BSP Discussion Paper Series

From Bangko Sentral ng Pilipinas
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202609: Sharp Sensitivity Bounds for Markowitz Portfolio Optimization: Louie John Vallejo, Elfred John Abacan and Margarita Debuque-Gonzales
202608: The Impact of Global Financial Conditions on Debt Choice and Firm Performance: Evidence from the Philippines: Hazel Parcon-Santos, Carl Francis Maliwat, Alyssa Cyrielle Villanueva and Cristeta Bagsic
202607: Governance and Cyclicality of Philippine Fiscal Policy: John Michael Rennie Hallig, Nickson Cabote and Pamela Patacsil
202606: State-Dependent Updating of Household Inflation Expectations: Faith Christian Cacnio and Cymon Kayle Lubangco
202605: Second-round Effects and Asymmetry: Impact of Oil Price Shocks on Emerging Market Inflation: Joan Christine Allon-Pineda and Christian Kenneth Collado
202604: Beneath the Surface: Mapping the Latent States of Inflation and Monetary Policy: Joan Christine Allon-Pineda and Carl Francis Maliwat
202603: Constructing Industry-Specific Effective Exchange Rates for the Philippines: A Trade-Weighted Approach to Competitiveness: Alyssa Cyrielle Villanueva
202602: The Impact of Global Shocks on Real Investment: Evidence from Macroeconomic and Firm-level Data in the Philippines: Hazel Parcon-Santos and Cristeta Bagsic
202601: Digital Payments and Cash Demand in the Philippines: Tristan Canare and Ivory Myka Galang
202520: Alternative Trading Rules in an Experimental Forward Market for a Non-Storable Commodity: Benjamin Radoc, Jr., Karl Robert Jandoc and Majah-Leah Ravago
202519: The Effect of Political Instability on Stock Markets: Evidence from the Philippines using Three Approaches: Tristan Canare, Carl Francis Maliwat and Elisa Nebres
202518: Cross-Border Remittances and Poverty Reduction in Developing Countries: Benjamin Endriga and Alyssa Cyrielle Villanueva
202517: Wage Growth and Labor Market Slack during the COVID-19 Pandemic: Evidence from Philippine Regions: John Paul Corpus, Ma. Christina Epetia and Margarita Debuque-Gonzales
202516: Exchange Rate Pass-Through to Inflation in the Philippines: Evidence of Asymmetry and Non-linearity: Jasmin Dacio, Reizle Jade Platitas, Sarah Jane Castañares and Sanjeev Parmanand
202515: Do Real Estate Market Shocks Affect Financial Institutions Differently?: Veronica Bayangos and Arno Mikhail Azcarraga
202514: Does Repeated Cross-section Data Help Explain Consumer Inflation Expectations Revisions?: Harold Glenn Valera, Cymon Kayle Lubangco and Mark Holmes
202513: Liquidity amid Lockdowns: Corporate Performance in the Philippines during the Global Pandemic: Marianne Rodriguez, John Paolo Rivera, Ivan Cenon Bernardo, Ramona Maria Miral and Mark Gerald Ruiz
202512: How Does Geopolitics Influence Trade and Investment among Member Countries of the Regional Comprehensive Economic Partnership?: Hazel Parcon-Santos and Jose Adlai Tancangco
202511: Is Demonetization of High-Denomination Currencies the Real Cure Against Financial Crimes? Evidence from an Emerging Market Economy: Eloisa Glindro, Mamerto Tangonan and Rodalee Ofiaza
202510: Inflation Expectations of Households: Adaptive, Rational, or Sticky? Evidence from an Emerging Market Economy: Eddie Boy Fuentes, Mary Kryslette Bunyi and Cherrie Mapa
202509: What Matters for Consumer Credit Choice? Evidence from the Philippine Digital Credit Market: Michael King, Paolina Medina, Benjamin Radoc, Jr. and Roland Umanan
202508: Measuring the Systemic Risk Contribution of Philippine Industries and Conglomerate Groups: Jorjin Godoy
202507: Measuring Interconnectedness in the Interbank Market Using Topology-Based Indicators: Jorjin Godoy
202506: Second-Round Effects and Asymmetry in Oil and Food Price Shocks to Inflation: Joan Christine Allon-Pineda and Eduard Renzo Santos
202505: Inflation Unpacked: Breaking Down the Key Components Using a Neural Phillips Curve: Joan Christine Allon-Pineda
202504: Uncertainty, Anchoring, and Expectations Formation: Experimental Evidence: Benjamin Radoc, Jr. and Sarah Lynne Daway-Ducanes
202503: Developing a Standard Strategy for Time Series Forecasting Integrating Statistical and Machine Learning Techniques Using a Meta-Model Approach and its Application in Generating External Debt Projections: Joshua Elias Fred Suero
202502: The Changing Effect of Energy and Rice Prices and Remittances on Overall Inflation in Emerging Markets: Evidence from the Philippines: Harold Glenn Valera, Mark Holmes and Vic Delloro
202501: Let Us Ask a Gen AI Chatbot: Machine Versus Bank Survey Results: Veronica Bayangos, Neil Fidelle Lomibao and Ralph Joshua Macarasig