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The German Bund 10Y term premium turned positive in the aftermath of the pandemic, boosted by the upward trend in the uncertainty surrounding inflation as well as spillover effects from a higher US term-premium. Furthermore, Euro Area growth uncertainty and moderation in ECB bond purchases also contributed to the upside.

Countries that expand their climate policy portfolio exhibit higher climate change mitigation patent filings, low carbon technology trade flows, and green foreign direct investment flows. The coordination and cooperation of international policies is also relevant, showcasing evidence of potential climate policy spillovers.

The increasing development of short-term climate scenarios is driven by enhanced supervisory expectation for a comprehensive understanding of the effects of climate change. Their design is a work in progress blending narratives, shocks and mode…

Agencies’ ratings have remained relatively stable during 2023. Changes have been mostly positive in peripheral Europe, while US and France were downgraded by Fitch. The rating cycle has been mostly negative for Emerging Economies (EE), mainly d…

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The BBVA GDP Tracker, which is a real-time estimation tool for economic activity, anticipates the beginning of a slow recovery of GDP from September 2023. However, this upturn will come from low levels of economic growth, which are well below t…

Agency’s ratings have remained stable or changes have been positive in Advanced Economies (AE), despite the negative impact of the war in Ukraine and the monetary policy tightening. On the contrary, rating changes have been mostly negative for Emerging Economies (EE), although mainly due to idiosyncratic factors.

This Working Paper offers rigorous statistical evidence on the influence of the reduction in mobility, derived from the COVID-19 pandemic, on the concentration levels of pollutants that affect air quality in the Metropolitan Area of the Valley of Mexico.

The Multidimensional Manufacturing Index (MMI) is a barometer of the production in this sector that parsimoniously captures information from a broad set of variables that reflects activity in the value chains between Mexico and the US.

The Current Account of the BoP includes the trade balance and the net dividend and interest payments abroad. A current account deficit implies that the country is a net debtor to the rest of the world. An econometric model is used to estimate t…

The transmission lag of monetary policy to the price level is five and two quarters for the US and Mexican economies, respectively. A surprise of 50 basis points in the reference rate would reduce the price level by 0.54% and 0.14% in the US an…

The significant increase in the international price of gasoline due to the war between Russia and Ukraine will have an adverse impact on the revenue derived from excise taxes on gasoline and diesel.

This Observatory assesses the factors explaining the behavior of the Spanish economy between the first quarter of 2020 and the last quarter of 2021, and estimates the structural shocks behind the growth of GDP per working-age person (WAP), the GDP deflator and real wages.