Ana Del Rio
Personal Details
First Name: | Ana |
Middle Name: | |
Last Name: | Del Rio |
Suffix: | |
RePEc Short-ID: | pde1216 |
Affiliation
Banco de España
Madrid, Spainhttp://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Agustín Maravall & Ana del Río, 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Working Papers
0728, Banco de España;Working Papers Homepage.
- Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Ana Del-Río & Garry Young, 2005.
"The impact of unsecured debt on financial distress among British households,"
Bank of England working papers
262, Bank of England.
- Ana del Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Working Papers 0512, Banco de España;Working Papers Homepage.
- José Manuel Marqués & Fernando Nieto & Ana del Río, 2005. "Una aproximación a los determinantes de la financiación de las sociedades no financieras en España," Working Papers 0535, Banco de España;Working Papers Homepage.
- Ana Del-Río & Garry Young, 2005.
"The determinants of unsecured borrowing: evidence from the British Household Panel Survey,"
Bank of England working papers
263, Bank of England.
- Ana del Río & Garry Young, 2005. "The determinants of unsecured borrowing: evidence from the British household panel survey," Working Papers 0511, Banco de España;Working Papers Homepage.
- Carmen Martínez-Carrascal & Ana del Río, 2004. "Household borrowing and consumption in Spain," Working Papers 0421, Banco de España;Working Papers Homepage.
- Ana del Río, 2002. "El endeudamiento de los hogares españoles," Working Papers 0228, Banco de España;Working Papers Homepage.
- Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimating Inflation Expectations using French Government Inflation-Indexed Bonds," Working Papers 0111, Banco de España;Working Papers Homepage.
- Agustín Maravall & Ana del Río, 2001. "Time Aggregation and the Hodrick-Prescott Filter," Working Papers 0108, Banco de España;Working Papers Homepage.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000.
"Estimating Liquidity Premia in the Spanish Government Securities Market,"
Working Papers
0017, Banco de España;Working Papers Homepage.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001. "Estimating liquidity premia in the Spanish Government securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112, Bank for International Settlements.
- Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004. "Estimating liquidity premia in the Spanish government securities market," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
Articles
- Pana Alves & Antonio Millaruelo & Ana del Río, 2018. "The increase in TARGET balances in the euro area since 2015," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue DEC, pages 1-13.
- Pana Alves & Antonio Millaruelo & Ana del Río, 2018. "El aumento de los saldos TARGET en la UEM desde 2015," Boletín Económico, Banco de España;Boletín Económico Homepage, issue DIC, pages 1-14.
- Ricardo Gimeno & Ana del Río, 2018. "El recurso de la banca española a la financiación del Eurosistema," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP, pages 1-11.
- Ricardo Gimeno & Ana del Río, 2018. "Recourse to Eurosystem funding by Spanish banks," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue SEP, pages 1-11.
- Antonio Millaruelo & Ana del Río, 2017. "El coste de las intervenciones en el sector financiero desde 2008 en los países de la UE," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUN, pages 1-13.
- Ana del Río & José Antonio Cuenca, 2017. "La evolución económica del sector privado en la zona del euro en 2016," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP, pages 1-15.
- Ana del Río & José Antonio Cuenca, 2017. "Private-sector economic developments in the euro area in 2016," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue SEP, pages 1-14.
- Antonio Millaruelo & Ana del Río, 2017.
"The cost of interventions in the financial sector since 2008 in the EU countries,"
Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Antonio Millaruelo & Ana del Río, 2017. "The cost of interventions in the financial sector since 2008 in the EU countries," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Ana del Río & José Antonio Cuenca, 2016. "El ahorro, la inversión y la financiación del sector privado en la UEM durante 2015," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUN, pages 1-12, Junio.
- Eduardo Orellana & Ana del Río, 2015. "Las emisiones de deuda corporativa en la eurozona durante la crisis," Boletín Económico, Banco de España;Boletín Económico Homepage, issue DEC, pages 1-10, Diciembre.
- Ana del Río & José Antonio Cuenca, 2015. "La evolución financiera de los hogares y de las sociedades del área del euro en 2014," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-14, Mayo.
- Eduardo Orellana & Ana del Río, 2015. "Euro area corporate debt issuance during the crisis," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue DEC, pages 1-10, December.
- Ana del Río & José Antonio Cuenca, 2014. "La evolución financiera de los hogares y de las sociedades del área del euro en 2013," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-14, Mayo.
- Antonio Millaruelo & Ana del Río, 2014. "La construcción de la Unión Bancaria en la UE," Boletín Económico, Banco de España;Boletín Económico Homepage, issue NOV, pages 1-10, Noviembre.
- Antonio Millaruelo & Ana del Río, 2013. "Las medidas de política monetaria no convencionales del BCE a lo largo de la crisis," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JAN, pages 1-12, Enero.
- Ana del Río & José Antonio Cuenca, 2013. "La evolución financiera de los hogares y de las sociedades del área del euro en 2012," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-12, Mayo.
- Antonio Millaruelo & Ana del Río, 2013. "La fragmentación financiera en la zona del euro durante la crisis," Boletín Económico, Banco de España;Boletín Económico Homepage, issue DEC, pages 1-12, Diciembre.
- Ana del Río & José Antonio Cuenca, 2012. "La evolución financiera de los hogares y sociedades del área del euro en 2011," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-12, Mayo.
- Esther Gordo & Ana del Río, 2012. "El mecanismo de asistencia financiera para la recapitalización bancaria en la UEM," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUN, pages 1-6, Junio.
- Ana del Río & José Antonio Cuenca, 2011. "La evolución financiera de los hogares y sociedades del área del euro en 2010," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-13, Mayo.
- Antonio Millaruelo & Ana del Río, 2010. "El apoyo público al sector financiero en la zona del euro durante la crisis," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP, pages 1-13, Septiembr.
