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Browsing Informes (Departament d'Economia i Empresa) by Issue Date

Browsing Informes (Departament d'Economia i Empresa) by Issue Date

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  • Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara, 1971- (Centre for Economic Policy Research, 2014-09)
    In this paper we propose empirical methods for detecting and identifying misspecifications in DSGE models. We introduce wedges in a DSGE model and identify potential misspecification via forecast error variance decomposition ...
  • Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; Saurina, Jesús (2017)
    We analyze the impact of balance-sheet strength on credit availability. Bank balance sheets are weak in crisis times, but so are those of firms, and credit demand is then also weak. For identification, we exploit an ...
  • Irani, Rustom M.; Iyer, Rajkamal; Meisenzahl, Ralf R.; Peydró, José-Luis (2018)
    We investigate the connections between bank capital regulation and the prevalence of lightly regulated nonbanks (shadow banks) in the U.S. corporate loan market. For identification, we exploit a supervisory credit register ...
  • Peydró, José-Luis; Polo, Andrea; Sette, Enrico (2018)
    Monetary policy transmission may be impaired if banks rebalance their portfolios towards securities to pursue e.g. risk-shifting or liquidity hoarding. We identify the bank lending and risk-taking channels by exploiting – ...
  • Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; Peydró, José-Luis (2018)
    We analyze how international financial integration is affected by the recent financial and sovereign crises, exploiting euro-area proprietary interbank data, crisis and monetary shocks, and loan terms to the same borrower ...
  • Jiménez, Gabriel; Peydró, José-Luis; Repullo, Rafael; Saurina, Jesús (2018)
    We analyze a small, new credit facility of a Spanish state-owned-bank during the crisis, using its continuous credit scoring system, firm-level scores, and credit register data. Compared to privately-owned banks, the ...
  • Bottero, Margherita; Minoiu, Camelia; Peydró, José-Luis; Polo, Andrea; Presbitero, Andrea F.; Sette, Enrico (2019)
    We study negative interest rate policy (NIRP) exploiting ECB’s NIRP introduction and administrative data from Italy, severely hit by the Eurozone crisis. NIRP has expansionary effects on credit supply—and hence the real ...
  • Doerr, Sebastian; Gissler, Stefan; Peydró, José-Luis; Voth, Hans-Joachim (2019)
    Do financial crises radicalize voters? We analyze a canonical case – Germany during the Great Depression. After a severe banking crisis in 1931, caused by foreign shocks and political inaction, radical voting increased ...
  • Gonzalez, Rodrigo Barbone; Khametshin, Dmitry; Peydró, José- Luis; Polo, Andrea (2019)
    We show that local central bank policies attenuate global financial cycle (GFC)’s spillovers. For identification, we exploit GFC shocks and Brazilian interventions in FX derivatives using three matched administrative ...
  • Dassatti Camors, Cecilia; Peydró, José-Luis; Rodriguez-Tous, Francesc (2019)
    We analyze the impact of reserve requirements on the supply of credit to the real sector. For identification, we exploit a tightening of reserve requirements in Uruguay during a global capital in ows boom, where the change ...
  • Akin, Ozlem; Marín, José M.; Peydró, José-Luis (2019)
    Banking crises are recurrent phenomena, often induced by excessive bank risk-taking, which may be due to behavioral reasons (over-optimistic banks neglecting risks) and to agency problems between bank shareholders with ...

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