Working Papers

From Banco de España
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1602: Multivariate moments expansion density: application of the dynamic equicorrelation model

Trino Ñíguez Grau and Javier Perote

1601: The countercyclical capital buffer in spain: an analysis of key guiding indicators

Christian Castro, Angel Estrada and Jorge Martínez

1540: Policy spillovers and synergies in a monetary union

Óscar Arce, Samuel Hurtado and Carlos Thomas

1539: Understanding the Public Sector Pay Gap

Maria Campos, Domenico Depalo, Evangelia Papapetrou, Javier Pérez and Roberto Ramos

1538: Prudential filters, portfolio composition and capital ratios in european banks

Isabel Argimon, Angel Estrada and Michel Dietsch

1537: The influence of risk-taking on bank efficiency: evidence from Colombia

Miguel Sarmiento and Jorge Galan

1536: Heterogeneity of markups at the firm level and changes during the great recession: the case of spain

Cristina Fernández, Aitor Lacuesta, José Manuel Montero and Alberto Urtasun

1535: Measuring expectations from household surveys: new results on subjective probabilities of future house prices

Olympia Bover

1534: The unbearable divergence of unemployment in europe

Tito Boeri and Juan F Jimeno

1533: Controlling a distribution of heterogeneous agents

Galo Nuño Barrau and Benjamin Moll

1532: Disagreement about inflation and the yield curve

Paul Ehling, Michael Gallmeyer, Christian Heyerdahl-Larsen and Philipp Illeditsch

1531: Institutional drivers of capital flows

Irma Alonso Alvarez

1530: The impact of the euro on euro area GDP per capita

Cristina Fernández and Pilar García Perea

1529: Worker flows in the European Union during the Great Recession

Jose Casado, Cristina Fernández and Juan F Jimeno

1528: Demographic structure and macroeconomic trends

Yunus Aksoy, Ronald Smith, Tobias Grasl and Henrique Basso

1527: The great moderation in historical perspective. Is it that great?

María Gadea, Ana Gómez-Loscos and Gabriel Perez-Quiros

1526: Securitization and asset prices

Yunus Aksoy and Henrique Basso

1525: Fast ML estimation of dynamic bifactor models: an application to European inflation

Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana

1524: What drives bank-intermediated trade finance? Evidence from cross-country analysis

Jose Maria Serena Garralda and Garima Vasishtha

1523: Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach

Maximo Camacho, Danilo Leiva-Leon and Gabriel Perez-Quiros

1522: Long-lasting consequences of the European crisis

Juan F Jimeno

1521: Changes in funding patterns by Latin American banking systems:how large? how risky?

Liliana Rojas-Suarez and Jose Maria Serena Garralda

1520: Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation

Trino Ñíguez Grau, Ivan Paya, David Peel and Javier Perote

1519: Patent collateral, investor commitment and the market for venture lending

Yael V. Hochberg Yael V. Hochberg, Carlos Serrano and Rosemarie H. Ziedonis

1518: Quantitative effects of the shale oil revolution

Galo Nuño Barrau and Cristiana Manescu

1517: Monetary policy and sovereign debt vulnerability

Galo Nuño Barrau and Carlos Thomas

1516: On the predictability of narrative fiscal adjustments

Pablo Hernández de Cos and Enrique Moral-Benito

1515: Fiscal consolidation after the Great Recession:the role of composition

Iván Kataryniuk and Javier Valles

1514: Default near-the-default-point: the value of and the distance to default

Alfredo Ibáñez

1513: Networks and the dynamics of firms’ export portfolio

Juan de Lucio, Raúl Mínguez, Asier Minondo and Francisco Requena Silvente

1512: The bank lending channel of unconventional monetary policy: the impact of the VLTROs on credit supply in Spain

Miguel Garcia-Posada and Marcos Marchetti

1511: Financial innovation in sovereign borrowing and public provision of liquidity

Patricia Gómez-González

1510: Volatility-related exchange traded assets: an econometric investigation

Javier Mencía and Enrique Sentana

1509: Monitoring the world business cycle

Maximo Camacho and Jaime Martinez-Martin

1508: Fiscal targets. A guide to forecasters?

Joan Paredes, Javier Pérez and Gabriel Perez-Quirós

1507: Employment protection legislation and labor court activity in Spain

Juan F Jimeno, Marta Martínez-Matute and Juan Mora-Sanguinetti

1506: Securization and banks´ capital structure

Andres Almazan, Alfredo Martin-Oliver and Jesús Saurina

1505: Litigation in Spain 2001-2010: Exploring the market for legar services

Juan Mora-Sanguinetti and Nuno Garoupa

1504: REAL WAGE RESPONSIVENESS TO UNEMPLOYMENT IN SPAIN: ASYMMETRIES ALONG THE BUSINESS CYCLE

Paulino Font, Mario Izquierdo and Sergio Puente

1503: SPAIN: FROM IMMIGRATION TO EMIGRATION?

Mario Izquierdo, Juan F Jimeno and Aitor Lacuesta

1502: FINANCE FOR ALL: THE IMPACT OF FINANCIAL LITERACY TRAINING IN COMPULSORY SECONDARY EDUCATION IN SPAIN

Laura Hospido, Ernesto Villanueva and Gema Zamarro

1501: The Spanish productivity puzzle in the Great Recession

Laura Hospido and Eva Moreno-Galbis

1431: Contract staggering and unemployment during the great recession: evidence from Spain

Luis Díez-Catalán and Ernesto Villanueva

1430: Measuring urban agglomeration. A refoundation of the mean city-population size index

Andrè Lemelin, Fernando Rubiera-Morollón and Ana Gómez-Loscos

1429: Flight-to-liquidity flows in the euro area sovereign debt crisis

Juan Ángel García and Ricardo Gimeno

1428: Sovereign ratings and their asymmetric response to fundamentals

Carmen Broto and Luis Molina Sánchez

1427: Inflation dynamics in a model with firm entry and (some) heterogeneity

Javier Andrés and Pablo Burriel

1426: Productivity and welfare: an application to the Spanish banking industry

Alfredo Martín Oliver, Sonia Ruano Pardo and Vicente Fumás

1425: Real-time forecasting us GDP from small-scale factor models

Maximo Camacho and Jaime Martinez-Martin

1424: The impact of financial (de)regulation on current account balances

Enrique Moral-Benito and Oliver Roehn