- Ana del Río & Carmen Marín, 2010. "La ampliación de los diferenciales soberanos en la zona del euro durante la crisis," Boletín Económico, Banco de España;Boletín Económico Homepage, issue NOV, pages 1-11, Noviembre.
- Daniel Garrote & Ana del Río, 2009. "La financiación de las sociedades no financieras en la UEM," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-12, Mayo.
- Esther Gordo & Ana del Río, 2009. "Las relaciones comerciales y financieras de la UEM con Europa Central y del Este," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAR, pages 1-12, Marzo.
- Ana del Rio & Garry Young, 2008. "The impact of unsecured debt on financial pressure among British households," Applied Financial Economics, Taylor & Francis Journals, vol. 18(15), pages 1209-1220.
- Marta Manrique & Ana del Río, 2008. "La dinámica de la inversión en existencias en la UEM," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUL, pages 1-12, Julio-ago.
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España;Working Papers Homepage.
- Ana del Rio & Garry Young, 2006. "The determinants of unsecured borrowing: evidence from the BHPS," Applied Financial Economics, Taylor & Francis Journals, vol. 16(15), pages 1119-1144.
- Luis Ángel Maza & Ana del Río, 2006. "La financiación del déficit exterior de la economía española," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAR, pages 1-13, Marzo.
- Esther Moral & Ana del Río, 2006. "Un índice de condiciones monetarias y presupuestarias," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUL, pages 1-11, Julio-ago.
- José Manuel Marqués & Fernando Nieto & Ana del Río, 2005. "Los determinantes de la financiación de las sociedades no financieras españolas," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAR, pages 1-8, Marzo.
- Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004.
"Estimating liquidity premia in the Spanish government securities market,"
The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001. "Estimating liquidity premia in the Spanish Government securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112, Bank for International Settlements.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000. "Estimating Liquidity Premia in the Spanish Government Securities Market," Working Papers 0017, Banco de España;Working Papers Homepage.
- Francisco Alonso & Roberto Blanco & Ana del Río, 2004. "Créditos hipotecarios a tipo de interés fijo frente a tipo variable: comparación de riesgos e implicaciones macroeconómicas," Boletín Económico, Banco de España;Boletín Económico Homepage, issue APR, pages 1-11, Abril.
- Carmen Martínez Carrascal & Ana del Río, 2004. "Las implicaciones del endeudamiento de los hogares sobre el consumo privado," Boletín Económico, Banco de España;Boletín Económico Homepage, issue DEC, pages 1-7, Diciembre.
- Ana del Río, 2002. "El endeudamiento de los hogares españoles: una comparación internacional," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP, pages 1-7, Septiembr.
- Luis A. Maza & Ana del Río, 2002. "Una estimación de la carga financiera de los hogares españoles," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-9, Mayo.
- Ana del Río, 2002. "El endeudamiento de los hogares españoles: evolución y factores explicativos," Boletín Económico, Banco de España;Boletín Económico Homepage, issue NOV, pages 1-8, Noviembre.
- Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimación de expectativas de inflación a partir de los precios del bono indiciado francés," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUN, pages 1-12, Junio.
- Fernando Nieto & Ana del Río & Teresa Sastre, 2001. "La evolución reciente del crédito al sector privado en España. Algunas implicaciones," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUN, pages 1-9, Junio.
- Roberto Blanco & Ana del Río, 2000. "Una estimación de primas de liquidez en el mercado español de deuda pública," Boletín Económico, Banco de España;Boletín Económico Homepage, issue OCT, pages 1-8, Octubre.
Chapters
- Juan Ayuso & Ana del Río, 2006. "Financial decisions of the private sector," Other publications, in: The analysis of the Spanish Economy, chapter 14, pages 383-408, Banco de España;Other publications Homepage.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001.
"Estimating liquidity premia in the Spanish Government securities market,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112,
Bank for International Settlements.
- Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004. "Estimating liquidity premia in the Spanish government securities market," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000. "Estimating Liquidity Premia in the Spanish Government Securities Market," Working Papers 0017, Banco de España;Working Papers Homepage.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Agustín Maravall & Ana del Río, 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Working Papers
0728, Banco de España;Working Papers Homepage.
- Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
Cited by:
- Moghtaderi, Azadeh & Flandrin, Patrick & Borgnat, Pierre, 2013. "Trend filtering via empirical mode decompositions," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 114-126.
- Giacomo Sbrana, 2010.
"The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions,"
Working Papers
10-09, Association Française de Cliométrie (AFC).
- Giacomo Sbrana, 2013. "The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions," Post-Print hal-00779344, HAL.
- Sbrana, Giacomo, 2013. "The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions," Economic Modelling, Elsevier, vol. 30(C), pages 311-316.
- Álvarez, Luis J. & Gómez-Loscos, Ana, 2018.
"A menu on output gap estimation methods,"
Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
- Luis J. Álvarez & Ana Gómez-Loscos, 2017. "A menu on output gap estimation methods," Working Papers 1720, Banco de España;Working Papers Homepage.
- Andreas Billmeier, 2009. "Ghostbusting: which output gap really matters?," International Economics and Economic Policy, Springer, vol. 6(4), pages 391-419, December.
- Mikko Myrskylä, 2010. "The effects of shocks in early life mortality on later life expectancy and mortality compression: A cohort analysis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 22(12), pages 289-320.
- Francisco J. Ib��ez-Hern�ndez & Miguel �. Pe�a-Cerezo & Andr�s Araujo, 2015. "Countercyclical capital buffers: credit-to-GDP ratio versus credit growth," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 385-390, March.
- Aliaga Lordemann, Javier & Villegas Quino, Horacio & Rubín de Celis, Raúl, 2011. "Ciclos Económicos e Inversión en Bolivia," Documentos de trabajo 2/2011, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Hiroshi Yamada & Lan Jin, 2013. "Japan’s output gap estimation and ℓ 1 trend filtering," Empirical Economics, Springer, vol. 45(1), pages 81-88, August.
