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Banco de Espana Research Paper Series
25,186 Total downloads | Link to this page

Banco de España Publications

Showing Papers 1 - 50 of 316
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Incl. Electronic Paper Testing Weak Exogeneity in Cointegrated Panels
Banco de Espana Working Paper No. 1307
Enrique Moral-Benito and Luis Serven
Bank of Spain and World Bank
Date Posted: May 15, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper The Effect of Foreclosure Regulation: Evidence for the US Mortgage Market at State Level
Banco de Espana Working Paper No. 1306
Fernando López Vicente
Bank of Spain
Date Posted: May 15, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper China's Economic Growth and Rebalancing
Banco de Espana Occasional Paper No. 1301
Ettore Dorrucci , Gabor Pula and Daniel Santabárbara
European Central Bank (ECB) , European Central Bank (ECB) - Directorate General International and European Relations and Banco de España
Date Posted: April 27, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Estimation of Regulatory Credit Risk Models
Banco de Espana Working Paper No. 1305
Carlos Pérez Montes Sr.
Independent
Date Posted: March 28, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Firm Size and Judicial Efficacy: Evidence for the New Civil Procedures in Spain
Banco de Espana Working Paper No. 1303
Miguel Garcia-Posada and Juan S. Mora-Sanguinetti
Bank of Spain and Bank of Spain - Research Department
Date Posted: February 20, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Insolvency Institutions and Efficiency: The Spanish Case
Banco de Espana Working Paper No. 1302
Miguel Garcia-Posada
Bank of Spain
Date Posted: February 09, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Logit Price Dynamics
Banco de Espana Working Paper No. 1301
James S. Costain and Anton Nakov
Bank of Spain - Research Department and Bank of Spain
Date Posted: February 06, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity
Banco de Espana Working Paper No. 1243
Enrique Moral-Benito
Bank of Spain
Date Posted: January 02, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Traded and Nontraded Goods Prices, and International Risk Sharing: An Empirical Investigation
Banco de Espana Working Paper No. 1242
Giancarlo Corsetti , Luca Dedola and Francesca Viani
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) , Bank of Italy and Banco de España
Date Posted: January 02, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages
Banco de Espana Working Paper No. 1241
Matteo Ciccarelli , Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB) , Bank of Spain, Research Department and Österreichische Nationalbank - Department of Economics
Date Posted: December 23, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper The Failure to Predict the Great Recession - The Failure of Academic Economics? A View Focusing on the Role of Credit
Banco de Espana Working Paper No. 1240
Maria Dolores Gadea Rivas and Gabriel Pérez-Quirós
University of Zaragoza and Bank of Spain
Date Posted: December 19, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Why Did High Productivity Growth of Banks Precede the Financial Crisis?
Banco de Espana Working Paper No. 1239
Alfredo Martín‐Oliver , Sonia Ruano and Vicente Salas-Fumás
University of the Balearic Islands , Bank of Spain and University of Zaragoza - Department of Business Administration and Organization
Date Posted: December 15, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Net Energy Analysis in a Ramsey-Hotelling Growth Model
Banco de Espana Working Paper No. 1217
Arturo Macías and Mariano Matilla-García
Banco de España and affiliation not provided to SSRN
Date Posted: November 26, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper Fiscal Rules in Latin America: A Survey
Banco de Espana Occasional Paper No. 1208
Juan Carlos Berganza
Bank of Spain
Date Posted: November 13, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper The Dynamics of Hours Worked and Technology
Banco de Espana Working Paper No. 1238
Cristiano Cantore , Filippo Ferroni and Miguel A. León-Ledesma
University of Surrey , Universitat Pompeu Fabra and affiliation not provided to SSRN
Date Posted: November 06, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Minimum Wages: Do They Really Hurt Young People?
Banco de Espana Working Paper No. 1237
Sofia Galan and Sergio Puente
Bank of Spain and Banco de Espana
Date Posted: October 20, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?
Banco de Espana Working Paper No. 1235
Maximo Camacho , Gabriel Perez-Quiros and Yuliya Yuliya Lovcha
Autonomous University of Barcelona - Department of Economics , Bank of Spain and University of Navarra
Date Posted: October 11, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper The Safety and Soundness Effects of Bank M&As in the EU: Does Prudential Regulation Have Any Impact?
Banco de Espana Working Paper No. 1236
Jens Hagendorff , Maria Nieto and Larry D. Wall
University of Edinburgh - Business School , Bank of Spain and Federal Reserve Bank of Atlanta - Research Department
Date Posted: October 11, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Why Do Spanish Firms Rarely Use the Bankruptcy System? The Role of the Mortgage Institution
Banco de Espana Working Paper No. 1234
Miguel Garcia-Posada and Juan S. Mora-Sanguinetti
Bank of Spain and Bank of Spain - Research Department
Date Posted: September 26, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Fiscal Forecast Errors: Governments vs Independent Agencies?
Banco de Espana Working Paper No. 1233
Rossana Merola and Javier Pérez
Organization for Economic Co-Operation and Development (OECD) and affiliation not provided to SSRN
Date Posted: September 21, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Valuation of VIX Derivatives
Banco de Espana Working Paper No. 1232
Javier Mencia and Enrique Sentana
Bank of Spain and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: September 20, 2012
Working Paper Series
114 downloads

