Samuel Hurtado

Banco de España

Economist

Alcala 50

Madrid 28014

Spain

http://www.bde.es

SCHOLARLY PAPERS

20

DOWNLOADS

1,043

SSRN CITATIONS
Rank 4,053

SSRN RANKINGS

Top 4,053

in Total Papers Citations

114

CROSSREF CITATIONS

222

Scholarly Papers (20)

1.

Comparing Fiscal Multipliers Across Models and Countries in Europe

ECB Working Paper No. 1760
Number of pages: 48 Posted: 12 Mar 2015
Bank of Finland - Research, Bank of Italy, European Central Bank (ECB), Sveriges Riksbank - Monetary Policy, Czech National Bank, Goethe University Frankfurt, Banco de España, Bank of Portugal, Bank of Estonia, Banque de France, Central Bank of Ireland, Sveriges Riksbank, Bank of Portugal, Central Bank of Malta - Modelling and Research Office, Bank of Greece, Czech National Bank (CNB), Bank of Greece, Banco de España and Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences
Downloads 147 (243,086)
Citation 1

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fiscal policy, output multipliers, model comparison, zero lower bound

2.

DSGE Models and the Lucas Critique

Banco de Espana Working Paper No. 1310
Number of pages: 21 Posted: 10 Aug 2013
Samuel Hurtado
Banco de España
Downloads 114 (294,403)
Citation 52

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Macroeconomics, DSGE, Lucas Critique

3.

The Impact of Oil Price Changes on Spanish and Euro Area Consumer Price Inflation

Banco de Espana Occasional Paper No. 0904
Number of pages: 35 Posted: 11 Oct 2009
Banco de España, Banco de España, affiliation not provided to SSRN and Banco de España
Downloads 111 (299,951)
Citation 37

Abstract:

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oil prices, consumer price infl ation, Spanish and Euro area inflation, DSGE models

4.

Assessing the Sensitivity of Inflation to Economic Activity

ECB Working Paper No. 1357
Number of pages: 46 Posted: 24 Jun 2011
Bank of Latvia, Bank of Italy, European Stability Mechanism, European Central Bank (ECB), Banco de España, European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research and Magyar Nemzeti Bank
Downloads 75 (383,708)
Citation 1

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Demand shock, inflation response, macro model, output growth, Phillips curve

5.

The ECB Monetary Policy Response to the Covid-19 Crisis (La respuesta de la política monetaria del Banco Central Europeo frente a la crisis del Covid-19)

Banco de Espana Ocassional Paper No. 2026
Number of pages: 28 Posted: 14 Oct 2020
Banco de España, Banco de España, Banco de España, Banco de España, Banco de España and Banco de España
Downloads 69 (401,638)
Citation 2

Abstract:

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European Central Bank, asset purchases, refinancing operations

6.
Downloads 64 (417,706)
Citation 2

Financial Frictions and the Wealth Distribution

PIER Working Paper No. 19-015, September 2019, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 64 Posted: 18 Sep 2019 Last Revised: 11 Sep 2020
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 39 (528,059)

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heterogeneous agents; aggregate shocks; continuous-time; machine learning; neural networks; structural estimation; likelihood functions

Financial Frictions and the Wealth Distribution

Banco de Espana Working Paper No. 2013
Number of pages: 73 Posted: 02 Jun 2020
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 20 (648,960)
Citation 1

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heterogeneous agents, wealth distribution, financial frictions, continuoustime, machine learning, neural networks, structural estimation, likelihood function

Financial Frictions and the Wealth Distribution

NBER Working Paper No. w26302
Number of pages: 70 Posted: 23 Sep 2019 Last Revised: 15 May 2021
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 5 (771,987)

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Financial Frictions and the Wealth Distribution

CEPR Discussion Paper No. DP14002
Number of pages: 72 Posted: 07 Oct 2019
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 0
Citation 1
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Aggregate shocks, continuous-time, Heterogeneous Agents, Machine Learning, structural estimation

7.

New Version of the Quarterly Model of Banco de España (MTBE)

Banco de Espana Occasional Paper No. 1709
Number of pages: 31 Posted: 08 Feb 2018
Banco de España, Banco de España, Banco de España and Bank of Spain, DG Economics, Statistics and Research
Downloads 58 (438,595)
Citation 26

Abstract:

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Spanish Economy, Macroeconometric Model

8.

Spain in the Euro: A General Equilibrium Analysis

Banco de Espana Working Paper No. 0927
Number of pages: 47 Posted: 20 Jan 2010
Javier Andrés, Samuel Hurtado, Eva Ortega and Carlos Thomas
University of Valencia - Department of Economics, Banco de España, Bank of Spain, DG Economics, Statistics and Research and Banco de España
Downloads 56 (445,938)
Citation 52

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DSGE model, monetary union, growth and inflation differentials, Bayesian inference

9.

Update of the Quarterly Model of the Bank of Spain

Banco de España Research Paper No. WP-0717
Number of pages: 47 Posted: 28 Jun 2007 Last Revised: 14 Dec 2007
Bank of Spain, DG Economics, Statistics and Research, Banco de España, Banco de España, affiliation not provided to SSRN and Banco de España
Downloads 53 (457,038)
Citation 3

Abstract:

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Spanish economy, macroeconometric model

10.

