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Based on a data set of 115 economies, this article empirically investigates the relation between public debt and economic growth. Using the World Bank’s classification for income groups, we initially find that those countries that present the lo[...]texto impreso
Acosta-González, Eduardo ; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón | Taylor & Francis | 2014-03Using a statistical methodology guided only by data and based on a genetic algorithm, we select the best econometric model for explaining the determinants of the size of the shadow economy, its main determinants being: taxes on capital gains of [...]texto impreso
We empirically investigate the determinants of EMU sovereign bond yield spreads with respect to the German bund. Using panel data techniques, we examine the role of a wide set of potential drivers. To our knowledge, this paper presents one of th[...]texto impreso
In this paper we have reviewed the theoretical models associated with those approaches, focusing on the implied reduced-form equations. We have also examined the empirical evidence on these models for the recent floating period, finding that eco[...]texto impreso
Given the structural differences in banking sector and financial regulation at national level in EMU, this paper tries to estimate the banking sector risk behavior at country level. Based on contingent claim literature, it computes “Distance-to-[...]texto impreso
This paper investigates the cross-sectional spillovers between banking and sovereign risk in the European Economic and Monetary Union (EMU) countries. Average ‘distance-todefault’ based on all publicly listed banks headquartered in a particular [...]texto impreso
This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behavi[...]texto impreso
Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales (ICEI) | 2011-10Our research aims to analyze the causal relationships in the behavior of public debt issued by peripheral member countries of the European Economic and Monetary Union (EMU), with special emphasis on the recent episodes of crisis triggered in the[...]texto impreso
This paper tries to contribute to the understanding of sovereign debt crises' pattern by empirically investigating the determinants of the recent euro area crisis to assess if its transmission was due to “pure” or “fundamentalsbased” contagion. [...]texto impreso
Bajo-Rubio, Oscar ; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón | Facultad de Ciencias Económicas y Empresariales. Decanato | 1992En este trabajo se muestran algunos contrastes de la presencia de caos determinista en las series de tipo de cambio peseta-dólar estadounidense, al contado y a futuros a uno y tres meses, con datos diarios correspondientes al período enero 1985 [...]texto impreso
Morales-Zumaquero, Amalia ; Sosvilla-Rivero, Simón | Asociación Española de Economía y Finanzas Internacionales | 2014-03This paper investigates the convergence in real Gross Domestic Product (GDP) growth focusing on the impact of financial crises (i.e. banking crises, currency crises and debt crises) and nominal exchange rate regimes (i.e. fixed, intermediate and[...]texto impreso
This article contributes to the literature on price convergence in Europe by investigating the existence of stochastic and deterministic convergence of car prices in the EU15 countries. We apply recently developed econometric techniques that all[...]texto impreso
Alonso, Javier ; Sosvilla-Rivero, Simón ; Galindo-Martín, Miguel Ángel | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense | 1996Se examina el grado de convergencia en las prestaciones de protección social "per capita" registrado en la Unión Europea durante el período 1966-92, para lo que se emplean datos de Eurostat.texto impreso
Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales (ICEI) | 2016This paper contributes to the literature by empirically examining whether the influence of public debt on economic growth differs between the short and the long run and presents different patterns across euro-area countries. To this end, we use [...]texto impreso
Fernandez-Perez, Adrian ; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón | Taylor & Francis | 2012We test for the existence of trends in exchange-rate series for 95 currencies against the US dollar. To that end, we make use of Taylor’s (1980) price trend model that, instead of focusing on the mean reverting behaviour of exchange rates measur[...]