- Ballestar, María Teresa & Díaz-Chao, Ángel & Sainz, Jorge & Torrent-Sellens, Joan, 2021. "Impact of robotics on manufacturing: A longitudinal machine learning perspective," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
- Fritz, Marlon, 2019. "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, vol. 83(C), pages 312-325.
- Carlo Ciccarelli & Stefano Fenoaltea & Tommaso Proietti, 2008.
"The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913,"
CEIS Research Paper
133, Tor Vergata University, CEIS, revised 18 Nov 2008.
- Carlo Ciccarelli & Stefano Fenoaltea & Tommaso Proietti, 2010. "The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 4(3), pages 269-292, October.
- Victor M. Guerrero, 2008. "Estimating Trends with Percentage of Smoothness Chosen by the User," International Statistical Review, International Statistical Institute, vol. 76(2), pages 187-202, August.
- Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009.
"The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2075-2088, April.
- Carl Chiarella & Hing Hung & Thuy-Duong To, 2005. "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series 151, Quantitative Finance Research Centre, University of Technology, Sydney.
- Terence C. Mills, 2013. "Trends, cycles and structural breaks," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 3, pages 45-60, Edward Elgar Publishing.
- Kathavate, Jay, 2013. "Direct & Indirect Effects of Aid Volatility on Growth: Do Stronger Institutions Play a Role?," MPRA Paper 45187, University Library of Munich, Germany.
- Borja Jalón & Simón Sosvilla-Rivero & José A. Herce, 2017. "Countercyclical Labor Productivity: The Spanish Anomaly," IREA Working Papers 201712, University of Barcelona, Research Institute of Applied Economics, revised Jun 2017.
- Xu, Jia & Tan, Xiujie & He, Gang & Liu, Yu, 2019. "Disentangling the drivers of carbon prices in China's ETS pilots — An EEMD approach," Technological Forecasting and Social Change, Elsevier, vol. 139(C), pages 1-9.
- Galimberti, Jaqueson K. & Moura, Marcelo L., 2016. "Improving the reliability of real-time output gap estimates using survey forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 358-373.
- Aliaga Lordemann, Javier & Rubin de Celis, Raúl & Villegas Quino, Horacio, 2011. "No Linealidad de los Ciclos Económicos en Bolivia," Documentos de trabajo 7/2011, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Víctor M. Guerrero & Adriana Galicia‐Vázquez, 2010. "Trend estimation of financial time series," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(3), pages 205-223, May.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011.
"Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts,"
Centre for Growth and Business Cycle Research Discussion Paper Series
159, Economics, The Univeristy of Manchester.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2014. "Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts," KOF Working papers 14-360, KOF Swiss Economic Institute, ETH Zurich.
- Riccardo De Bonis & Andrea Silvestrini, 2014.
"The Italian financial cycle: 1861-2011,"
Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 8(3), pages 301-334, September.
- Riccardo De Bonis & Andrea Silvestrini, 2013. "The Italian financial cycle: 1861-2011," Temi di discussione (Economic working papers) 936, Bank of Italy, Economic Research and International Relations Area.
- Tapia, Jose, 2016. "Oil prices and the world business cycle: A causal investigation," MPRA Paper 68978, University Library of Munich, Germany.
- Ana Del-Río & Garry Young, 2005.
"The impact of unsecured debt on financial distress among British households,"
Bank of England working papers
262, Bank of England.
- Ana del Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Working Papers 0512, Banco de España;Working Papers Homepage.
Cited by:
- Jessica Schicks, 2010. "Microfinance Over-Indebtedness: Understanding its drivers and challenging the common myths," Working Papers CEB 10-048, ULB -- Universite Libre de Bruxelles.
- Keese, Matthias, 2010. "Who Feels Constrained by High Debt Burdens? – Subjective vs. Objective Measures of Household Indebtedness," Ruhr Economic Papers 169, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020.
"Stress testing household balance sheets in Luxembourg,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Gaston Giordana & Michael Ziegelmeyer, 2018. "Stress testing household balance sheets in Luxembourg," BCL working papers 121, Central Bank of Luxembourg.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- Petr Jakubík, 2011. "Household Balance Sheets and Economic Crisis," Working Papers IES 2011/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2011.
- Du Caju, Philip & Rycx, Francois & Tojerow, Ilan, 2015.
"Unemployment Risk and Over-Indebtedness: A Micro-Econometric Perspective,"
IZA Discussion Papers
9572, Institute of Labor Economics (IZA).
- Philip Du Caju & François Rycx & Ilan Tojerow, 2016. "Unemployment risk and over-indebtedness : A micro-econometric perspective," Working Paper Research 294, National Bank of Belgium.
- François Rycx & Philip Du Caju & Ilan Tojerow, 2016. "Unemployment Risk and Over-indebtedness. A Micro-econometric Perspective," ULB Institutional Repository 2013/245844, ULB -- Universite Libre de Bruxelles.
- Philip Du Caju & François Rycx & Ilan Tojerow, 2015. "Unemployment Risk and Over-indebtedness A Micro-econometric Perspective," Working Papers CEB 15-046, ULB -- Universite Libre de Bruxelles.
- Jessica Schicks, 2013.
"The Sacrifices of Micro-Borrowers in Ghana -- A Customer-Protection Perspective on Measuring Over-Indebtedness,"
Journal of Development Studies, Taylor & Francis Journals, vol. 49(9), pages 1238-1255, September.
- Jessica Schicks, 2012. "The sacrifices of microborrowers in Ghana – A customer-protection perspective on measuring over-indebtedness," Working Papers CEB 12-008, ULB -- Universite Libre de Bruxelles.
- Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland : estimations and simulations with micro data," Research Discussion Papers 5/2007, Bank of Finland.
- Jakubik, Petr, 2011. "Households response to economic crisis," BOFIT Discussion Papers 7/2011, Bank of Finland, Institute for Economies in Transition.
