEL: E32, J11

Securitization and asset prices

Paper: 1526, 24.09.2015

JEL: E44, G12, G2

Fast ML estimation of dynamic bifactor models: an application to European inflation

Paper: 1525, 22.09.2015

JEL: C32, C38, E37

What drives bank-intermediated trade finance? Evidence from cross-country analysis

Paper: 1524, 18.09.2015

JEL: F14, F19

Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach

Paper: 1523, 15.09.2015

JEL: C22, E27, E32

Changes in funding patterns by Latin American banking systems: how large? how risky?

Paper: 1521, 24.07.2015

JEL: F36, G15, G21

Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation

Paper: 1520, 20.07.2015

JEL: D81, G11

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

Paper: 1519, 16.07.2015

JEL: G24, L14, L29, O16, O3

Quantitative effects of the shale oil revolution

Paper: 1518, 24.06.2015

JEL: E17, Q41

Monetary policy and sovereign debt vulnerability

Paper: 1517, 24.06.2015

JEL: E5, E62, F34

On the predictability of narrative fiscal adjustments

Paper: 1516, 22.06.2015

JEL: E62, H60

Fiscal consolidation after the Great Recession: the role of composition

Paper: 1515, 19.06.2015

JEL: E12, E62, E63, H12

Default near-the-default-point: the value of and the distance to default

Paper: 1514, 12.06.2015

JEL: G13, G21, G28, G33

Networks and the dynamics of firms export portfolio

Paper: 1513, 02.06.2015


The bank lending channel of unconventional monetary policy: the impact of the VLTROs on credit supply in Spain

Paper: 1512, 16.04.2015

JEL: E52, E58, G21

Financial innovation in sovereign borrowing and public provision of liquidity

Paper: 1511, 14.04.2015

JEL: F34, G21, G23, H63

Volatility-related exchange traded assets: an econometric investigation

Paper: 1510, 13.04.2015

JEL: G13

Fiscal targets. A guide to forecasters?

Paper: 1508, 24.03.2015

JEL: E61, E62, H30, H68

Employment protection legislation and labor court activity in Spain

Paper: 1507, 23.03.2015

JEL: J52, J53, K31, K41

Securitization and banks capital structure

Paper: 1506, 16.03.2015

JEL: G21, G32

Litigation in Spain 2001-2010: Exploring the market for legal services

Paper: 1505, 25.02.2015

JEL: J44, K41, K42, L84

Real wage responsiveness to unemployment in Spain: asymmetries along the business cycle

Paper: 1504, 19.02.2015

JEL: E32, J31

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