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Autor Sosvilla-Rivero, Simón |
Documentos disponibles escritos por este autor (77)
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Our research aims to analyze the possible existence of Granger-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 episo[...]texto impreso
We empirically investigate the impact of financial crises and nominal exchange rate regime changes on growth dynamics. To that end, we estimate autoregressive models using panel data for 163 countries classified into four income groups during th[...]texto impreso
Cohen, Lior ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Universitat de Barcelona. Facultat d'Economia i Empresa | 2019This paper focuses on how the European Central Bank’s (ECB) monetary policies influenced non-financial firms. The paper’s two main contributions are, first, to shed light on non-financial firms’ decisions on leverage, and how the ECB’s conventio[...]texto impreso
Quantifying individual expectations has become a very important topic in economics, both for academic researchers and policymakers. One of the most relevant advantages of collecting probabilistic expectations is that the quantitative answers can[...]texto impreso
The objective of this paper is to examine whether the threshold beyond which a public debt change may have a detrimental effect on economic growth changes across euro area countries during the 1961–2015 period. In contrast with previous studies,[...]texto impreso
This paper tries to shed light on the historical analogies of the current crisis. To that end we compare the current sample distribution of Dow Jones Industrial Average Index returns for a 769-day period (from 15 September 2008, the Lehman Broth[...]texto impreso
Ledesma Rodríguez, Francisco ; Navarro Ibáñez, Manuel ; Pérez Rodriguez, Jorge ; Sosvilla-Rivero, Simón | Taylor & Francis | 2011This article attempts to identify implicit exchange rate regimes for the yen/dollar exchange rate. To that end, we apply a sequential procedure that considers both the dynamics of exchange rates and central bank interventions to data covering th[...]texto impreso
Ledesma Rodríguez, Francisco ; Pérez Rodriguez, Jorge ; Sosvilla-Rivero, Simón | Springer Nature | 2009This paper attempts to identify implicit exchange rate regimes for currencies of the Central and Eastern European Countries vis-à-vis the euro. To that end, we apply a sequential procedure that considers the dynamics of exchange rates to data co[...]texto impreso
We examine the predictive ability, the consistency properties and the possible driving forces of inflation expectations, using a survey conducted in Spain by PwC among a panel of experts and entrepreneurs. When analysing the headline inflation r[...]texto impreso
Ramos-Herrera, María del Carmen ; Sosvilla-Rivero, Simón | Asociación Española de Economía y Finanzas Internacionales | 2017Expectations are at the centre of modern macroeconomic theory and policymakers. In this paper, we examine the predictive ability and the consistency properties of macroeconomic expectations using data of the European Central Bank (ECB) Survey of[...]texto impreso
In this article, we propose a new approach to evaluate the predictable components in stock indices using a boosting-based classification technique, and we use this method to examine causality among the three main stock market indices in the worl[...]texto impreso
Sosvilla-Rivero, Simón ; Gómez-Puig, Marta | Universidad de Huelva. Servicio de Publicaciones. | 2019New empirical evidence is presented on the impact of public debt on economic growth. To that end, we employ the Autoregressive Distributed Lag (ARDL) bounds testing approach using annual data from both central and peripheral countries of the Eur[...]texto impreso
Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales (ICEI) | 2017In this paper we analyse the effects of all sources of the accumulation of nonfinancial debt (household, corporate as well as government) on economic growth in ten euro-area countries during the 1980-2015 period. To this end, we make use of thre[...]texto impreso
This paper seeks to explain the office market dynamics in Madrid by using cointegration models. Specifically, we focus on the equilibrium path of stock, vacancy rate and letting rents, and feedback with two exogenous economic determinants, namel[...]texto impreso
Using a statistical methodology guided by a genetic algorithm, we select the best econometric model for explaining the severity of the 2008 crisis, with the main determinant being the percentage of bank claims on private sector over deposits in [...]