- L. J. Álvarez & E. Dhyne & M. Hoeberichts & C. Kwapil & H. Le Bihan & P. Lünnemann & F. Martins & R. Sabbatini & H. Stahl & P. Vermeulen & J. Vilmunen, 2005.
"Sticky Prices in the Euro Area: a Summary of New Micro Evidence,"
DNB Working Papers
062, Netherlands Central Bank, Research Department.
- Álvarez, Luis J. & Vermeulen, Philip & Stahl, Harald & Sabbatini, Roberto & Martins, Fernando & Lünnemann, Patrick & Le Bihan, Hervé & Kwapil, Claudia & Hoeberichts, Marco M. & Dhyne, Emmanuel & Vilmu, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Paper Series 563, European Central Bank.
- Fernando Martins & Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & C. Kwapil & Hervé Le Bihan & Patrick Lünnemann & R. Sabbatini & H. Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in the Euro Area: A Summary of New Micro-Evidence," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España;Working Papers Homepage.
- Jessica Schicks, 2012.
"Over-Indebtedness in Microfinance – An Empirical Analysis of Related Factors on the Borrower Level,"
Working Papers CEB
12-017, ULB -- Universite Libre de Bruxelles.
- Schicks, Jessica, 2014. "Over-Indebtedness in Microfinance – An Empirical Analysis of Related Factors on the Borrower Level," World Development, Elsevier, vol. 54(C), pages 301-324.
- Luisa ANDERLONI & Daniela VANDONE, 2008. "Households over-indebtedness in the economic literature," Departmental Working Papers 2008-46, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Isabelle Guérin & Christophe Nordman & Elena Reboul, 2019. "The gender of debt and the financialisation of development. Insights from rural southern India," Working Papers CEB 19-016, ULB -- Universite Libre de Bruxelles.
- Ana del Río & Garry Young, 2005.
"The determinants of unsecured borrowing: evidence from the British household panel survey,"
Working Papers
0511, Banco de España;Working Papers Homepage.
- Ana Del-Río & Garry Young, 2005. "The determinants of unsecured borrowing: evidence from the British Household Panel Survey," Bank of England working papers 263, Bank of England.
- Matthias Keese, 2009. "Triggers and Determinants of Severe Household Indebtedness in Germany," SOEPpapers on Multidisciplinary Panel Data Research 239, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Shahidur R. Khandker & Rashid Faruqee & Hussain A. Samad, 2014.
"Are Microcredit Borrowers in Bangladesh Over-indebted?,"
Working Papers
26, Institute of Microfinance (InM).
- Khandker, Shahidur R. & Faruqee, Rashid & Samad, Hussain A., 2013. "Are microcredit borrowers in Bangladesh over-indebted ?," Policy Research Working Paper Series 6574, The World Bank.
- Georgarakos, Dimitris & Lojschova, Adriana & Ward-Warmedinger, Melanie E., 2009.
"Mortgage Indebtedness and Household Financial Distress,"
IZA Discussion Papers
4631, Institute of Labor Economics (IZA).
- Georgarakos, Dimitris & Lojschová, Adriana & Ward-Warmedinger, Melanie, 2010. "Mortgage indebtedness and household financial distress," Working Paper Series 1156, European Central Bank.
- Walter Cuba, 2020. "Does Leverage Predict Delinquency in Consumer Lending? Evidence from Peru," IHEID Working Papers 05-2020, Economics Section, The Graduate Institute of International Studies.
- Meral Karasulu, 2008. "Stress Testing Household Debt in Korea," IMF Working Papers 2008/255, International Monetary Fund.
- Adela Luque, 2005. "Skill mix and technology in Spain: evidence from firm level data," Working Papers 0513, Banco de España;Working Papers Homepage.
- Ana Del-Río & Garry Young, 2005.
"The determinants of unsecured borrowing: evidence from the British Household Panel Survey,"
Bank of England working papers
263, Bank of England.
- Ana del Río & Garry Young, 2005. "The determinants of unsecured borrowing: evidence from the British household panel survey," Working Papers 0511, Banco de España;Working Papers Homepage.
Cited by:
- Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
- M.A. Akudugu, 2011. "Rural banks' financial capital and livelihoods development of women farmers in Ghana," Journal of Enterprising Communities: People and Places in the Global Economy, Emerald Group Publishing, vol. 5(4), pages 248-264, October.
- Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2010. "House prices, collateral constraint, and the asymmetric effect on consumption," Journal of Housing Economics, Elsevier, vol. 19(1), pages 26-37, March.
- Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland : estimations and simulations with micro data," Research Discussion Papers 5/2007, Bank of Finland.
- L. J. Álvarez & E. Dhyne & M. Hoeberichts & C. Kwapil & H. Le Bihan & P. Lünnemann & F. Martins & R. Sabbatini & H. Stahl & P. Vermeulen & J. Vilmunen, 2005.
"Sticky Prices in the Euro Area: a Summary of New Micro Evidence,"
DNB Working Papers
062, Netherlands Central Bank, Research Department.
- Álvarez, Luis J. & Vermeulen, Philip & Stahl, Harald & Sabbatini, Roberto & Martins, Fernando & Lünnemann, Patrick & Le Bihan, Hervé & Kwapil, Claudia & Hoeberichts, Marco M. & Dhyne, Emmanuel & Vilmu, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Paper Series 563, European Central Bank.
- Fernando Martins & Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & C. Kwapil & Hervé Le Bihan & Patrick Lünnemann & R. Sabbatini & H. Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in the Euro Area: A Summary of New Micro-Evidence," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España;Working Papers Homepage.
- Barbara CAVALLETTI & Corrado LAGAZIO & Daniela VANDONE, 2008. "Il credito al consumo in Italia: benessere economico o fragilita’ finanziaria?," Departmental Working Papers 2008-24, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Ke Chen Chen & Mali Chivakul, 2008. "What Drives Household Borrowing and Credit Constraints? Evidence from Bosnia and Herzegovina," IMF Working Papers 2008/202, International Monetary Fund.
