Working Papers

From Banco de España
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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

9809: Seasonal Adjustment and Signal Extraction in Economic Time Series

Víctor Gómez and Agustin Maravall

9808: Automatic Modeling Methods for Univariate Series

Víctor Gómez and Agustin Maravall

9807: A Comparative Study of the Portuguese and Spanish Labour Markets

Olympia Bover, Pilar García-Perea and Pedro Portugal

9806: Disinflation, Output and Unemployment: The Case of Spain

Javier Andrés, Ignacio Hernando and David Lopez-Salido

9805: Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)

Víctor Gómez and Agustin Maravall

9804: Monetary Policy Rules and Business Cycles

Soyoung Kim

9728: A Cost-Benefit Analysis of Going from Low Inflation to Price Stability in Spain

Juan Dolado, José M. González-Páramo and José Viñals

9727: Monetary Policy and Exchange Rate Dynamics in the Spanish Economy

Javier Andrés, Ricardo Mestre and Javier Vallés

9726: How Informative are Financial Asset Prices in Spain?

Francisco Alonso, Juan Ayuso and Jorge Martínez Pagés

9725: Unemployment Persistence, Central Bank Independence and Inflation Performance in the OECD Countries

Enrique Alberola, José M. Marqués and Alicia Sanchis

9724: How Do Countries Smooth Regional Disturbances? Risksharing in Spain: 1973-1993

Enrique Alberola and Pierfederico Asdrubali

9721: A Comparative Analysis of the Aggregate Matching Process in France, Great Britain and Spain

Una-Louise Bell

9720: The Back Calculation of Nominal Historical Series After the Introduction of the European Cuurency (An Application to the GDP)

José M. González Mínguez