Ana Del Rio
Personal Details
First Name: | Ana |
Middle Name: | |
Last Name: | Del Rio |
Suffix: | |
RePEc Short-ID: | pde1216 |
[This author has chosen not to make the email address public] | |
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
- Ángel Luis Gómez & Ana del Río, 2021. "El impacto desigual de la crisis sanitaria sobre las economías del área del euro en 2020," Occasional Papers 2115, Banco de España.
- Ángel Luis Gómez & Ana del Río, 2021. "The uneven impact of the health crisis on the euro area economies in 2020," Occasional Papers 2115, Banco de España.
- Agustín Maravall & Ana del Río, 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Working Papers
0728, Banco de España.
- 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.
- 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.
- Ana del Río & Garry Young, 2005.
"The determinants of unsecured borrowing: evidence from the British household panel survey,"
Working Papers
0511, Banco de España.
- 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 impact of unsecured debt on financial distress among British households,"
Working Papers
0512, Banco de España.
- 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.
- Carmen Martínez-Carrascal & Ana del Río, 2004. "Household borrowing and consumption in Spain," Working Papers 0421, Banco de España.
- Ana del Río, 2002. "El endeudamiento de los hogares españoles," Working Papers 0228, Banco de España.
- Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimating Inflation Expectations using French Government Inflation-Indexed Bonds," Working Papers 0111, Banco de España.
- Agustín Maravall & Ana del Río, 2001. "Time Aggregation and the Hodrick-Prescott Filter," Working Papers 0108, Banco de España.
- 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.
- 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.
Articles
- Ana del Río & José Antonio Cuenca, 2020. "Euro area household income and saving during the first wave of the pandemic," Economic Bulletin, Banco de España, issue 4/2020.
- Ana del Río & José Antonio Cuenca, 2020. "La renta y el ahorro de los hogares en la zona del euro durante la primera ola de la pandemia," Boletín Económico, Banco de España, issue 4/2020.
- Ana del Río & José Antonio Cuenca, 2019. "Financial position of euro area households in 2018," Economic Bulletin, Banco de España, issue SEP.
- Ana del Río & José Antonio Cuenca, 2019. "La situación financiera de los hogares en la zona del euro en 2018," Boletín Económico, Banco de España, issue SEP.
- Pana Alves & Antonio Millaruelo & Ana del Río, 2018. "El aumento de los saldos TARGET en la UEM desde 2015," Boletín Económico, Banco de España, issue DIC.
- Pana Alves & Antonio Millaruelo & Ana del Río, 2018. "The increase in TARGET balances in the euro area since 2015," Economic Bulletin, Banco de España, issue DEC.
- Ricardo Gimeno & Ana del Río, 2018. "El recurso de la banca española a la financiación del Eurosistema," Boletín Económico, Banco de España, issue SEP.
- Ricardo Gimeno & Ana del Río, 2018. "Recourse to Eurosystem funding by Spanish banks," Economic Bulletin, Banco de España, issue SEP.
- 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, issue JUN.
- 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, issue SEP.
- Ana del Río & José Antonio Cuenca, 2017. "Private-sector economic developments in the euro area in 2016," Economic Bulletin, Banco de España, issue SEP.
- 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, issue JUN.
- 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, issue JUN.
- 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, issue JUN, pages 67-78, Junio.
- Eduardo Orellana & Ana del Río, 2015. "Euro area corporate debt issuance during the crisis," Economic Bulletin, Banco de España, issue DEC, pages 23-31, December.
- Eduardo Orellana & Ana del Río, 2015. "Las emisiones de deuda corporativa en la eurozona durante la crisis," Boletín Económico, Banco de España, issue DEC, pages 63-72, 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, issue MAY, pages 35-47, Mayo.
- 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, issue MAY, pages 53-65, Mayo.
- Antonio Millaruelo & Ana del Río, 2014. "La construcción de la Unión Bancaria en la UE," Boletín Económico, Banco de España, issue NOV, pages 67-76, Noviembre.