- Luisa ANDERLONI & Daniela VANDONE, 2010. "The profitability of the consumer credit industry: evidence from Europe," Departmental Working Papers 2010-24, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Akudugu, M. A., 2012. "Estimation of the Determinants of Credit Demand by Farmers and Supply by Rural Banks in Ghana’s Upper East Region," Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society (AESS), vol. 2(02), pages 1-13, June.
- Matthias Keese, 2009. "Triggers and Determinants of Severe Household Indebtedness in Germany," SOEPpapers on Multidisciplinary Panel Data Research 239, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Lobna ABID & Zouari Dorra & Zouari Ghorbel Sonia, 2012. "Household indebtedness in Tunisia," E3 Journal of Business Management and Economics., E3 Journals, vol. 3(10), pages 341-350.
- Paradiso, Antonio & Kumar, Saten & Lucchetta, Marcella, 2014. "Investigating the US consumer credit determinants using linear and non-linear cointegration techniques," Economic Modelling, Elsevier, vol. 42(C), pages 20-28.
- Ottaviani, Cristina & Vandone, Daniela, 2011. "Impulsivity and household indebtedness: Evidence from real life," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 754-761.
- Adela Luque, 2005. "Skill mix and technology in Spain: evidence from firm level data," Working Papers 0513, Banco de España;Working Papers Homepage.
- Carmen Martínez-Carrascal & Ana del Río, 2004.
"Household borrowing and consumption in Spain,"
Working Papers
0421, Banco de España;Working Papers Homepage.
Cited by:
- Roberto Blanco & Fernando Restoy, 2011.
"Have Real Interest Rates Really Fallen That Much In Spain?,"
Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 19(1), pages 153-170, Spring.
- Roberto Blanco & Fernando Restoy, 2007. "Have real interest rates really fallen that much in Spain?," Working Papers 0704, Banco de España;Working Papers Homepage.
- Nobili, Andrea & Zollino, Francesco, 2017.
"A structural model for the housing and credit market in Italy,"
Journal of Housing Economics, Elsevier, vol. 36(C), pages 73-87.
- Andrea Nobili & Francesco Zollino, 2012. "A structural model for the housing and credit markets in Italy," Temi di discussione (Economic working papers) 887, Bank of Italy, Economic Research and International Relations Area.
- Cristian-Florin Dananau, 2015. "Non-governmental credit in Romania: a VECM-based approach," Romanian Statistical Review, Romanian Statistical Review, vol. 63(1), pages 87-106, March.
- Béchir Bouzid, 2010. "Titrisation des emprunts hypothécaires et bulle immobilière aux États-Unis : les origines d’une débâcle," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 101-142.
- Kukk, Merike, 2016.
"How did household indebtedness hamper consumption during the recession? Evidence from micro data,"
Journal of Comparative Economics, Elsevier, vol. 44(3), pages 764-786.
- Merike Kukk, 2014. "How Did Household Indebtedness Hamper Consumption during the Recession? Evidence from Micro Data," TUT Economic Research Series 14, Department of Finance and Economics, Tallinn University of Technology.
- Merike Kukk, 2015. "How Did Household Indebtedness Hamper Consumption during the Recession? Evidence from Micro Data," a/ Working Papers Series 1505, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
- Fernando Nieto, 2007. "The determinants of household credit in Spain," Working Papers 0716, Banco de España;Working Papers Homepage.
- Roberto Blanco & Fernando Restoy, 2011.
"Have Real Interest Rates Really Fallen That Much In Spain?,"
Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 19(1), pages 153-170, Spring.
- Francisco Alonso & Roberto Blanco & Ana del Río, 2001.
"Estimating Inflation Expectations using French Government Inflation-Indexed Bonds,"
Working Papers
0111, Banco de España;Working Papers Homepage.
Cited by:
- Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
- Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España;Occasional Papers Homepage.
- Díaz, Antonio & Jareño, Francisco, 2009. "Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case," Research in International Business and Finance, Elsevier, vol. 23(3), pages 349-368, September.
- Agustín Maravall & Ana del Río, 2001.
"Time Aggregation and the Hodrick-Prescott Filter,"
Working Papers
0108, Banco de España;Working Papers Homepage.
Cited by:
- Ricardo Mora & Georges Siotis, 2000.
"External Factors in Emerging Market Recoveries: An Empirical Investigation,"
Econometric Society World Congress 2000 Contributed Papers
1415, Econometric Society.
- Siotis, Georgios & Mora, Ricardo, 2000. "External factors in emerging market recoveries: an empirical investigation," UC3M Working papers. Economics 7251, Universidad Carlos III de Madrid. Departamento de Economía.
- Mora, Ricardo & Siotis, Georges, 2005. "External factors in emerging market recoveries: An empirical investigation," European Economic Review, Elsevier, vol. 49(3), pages 683-702, April.
- Joel Cariolle & Michaël Goujon, 2015.
"Measuring macroeconomic instability: a critical survey illustrated with exports series,"
Post-Print
halshs-01273229, HAL.
- Joël Cariolle & Michaël Goujon, 2015. "Measuring Macroeconomic Instability: A Critical Survey Illustrated With Exports Series," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 1-26, February.
- Andrés, Javier & Doménech, Rafael & Fatás, Antonio, 2004.
"The Stabilizing Role of Government Size,"
CEPR Discussion Papers
4384, C.E.P.R. Discussion Papers.
- Rafael Domenech & Javier Andres & Antonio Fatas, 2006. "The Stabilizing Role of Government Size," Working Papers 0603, International Economics Institute, University of Valencia, revised Jan 2007.
- Javier Andrés & Rafael Doménech & Antonio Fatás, 2007. "The stabilizing role of government size," Working Papers 0710, Banco de España;Working Papers Homepage.
- Andres, Javier & Domenech, Rafael & Fatas, Antonio, 2008. "The stabilizing role of government size," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 571-593, February.
