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

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	Title	Author(s)
Abstract Full text	Asymmetric collateral requirements and output composition (831 KB) Paper: 0837, 02.02.2009 JEL: E22, E32, E44	Oscar J. Arce José Manuel Campa Ángel Gavilán
Abstract Full text	Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking? (822 KB) Paper: 0833, 27.01.2009	Steven Ongena José Luis Peydró Gabriel Jiménez Jesús Saurina
Abstract Full text	Social Security reform with imperfect substitution between less and more experienced workers (603 KB) Paper: 0832, 27.01.2009	Juan A. Rojas
Abstract Full text	Financing obstacles and growth: An analysis for euro area non-financial corporations (794 KB) Paper: 0836, 26.01.2009	Annalisa Ferrando Chiara Coluzzi Carmen Martínez-Carrascal
Abstract Full text	Dynamics of the price distribution in a general model of state-dependent pricing (1.040 KB) Paper: 0831, 15.01.2009 JEL: D81, E31, E52	James Costain Antón Nákov
Abstract Full text	Term structure and the estimated monetary policy rule in the eurozone (828 KB) Paper: 0827, 12.01.2009 JEL: C32, E30, E52	Ramón María-Dolores Jesús Vázquez
Abstract Full text	Banking competition, housing prices and macroeconomic stability (948 KB) Paper: 0830, 08.01.2009 JEL: E32, E43, E44, G21	Oscar J. Arce Javier Andrés
Abstract Full text	The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances (1.272 KB) Paper: 0829, 29.12.2008 JEL: C81, D10	Cristina Barceló
Abstract Full text	Impact of bank competition on the interest rate pass-through in the euro area (835 KB) Paper: 0828, 23.12.2008 JEL: D4, E50, G21, L10	Jacob A. Bikker Adrian van Rixtel Christoffer Kok Sørensen Michiel van Leuvensteijn
Abstract Full text	Inflation targeting in Latin America: Empirical analysis using GARCH models (712 KB) Paper: 0826, 05.12.2008 JEL: C22, C51, E52	Carmen Broto
Abstract Full text	Search cost and price dispersion in vertically related markets: the case of bank loans and deposits (575 KB) Paper: 0825, 25.11.2008 JEL: D83, G21	Alfredo Martín-Oliver Jesús Saurina Vicente Salas-Fumás
Abstract Full text	Price adjustments in a general model of state-dependent pricing (924 KB) Paper: 0824, 25.11.2008 JEL: D81, E31	James Costain Anton Nakov
Abstract Full text	Determinants of domestic and cross-border bank acquisitions in the European Union (560 KB) Paper: 0823, 07.11.2008 JEL: G21, G34	Larry D. Wall María J. Nieto Ignacio Hernando
Abstract Full text	The Determinants of Budget Balances of the Regional (Autonomous) Governments (577 KB Paper: 0803, 23.10.2008 JEL: H7
Abstract Full text	Exchange rate pass-through in new Member States and candidate countries of the EU (721 KB) Paper: 0822, 21.10.2008 JEL: C23, F31, F36, F42	Ramón María-Dolores
Abstract Full text	Empirical analysis of corporate credit lines (836 KB) Paper: 0821, 02.10.2008 JEL: E32, G18, M21	Gabriel Jiménez Jesús Saurina José A. López
Abstract Full text	The impact of financial position on investment: an analysis for non-financial corporations in the euro area (680 KB) Paper: 0820, 25.09.2008 JEL: C33, E22, G32, J23	Annalisa Ferrando Carmen Martínez-Carrascal
Abstract Full text	Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution? (578 KB) Paper: 0819, 23.09.2008	María J. Nieto David G. Mayes Larry D. Wall
Abstract Full text	Labor market reform and price stability: an application to the Euro Area (673 KB) Paper: 0818, 18.09.2008 JEL: E31, E32, J64	Francesco Zanetti Carlos Thomas
Abstract Full text	Measuring and explaining the volatility of capital flows towards emerging countries (621 KB) Paper: 0817, 01.09.2008 JEL: C22, C23, F21, F36	Carmen Broto Aitor Erce-Domínguez Javier Díaz-Cassou
Abstract Full text	Organizational distance and use of collateral for business loans (633 KB) Paper: 0816, 19.08.2008 JEL: G21, L22	Gabriel Jiménez Jesús Saurina Vicente Salas-Fumás
Abstract Full text	Housing bubbles (765 KB) Paper: 0815, 04.08.2008 JEL: G21, R21, R31	J. David López-Salido Oscar J. Arce
Abstract Full text	On the job search in a matching model with heterogeneous jobs and workers (698 KB Paper: 0813, 03.07.2008	Marcel Jansen Juan J. Dolado Juan F. Jimeno
Abstract Full text	Does immigration affect the Phillips curve? Some evidence for Spain (778 KB Paper: 0814, 29.06.2008	Juan J. Dolado Juan F. Jimeno Samuel Bentolila
