Working Papers

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0020: European Inflation Dynamics

Jordi Galí, Mark Gertler and David Lopez-Salido

0019: Does public ownership affect business performance? Empirical evidence with panel data from the Spanish manufacturing sector

Pablo Hernández de Cos, Isabel Argimon and José González-Páramo

0018: Credit Growth, Problem Loans and Credit Risk Provisioning in Spain

Santiago Fernández de Lis, Jorge Martínez Pagés and Jesús Saurina

0017: Estimating Liquidity Premia in the Spanish Government Securities Market

Francisco Alonso, Roberto Blanco, Ana Del Rio and Alicia Sanchis

0016: A Model of the Open Market Operations of the European Central Bank

Juan Ayuso and Rafael Repullo

0015: The Distribution of Earnings in Spain During the 1980s: the Effects of Skill, Unemployment, and Union Power

Olympia Bover, Samuel Bentolila and Manuel Arellano

0014: An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series

Agustin Maravall and Fernando Sánchez

0013: Technology Shocks and Monetary policy: Assessing the Fed's Performance

Jordi Galí, David Lopez-Salido and Javier Valles

0012: Notes on Time Series Analysis, ARIMA Models and Signal Extraction

Regina Kaiser and Agustin Maravall

0011: An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series

Regina Kaiser and Agustin Maravall

0010: Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM

Eva Ortega and Enrique Alberola

0009: Measuring the NAIRU in the Spanish Economy

Angel Estrada, Ignacio Hernando and David Lopez-Salido

0008: Are there Economies of Scale in the Demand for Money by Firms? some Panel Data Estimates

Olympia Bover and Nadine Watson

0007: La rama de servicios en España: un análisis comparado

Soledad Núñez and Miguel Pérez

0006: Fiscal Discipline and Exchange Rate Regimes: a Case for Currency Boards?

Enrique Alberola and Luis Molina Sánchez

0005: Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration

Michael Binder, Cheng Hsiao and Mohammad Pesaran

0004: Monetary Policy and Exchange Rate Behavior in the Fiscal Theory of the Price Level

Javier Andrés, Fernando Ballabriga and Javier Valles

0003: The Financing Arrangements for the Regional (Autonomous) Governments for the Period 1997-2001

Luis Gordo and Pablo Hernández de Cos

0002: Seasonal Adjustment in Economic Time Series: the Experience of the Banco de España (with the model-based method)

Alberto Cabrero Bravo

0001: Market Power, Total Factor Productivity Growth, and Structural Change. An Illustration for Spain, 1983-1996

Georges Siotis

9924: Mergers and Acquisitions in the Spanish Banking Industry: some Empirical Evidence

Ignacio Fuentes and Teresa Sastre

9923: Has Financial Market Integration Increased during the Nineties?

Juan Ayuso and Roberto Blanco

9922: Identifying Labour Market Dynamics using Labour Force Survey Data

Concha Artola and Una-Louise Bell

9921: Microeconomic Price Adjustments and Inflation: Evidence from Spanish Sectoral Data

Angel Estrada and Ignacio Hernando

9920: The Role of the Financial System in the Growth-Inflation Link: the OECD Experience

Javier Andrés, Ignacio Hernando and David Lopez-Salido

9919: Intertemporal Substitution and the Liquidity Effect in a Sticky Price Model

Javier Andrés, David Lopez-Salido and Javier Valles

9918: Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles

Regina Kaiser and Agustin Maravall

9917: On the Real Effects of Monetary Policy

José Viñals and Javier Valles

9916: Internal and External Exchange Rate Equilibrium in a Cointegration Framework. An Application to the Spanish Peseta

Enrique Alberola and Humberto Lopez

9915: Seasonal Outliers in Time Series

Regina Kaiser and Agustin Maravall

9914: An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project

Agustin Maravall

9913: On the Relevance and Nature of Regional Inflation Differentials: the Case of Spain

Enrique Alberola and Jose Manuel Marqués Sevillano

9912: Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter

Regina Kaiser and Agustin Maravall

9911: Underlying Inflation Measures in Spain

Luis Alvarez and María de los Llanos Matea

9909: Migrations in Spain: Historical Background and Current Trends

Olympia Bover and Pilar Velilla

9908: Learning about Migration Decisions from the Migrants. An Exercise in Endogenous Sampling and Complementary Datasets

Olympia Bover and Manuel Arellano

9906: Bank Lending Channel Evidence at the Firm Level

Nadine Watson

9905: On the Optimality of Treasury Bond Auctions: The Spanish Case

Cristina Mazón and Soledad Núñez

9903: Another Look at Unemployment Duration: Long-Term Unemployment and Exit to a Permanent Job

Olympia Bover and Ramón Gómez

9902: The Liquidity Effect in a Small Open Economy Model

Javier Andrés, David Lopez-Salido and Javier Valles

9825: The Long-Run Effect of Permanent Disinflations

Javier Andrés, Ignacio Hernando and David Lopez-Salido

9823: Is there Scope for Inflation Differentials in EMU? An Empirical Evaluation of the Balassa-Samuelson Model in EMU Countries

Enrique Alberola and Tymo Tyrväinen

9821: Assessing the Fit of Simulated Multivariate Dynamic Models

Eva Ortega

9820: Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models

Eva Ortega

9819: The Spanish Business Cycle and its Relationship to Europe

Eva Ortega

9817: The Controllability of a Monetary Aggregate in EMU

Alberto Cabrero, Juan L. Escrivá, Emilio Muñoz and Juan Peñalosa

9816: Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market

María C. Manzano and Isabel Sánchez

9814: A Switching-Regime Model for the Spanish Inflation: 1962-1997

Juan Ayuso, Graciela Kaminsky and David Lopez-Salido

9813: The Retreat of Inflation and the Making of Monetary Policy: Where Do We Stand?

José Viñals

9811: Identifying European Monetary Policy Interactions: French and Spanish System with German Variables

Soyoung Kim