- 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, issue MAY, pages 53-64, Mayo.
- Antonio Millaruelo & Ana del Río, 2013. "La fragmentación financiera en la zona del euro durante la crisis," Boletín Económico, Banco de España, issue DEC, pages 41-51, Diciembre.
- 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, issue JAN, pages 89-99, Enero.
- Esther Gordo & Ana del Río, 2012. "El mecanismo de asistencia financiera para la recapitalización bancaria en la UEM," Boletín Económico, Banco de España, issue JUN, pages 19-24, Junio.
- 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, issue MAY, pages 51-62, Mayo.
- 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, issue MAY, pages 61-73, Mayo.
- 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, issue NOV, pages 81-92, Noviembre.
- 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, issue SEP, pages 69-82, Septiembr.
- 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, issue MAR, pages 91-103, Marzo.
- Daniel Garrote & Ana del Río, 2009. "La financiación de las sociedades no financieras en la UEM," Boletín Económico, Banco de España, issue MAY, pages 71-83, Mayo.
- Marta Manrique & Ana del Río, 2008. "La dinámica de la inversión en existencias en la UEM," Boletín Económico, Banco de España, issue JUL, pages 101-113, 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.
- Esther Moral & Ana del Río, 2006. "Un índice de condiciones monetarias y presupuestarias," Boletín Económico, Banco de España, issue JUL, pages 99-110, Julio-ago.
- Luis Ángel Maza & Ana del Río, 2006. "La financiación del déficit exterior de la economía española," Boletín Económico, Banco de España, issue MAR, pages 71-84, Marzo.
- 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, issue MAR, pages 45-53, 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.
- 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, issue APR, pages 73-83, Abril.
- Carmen Martínez Carrascal & Ana del Río, 2004. "Las implicaciones del endeudamiento de los hogares sobre el consumo privado," Boletín Económico, Banco de España, issue DEC, pages 49-54, Diciembre.
- Luis A. Maza & Ana del Río, 2002. "Una estimación de la carga financiera de los hogares españoles," Boletín Económico, Banco de España, issue MAY, pages 45-53, Mayo.
- Ana del Río, 2002. "El endeudamiento de los hogares españoles: evolución y factores explicativos," Boletín Económico, Banco de España, issue NOV, pages 47-54, Noviembre.
- Ana del Río, 2002. "El endeudamiento de los hogares españoles: una comparación internacional," Boletín Económico, Banco de España, issue SEP, pages 43-49, Septiembr.
- 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, issue JUN, pages 43-51, Junio.
- Antonio García‐Ferrer & Ana del Río, 2001. "A cyclical characterization of economic activity in the United States, 1887‐1940," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 28(2), pages 74-92, April.
- 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, issue JUN, pages 61-72, 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, issue OCT, pages 63-70, Octubre.
RePEc:taf:apfiec:v:16:y:2006:i:15:p:1119-1144 is not listed on IDEAS
RePEc:taf:apfiec:v:18:y:2008:i:15:p:1209-1220 is not listed on IDEAS
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.
- 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.
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.
- 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:
- 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.
- 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.
- Giacomo Sbrana, 2013. "The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions," Post-Print hal-00779344, HAL.
- 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).
- Andreas Billmeier, 2009. "Ghostbusting: which output gap really matters?," International Economics and Economic Policy, Springer, vol. 6(4), pages 391-419, December.
- 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.
- 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).
- 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.
- 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.
- Ringwald, Leopold & Zörner, Thomas O., 2023. "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 293-333.
- 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.
- 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.
- Moghtaderi, Azadeh & Flandrin, Patrick & Borgnat, Pierre, 2013. "Trend filtering via empirical mode decompositions," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 114-126.
- 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.
- Fritz, Marlon, 2019. "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, vol. 83(C), pages 312-325.
- 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.
