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

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	Title	Author(s)
Abstract Full text	The euro as a reserve currency for global investors Paper: 1014, 24.05.2010 JEL: E42, F15, F31, G12, G15	Ricardo Gimeno Luis M. Viceira
Abstract Full text	Employment fluctuations in a dual labor market Paper: 1013, 23.04.2010 JEL: E32, J42, J63, J64, J65	Carlos Thomas Juan F. Jimeno James Costain
Abstract Full text	General Equilibrium Restrictions for Dynamic Factor Models Paper: 1012, 22.04.2010 JEL: C52, E32, E37	David de Antonio Liedo
Abstract Full text	What do premiums paid for bank M&As reflect? The case of the European Union Paper: 1011, 22.04.2010 JEL: G21, G28, G34	Larry D. Wall Ignacio Hernando Jens Hagendorff María J. Nieto
Abstract Full text	Is a Calvo price setting model consistent with micro price data? Paper: 1010, 09.04.2010 JEL: C40, D40, E30	Luis J. Álvarez Pablo Burriel-Llombart
Abstract Full text	evidence from the WDN Survey Paper: 1006, 09.04.2010 JEL: J31, J38, P50	Giuseppe Bertola Daniel Radowski Aurelijus Dabusinskas Claudia Kwapil Marco Hoeberichts Mario Izquierdo Jeremi Montornès
Abstract Full text	How does competition impact bank risk-taking? Paper: 1005, 31.03.2010	Gabriel Jiménez Jesús Saurina Jose A. Lopez
Abstract Full text	a general equilibrium approach Paper: 1009, 25.03.2010	Galo Nuño
Abstract Full text	Spanish banks in the EMU Paper: 1008, 22.03.2010	Alfredo Martín-Oliver
Abstract Full text	No bank, one bank, several banks: does it matter for investment? Paper: 1003, 22.03.2010	Sonia Ruano Jesús Saurina Alexander Karaivanov Robert Townsend
Abstract Full text	Testing non-linear dependence in the Hedge Fund industry Paper: 1007, 19.03.2010	Javier Mencía
Abstract Full text	an unexploited monetary policy tool Paper: 1004, 10.03.2010	Hugo Rodríguez Mendizábal Gabriel Pérez-Quirós
Abstract Full text	evidence from differences in firing costs Paper: 1002, 19.02.2010	Ernesto Villanueva Cristina Barceló
Abstract Full text	Banking competition, collateral constraints and optimal monetary policy Paper: 1001, 16.02.2010	Javier Andrés Carlos Thomas Oscar J. Arce
Abstract Full text	A quarterly fiscal database for the euro area based on intra-annual fiscal information Paper: 0935, 20.01.2010	Javier J. Pérez Diego J. Pedregal Joan Paredes
Abstract Full text	Is there a signalling role for public wages? Evidence for the euro area based on macro data Paper: 0934, 20.01.2010	Javier J. Pérez A. Jesús Sánchez
Abstract Full text	Short-term monitoring of the Spanish Government balance with mixed-frequencies models Paper: 0931, 20.01.2010	Javier J. Pérez Diego J. Pedregal Teresa Leal
Abstract Full text	a general equilibrium model of the oil-macroeconomy nexus Paper: 0932, 30.12.2009	Galo Nuño Anton Nakov
Abstract Full text	an empirical assessment Paper: 0930, 29.12.2009 JEL: E62, H30	Javier J. Pérez Joan Paredes Daniel Garrote Esther Gordo Francisco de Castro Fernández Pablo Burriel-Llombart
Abstract Full text	a general equilibrium analysis Paper: 0927, 23.12.2009	Javier Andrés Eva Ortega Samuel Hurtado Carlos Thomas
Abstract Full text	Distributional tests in multivariate dynamic models with Normal and Student t innovations Paper: 0929, 21.12.2009 JEL: C12, C32, C52	Javier Mencía Enrique Sentana
Abstract Full text	Empirical evidence from Spanish market Paper: 0926, 10.12.2009 JEL: M41, M48	Fernando García-Martínez Juan M. Marín Diazaraque Juana Aledo
Abstract Full text	Monetary effects on nominal oil prices Paper: 0928, 03.12.2009 JEL: E31, E4	Max Gillman Anton Nakov
Abstract Full text	a SVAR approach Paper: 0925, 27.10.2009 JEL: H50, O30, O40	Ángel Estrada José Manuel Montero
Abstract Full text	Public and private sector wages interactions in a general equilibrium mode Paper: 0924, 22.10.2009	Javier J. Pérez Gonzalo Fernández-de-Córdoba José L. Torres