Los mecanismos extraordinarios de pago a proveedores de las Administraciones Públicas en España (The Extraordinary Mechanisms for General Government Payments to Suppliers in Spain)

Banco de Espana Occasional Paper No. 1501
Number of pages: 33 Posted: 20 Feb 2015
Banco de España, Banco de España, Banco de España and Banco de España - Research Department
Downloads 45 (489,565)
Citation 4

Abstract:

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trade debt, payment to government suppliers, regional and local public finances, public spending

11.

Financial Frictions and the Wealth Distribution

CESifo Working Paper No. 8482
Number of pages: 71 Posted: 18 Aug 2020
affiliation not provided to SSRN, Banco de España and affiliation not provided to SSRN
Downloads 43 (498,421)
Citation 2

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heterogeneous agents, wealth distribution, financial frictions, continuous-time, machine learning, neural networks, structural estimation, likelihood function

12.

Public Finances and Inflation: The Case of Spain

Banco de Espana Occasional Paper No. 1606
Number of pages: 28 Posted: 01 Oct 2016
Banco de España, Banco de España, Banco de España and Banco de España - Research Department
Downloads 41 (507,450)

Abstract:

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inflation, public finances, public debt, fiscal consolidation

13.

Quest for Robust Optimal Macroprudential Policy

Banco de Espana Working Paper No. 1916 (2019)
Number of pages: 50 Posted: 01 Jul 2019 Last Revised: 17 Jul 2019
Pablo Aguilar, Samuel Hurtado, Stephan Fahr and Eddie Gerba
Banco de España, Banco de España, European Central Bank and Banco de España
Downloads 36 (531,498)
Citation 49

Abstract:

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optimal policy, global welfare analysis, financial stability, financial DSGE model, macroprudential policy

14.

Policy Spillovers and Synergies in a Monetary Union

ECB Working Paper No. 1942
Number of pages: 65 Posted: 28 Aug 2016
Oscar Arce, Samuel Hurtado and Carlos Thomas
Banco de España, Banco de España and Banco de España
Downloads 31 (557,878)
Citation 4

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monetary union, deleveraging, zero lower bound, structural reforms, synergies

15.

New Update of the Quarterly Model of the Bank of Spain

Banco de Espana Occasional Paper No. 1106
Number of pages: 40 Posted: 26 Aug 2011
Banco de España, Bank of Spain, DG Economics, Statistics and Research, Banco de España and affiliation not provided to SSRN
Downloads 25 (594,275)

Abstract:

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Spanish economy, macroeconometric model

16.

Update and Re-Estimation of the Quarterly Model of Banco De España (MTBE)

Banco de Espana Occasional Paper No. 1403
Number of pages: 29 Posted: 26 Aug 2014
Banco de España, Banco de España, Bank of Spain, DG Economics, Statistics and Research and Banco de España
Downloads 24 (600,881)
Citation 50

Abstract:

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Spanish economy, macroeconometric model

17.

Weather, Mobility and the Evolution of the COVID-19 Pandemic

Banco de Espana Working Paper No. 2109
Number of pages: 32 Posted: 11 Mar 2021
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 22 (614,404)
Citation 11

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pandemic, Covid-19, coronavirus, temperature, weather, mobility, panel data

Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

Banco de Espana Working Paper No. 2016
Number of pages: 43 Posted: 08 Jun 2020
University of Valencia - Department of Economics, Banco de España, University of Pennsylvania - Department of Economics and Banco de España
Downloads 14 (696,114)
Citation 5

Abstract:

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monetary union, internal devaluation, structural reforms, zero lower bound, policy sequencing

Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

NBER Working Paper No. w27347
Number of pages: 38 Posted: 15 Jun 2020 Last Revised: 22 Mar 2021
University of Valencia - Department of Economics, Banco de España, University of Pennsylvania - Department of Economics and Banco de España
Downloads 1 (813,473)
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Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

CEPR Discussion Paper No. DP14829
Number of pages: 40 Posted: 03 Jun 2020
University of Valencia - Department of Economics, Banco de España, University of Pennsylvania - Department of Economics and Banco de España
Downloads 0
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internal devaluation, monetary union, policy sequencing, Structural reforms, zero lower bound

19.

The Narrative About the Economy as a Shadow Forecast: An Analysis Using Banco De España Quarterly Reports

Banco de Espana Working Paper No. 2042
Number of pages: 24 Posted: 29 Dec 2020
affiliation not provided to SSRN, Banco de España, Banco de España, Banco de España - Research Department and Banco de España
Downloads 10 (701,748)
Citation 1

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textual analysis, sentiment analysis, GDP growth rate, forecasting, central bank reports

20.

The Relationship between Pandemic Containment Measures, Mobility and Economic Activity (Relación entre las medidas de contención de la pandemia, la movilidad y la actividad económica)

Banco de Espana Occasional Paper No. 2109
Number of pages: 24 Posted: 06 Apr 2021 Last Revised: 08 Jul 2021
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 4 (748,407)

Abstract:

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nowcasting, GDP, economic activity, textual analysis, sentiment indicators, soft indicators, pandemic, COVID-19, coronavirus, mobility, restrictions, panel data