- Q M Ahmed & M Haider Hussain, 2008.
"Estimating the Black Economy through a Monetary Approach: A Case Study of Pakistan,"
Economic Issues Journal Articles, Economic Issues, vol. 13(1), pages 45-60, March.
- Hussain, M. Haider & Ahmed, Qazi Masood, 2006. "Estimating the Black Economy through Monetary Approach: A Case Study of Pakistan," MPRA Paper 8153, University Library of Munich, Germany.
- Simon Sosvilla-Rivero, 2011. "Productivity in the Spanish regions during the recent economic cycles," ERSA conference papers ersa11p57, European Regional Science Association.
- Dai, Yuwen, 2014. "Business Cycle Synchronization in Asia: The Role of Financial and Trade Linkages," Working Papers on Regional Economic Integration 139, Asian Development Bank.
- Brauer, Jurgen & Gomez-Sorzano, Alejandro & Sethuraman, Sankar, 2004. "Decomposing violence: political murder in Colombia, 1946-1999," European Journal of Political Economy, Elsevier, vol. 20(2), pages 447-461, June.
- Agustín Maravall & Ana del Río, 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Working Papers
0728, Banco de España;Working Papers Homepage.
- Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Espino, Freddy, 2013. "Hechos Estilizados del Sistema Bancario Peruano," Working Papers 2013-005, Banco Central de Reserva del Perú.
- Aadland, David, 2005.
"Detrending time-aggregated data,"
Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Microeconomics 0211015, University Library of Munich, Germany.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Macroeconomics 0301007, University Library of Munich, Germany.
- Villegas, Horacio & Rubín de Celis, Raúl & Aliaga, Javier, 2011. "Hodrick–Prescott, Goodwin y ciclos económicos en Bolivia," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC-UCB), Universidad Católica Boliviana, issue 16, pages 29-38, Noviembre.
- Kaiser, Regina & Maravall, Agustin, 2005.
"Combining filter design with model-based filtering (with an application to business-cycle estimation),"
International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
- Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Working Papers 0417, Banco de España;Working Papers Homepage.
- Paulo Soares Esteves & Gabriela Lopes de Castro, 2004. "Quarterly Series for the Portuguese Economy: 1977-2003," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Enrique Alberola & José M. Montero, 2006.
"Debt sustainability and procyclical fical policies in Latin America,"
Working Papers
0611, Banco de España;Working Papers Homepage.
- Enrique Alberola & Manuel Montero, 2006. "Debt Sustainability and Procyclical Fiscal Policies in Latin America," EconomÃa Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 157-193, August.
- Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Working Papers 0208, Banco de España;Working Papers Homepage.
- Aliaga Lordemann, Javier & Villegas Quino, Horacio & Rubín de Celis, Raúl, 2011. "Ciclos Económicos e Inversión en Bolivia," Documentos de trabajo 2/2011, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Alberto ZANARDI & Giampaolo ARACHI & Caterina FERRARIO, 2010.
"Regional Redistribution and Risk Sharing in Italy: The Role of Different Tiers of Government,"
Regional and Urban Modeling
284100049, EcoMod.
- Giampaolo Arachi & Caterina Ferrario & Alberto Zanardi, 2010. "Regional Redistribution and Risk Sharing in Italy: The Role of Different Tiers of Government," Regional Studies, Taylor & Francis Journals, vol. 44(1), pages 55-69.
- Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, University Library of Munich, Germany.
- Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
- Michael Tomz & Mark L. J. Wright, 2007.
"Do Countries Default In "Bad Times"?,"
CAMA Working Papers
2007-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael Tomz & Mark L. J. Wright, 2007. "Do countries default in “bad times”?," Working Paper Series 2007-17, Federal Reserve Bank of San Francisco.
- Michael Tomz & Mark L. J. Wright, 2007. "Do Countries Default in "Bad Times" ?," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 352-360, 04-05.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004.
"Are european business cycles close enough to be just one?,"
Working Papers
0408, Banco de España;Working Papers Homepage.
- Maximo Camacho & Gabriel Perez-Quiros, 2004. "Are European business cycles close enough to be just one?," Computing in Economics and Finance 2004 16, Society for Computational Economics.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Sáiz Matute, Lorena, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006. "Are European business cycles close enough to be just one?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1687-1706.
- Karen Crabbé & Michel Beine, 2009. "Trade, Institutions and Export Specialization," LICOS Discussion Papers 23409, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
- Dedák, István & Dombi, Ákos, 2009. "Konvergencia és növekedési ütem [Convergence and growth rate]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 19-45.
- Michael J. Artis & Toshihiro Okubo, 2012.
"Business Cycle, Currency And Trade, Revisited,"
Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 160-180, February.
- Michael J. Artis & Toshihiro Okubo, 2011. "Business Cycle, Currency and Trade, Revisited," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-019, Keio/Kyoto Joint Global COE Program.
- Nikopour, Hesam, 2005. "Business cycles and policy making in social insurance systems the case of Iran (1962-2004)," MPRA Paper 13060, University Library of Munich, Germany, revised 29 Jan 2009.
- Ginters Buss, 2012. "A New Real-Time Indicator for the Euro Area GDP," Working Papers 2012/02, Latvijas Banka.
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011.
"Forecasting the Polish zloty with non-linear models,"
NBP Working Papers
81, Narodowy Bank Polski, Economic Research Department.
- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010. "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
- Martín Román, Ángel L. & Cuéllar-Martín, Jaime & Moral de Blas, Alfonso, 2018.
"Labor supply and the business cycle: The “Bandwagon Worker Effect”,"
GLO Discussion Paper Series
274, Global Labor Organization (GLO).
- Martín-Román, Ángel L. & Cuéllar Martín, Jaime & Moral, Alfonso, 2018. "Labor supply and the business cycle: The “Bandwagon Worker Effect”," MPRA Paper 89870, University Library of Munich, Germany.
