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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0540: Can fundamentals explain cross-country correlations of asset returns?

Fernando Restoy and Rosa Rodríguez

0539: Market power and bank interest rate adjustments

Raquel Lago-González and Vicente Salas-Fumás

0538: Exchange rate pass through to import prices in the euro area

Jose Campa, Linda Goldberg and José González-Mínguez

0537: The price setting behaviour of Spanish firms: evidence from survey data

Luis Alvarez and Ignacio Hernando

0536: The pricing behaviour of firms in the Euro area: new survey evidence

Silvia Fabiani, Martine Druant, Ignacio Hernando, Claudia Kwapil, Bettina Landau, Claire Loupias, Fernando Martins, Thomas Mathä, Roberto Sabbatini, Harald Stahl and Ad Stokman

0535: Una aproximación a los determinantes de la financiación de las sociedades no financieras en España

Jose Manuel Marqués Sevillano, Fernando Nieto and Ana Del Rio

0534: Differences in changes in fresh food prices by type of establishment

María Matea Rosa and Miguel Pérez

0533: Reflections on fiscalist divergent price-paths

Oscar Arce

0532: Exchange rate dynamics in economies with portfolio rigidities

Beatriz de-Blas-Pérez

0531: Credit cycles, credit risk, and prudential regulation

Gabriel Jimenez and Jesús Saurina

0530: A test of the law of one price in retail banking

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

0529: Un modelo empírico de las decisiones de gasto de las familias españolas

Teresa Sastre and José Fernández-Sánchez

0528: Price setting in the euro area: Some stylized facts from Individual Consumer Price Data

Emmanuel Dhyne, Luis Alvarez, Hervé Le Bihan, Giovanni Veronese, Daniel Dias, Johannes Hoffmann, Nicole Jonker, Patrick Lünnemann, Fabio Rumler and Jouko Vilmunen

0527: Price setting behaviour in Spain: evidence from micro PPI data

Luis Alvarez, Pablo Burriel and Ignacio Hernando

0526: Public sector wage gaps in Spanish regions

Ignacio García-Pérez and Juan F Jimeno

0525: The mix of international banks'foreign claims: determinants and implications

Alicia García-Herrero and María Martínez-Pería

0524: An application of the Tramo Seats automatic procedure; direct versus indirect adjustment

Agustin Maravall

0523: Say you fix, enjoy and relax: the deleterious effect of peg announcements on fiscal discipline

Enrique Alberola, Luis Molina Sánchez and Daniel Navia

0522: Wealth effects on consumption: microeconometric estimates from the Spanish survey of household finances

Olympia Bover

0521: Sticky-Price Models and the Natural Rate Hypothesis

Javier Andrés, David Lopez-Salido and Edward Nelson

0520: Robustness of the Estimates of the Hybrid New Keynesian Phillips Curve

Jordi Galí, Mark Gertler and David Lopez-Salido

0519: Banking integration in Europe

Daniel Pérez, Vicente Salas-Fumás and Jesús Saurina

0518: Do european business cycles look like one?

Maximo Camacho, Gabriel Pérez-Quirós and Lorena Saiz

0517: Does China have an impact on foreign direct investment to Latin America?

Alicia García-Herrero and Daniel Santabárbara

0516: M&As performance in the European financial industry

Jose Campa and Ignacio Hernando

0515: How individual capital requirements affect capital ratios in UK banks and building societies

Isaac Alfon, Isabel Argimon and Patricia Bascuñana-Ambrós

0514: Inflation differentials in EMU: the Spanish case

David Lopez-Salido, Fernando Restoy and Javier Valles

0513: Skill mix and technology in Spain: evidence from firm level data

Adela Luque

0512: The impact of unsecured debt on financial distress among British households

Ana Del Rio and Garry Young

0511: The determinants of unsecured borrowing: evidence from the British household panel survey

Ana Del Rio and Garry Young

0510: Dual employment protection legislation: a framework for analysis

Juan Dolado, Marcel Jansen and Juan F Jimeno

0509: The private and fiscal returns to schooling and the effect of public policies on private incentives to invest in education: a general framework and some results for the EU

Angel de La Fuente and Juan F Jimeno

0508: Do decreasing hazard functions for price changes make any sense?

Luis Alvarez, Pablo Burriel and Ignacio Hernando

0507: Jump-and-rest effect of U.S. business cycles

Maximo Camacho and Gabriel Pérez-Quirós

0506: Interest rate dispersion in deposit and loan markets

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

0505: The role of global risk aversion in explaining Latin American sovereign spreads

Alicia García-Herrero and Alvaro Ortiz

0504: Testing the forecasting performace of IBEX 35 option implied risk neutral densities

Francisco Alonso, Roberto Blanco and Gonzalo Rubio

0503: Sectoral mark-up dynamics in Spain

Angel Estrada and David Lopez-Salido

0502: Cross-country differences in monetary policy transmission

Robert-Paul Berben, Alberto Locarno, Julian Morgan and Javier Valles

0501: The fiscal theory of the price level: a narrow theory for non-fiat money

Oscar Arce

0423: What makes balance sheet effects detrimental for the country risk premium?

Juan Carlos Berganza and Alicia García-Herrero

0422: Price setting behaviour in Spain: stylised facts using consumer price micro data

Luis Alvarez and Ignacio Hernando

0421: Household borrowing and consumption in Spain

Carmen Martínez-Carrascal and Ana Del Rio

0420: Determinants of collateral

Gabriel Jimenez, Vicente Salas and Jesús Saurina

0419: A useful tool to identify recessions in the euro-area

Pilar Bengoechea and Gabriel Pérez-Quirós

0418: The short-term impact of government budgets on prices: evidence from macroeconometrics models

Jerome Henry, Pablo Hernández de Cos and Sandro Momigliano

0417: Combining filter design with model based filtering (with an application to business cycle estimation)

Regina Kaiser and Agustin Maravall

0416: An empirical approximation of the natural rate of interest and potential growth

Marta Manrique and Jose Manuel Marqués Sevillano

0415: On monetary policy rules for the euro area

Miguel Casares

0414: Collateral, type of lender and relationship banking as determinants of credit risk

Gabriel Jimenez and Jesús Saurina