Working Papers

From Banco de España
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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

0924: Public and private sector wages interactions in a general equilibrium model

Gonzalo Fernandez-de-Cordoba, Javier Pérez and Jose Torres

0923: The relationship between public and private saving in Spain: does Ricardian equivalence hold?

Francisco de Castro Fernández and José Fernández

0922: Technology, convergence and business cycles

Galo Nuño Barrau

0921: Do institutional changes affect business cycles? Evidence from Europe

Fabio Canova, Matteo Ciccarelli and Eva Ortega

0920: What makes a high-growth firm? A probit analysis using Spanish firm-level data

Paloma Lopez-Garcia and Sergio Puente

0919: On the informational role of term structure in the U.S. monetary policy rule

Jesús Vázquez, Ramón Maria-Dolores and Juan-Miguel Londoño

0918: Wage, inflation and employment dynamics with labour market matching

Kai Christoffel, James Costain, Grégory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard

0917: High-growth Recoveries, Inventories and the Great Moderation

Maximo Camacho, Gabriel Perez-Quiros and Hugo Rodriguez Mendizabal

0916: Housing market heterogeneity in a monetary union

Margarita Rubio

0915: Cash, access to credit, and value creation in M&As

Jose Campa and Ignacio Hernando

0914: The effect of employment protection legislation and financial market imperfections on investment: Evidence from a firm-level panel of EU countries

Federico Cingano, Marco Leonardi, Julian Messina and Giovanni Pica

0913: Retirement behaviour and retirement incentives in Spain

Raquel Vegas, Isabel Argimon, Marta Botella and Clara Gonzalez

0912: Ñ-STING: España Short Term INdicator of Growth

Maximo Camacho and Gabriel Perez-Quiros

0911: Assessing the risk-return trade-off in loans portfolios

Javier Mencia

0910: What explains the low profitability of Chinese banks?

Alicia García-Herrero, Sergio Gavilá and Daniel Santabárbara

0909: Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

Javier Mencia and Enrique Sentana

0908: Developments in retail trade regulation in Spain and their macroeconomic implications

María Matea Rosa and Juan Mora-Sanguinetti

0907: Job changes and individual-job specific wage dynamics

Laura Hospido

0906: Extraction of financial market expectations about inflation and interest rates from a liquid market

Ricardo Gimeno and Jose Manuel Marqués Sevillano

0905: The mark-ups in the Spanish economy: international comparison and recent evolution

Angel Estrada

0904: Assimilation of immigrants in Spain: A longitudinal analysis

Mario Izquierdo, Aitor Lacuesta and Raquel Vegas

0903: Fixed and variable-rate mortgages, business cycles and monetary policy

Margarita Rubio

0902: Micro evidence of the brain gain hypothesis: The case of Cape Verde

Catia Batista, Aitor Lacuesta and Pedro Vicente

0901: International Trade Policy towards Monopoly and Oligopoly

Praveen Kujal and Juan Ruiz

0838: Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm

Ángel Gavilán and Juan Rojas

0837: Asymmetric collateral requirements and output composition

Oscar Arce, Jose Campa and Ángel Gavilán

0836: Financing obstacles and growth: An analysis for euro area non-financial corporations

Chiara Coluzzi, Annalisa Ferrando and Carmen Martínez-Carrascal

0835: Omitted variables in the measure of a labour quality index: the case of Spain

Aitor Lacuesta, Sergio Puente and Pilar Cuadrado

0834: Sovereign external assets and the resilience of global imbalances

Enrique Alberola and Jose Maria Serena Garralda