BCRA Working Paper Series

From Central Bank of Argentina, Economic Research Department
Contact information at EDIRC.
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201257: Common Drivers in Emerging Market Spreads and Commodity Prices

Diego Bastourre, Jorge Carrera, Javier Ibarlucia and Mariano Sardi

201256: Credit vs. Payment Services: Financial Development and Economic Activity Revisited

Ricardo Bebczuk, Tamara Burdisso and Máximo Sangiácomo

201155: A New Look into Credit Procyclicality: International Panel Evidence

Ricardo Bebczuk, Tamara Burdisso, Jorge Carrera and Máximo Sangiácomo

201154: Regulatory Solutions to Bank Loans Pro-Cyclicality. Is the Cure Worse than the Illness?

Veronica Balzarotti and Alejandra Anastasi

201153: Foreign Exchange Regulatory Framework and Characteristics of the Argentine Exchange Market Regarding the Transfer of Funds from and to Foreign Countries

Miguel Pesce

201152: What Drives firms´ Geographic Diversification in International Markets?

Tomás Castagnino

201151: Simultaneous Use of Formal Credit, Informal Loans and Dissaving: Exploring the Financial Behavior of Households in Argentina

Andrés Denes, Carlos Maya, Gaston Repetto and Nicolas Grosman

201050: Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics

Diego Bastourre, Jorge Carrera and Javier Ibarlucia

201049: An Assessment of Competition in the Argentine Banking Sector: Empirical Evidence with Data at Bank Level

Hector Gonzalez Padilla

201048: Center and Periphery: the Propagation of the Global Crisis to Latin America

Sebastián Katz and Eduardo Corso

201047: Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction

Guillermo Escudé

201046: Relevance of Seasonal Adjustment in Short-Term Analysis: Effects of the Domestic Calendar in the Series of Banknotes and Coins of Argentina

Tamara Burdisso, Emilio Blanco and Mariano Sardi

200945: The G20, the Crisis and the Redesign of the International Financial Architecture

Jorge Carrera

200944: Response of the Argentine Soybean Sown Area to Prices

Luis Lanteri

200943: Is Consumption Credit Inflationary? An Empirical Assessment for 30 Countries

Ricardo Bebczuk

200942: ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One

Guillermo Escudé

200941: Determinants of the Inter-Bank Interest Rate in Argentina

Alejandra Anastasi, Pedro Elosegui and Máximo Sangiácomo

200940: Studying the Short-Run Dynamics of Inflation: Estimating a Hybrid New-Keynesian Phillips Curve for Argentina (1993-2007)

Laura D´Amato and Maria Garegnani

200839: Dangerous Liaisons? An Empirical Assessment of Inflation Targeting and Exchange Rate Regimes

Horacio Aguirre and Tamara Burdisso

200838: Regime Dependence, Common Shocks and the Inflation-Relative Price Variability Relation

Tomás Castagnino and Laura D´Amato

200837: Credit Scoring Models: Lack of Information and the Use of Data from a Credit Risk Register

Veronica Balzarotti and Fernando Castelpoggi

200836: Productive, Geographic and Debtor Diversification and Its Effect on the Quality of the Credit Portfolio in Argentina

Alejandra Anastasi, Ricardo Bebczuk, Pedro Elosegui and Máximo Sangiácomo

200835: Forecasting Inflation in Argentina: Individual Models or Forecast Pooling?

Laura D´Amato, Maria Garegnani and Emilio Blanco

200834: Argentina 2002-2005: Use of Bank Financing, Long-Term Credit and Their Impact on Companies’ Microeconomic Performance

Alejandra Anastasi, Gustavo González Padilla and Gaston Repetto

200833: Imports-Exports Correlation: A New Puzzle?

Ricardo Bebczuk

200832: Aggregate Indicators of Economic Activity for Argentina: The Principal Components Method

Pedro Elosegui, Maria Garegnani and Emilio Blanco

200831: Market Power Evolution of Financial Intermediation Services in Argentina: Effects of Favorable Macroeconomic Perspectives?

