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Ana Del Rio

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

  1. Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.

    Cited by:

    1. Moghtaderi, Azadeh & Flandrin, Patrick & Borgnat, Pierre, 2013. "Trend filtering via empirical mode decompositions," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 114-126.
    2. 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).
    3. 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.
    4. Andreas Billmeier, 2009. "Ghostbusting: which output gap really matters?," International Economics and Economic Policy, Springer, vol. 6(4), pages 391-419, December.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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).
    10. Fritz, Marlon, 2019. "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, vol. 83(C), pages 312-325.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Ringwald, Leopold & Zörner, Thomas O., 2023. "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 293-333.
    24. 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.
    25. Tapia, Jose, 2016. "Oil prices and the world business cycle: A causal investigation," MPRA Paper 68978, University Library of Munich, Germany.

  2. Ana del Río & Garry Young, 2005. "The determinants of unsecured borrowing: evidence from the British household panel survey," Working Papers 0511, Banco de España.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Charalambakis, Evangelos & Teppa, Federica & Tsiortas, Athanasios, 2024. "Consumer participation in the credit market during the COVID-19 pandemic and beyond," Working Paper Series 2922, European Central Bank.
    5. Mario Alejandro Gónzalez & John Jairo León, 2007. "Análisis del Endeudamiento de los Hogares Colombianos," Borradores de Economia 4020, Banco de la Republica.
    6. 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.
    7. Evangelos Charalambakis & Federica Teppa & Athanasios Tsiortas, 2024. "Consumer participation in the credit market during the COVID-19 pandemic and beyond," Working Papers 807, DNB.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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).
    13. 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).
    14. 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.
    15. 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.
    16. 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.
    17. Ottaviani, Cristina & Vandone, Daniela, 2011. "Impulsivity and household indebtedness: Evidence from real life," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 754-761.
    18. 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.
    19. 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.
    20. Adela Luque, 2005. "Skill mix and technology in Spain: evidence from firm level data," Working Papers 0513, Banco de España.

  3. Ana del Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Working Papers 0512, Banco de España.

    Cited by:

    1. 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.
    2. Fernando Borraz & Nicolás González Pampillón, 2015. "Financial Risk of Uruguayan Households," Documentos de trabajo 2015007, Banco Central del Uruguay.
    3. Jessica Schicks, 2010. "Microfinance Over-Indebtedness: Understanding its drivers and challenging the common myths," Working Papers CEB 10-048, ULB -- Universite Libre de Bruxelles.
    4. 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.
    5. 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.
    6. 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.
    7. Du Caju, Philip & Rycx, François & Tojerow, Ilan, 2015. "Unemployment Risk and Over-Indebtedness: A Micro-Econometric Perspective," IZA Discussion Papers 9572, Institute of Labor Economics (IZA).
    8. 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.
    9. 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.
    10. Sónia Costa, 2012. "Households’ Default Probability: An Analysis Based on the Results of the HFCS," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    11. 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.
    12. 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.
    13. Jakubik, Petr, 2011. "Households response to economic crisis," BOFIT Discussion Papers 7/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
    14. Ana del Río & Garry Young, 2005. "The determinants of unsecured borrowing: evidence from the British household panel survey," Working Papers 0511, Banco de España.
    15. 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.
    16. Amanda Wuth & Magdalena Cismaru, 2021. "A Conceptual and Operational Review of the Negative Financial Health Terminology and Constructs," International Business Research, Canadian Center of Science and Education, vol. 14(4), pages 1-1, April.
    17. 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).
    18. Shahidur R. Khandker & Rashid Faruqee & Hussain A. Samad, 2014. "Are Microcredit Borrowers in Bangladesh Over-indebted?," Working Papers 26, Institute of Microfinance (InM).
    19. Georgarakos, Dimitris & Lojschova, Adriana & Ward-Warmedinger, Melanie E., 2009. "Mortgage Indebtedness and Household Financial Distress," IZA Discussion Papers 4631, Institute of Labor Economics (IZA).
    20. 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.
    21. Ms. Meral Karasulu, 2008. "Stress Testing Household Debt in Korea," IMF Working Papers 2008/255, International Monetary Fund.
    22. Massimiliano Affinito & Raffaele Santioni & Luca Tomassetti, 2023. "Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 788, Bank of Italy, Economic Research and International Relations Area.
    23. 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.
    24. Adela Luque, 2005. "Skill mix and technology in Spain: evidence from firm level data," Working Papers 0513, Banco de España.
    25. Silvia Szilagyiova, 2019. "Exploitation of payday loan users: Fact or fiction?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 8(2), pages 127-147, December.

  4. Carmen Martínez-Carrascal & Ana del Río, 2004. "Household borrowing and consumption in Spain," Working Papers 0421, Banco de España.

    Cited by:

    1. 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.
    2. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Gimeno, Ricardo & Martí­nez-Carrascal, Carmen, 2010. "The relationship between house prices and house purchase loans: The Spanish case," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1849-1855, August.
    8. Fernando Nieto, 2007. "The determinants of household credit in Spain," Working Papers 0716, Banco de España.
    9. Ricardo Gimeno & Carmen Martínez-Carrascal, 2006. "The interaction between house prices and loans for house purchase. The Spanish case," Working Papers 0605, Banco de España.