- Ángel L. Martín‐Román & Jaime Cuéllar‐Martín & Alfonso Moral, 2020. "Labor supply and the business cycle: The “bandwagon worker effect”," Papers in Regional Science, Wiley Blackwell, vol. 99(6), pages 1607-1642, December.
- Bloechl, Andreas, 2014. "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics 17940, University of Munich, Department of Economics.
- Aliaga Lordemann, Javier & Rubin de Celis, Raúl & Villegas Quino, Horacio, 2011. "No Linealidad de los Ciclos Económicos en Bolivia," Documentos de trabajo 7/2011, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Rafael Doménech & Víctor Gómez, 2005. "Ciclo económico y desempleo estructural en la economía española," Investigaciones Economicas, Fundación SEPI, vol. 29(2), pages 259-288, May.
- Artiach, Miguel, 2012. "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper 41267, University Library of Munich, Germany.
- Tucker S. McElroy & Thomas M. Trimbur, 2007. "Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering," Finance and Economics Discussion Series 2007-68, Board of Governors of the Federal Reserve System (U.S.).
- Ginters Buss, 2012. "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers 2012/06, Latvijas Banka.
- Eddie Casey, 2019. "Inside the “Upside Down†: Estimating Ireland’s Output Gap," The Economic and Social Review, Economic and Social Studies, vol. 50(1), pages 5-34.
- Miguel Artiach, 2011. "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD 2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
- Edinaldo Tebaldi, 2016. "The Dynamics of Total Factor Productivity and Institutions," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(4), pages 1-25, December.
- Kathavate, Jay & Mallik, Girijasankar, 2012. "The impact of the Interaction between institutional quality and aid volatility on growth: theory and evidence," Economic Modelling, Elsevier, vol. 29(3), pages 716-724.
- Ricardo Mora & Georges Siotis, 2000.
"External Factors in Emerging Market Recoveries: An Empirical Investigation,"
Econometric Society World Congress 2000 Contributed Papers
1415, Econometric Society.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000.
"Estimating Liquidity Premia in the Spanish Government Securities Market,"
Working Papers
0017, Banco de España;Working Papers Homepage.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001. "Estimating liquidity premia in the Spanish Government securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112, Bank for International Settlements.
- Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004. "Estimating liquidity premia in the Spanish government securities market," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
Cited by:
- Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008. "Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08044, University of Molise, Dept. EGSeI.
- Caio Ibsen Rodrigues De Almeida & Antonio Marcos Duarte & Cristiano Augusto Coelho Fernandes, 2003. "A Generalization Of Principal Component Analysis For Non-Observable Term Structures In Emerging Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(08), pages 885-903.
- Diaz, Antonio & Merrick, John Jr. & Navarro, Eliseo, 2006. "Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1309-1332, April.
- Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013. "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Working Papers 1308, Banco de España;Working Papers Homepage.
Articles
- Antonio Millaruelo & Ana del Río, 2017.
"The cost of interventions in the financial sector since 2008 in the EU countries,"
Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Antonio Millaruelo & Ana del Río, 2017. "The cost of interventions in the financial sector since 2008 in the EU countries," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
Cited by:
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019. "“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions"," IREA Working Papers 201914, University of Barcelona, Research Institute of Applied Economics, revised Sep 2019.
- Riccardo Ferretti & Giovanni Gallo & Andrea Landi & Valeria Venturelli, 2018. "Market-Book Ratios of European Banks: What Does Explain the Structural Fall?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0065, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Berger, Allen N. & Molyneux, Phil & Wilson, John O.S., 2020. "Banks and the real economy: An assessment of the research," Journal of Corporate Finance, Elsevier, vol. 62(C).
- Antonio Millaruelo & Ana del Río, 2013.
"Las medidas de política monetaria no convencionales del BCE a lo largo de la crisis,"
Boletín Económico, Banco de España;Boletín Económico Homepage, issue JAN, pages 1-12, Enero.
Cited by:
- Antonio Millaruelo & Ana del Río, 2017.
"The cost of interventions in the financial sector since 2008 in the EU countries,"
Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Antonio Millaruelo & Ana del Río, 2017. "The cost of interventions in the financial sector since 2008 in the EU countries," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Carlos Rodríguez Author-Email: carlos.rodriguezg@ehu.eus, 2016. "ECB Policy Responses between 2007 and 2014: A Chronological Analysis and an Assessment of Their Effects," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(4), pages 455-473, September.
- Antonio Millaruelo & Ana del Río, 2017.
"The cost of interventions in the financial sector since 2008 in the EU countries,"
Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Antonio Millaruelo & Ana del Río, 2010.
"El apoyo público al sector financiero en la zona del euro durante la crisis,"
Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP, pages 1-13, Septiembr.
Cited by:
- Antonio Millaruelo & Ana del Río, 2017.
"The cost of interventions in the financial sector since 2008 in the EU countries,"
Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Antonio Millaruelo & Ana del Río, 2017. "The cost of interventions in the financial sector since 2008 in the EU countries," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Antonio Millaruelo & Ana del Río, 2017.
"The cost of interventions in the financial sector since 2008 in the EU countries,"
Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JUN, pages 1-13.
- Ana del Rio & Garry Young, 2008.
"The impact of unsecured debt on financial pressure among British households,"
Applied Financial Economics, Taylor & Francis Journals, vol. 18(15), pages 1209-1220.
Cited by:
- Elena Giarda, 2010.
"Persistency of financial distress amongst Italian households: evidence from dynamic probit models,"
Quaderni di Dipartimento
3, Department of Statistics, University of Bologna.
- Giarda, Elena, 2013. "Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3425-3434.
- Luisa ANDERLONI & Emanuele BACCHIOCCHI & Daniela VANDONE, 2011. "Household financial vulnerability: an empirical analysis," Departmental Working Papers 2011-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, revised 03 Nov 2011.
