Working Papers

From Banco de España
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1039: Gross capital flows: dynamics and crises

Fernando Broner, Tatiana Didier, Aitor Erce and Sergio Schmukler

1038: International financial flows, real exchange rates and cross-border insurance

Francesca Viani

1037: Nowcasting Spanish GDP growth in real time: "One and a half months earlier"

David de Antonio Liedo and Elena Fernández Muñoz

1036: Housing purchases and the dynamics of housing wealth

Olympia Bover

1035: Firm behavior, market deregulation and productivity in Spain

César Alonso-Borrego

1034: Cash holdings, firm size and access to external finance. Evidence for the euro area

Carmen Martínez-Carrascal

1033: Explaining the demand for money by non-financial corporations in the euro area: A macro and a micro view

Carmen Martínez-Carrascal and Julian von Landesberger

1032: Booms and busts in China's stock market: Estimates based on fundamentals

Gabe de Bondt, Tuomas Peltonen and Daniel Santabárbara

1031: Determinants of economic growth: A Bayesian panel data approach

Enrique Moral-Benito

1030: Credit supply: identifying balance-sheet channels with loan applications and granted loans

Gabriel Jimenez, Steven Ongena, Jose-Luis Peydro and Jesús Saurina

1029: The effects of national discretions on banks

Isabel Argimon and Jenifer Ruiz

1028: Mitigating the pro-cyclicality of Basel II

Rafael Repullo, Jesús Saurina and Carlos Trucharte

1027: Creditor discrimination during sovereign debt restructurings

Aitor Erce and Javier Díaz-Cassou

1026: Green shoots in the euro area. A real time measure

Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

1025: Is judicial inefficiency increasing the house property market weight in Spain? Evidence at the local level

Juan Mora-Sanguinetti

1024: Does housing really lead the business cycle?

Luis Alvarez and Alberto Cabrero

1023: Development, growth and volatility

Alessio Moro

1022: The incidence of nominal and real wage rigidity: an individual-based sectoral approach

Julian Messina, Philip Du Caju, Cláudia Duarte, Niels Hansen and Mario Izquierdo

1021: Expectations-driven cycles in the housing market

Luisa Lambertini, Caterina Mendicino and Maria Teresa Punzi

1020: I.T. Investment and intangibles: evidence from banks

Alfredo Martin-Oliver and Vicente Vicente Salas-Fumás

1019: Micro-based estimates of heterogeneous pricing rules: the united states vs. The euro area

Luis Alvarez and Pablo Burriel

1018: A systematic approach to multi-period stress testing of portfolio credit risk

Thomas Breuer, Martin Jandačka, Javier Mencia and Martin Summer

1017: Changes in the wage structure in EU countries

Rebekka Christopoulou, Juan F Jimeno and Ana Lamo

1016: The effect of macroeconomic fluctuations on the inflows and outflows of migrants in Spain

Aitor Lacuesta and Sergio Puente

1015: Understanding the spanish business innovation gap: the role of spillovers and firms’ absorptive capacity

Paloma Lopez-Garcia and José Montero

1014: The euro as a reserve currency for global investors

Luis Viceira and Ricardo Gimeno

1013: Employment fluctuations in a dual labor market

James Costain, Juan F Jimeno and Carlos Thomas

1012: General Equilibrium Restrictions for Dynamic Factor Models

David de Antonio Liedo

1011: What do premiums paid for bank M&As reflect? The case of the European Union

Jens Hagendorff, Ignacio Hernando, María Nieto and Larry Wall

1010: Is a Calvo price setting model consistent with micro price data?

Luis Alvarez and Pablo Burriel

1009: Optimal research and development expenditure: a general equilibrium approach

Galo Nuño Barrau

1008: From proximity to distant banking: Spanish banks in the EMU

Alfredo Martin-Oliver

1007: Testing non-linear dependence in the hedge fund industry

Javier Mencia

1006: Price, wage and employment response to shocks: evidence from the WDN Survey

Giuseppe Bertola, Aurelijus Dabusinskas, Marco Hoeberichts, Mario Izquierdo, Claudia Kwapil Claudia Kwapil, Jérémi Montornes and Daniel Radowski

1005: How Does Competition Impact Bank Risk-Taking?

Gabriel Jimenez, Jose Lopez and Jesús Saurina

1004: Asymmetric standing facilities: an unexploited monetary policy tool

Gabriel Perez-Quiros and Hugo Rodriguez Mendizabal

1003: No bank, one bank, several banks: does it matter for investment?

Alexander Karaivanov, Sonia Ruano, Jesús Saurina and Robert Townsend

1002: The response of household wealth to the risk of losing the job: evidence from differences in firing costs

Cristina Barceló and Ernesto Villanueva

1001: Banking competition, collateral constraints and optimal monetary policy

Javier Andrés, Oscar Arce and Carlos Thomas

0935: A quarterly fiscal database for the euro area based on intra-annual fiscal information

Joan Paredes, Diego J. Pedregal and Javier Pérez

0934: Is there a signalling role for public wages? Evidence for the euro area based on macro data

Javier Pérez and Antonio Jesus Sanchez Fuentes

0933: Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado

Teresa Leal and Javier Pérez

0932: Oilgopoly: A General Equilibrium Model Of The Oil-Macroeconomy Nexus

Anton Nakov and Galo Nuño Barrau

0931: Short-term monitoring of the Spanish Government balance with mixed-frequencies models

Teresa Leal, Diego J. Pedregal and Javier Pérez

0930: Fiscal policy shocks in the euro area and the US: an empirical assessment

Pablo Burriel, Francisco de Castro Fernández, Daniel Garrote, Esther Gordo, Joan Paredes and Javier Pérez

0929: Distributional tests in multivariate dynamic models with Normal and Student t innovations

Javier Mencia and Enrique Sentana

0928: Monetary effects on nominal oil prices

Max Gillman and Anton Nakov

0927: Spain in the euro: a general equilibrium analysis

Javier Andrés, Samuel Hurtado, Eva Ortega and Carlos Thomas

0926: Firm-specific factors influencing the selection of accounting options provided by the IFRS: Empirical evidence from Spanish market

Juana Aledo, Fernando García-Martínez and Juan Marín Diazaraque

0925: R&D investment and endogenous growth: a SVAR approach

Angel Estrada and José Montero