  5. Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimating Inflation Expectations using French Government Inflation-Indexed Bonds," Working Papers 0111, Banco de España.

    Cited by:

    1. Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
    2. Flávio de Freitas Val & Claudio Henrique da Silveira Barbedo & Marcelo Verdini Maia, 2011. "Inflation expectation and implicit inflation: does market research provide accurate measures?," Brazilian Business Review, Fucape Business School, vol. 8(3), pages 83-100, July.
    3. Francisco Jareno, 2008. "Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model," Applied Economics, Taylor & Francis Journals, vol. 40(24), pages 3159-3171.
    4. Temperley Patricio, 2024. "La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros," Asociación Argentina de Economía Política: Working Papers 4766, Asociación Argentina de Economía Política.
    5. Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España.
    6. 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.

  6. Agustín Maravall & Ana del Río, 2001. "Time Aggregation and the Hodrick-Prescott Filter," Working Papers 0108, Banco de España.

    Cited by:

    1. Ricardo Mora & Georges Siotis, 2000. "External Factors in Emerging Market Recoveries: An Empirical Investigation," Econometric Society World Congress 2000 Contributed Papers 1415, Econometric Society.
    2. Joel Cariolle & Michaël Goujon, 2015. "Measuring macroeconomic instability: a critical survey illustrated with exports series," Post-Print halshs-01273229, HAL.
    3. Andrés, Javier & Fatás, Antonio & Domenech, Rafael, 2004. "The Stabilizing Role of Government Size," CEPR Discussion Papers 4384, C.E.P.R. Discussion Papers.
    4. 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.
    5. Simon Sosvilla-Rivero, 2011. "Productivity in the Spanish regions during the recent economic cycles," ERSA conference papers ersa11p57, European Regional Science Association.
    6. Joël Cariolle & Petros G Sekeris, 2021. "How export shocks corrupt: theory and evidence," Working Papers hal-03164648, HAL.
    7. 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.
    8. 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.
    9. Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.
    10. Espino, Freddy, 2013. "Hechos Estilizados del Sistema Bancario Peruano," Working Papers 2013-005, Banco Central de Reserva del Perú.
    11. Aadland, David, 2005. "Detrending time-aggregated data," Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
    12. Villegas, Horacio & Rubín de Celis, Raúl & Aliaga, Javier, 2011. "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.
    13. 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.
    14. Paulo Soares Esteves, 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.
    15. Antonio Portugal Duarte & Nuno Baetas da Silva, 2022. "Exchange Rate Synchronization for a Set of Currencies from Different Monetary Areas," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(2), pages 163-189, June.
    16. Enrique Alberola & José M. Montero, 2006. "Debt sustainability and procyclical fical policies in Latin America," Working Papers 0611, Banco de España.
    17. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Working Papers 0208, Banco de España.
    18. 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.
    19. Nuno Lourenço & António Rua, 2023. "Business cycle clocks: Time to get circular," Empirical Economics, Springer, vol. 65(4), pages 1513-1541, October.
    20. 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.
    21. Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, University Library of Munich, Germany.
    22. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
    23. Catelén, Ana Laura, 2020. "Growth constraints and external vulnerability in Argentina," Nülan. Deposited Documents 3471, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    24. 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.
    25. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
    26. International Monetary Fund, 2015. "Republic of Estonia: Selected Issues," IMF Staff Country Reports 2015/337, International Monetary Fund.
    27. Marcell Göttert & Timo Wollmershäuser, 2021. "Survey-Based Structural Budget Balances," EconPol Working Paper 59, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    28. 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.
    29. Michael J. Artis & Toshihiro Okubo, 2012. "Business Cycle, Currency And Trade, Revisited," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 160-180, February.
    30. 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.
    31. Ginters Buss, 2012. "A New Real-Time Indicator for the Euro Area GDP," Working Papers 2012/02, Latvijas Banka.
    32. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    33. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 169-186, September.
    34. Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011. "Forecasting the Polish zloty with non-linear models," NBP Working Papers 81, Narodowy Bank Polski.
    35. Wang, Hao & Xu, Ning & Yin, Haiyan & Ji, Hao, 2022. "The dynamic impact of monetary policy on financial stability in China after crises," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    36. 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).
    37. 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.
    38. 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.
    39. 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.
    40. Artiach, Miguel, 2012. "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper 41267, University Library of Munich, Germany.
    41. 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.).
    42. Ginters Buss, 2012. "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers 2012/06, Latvijas Banka.
    43. 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.
    44. Emilian DOBRESCU, 2021. "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-38, December.
    45. Miguel Artiach, 2011. "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD 2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    46. Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
    47. 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.
    48. 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.

  7. 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.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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

  1. 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:

    1. 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).
    2. 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.

