Working Papers

From Banco de España
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Bibliographic data for series maintained by Ángel Rodríguez. Electronic Dissemination of Information Unit. Research Department. Banco de España ().

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0736: A new approach to measuring competition in the loan markets of the euro area

Michiel Van Leuvensteijn, Jacob Bikker, Adrian Rixtel and Christoffer Kok

0735: Oil and the Great Moderation

Anton Nakov and Andrea Pescatori

0734: Inequality for Wage Earners and Self-Employed: Evidence from Panel Data

Pedro Albarran, Raquel Carrasco and Maite Martinez-Granado

0733: Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries

Paloma Acevedo, Enrique Alberola and Carmen Broto

0732: Birth-Cohort Projections of the Spanish Participation Rate

Pilar Cuadrado, Aitor Lacuesta, José Martínez and Eduardo Pérez

0731: The industrial impact of oil price shocks: Evidence from the industries of six OECD countries

Rebeca Jiménez-Rodríguez

0730: How do intangible assets create economic value? an application to banks

Alfredo Martin-Oliver and Vicente Salas-Fumas

0729: What do micro price data tell us on the validity of the New Keynesian Phillips Curve?

Luis Alvarez

0728: Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter

Agustin Maravall and Ana Del Rio

0727: The transmission of emerging market shocks to global equity markets

Lucía Cuadro Sáez, Marcel Fratzscher and Christian Thimann

0726: Testing for competition in the Spanish banking industry: The Panzar-Rosse approach revisited

Luis Gutiérrez de Rozas

0725: Financial governance of banking supervision

Donato Masciandaro, María Nieto and Henriette Prast

0724: The effects of the introduction of tax incentives on retirement savings

Juan Ayuso, Juan F Jimeno and Ernesto Villanueva

0723: Inflation-output gap trade-off with a dominant oil supplier

Anton Nakov and Andrea Pescatori

0722: Determinantes de la morosidad bancaria en una economía dolarizada. El caso uruguayo

Martín Vallcorba and Javier Delgado

0721: Trade patterns, trade balances and idiosyncratic shocks

Claudia Canals, Xavier Gabaix, Josep Vilarrubia and David Weinstein

0720: The wise use of dummies in gravity models: export potentials in the Euromed region

Juan Ruiz and Josep Vilarrubia

0719: The labor market effects of technology shocks

Fabio Canova, David Lopez-Salido and Claudio Michelacci

0718: Macroeconomic modelling in EMU: how relevant is the change in regime?

Javier Andrés and Fernando Restoy

0717: Actualización del modelo trimestral del Banco de España

Eva Ortega, Pablo Burriel, José Fernández, Eva Ferraz and Samuel Hurtado

0716: The determinants of household credit in Spain

Fernando Nieto

0715: Back to square one: identification issues in DSGE models

Fabio Canova and Luca Sala

0714: On the aggregate effects of immigration in Spain

Mario Izquierdo, Juan F Jimeno and Juan Rojas

0713: The reaction by industry insiders to M&As in the European financial industry

Jose Campa and Ignacio Hernando

0712: An assessment of Basel II procyclicality in mortgage portfolios

Jesús Saurina and Carlos Trucharte

0711: Measurement of capital stock and input services of Spanish banks

Alfredo Martin-Oliver, Vicente Salas-Fumás and Jesús Saurina

0710: The stabilizing role of government size

Javier Andrés, Rafael Domenech and Antonio Fatas

0709: Modeling the distribution of credit losses with observable and latent factors

Gabriel Jimenez and Javier Mencia

0708: Equilibrium exchange rates in the new EU members: external imbalances vs. real convergence

Enrique Alberola and Daniel Navia

0707: Parametric properties of semi-nonparametric distributions, with applications to option valuation

Ángel León, Javier Mencia and Enrique Sentana

0706: Global financial integration, monetary policy and reserve accumulation. Assessing the limits in emerging economies

Enrique Alberola and Jose Maria Serena Garralda

0705: House prices and employment reallocation: international evidence

Olympia Bover and Juan F Jimeno

0704: Have real interest rates really fallen that much in Spain?

Roberto Blanco and Fernando Restoy

0703: Price setting in the euro area: some stylised facts from individual producer price data

Philip Vermeulen, Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini and Harald Stahl

0702: Preconditions for a successful implementation of supervisors' Prompt Corrective Action: Is there a case for a banking standard in the EU?

María Nieto and Larry Wall

0701: Cost effectiveness of R&D and strategic trade policy

Praveen Kujal and Juan Ruiz

0639: Implied default barrier in credit default swap premia

Francisco Alonso, Santiago Forte and Jose Manuel Marqués Sevillano

0638: Current accounts in the euro area: An intertemporal approach

Jose Campa and Ángel Gavilán

0637: Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate

Anton Nakov

0636: Using standstills to manage sovereign debt crises

Aitor Erce

0635: Non-linear adjustment of import prices in the European Union

Jose Campa, José González-Mínguez and Maria Sebastia-Barriel

0634: Genetic algorithm estimation of interest rate term structure

Ricardo Gimeno and Juan Nave

0633: Inefficient policies, inefficient institutions and trade

Ruben Segura-Cayuela

0632: Employment fluctuations with downward wage rigidity: the role of moral hazard

James Costain and Marcel Jansen

0631: BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area

Javier Andrés, Pablo Burriel and Angel Estrada

0630: Option-implied preferences adjustments, density forecasts, and the equity risk premium

Francisco Alonso, Roberto Blanco and Gonzalo Rubio

0629: Competition and price adjustment in the euro area

Luis Alvarez and Ignacio Hernando

0628: Does limited access to mortgage debt explain why young adults live with their parents?

Nuno Martins and Ernesto Villanueva

0627: Neighborhood effects in economic growth

Josep Vilarrubia

0626: A Q-model of labour demand

Cristina Barceló