- Cifuentes, Rodrigo & Margaretic, Paula & Saavedra, Trinidad, 2020. "Measuring households' financial vulnerabilities from consumer debt: Evidence from Chile," Emerging Markets Review, Elsevier, vol. 43(C).
- French, Declan & Vigne, Samuel, 2019. "The causes and consequences of household financial strain: A systematic review," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 150-156.
- Barbara Cavalletti & Corrado Lagazio & Elena Lagomarsino & Daniela Vandone, 2020. "Consumer Debt and Financial Fragility: Evidence from Italy," Journal of Consumer Policy, Springer, vol. 43(4), pages 747-765, December.
- Cristina OTTAVIANI & Daniela VANDONE, 2010. "Impulsivity and household indebtedness," Departmental Working Papers 2010-28, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Blázquez, Maite & Budría, Santiago & Moro-Egido, Ana I., 2020. "Over-indebtedness and age: The effects on individual health," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 87(C).
- Grzegorz Wałęga & Agnieszka Wałęga, 2021. "Over-indebted Households in Poland: Classification Tree Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(2), pages 561-584, January.
- Declan French, 2018.
"Financial strain in the United Kingdom,"
Oxford Economic Papers, Oxford University Press, vol. 70(1), pages 163-182.
- Declan French, 2016. "Financial Strain in the United Kingdom," CHaRMS Working Papers 16-02, Centre for HeAlth Research at the Management School (CHaRMS).
- Chichaibelu, Bezawit Beyene & Waibel, Hermann, 2017. "Borrowing from “Pui” to Pay “Pom”: Multiple Borrowing and Over-Indebtedness in Rural Thailand," World Development, Elsevier, vol. 98(C), pages 338-350.
- Chichaibelu, Bezawit & Waibel, Hermann, 2015. "The Interrelated Dynamics of Multiple Borrowing and Over-indebtedness among Rural Households in Thailand and Vietnam," 2015 Conference, August 9-14, 2015, Milan, Italy 211463, International Association of Agricultural Economists.
- Guérin, Isabelle & Nordman, Christophe Jalil & Reboul, Elena, 2020. "The Gender of Debt and Credit: Insights from Rural Tamil Nadu," IZA Discussion Papers 13891, Institute of Labor Economics (IZA).
- Ottaviani, Cristina & Vandone, Daniela, 2011. "Impulsivity and household indebtedness: Evidence from real life," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 754-761.
- Elena Giarda, 2010.
"Persistency of financial distress amongst Italian households: evidence from dynamic probit models,"
Quaderni di Dipartimento
3, Department of Statistics, University of Bologna.
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
See citations under working paper version above.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España;Working Papers Homepage.
- Ana del Rio & Garry Young, 2006.
"The determinants of unsecured borrowing: evidence from the BHPS,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(15), pages 1119-1144.
Cited by:
- Silvia Magri & Valentina Michelangeli & Sabrina Pastorelli & Raffaella Pico, 2019. "The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks?," Questioni di Economia e Finanza (Occasional Papers) 500, Bank of Italy, Economic Research and International Relations Area.
- Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2016. "Determinantes del acceso al crédito formal e informal: Evidencia de los hogares de ingresos medios y bajos en Colombia," Borradores de Economia 956, Banco de la Republica de Colombia.
- Christian Loenser & Andreas Schabert, 2020. "Monetary Policy, Financial Constraints, And Redistribution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1501-1529, November.
- Barbara Cavalletti & Corrado Lagazio & Elena Lagomarsino & Daniela Vandone, 2020. "Consumer Debt and Financial Fragility: Evidence from Italy," Journal of Consumer Policy, Springer, vol. 43(4), pages 747-765, December.
- Ana del Río & Garry Young, 2005.
"The impact of unsecured debt on financial distress among British households,"
Working Papers
0512, Banco de España;Working Papers Homepage.
- Ana Del-Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Bank of England working papers 262, Bank of England.
- Cristina OTTAVIANI & Daniela VANDONE, 2010. "Impulsivity and household indebtedness," Departmental Working Papers 2010-28, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2018. "Formal and Informal Household Credit in Colombia," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.), Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, edition 1, volume 1, chapter 5, pages 125-156, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Barbara CAVALLETTI & Corrado LAGAZIO & Daniela VANDONE & Elena LAGOMARSINO, 2014. "Consumer debt and financial fragility in Italy," Departmental Working Papers 2014-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Chen, Xin & Qin, Yaohua & Xiao, He & Zhang, Yifei, 2019. "Microfinancing and Home-purchase Restrictions: Evidence from the Online “Peer-to-Peer” Lending in China," MPRA Paper 95375, University Library of Munich, Germany.
- Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2018. "Crédito formal e informal de los hogares en Colombia," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.), Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe, edition 1, volume 1, chapter 5, pages 133-166, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Christian Loenser & Andreas Schabert, 2020. "Monetary Policy, Financial Constraints, and Redistribution," ECONtribute Discussion Papers Series 011, University of Bonn and University of Cologne, Germany.
- Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004.
"Estimating liquidity premia in the Spanish government securities market,"
The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001. "Estimating liquidity premia in the Spanish Government securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112, Bank for International Settlements.
See citations under working paper version above.- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000. "Estimating Liquidity Premia in the Spanish Government Securities Market," Working Papers 0017, Banco de España;Working Papers Homepage.
Chapters
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001.
"Estimating liquidity premia in the Spanish Government securities market,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112,
Bank for International Settlements.
- Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004. "Estimating liquidity premia in the Spanish government securities market," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000. "Estimating Liquidity Premia in the Spanish Government Securities Market," Working Papers 0017, Banco de España;Working Papers Homepage.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CFN: Corporate Finance (2) 2005-07-03 2005-07-03
- NEP-DCM: Discrete Choice Models (1) 2005-07-03
- NEP-ECM: Econometrics (1) 2007-09-16
- NEP-EEC: European Economics (1) 2005-07-03
- NEP-MAC: Macroeconomics (1) 2007-09-16
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