Abstract Full text	does Ricardian equivalence hold? Paper: 0923, 09.10.2009 JEL: E21, E62, H30	José Luis Fernández Francisco de Castro Fernández
Abstract Full text	Technology, convergence and business cycles Paper: 0922, 07.10.2009 JEL: E3, O3, O4	Galo Nuño
Abstract Full text	Do institutional changes affect business cycles? Evidence from Europe Paper: 0921, 24.09.2009 JEL: C15, C33, E32, E42	Eva Ortega Matteo Ciccarelli Fabio Canova
Abstract Full text	On the informational role of term structure in the U.S. monetary policy rule Paper: 0919, 16.09.2009	Ramón María-Dolores Jesús Vázquez Juan-Miguel Londoño
Abstract Full text	What makes a high-growth firm? A probit analysis using Spanish firm-level data Paper: 0920, 11.09.2009	Paloma López-García Sergio Puente
Abstract Full text	Retirement behaviour and retirement incentives in Spain Paper: 0913, 28.08.2009	Isabel Argimón Marta Botella Raquel Vegas Clara I. González
Abstract Full text	Wage, inflation and employment dynamics with labour market matching Paper: 0918, 25.08.2009	Gregory de Walque Tobias Linzert Stephen Millard Kai Christoffel Keith Kuester James Costain Olivier Pierrard
Abstract Full text	High-growth Recoveries, Inventories and the Great Moderation Paper: 0917, 25.08.2009	Hugo Rodríguez Mendizábal Maximo Camacho Gabriel Pérez-Quirós
Abstract Full text	Housing market heterogeneity in a monetary union Paper: 0916, 25.08.2009	Margarita Rubio
Abstract Full text	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	Giovanni Pica Julián Messina Federico Cingano Marco Leonardi
Abstract Full text	Cash, access to credit, and value creation in M&As (683 KB) Paper: 0915, 29.07.2009 JEL: G14, G32, G34	Ignacio Hernando José Manuel Campa
Abstract Full text	Ñ-STING: España Short Term INdicator of Growth (495 KB) Paper: 0912, 24.06.2009 JEL: C22, E27, E32	Maximo Camacho Gabriel Pérez-Quirós
Abstract Full text	Assessing the risk-return trade-off in loans portfolios (566 KB) Paper: 0911, 12.06.2009 JEL: C32, D81, G11, G12, G21, G28	Javier Mencía
Abstract Full text	What explains the low profitability of Chinese banks? (543 KB) Paper: 0910, 02.06.2009 JEL: G21, G28	Daniel Santabárbara Sergio Gavilá Alicia Garcia-Herrero
Abstract Full text	Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (1.129 KB) Paper: 0909, 02.06.2009 JEL: C32, C52, G11	Javier Mencía Enrique Sentana
Abstract Full text	Job changes and individual-job specific wage dynamics (794 KB) Paper: 0907, 04.05.2009 JEL: C23, J31	Laura Hospido
Abstract Full text	The mark-ups in the Spanish economy: international comparison and recent evolution (922 KB) Paper: 0905, 06.04.2009 JEL: E23, J51, L10	Ángel Estrada
Abstract Full text	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	Ricardo Gimeno José Manuel Marqués
Abstract Full text	Assimilation of immigrants in Spain: A longitudinal analysis (572KB) Paper: 0904, 24.03.2009 JEL: J31, J61	Raquel Vegas Aitor Lacuesta Mario Izquierdo
Abstract Full text	Micro evidence of the brain gain hypothesis: The case of Cape Verde (1.132 KB) Paper: 0902, 24.03.2009 JEL: F22, J24, O15	Catia Batista Pedro Vicente Aitor Lacuesta
Abstract Full text	Fixed and variable-rate mortgages, business cycles and monetary policy (737 KB) Paper: 0903, 23.02.2009	Margarita Rubio
Abstract Full text	International Trade Policy towards Monopoly and Oligopoly (713 KB) Paper: 0901, 19.02.2009 JEL: F12, F13	Praveen Kujal Juan Ruiz
Abstract Full text	Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm (744 KB) Paper: 0838, 10.02.2009 JEL: C68, E2	Juan A. Rojas Ángel Gavilán
Abstract Full text	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	Pilar Cuadrado Sergio Puente Aitor Lacuesta
Abstract Full text	Sovereign external assets and the resilience of global imbalances (476 KB) Paper: 0834, 05.02.2009 JEL: E58, F21, F36, G15	José María Serena Enrique Alberola

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