Abstract Full text	Testing for conditional heteroscedasticity in the components of inflation (1.128 KB Paper: 0812, 19.06.2008 JEL: C22, C52, E31	Esther Ruiz Carmen Broto
Abstract Full text	A structural model of sovereign debt issuance: assessing the role of financial factors. (822 KB Paper: 0809, 16.06.2008	Aitor Erce-Domínguez
Abstract Full text	Uncertainty and entry into export markets (624 KB Paper: 0811, 12.06.2008	Josep M. Vilarrubia Rubén Segura-Cayuela
Abstract Full text	Do trade and financial linkages foster business cycle synchronization in a small economy? (555 KB Paper: 0810, 12.06.2008	Juan M. Ruiz Alicia Garcia-Herrero
Abstract Full text	Introducing the Euro-STING: Short Term INdicator of Euro Area Growth (701 KB Paper: 0807, 30.04.2008 JEL: C22, E27, E32	Maximo Camacho Gabriel Pérez-Quirós
Abstract Full text	The effect of foreign service on trade volumes and trade partners (602 KB Paper: 0808, 28.04.2008 JEL: F12, F13, F15, F55	Josep M. Vilarrubia Rubén Segura-Cayuela
Abstract Full text	Search frictions, real rigidities and inflation dynamics (705 KB Paper: 0806, 12.03.2008 JEL: E32, J40	Carlos Thomas
Abstract Full text	Money and the natural rate of interest: structural estimates for the United States and the euro area Paper: 0805, 12.03.2008 JEL: E51, E52	Javier Andrés J. David López-Salido Edward Nelson
Abstract Full text	Wealth inequality and household structure: US Paper: 0804, 15.02.2008 JEL: D31	Olympia Bover
Abstract Full text	Uncertainty and the price of risk in a nominal convergence process (879 KB Paper: 0802, 24.01.2008	Ricardo Gimeno José Manuel Marqués
Abstract Full text	Size, growth and bank dynamics (543 KB Paper: 0801, 21.01.2008 JEL: C23, G21, L11	Enrique Benito
Abstract Full text	The Output and Profit Contribution of Information Technology and Advertising Investments in Banks (724 KB Paper: 0740, 17.01.2008 JEL: D24, G21	Alfredo Martín-Oliver Vicente Salas-Fumás
Abstract Full text	Price determinacy under non-Ricardian fiscal strategies (756 KB Paper: 0741, 28.12.2007 JEL: E31, E42, E61	Oscar J. Arce
Abstract Full text	Firm productivity dynamics in Spain Paper: 0739, 17.12.2007 JEL: D24, J24, L11, L25	Paloma López-García Sergio Puente Ángel Luis Gómez
Abstract Full text	Modelling heterogeneity and dynamics in the volatility of individual wages Paper: 0738, 10.12.2007 JEL: C23, J31	Laura Hospido
Abstract Full text	Employment risk and household formation: evidence from differences in firing costs Paper: 0737, 10.12.2007 JEL: J1, J2	Ernesto Villanueva Mario García-Ferreira
Abstract Full text	Update of the quarterly model of the Bank of Spain Paper: 0717, 22.11.2007 JEL: E10, E17, E20, E60	José Luis Fernández Eva Ortega Samuel Hurtado Eva Ferraz Pablo Burriel-Llombart
Abstract Full text	A new approach to measuring competition in the loan markets of the euro area Paper: 0736, 13.11.2007 JEL: D4, G21, L1	Jacob A. Bikker Adrian van Rixtel Michiel van Leuvensteijn Christoffer Kok Sørensen
Abstract Full text	Oil and the Great Moderation Paper: 0735, 29.10.2007 JEL: D2, E32, E52, Q43	Antón Nákov Andrea Pescatori
Abstract Full text	Local debt expansion... vulnerability reduction: an assessment for six crisis-prone countries Paper: 0733, 29.10.2007 JEL: E6, F3, H6	Carmen Broto Paloma Acevedo Enrique Alberola
Abstract Full text	Inequality for Wage Earners and Self-Employed: Evidence from Panel Data Paper: 0734, 23.10.2007 JEL: D12, D31, D91, E21	Raquel Carrasco Pedro Albarrán Maite Martínez-Granado
Abstract Full text	How do intangible assets create economic value? an application to banks Paper: 0730, 10.10.2007 JEL: D21, G21	Alfredo Martín-Oliver Vicente Salas-Fumás
Abstract Full text	The transmission of emerging market shocks to global equity markets Paper: 0727, 10.10.2007 JEL: F30, F36, G15	Lucía Cuadro Sáez Christian Thimann Marcel Fratzscher
Abstract Full text	The industrial impact of oil price shocks: evidence from the industries of six OECD countries Paper: 0731, 05.10.2007 JEL: E32, Q43	Rebeca Jiménez-Rodríguez
Abstract Full text	What do micro price data tell us on the validity of the New Keynesian Phillips Curve? Paper: 0729, 18.09.2007 JEL: D40, E31	Luis J. Álvarez
Abstract Full text	Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter Paper: 0728, 07.09.2007 JEL: C22, C43, C82, E32, E66	Agustín Maravall Ana del Río

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