- Ballestar, María Teresa & García-Lazaro, Aida & Sainz, Jorge & Sanz, Ismael, 2022. "Why is your company not robotic? The technology and human capital needed by firms to become robotic," Journal of Business Research, Elsevier, vol. 142(C), pages 328-343.
- 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.
- 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 University 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 determinants of unsecured borrowing: evidence from the British household panel survey,"
Working Papers
0511, Banco de España.
- 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.
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 Limited, 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.
- Mario Alejandro Gónzalez & John Jairo León, 2007.
"Análisis del Endeudamiento de los Hogares Colombianos,"
Borradores de Economia
4020, Banco de la Republica.
- González Mario Alejandro & John Jairo León, 2007. "Análisis del endeudamiento de los hogares colombianos," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, October.
- Mario alejandro González & John Jairo León, 2007. "Análisis del Endeudamiento de los Hogares Colombianos," Borradores de Economia 452, Banco de la Republica de Colombia.
- 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 & Miss 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.
- 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.
- 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, 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.
- 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.
- 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.
- 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.
- Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland: estimations and simulations with micro data," Bank of Finland Research Discussion Papers 5/2007, Bank of Finland.
- Adela Luque, 2005. "Skill mix and technology in Spain: evidence from firm level data," Working Papers 0513, Banco de España.
- Evangelos Charalambakis & Federica Teppa & Athanasios Tsiortas, 2024. "Consumer participation in the credit market during the COVID-19 pandemic and beyond," Working Papers 807, DNB.
- 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.
- Olomola, Aderbigbe & Gyimah-Brempong, Kwabena, 2014. "Loan demand and rationing among small-scale farmers in Nigeria:," IFPRI discussion papers 1403, International Food Policy Research Institute (IFPRI).
- Samuel Sekyi, 2017. "Rural Households' Credit Access and Loan Amount in Wa Municipality, Ghana," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 506-514.
- Ottaviani, Cristina & Vandone, Daniela, 2011. "Impulsivity and household indebtedness: Evidence from real life," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 754-761.
- E. Pastrapa & C. Apostolopoulos, 2015. "Estimating Determinants of Borrowing: Evidence from Greece," Journal of Family and Economic Issues, Springer, vol. 36(2), pages 210-223, June.
- Ana del Río & Garry Young, 2005.
"The impact of unsecured debt on financial distress among British households,"
Working Papers
0512, Banco de España.
- 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.
Cited by:
- Maczulskij, Terhi & Kanninen, Ohto & Karhunen, Hannu & Tahvonen, Ossi, 2024.
"Debt Burden of Job Loss in a Nordic Welfare State,"
ETLA Working Papers
115, The Research Institute of the Finnish Economy.
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"The determinants of unsecured borrowing: evidence from the British household panel survey,"
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0511, Banco de España.
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"Sticky prices in the euro area: a summary of new micro evidence,"
Working Papers
0542, Banco de España.
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"Mortgage Indebtedness and Household Financial Distress,"
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"Unemployment risk and over-indebtedness : A micro-econometric perspective,"
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"Financial Risk of Uruguayan Households,"
Documentos de trabajo
2015007, Banco Central del Uruguay.
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887, Bank of Italy, Economic Research and International Relations Area.
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"How Did Household Indebtedness Hamper Consumption during the Recession? Evidence from Micro Data,"
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"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.
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"Estimating Inflation Expectations using French Government Inflation-Indexed Bonds,"
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- Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, University Library of Munich, Germany.
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"Do Countries Default In "Bad Times"?,"
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- Hussain, M. Haider & Ahmed, Qazi Masood, 2006.
"Estimating the Black Economy through Monetary Approach: A Case Study of Pakistan,"
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8153, University Library of Munich, Germany.
- 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.
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"Survey-Based Structural Budget Balances,"
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"Labor supply and the business cycle: The “Bandwagon Worker Effect”,"
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- 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.
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"Are European business cycles close enough to be just one?,"
Computing in Economics and Finance 2004
16, Society for Computational Economics.
