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Working Papers latest publications

June 1, 2022

Spain | Regional finances in 2021 and between 2003 and 2021

This new Working Paper analyzes the trend in regional revenues and expenditure, including the sector’s budget balance and its debt position from 2003 through to the present day.

May 18, 2022

Spain | COVID-19 during 2021: vaccines achieved and health cost of vaccine hesitancy

The health crisis triggered by the COVID-19 pandemic has evolved over the two years since the virus was first detected. In this Working Paper we analyze how this evolution has been in Spain during 2021.

March 30, 2022

Argentina | Post-pandemic future of the sectors

This paper analyzes how Argentina's productive sectors have been affected by the COVID-19 crisis and how they will evolve towards 2030 in the face of the long-term challenges set at the local and global levels.

March 15, 2022

Spain | Long series of certain regional economic and demographic aggregate

We describe the latest update (to 2020) of RegData — a database that gathers together the main economic and demographic aggregates of the Spanish regions over the last six decades.

November 17, 2021

Global | Cross-country data on skills and the quality of schooling

This working paper reviews the available cross-country data on skill levels and educational quality and analyzes their distribution across OECD countries and their strengths and limitations in comparison to years of schooling.

September 7, 2021

Spain | The trend in the common system of autonomous communities financing, 2002-2019

This Working Paper contains homogenized series of regional governments funding constructed on the basis of homogeneous competences at equal fiscal effort from 2002 to 2019.

August 10, 2021

Spain | The 2019 settlement under the common system of autonomous communities financing

This Working Paper analyzes the settlement payment for 2019 under the common system of autonomous communities financing, recently published by the Ministry of Finance.

July 20, 2021

Global | A vector autoregressive model for banking stress testing

We describe the Risk-GVAR 1.0, a Global Vector Autoregressive (GVAR) macroeconometric model designed to lend support to the internal stress testing exercises that banks, complying with prudential regulations, perform periodically to assess the adequacy of their current levels of capital.