  2. 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:

  3. 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:

    1. Vittoria Cerasi & Stefano Montoli, 2020. "Bank resolution and multinational banks," Working Papers 447, University of Milano-Bicocca, Department of Economics, revised Jul 2020.
    2. Henri-Paul Rousseau, 2019. "A schematic view of government as regulator and insurer of the financial system," PSE Working Papers halshs-01993612, HAL.
    3. Henri-Paul Rousseau, 2019. "A schematic view of government as regulator and insurer of the financial system," Working Papers halshs-01993612, HAL.
    4. 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).
    5. 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.
    6. 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".
    7. 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).

  4. 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:

    1. 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.
    2. Luis à ngel Hierro & Antonio José Garzón & Helena Domínguez-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.

  5. 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:

    1. 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.

  6. 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:

    1. 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.
    2. 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.
    3. Cifuentes, Rodrigo & Margaretic, Paula & Saavedra, Trinidad, 2020. "Measuring households' financial vulnerabilities from consumer debt: Evidence from Chile," Emerging Markets Review, Elsevier, vol. 43(C).
    4. Shijun Chai & Li Zhou & Yang Chen, 2023. "Digital Finance and Entrepreneurial Return Rate: Effects, Mechanisms and Inequality," SAGE Open, , vol. 13(4), pages 21582440231, October.
    5. Felipe Martínez & Rodrigo Cifuentes & Carlos Madeira & Rubén Poblete-Cazenave, 2013. "Measurement of Household Financial Risk with the Survey of Household Finances," Working Papers Central Bank of Chile 682, Central Bank of Chile.
    6. 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.
    7. Yang, Hu & Chen, Yu & Chen, Kedong & Wang, Haijun, 2024. "Temporal-spatial dependencies enhanced deep learning model for time series forecast," International Review of Financial Analysis, Elsevier, vol. 94(C).
    8. 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.
    9. Reboul, E. & Guérin, I. & Nordman, C.J., 2021. "The gender of debt and credit: Insights from rural Tamil Nadu," World Development, Elsevier, vol. 142(C).
    10. 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.
    11. Marco Brandolini & Federica Coroneo & Elena Giarda & Cristiana Moriconi & Sarah Grace See, 2022. "Differences in Perceptions of the Housing Cost Burden Among European Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-5.
    12. 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).
    13. 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.
    14. Daniela Fernanda Diaz & Sonia Di Giannatale & Irvin Rojas, 2023. "Financial Vulnerability and Financial Instruments: Evidence from Mexico," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 1(8), pages 94-134.
    15. Declan French, 2018. "Financial strain in the United Kingdom," Oxford Economic Papers, Oxford University Press, vol. 70(1), pages 163-182.
    16. Adekola Adeola Adebayo & Folajinmi Festus Adegbie & Rafiu Oyesola Salawu, 2021. "Capital Structure and Profitability of Selected Listed Companies in Nigeria," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 8(1), pages 05-22, January.
    17. 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.
    18. 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.
    19. Lemus, Antonio & Pulgar, Carlos, 2021. "Households’ Debt Thresholds: A Market Aspects Approach," MPRA Paper 106958, University Library of Munich, Germany.
    20. 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.
    21. Ryszard Kowalski & Agnieszka Strzelecka & Agnieszka Wałęga & Grzegorz Wałęga, 2023. "Do Children Matter to the Household Debt Burden?," Journal of Family and Economic Issues, Springer, vol. 44(4), pages 1007-1022, December.
    22. Ottaviani, Cristina & Vandone, Daniela, 2011. "Impulsivity and household indebtedness: Evidence from real life," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 754-761.
    23. Sara Fernández‐López & Marcos Álvarez‐Espiño & Lucía Rey‐Ares & Sandra Castro‐González, 2024. "Consumer financial vulnerability: Review, synthesis, and future research agenda," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1045-1084, September.
    24. Rodrigo Cifuentes & Felipe Martínez, 2020. "Over-indebtedness in Households: Measurement and Determinants," Working Papers Central Bank of Chile 869, Central Bank of Chile.

  7. 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.
  8. 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:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Bazley, William & Jannati, Sima, 2024. "The influence of regional sentiment on online borrowing," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    6. Ana del Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Working Papers 0512, Banco de España.
    7. 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.
    8. 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.
    9. Massimiliano Affinito & Federica Sabbi & Raffaele Santioni & Francesco Santorelli, 2024. "Types of consumer credit and bank distribution channels: insights from Italy," Questioni di Economia e Finanza (Occasional Papers) 879, Bank of Italy, Economic Research and International Relations Area.
    10. 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.
    11. Elena Lagomarsino & Alessandro Spiganti, 2023. "Risk Aversion and the Size of Desired Debt," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 369-396, March.
    12. 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.
    13. Massimiliano Affinito & Raffaele Santioni & Luca Tomassetti, 2023. "Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 788, Bank of Italy, Economic Research and International Relations Area.
    14. 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.
    15. Christian Loenser & Andreas Schabert, 2020. "Monetary Policy, Financial Constraints, and Redistribution," ECONtribute Discussion Papers Series 011, University of Bonn and University of Cologne, Germany.

  9. 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.

Chapters

  1. 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.Sorry, no citations of chapters recorded.
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