- Pérez-Quirós, Gabriel & Camacho, Máximo & ,, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
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"Combining filter design with model based filtering (with an application to business cycle estimation),"
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- 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.
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"Hodrick–Prescott, Goodwin y ciclos económicos en Bolivia,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 16, pages 29-38, Noviembre.
- Aliaga Lordemann, Javier, 2011. "Hodrick – Prescott, Goodwin y Ciclos Económicos en Bolivia," Documentos de trabajo 9/2011, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
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"Debt sustainability and procyclical fical policies in Latin America,"
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- Enrique Alberola & Manuel Montero, 2006. "Debt Sustainability and Procyclical Fiscal Policies in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 157-193, August.
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"Business Cycle, Currency And Trade, Revisited,"
Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 160-180, February.
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- 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.
Cited by:
- William T. Lin & David S. Sun, 2007.
"Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information,"
Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 491-518.
- Lin, William & Sun, David, 2007. "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper 37282, University Library of Munich, Germany.
- Lin, William & Tsai, Shih-Chuan & Sun, David, 2008.
"Price informativeness and predictability: how liquidity can help,"
MPRA Paper
20226, University Library of Munich, Germany, revised 18 Oct 2009.
- William Lin & Shih-Chuan Tsai & David Sun, 2011. "Price informativeness and predictability: how liquidity can help," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2199-2217.
- 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.
- Simona Delle Chiaie & Bernardo Maggi, 2014. "Italian Government debt liquidity, is it of value?," DSS Empirical Economics and Econometrics Working Papers Series 2014/3, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- 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, Department of Economics.
- 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.
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, issue DEC.
Cited by:
- Joana Sousa Leite & Rita Soares & João Filipe & Nuno Nóbrega, 2020. "Banco de Portugal TARGET balance: evolution and main drivers," Working Papers o202001, Banco de Portugal, Economics and Research Department.
- Minenna, Marcello, 2022. "Target 2 determinants: The role of Balance of Payments imbalances in the long run," Journal of Banking & Finance, Elsevier, vol. 140(C).
- 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, issue JUN.
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, issue JUN.
- 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, issue JUN.
Cited by:
- Vittoria Cerasi & Stefano Montoli, 2020. "Bank resolution and multinational banks," Working Papers 447, University of Milano-Bicocca, Department of Economics, revised Jul 2020.
- Henri-Paul Rousseau, 2019. "A schematic view of government as regulator and insurer of the financial system," Working Papers halshs-01993612, HAL.
- Lorenzo Esposito & Ettore Giuseppe Gatti & Giuseppe Mastromatteo, 2019. "Sustainable finance, the good, the bad and the ugly: a critical assessment of the EU institutional framework for the green transition," DISCE - Quaderni del Dipartimento di Politica Economica dipe0004, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- 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).
- Henri-Paul Rousseau, 2019. "A schematic view of government as regulator and insurer of the financial system," PSE Working Papers halshs-01993612, HAL.
- 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, issue JAN, pages 89-99, 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, issue JUN.
- 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, issue JUN.
- Luis à ngel Hierro & Antonio José Garzón & Helena DomÃnguez-Torres, 2019. "20 Years of European Monetary Policy. From Doctrinarism to Realpolitik," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 66(3), pages 149-172, December.
- 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, issue JUN.
- 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, issue SEP, pages 69-82, 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, issue JUN.
- 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, issue JUN.
- 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, issue JUN.
- 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.
- 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.
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.
More information
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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 5 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-MAC: Macroeconomics (3) 2007-09-16 2021-07-19 2021-07-19
- NEP-CFN: Corporate Finance (2) 2005-07-03 2005-07-03
- NEP-EEC: European Economics (2) 2005-07-03 2021-07-19
- NEP-DCM: Discrete Choice Models (1) 2005-07-03
- NEP-ECM: Econometrics (1) 2007-09-16
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