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

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Title Author(s)

Agglomeration matters for trade

Paper: 1316, 04.11.2013

Are there alternatives to bankruptcy? A study of small business distress in Spain

Paper: 1315, 16.10.2013

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Paper: 1314, 15.10.2013

Growth beyond imbalances. Sustainable growth rates and output gap reassessment

Paper: 1313, 10.10.2013

Does income deprivation affect people's mental well-being?

Paper: 1312, 01.10.2013

JEL: C23, D63, I10, I14

Fiscal delegation in a monetary union with decentralized public spending

Paper: 1311, 05.09.2013

DSGE models and the Lucas critique

Paper: 1310, 09.08.2013

Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk

Paper: 1308, 31.07.2013

Fiscal multipliers in turbulent times: the case of Spain

Paper: 1309, 20.06.2013

The effect of foreclosure regulation: evidence for the US mortgage market at state level

Paper: 1306, 14.05.2013

Testing weak exogeneity in cointegrated panels

Paper: 1307, 10.05.2013

Estimation of regulatory credit risk models

Paper: 1305, 27.03.2013

Commodity prices and the business cycle in Latin America: living and dying by commodities?

Paper: 1304, 26.02.2013

JEL: E32, F44

Firm size and judicial efficacy: evidence for the new civil procedures in Spain

Paper: 1303, 26.02.2013

JEL: K40, L25, R12

Insolvency institutions and efficiency: the Spanish case

Paper: 1302, 08.02.2013

Logit price dynamics

Paper: 1301, 06.02.2013

Growth empirics in panel data under model uncertainty and weak exogeneity

Paper: 1243, 27.12.2012

Traded and nontraded goods prices, and international risk sharing: an empirical investigation

Paper: 1242, 27.12.2012

Heterogeneity and cross-country spillovers in macroeconomic-financial linkages

Paper: 1241, 21.12.2012

The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit

Paper: 1240, 17.12.2012

JEL: C32, E32

Why did high productivity growth of banks precede the financial crisis?

Paper: 1239, 12.12.2012

The dynamics of hours workedand technology

Paper: 1238, 05.11.2012

Minimum wages: do they really hurt young people?

Paper: 1237, 11.10.2012

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

Paper: 1236, 10.10.2012

Can we use seasonally adjusted indicators in dynamic factor models?

Paper: 1235, 10.10.2012

Why do Spanish firms rarely use the bankruptcy system? The role of the mortgage institution

Paper: 1234, 25.09.2012

Fiscal forecast errors: governments vs independent agencies?

Paper: 1233, 24.09.2012

Valuation of VIX derivatives

Paper: 1232, 24.09.2012

Does the IMF's official support affect sovereign bond maturities?

Paper: 1231, 24.09.2012

A model for vast panels of volatilities

Paper: 1230, 12.09.2012

Which model to match?

Paper: 1229, 14.08.2012

JEL: C13, C52

Marginal quantiles for stationary processes

Paper: 1228, 14.08.2012

JEL: C01

TailCoR

Paper: 1227, 14.08.2012

JEL: C32, C51, G01

The effectiveness of forex interventions in four Latin American countries

Paper: 1226, 04.07.2012

JEL: C34, F31, G15

The cycle of earnings inequality: evidence from Spanish social security data

Paper: 1225, 03.07.2012

JEL: D31, J21, J31

The effects of fiscal shocks on the exchange rate in the EMU and differences with the US

Paper: 1224, 02.07.2012

JEL: E62, H30

Liquidity, term spreads and monetary policy

Paper: 1223, 22.06.2012

JEL: E43, E44, E52, G20

Boom-bust cycles, imbalances and discipline in Europe

Paper: 1220, 15.06.2012

JEL: G01, G15

Bank leverage cycles

Paper: 1222, 14.06.2012

JEL: E20, G10, G21

Determinants of corporate default: a BMA approach

Paper: 1221, 13.06.2012

JEL: C1, G33

Business cycles and investment in intangibles: evidence from Spanish firms

Paper: 1219, 22.05.2012

JEL: C23, E32, O3

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

Net energy analysis in a Ramsey-Hotelling growth model

Paper: 1217, 20.03.2012

JEL: O13, Q00, Q43

Household leverage and fiscal multipliers

Paper: 1215, 12.03.2012

JEL: E24, E44, E62

Consumption partial insurance of Spanish households

Paper: 1214, 02.03.2012

JEL: D12, D91, I30

Envy and habits: panel data estimates of interdependent preferences

Paper: 1213, 01.03.2012

JEL: C23, D12, D91

The international risk-sharing puzzle is at businesscycle and lower frequency

Paper: 1212, 23.02.2012

JEL: F41, F42

International reserves and gross capital flows. Dynamics during financial stress

Paper: 1211, 22.02.2012

JEL: F21, F32, F33

Determinants of default ratios in the segment of loans to households in Spain

Paper: 1210, 17.02.2012

JEL: C23, D14, G21

Is China climbing up the quality ladder?

Paper: 1209, 14.02.2012

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