Incl. Electronic Paper Does the IMF's Official Support Affect Sovereign Bond Maturities?
Banco de Espana Working Paper No. 1231
Aitor Erce
Bank of Spain
Date Posted: September 19, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Long-Run Growth and Demographic Prospects in Advanced Economies
Banco de Espana Occasional Paper No. 1206
Galo Nuno , Cristina Pulido and Ruben Segura-Cayuela
Bank of Spain - Department of International Economics & International Relations , affiliation not provided to SSRN and Bank of Spain
Date Posted: July 06, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper The Effectiveness of Forex Interventions in Four Latin American Countries
Banco de Espana Working Paper No. 1226
Carmen Broto
Bank of Spain
Date Posted: July 04, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper The Cycle of Earnings Inequality: Evidence from Spanish Social Security Data
Banco de Espana Working Paper No. 1225
Stephane Bonhomme and Laura Hospido
Centre for Monetary and Financial Studies (CEMFI) and Bank of Spain - Research Department
Date Posted: July 03, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper The Effects of Fiscal Shocks on the Exchange Rate in the EMU and Differences with the US
Banco de Espana Working Paper No. 1224
Francisco de Castro and Daniel Garrote
Banco de Espana and Bank of Spain
Date Posted: July 02, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Liquidity, Term Spreads and Monetary Policy
Banco de Espana Working Paper No. 1223
Yunus Aksoy and Henrique S. Basso
University of London, Birkbeck College, Faculty of Social Sciences, School of Economics, Mathematics and Statistics and Birkbeck College, University of London
Date Posted: June 22, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Boom-Bust Cycles, Imbalances and Discipline in Europe
Banco de Espana Working Paper No. 1220
Enrique Alberola , Luis Molina and Pedro Del Rio Lopez
Bank of Spain - Research Department , Banco de Espana and Bank of Spain
Date Posted: June 16, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Bank Leverage Cycles
Banco de Espana Working Paper No. 1222
Galo Nuno and Carlos Thomas
Bank of Spain - Department of International Economics & International Relations and Banco de España
Date Posted: June 15, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Determinants of Corporate Default: A BMA Approach
Banco de Espana Working Paper No. 1221
Carlos González-Aguado and Enrique Moral-Benito
Centre for Monetary and Financial Studies (CEMFI) and Bank of Spain
Date Posted: June 13, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper El Impacto De La Consolidacion Fiscal Sobre El Crecimiento Economico - Una Lustracion Para La Economia Espanola A Partir De Un Modelo De Equilibrio General (The Impact of Fiscal Consolidation on Economic Growth - An Illustration for the Spanish Economy Based on a General Equilibrium Model)
Banco de Espana Occasional Paper No. 1205
Pablo Hernández de Cos and Carlos Thomas
Banco de Espana and Banco de España
Date Posted: May 28, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Business Cycles and Investment in Intangibles: Evidence from Spanish Firms
Banco de Espana Working Paper No. 1219
Paloma Lopez-Garcia , Jose Manuel Montero and Enrique Moral-Benito
Banco de España , Bank of Spain and Bank of Spain
Date Posted: May 22, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Effects of Equity Capital on the Interest Rate and the Demand for Credit: Empirical Evidence from Spanish Banks
Banco de Espana Working Paper No. 1218
Alfredo Martín‐Oliver , Sonia Ruano and Vicente Salas-Fumás
University of the Balearic Islands , Bank of Spain and University of Zaragoza - Department of Business Administration and Organization
Date Posted: April 28, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches
Banco de Espana Occasional Paper No. 1203
Concha Artola and Enrique Galán Sr.
Bank of Spain - Servicio de Estudios and affiliation not provided to SSRN
Date Posted: April 22, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches
Banco de Espana Occasional Paper No. 1203
Concha Artola and Enrique Galán
Bank of Spain - Servicio de Estudios and affiliation not provided to SSRN
Date Posted: March 24, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper What Role, If Any, Can Market Discipline Play in Supporting Macroprudential Policy?
Banco de Espana Occasional Paper No. 1202
Maria Nieto
Bank of Spain
Date Posted: March 16, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Household Leverage and Fiscal Multipliers
Banco de Espana Working Paper No. 1215
Javier Andrés , José Emilio Boscá Mares and Javier Ferri
University of Valencia - Department of Economics , University of Valencia - Department of Economic Analysis and affiliation not provided to SSRN
Date Posted: March 12, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper The Spanish Economic Crisis: Key Factors and Growth Challenges in the Euro Area
Banco de Espana Occasional Paper No. 1201
Eloísa Ortega and Juan Peñalosa
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 05, 2012
Working Paper Series
169 downloads