Karina Otero

200830: Business Cycle Accounting for Argentina Utilizing Capital Utilization

Tiago Cavalcanti, Pedro Elosegui, George McCandless and Emilio Blanco

200729: A Model of Bank Reserves with Macroeconomic and Financial Corrections

Emiliano Rodríguez Villegas

200728: Money Demand in an Open Economy: The Case of Argentina 1993-2006

Marisol Rodriguez Chatruc

200727: Monetary Space in Latin America: A Criterion to Regime Selection

Eduardo Corso

200726: Industrial Diversification, Financial Development and Productive Investments

Alfredo Schclarek

200725: Monetary Policy Under Uncertainty, Regime Change and High Volatility

Emiliano Basco, Tomás Castagnino, Sebastián Katz and Sebastián Vargas

200724: The Asymmetrical Impact of Restrictions to Financing in Argentina. Comparison by Sector, Size and Origin of Ownership (1995-2003)

Pedro Elosegui, Paula Español, Demian Panigo and Emilio Blanco

200723: Inflation Persistence and Changes in the Monetary Regime: The Argentine Case

Laura D´Amato, Maria Garegnani and Juan Sotes-Paladino

200722: Investment and Growth: Half a Century of a Subtle and Frequently Misunderstood Relationship

Sebastián Katz, Luis Lanteri and Sebastián Vargas

200721: ARGEM: A DSGE Model with Banks and Monetary Policy Regimes with Two Feedback Rules, Calibrated for Argentina

Guillermo Escudé

200720: Risky Banking and Credit Rationing

Pedro Elosegui and Anne P. Villamil

200719: Efficiency of Lending Sectoral Allocation in Argentina

Ricardo Bebczukegui and Máximo Sangiácomo

200718: The BCRA’s Small Economic Model

Pedro Elosegui, Guillermo Escudé, Maria Garegnani and Juan Sotes-Paladino

200717: Macroeconomic Shocks and Financial Vulnerability

Jorge Carrera and Luis Lanteri

200716: Determinants of the Non-Performing Loans Portfolio in Argentine Banks

Ricardo Bebczuk and Máximo Sangiácomo

200615: Bancarization and Determinants of Availability of Banking Services in Argentina

Alejandra Anastasi, Emilio Blanco, Pedro Elosegui and Máximo Sangiácomo

200614: The Economic Policy of Foreign Reserve Accumulation: New International Evidence

Martín Redrado, Jorge Carrera, Diego Bastourre and Javier Ibarlucia

200613: Understanding the Money-Prices Relationship Under Low and High Inflation Regimes: Argentina 1970-2005

Emiliano Basco, Laura D´Amato and Maria Garegnani

200612: Alternative Monetary Regimes in a DSGE Model of a Small Open Economy with Two Sectors and Sticky Prices and Wages

Guillermo Escudé

200611: Towards an Estimation of Money Demand with Forecasting Purposes

Horacio Aguirre, Tamara Burdisso and Federico Grillo

200610: A Model of Working Capital with Idiosyncratic Production Risk and Firm Failure

George McCandless

200609: Argentina 1999 – 2005: Analyzing the Market of Bank Lending for Companies During Times of Sudden Changes of Economic Regimes

Hector Gonzalez Padilla, Laura Orué and Gaston Repetto

200608: Corporate Self-Financing and Growth

Ricardo Bebczuk and Maria Garegnani

200607: A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM

Pedro Elosegui, Francisco Lepone and George McCandless

200606: Real Interest Rate Risk in the Argentine Banking System. A Measuring Model

Veronica Balzarotti

200605: The Use of Collateral in the Argentine Banking System

Ricardo Bebczuk and Máximo Sangiácomo

200604: Credit Scoring Models with Truncated Samples and Their Validation

Veronica Balzarotti, Matias Gutierrez Girault and Verónica Vallés

200603: The Feldstein-Horioka Paradox: A New Perspective from the Institutional Sector Level

Ricardo Bebczuk and Klaus Schmidt-Hebbel

200602: Methodological Alternatives for the Analysis of Financial Constraints in Argentina

Pedro Elosegui, Paula Español, Demian Panigo and Juan Sotes-Paladino

200501: Evaluating Alternative Core Inflation Measures for Argentina

Laura D´Amato, PLidia Sanz and Juan Sotes-Paladino