Working Papers

From Banco de España
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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

0625: Structural breaks in labor productivity growth: the United States vs. the European Union

Juan F Jimeno, Esther Moral and Lorena Saiz

0624: Is the internet delivery channel changing banks' performance? The case of Spanish banks

Ignacio Hernando and María Nieto

0623: Assessing banking competition: an application to the Spanish market for (quality-changing) deposits

Juan Ayuso and Jorge Martínez

0622: Dilatoriness of the banking enterprise debt in Spain, 1992-2003

Sonia Ruano-Pardo and Vicente Salas-Fumás

0621: Banks, remittances and financial deepening in receiving countries. A model

Enrique Alberola and Rodrigo Salvado

0620: Emigration and human capital: who leaves, who comes back and what difference does it make?

Aitor Lacuesta

0619: Vector autoregressions and reduced form representations of DSGE models

Federico Ravenna

0618: Dynamic stability in repeated games

Sergio Puente

0617: What kind of capital flows does the IMF catalyze and when?

Javier Díaz-Cassou, Alicia García-Herrero and Luis Molina Sánchez

0616: Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China

K.C. Fung, Alicia García-Herrero, Hitomi Iizaka and Alan Siu

0615: Wage inequality in Spain: recent developments

Mario Izquierdo and Aitor Lacuesta

0614: Earnings and capital management in alternative loan loss provision regulatory regimes

Daniel Pérez, Vicente Salas-Fumás and Jesús Saurina