Incl. Electronic Paper Consumption Partial Insurance of Spanish Households
Banco de Espana Working Paper No. 1214
Jose Maria Casado
affiliation not provided to SSRN
Date Posted: March 02, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper Envy and Habits: Panel Data Estimates of Interdependent Preferences
Banco de Espana Working Paper No. 1213
Francisco Alvarez-Cuadrado , Jose Maria Casado , José M. Labeaga and Dhanoos Sutthiphisal
McGill University - Department of Economics , affiliation not provided to SSRN , IFS Spain and Assumption University
Date Posted: March 01, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper The International Risk-Sharing Puzzle is at Business-Cycle and Lower Frequency
Banco de Espana Working Paper No. 1212
Giancarlo Corsetti , Luca Dedola and Francesca Viani
University of Cambridge , Bank of Italy and Banco de España
Date Posted: February 23, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper International Reserves and Gross Capital Flows - Dynamics During Financial Stress
Banco de Espana Working Paper No. 1211
Enrique Alberola , Aitor Erce and Jose Maria Serena
Bank of Spain - Research Department , Bank of Spain and Bank of Spain
Date Posted: February 22, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Determinants of Default Ratios in the Segment of Loans to Households in Spain
Banco de Espana Working Paper No. 1210
Roberto Blanco and Ricardo Gimeno
Bank of Spain and Bank of Spain
Date Posted: February 18, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Is China Climbing Up the Quality Ladder?
Banco de Espana Working Paper No. 1209
Gabor Pula and Daniel Santabárbara
European Central Bank (ECB) - Directorate General International and European Relations and Banco de España
Date Posted: February 15, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper The Schooling Response to a Sustained Increase in Low-Skill Wages: Evidence from Spain 1989-2009
Banco de Espana Working Paper No. 1208
Aitor Lacuesta , Sergio Puente and Ernesto Villanueva
Bank of Spain , Banco de Espana and Bank of Spain
Date Posted: February 13, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models
Banco de Espana Working Paper No. 1204
Rocio Alvarez , Maximo Camacho and Gabriel Perez-Quiros
Universidad de Alicante , Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: February 12, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Markov-Switching Dynamic Factor Models in Real Time
Banco de Espana Working Paper No. 1205
Maximo Camacho , Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics , Bank of Spain and Independent University of Madrid
Date Posted: February 12, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Extracting Non-Linear Signals from Several Economic Indicators
Banco de Espana Working Paper No. 1202
Maximo Camacho , Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics , Bank of Spain and Independent University of Madrid
Date Posted: February 07, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals
Banco de Espana Working Paper No. 1203
Marcos Dal Bianco , Maximo Camacho and Gabriel Perez-Quiros
affiliation not provided to SSRN , Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: February 07, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper Smoothing Shocks and Balancing Budgets in a Currency Union
Banco de Espana Working Paper No. 1207
James S. Costain and Beatriz de Blas
Bank of Spain - Research Department and Independent University of Madrid
Date Posted: January 26, 2012
Working Paper Series
22 downloads


 

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