Details about Samuel Hurtado

Access statistics for papers by Samuel Hurtado.

Last updated 2024-09-09. Update your information in the RePEc Author Service.

Short-id: phu367

Working Papers

2024

1. Analysis of recent inflation dynamics in Spain. An approach based on the Blanchard and Bernanke (2023) model
   Occasional Papers, Banco de España
2. Análisis de la dinámica reciente de la inflación en españa. Un enfoque basado en el modelo de Blanchard y Bernanke (2023)
   Occasional Papers, Banco de España
3. Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos
   Occasional Papers, Banco de España
4. Challenges for monetary and fiscal policy interactions in the post-pandemic era
   Occasional Paper Series, European Central Bank View citations (2)
5. El efecto de los programas de compras de activos del Banco Central Europeo en las cuentas públicas de España
   Occasional Papers, Banco de España
6. Green energy transition and vulnerability to external shocks
   Working Papers, Banco de España
7. The effect of the European Central Bank’s asset purchase programmes on Spain’s public finances
   Occasional Papers, Banco de España
8. The medium-term effects of investment stimulus
   Working Papers, Banco de España

2023

9. Marco de análisis sistémico del impacto de los riesgos económicos y financieros
   Occasional Papers, Banco de España
10. Systemic analysis framework for the impact of economic and financial risks
    Occasional Papers, Banco de España

2022

11. Carbon tax sectoral (CATS) model: a sectoral model for energy transition stress test scenarios
    Occasional Papers, Banco de España

2021

12. Relación entre las medidas de contención de la pandemia, la movilidad y la actividad económica
    Occasional Papers, Banco de España
13. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
    Occasional Paper Series, European Central Bank View citations (3)
14. The ECB’s price stability framework: past experience, and current and future challenges
    Occasional Paper Series, European Central Bank View citations (19)
15. The relationship between pandemic containment measures, mobility and economic activity
    Occasional Papers, Banco de España View citations (4)
16. Weather, mobility and the evolution of the Covid-19 pandemic
    Working Papers, Banco de España View citations (1)
    See also Journal Article Weather, mobility and the evolution of the Covid-19 pandemic, Journal of Economic Studies, Emerald Group Publishing Limited (2022) View citations (1) (2022)

2020

17. Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Working Papers, Banco de España (2020) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
    See also Journal Article Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union, International Journal of Central Banking, International Journal of Central Banking (2022) (2022)
18. Financial Frictions and the Wealth Distribution
    CESifo Working Paper Series, CESifo View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (28)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) View citations (31)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (32)
    Working Papers, Banco de España (2020) View citations (3)
    See also Journal Article Financial Frictions and the Wealth Distribution, Econometrica, Econometric Society (2023) View citations (17) (2023)
19. La respuesta de la política monetaria del Banco Central Europeo frente a la crisis del Covid-19
    Occasional Papers, Banco de España
20. Quest for Robust Optimal Macroprudential Policy
    Dynare Working Papers, CEPREMAP View citations (2)
    Also in Working Papers, Banco de España (2019) View citations (4)
21. The ECB monetary policy response to the Covid-19 crisis
    Occasional Papers, Banco de España View citations (7)
22. The narrative about the economy as a shadow forecast: an analysis using Banco de España quarterly reports
    Working Papers, Banco de España

2017

23. New version of the quarterly model of Banco de España (MTBE)
    Occasional Papers, Banco de España View citations (8)

2016

24. Policy spillovers and synergies in a monetary union
    Working Paper Series, European Central Bank View citations (24)
    Also in Working Papers, Banco de España (2015) View citations (1)
    See also Journal Article Policy Spillovers and Synergies in a Monetary Union, International Journal of Central Banking, International Journal of Central Banking (2016) View citations (20) (2016)
25. Public finances and inflation: the case of Spain
    Occasional Papers, Banco de España View citations (5)

2015

26. Comparing fiscal multipliers across models and countries in Europe
    Working Paper Research, National Bank of Belgium View citations (40)
    Also in Working Paper Series, European Central Bank (2015) View citations (38)
27. LOS MECANISMOS EXTRAORDINARIOS DE PAGO A PROVEEDORES DE LAS ADMINISTRACIONES PÚBLICAS EN ESPAÑA
    Occasional Papers, Banco de España View citations (2)
    See also Journal Article Los mecanismos extraordinarios de pago a proveedores de las Administraciones Públicas en España, Boletín Económico, Banco de España (2015) View citations (2) (2015)

2014

28. Update and re-estimation of the quarterly model of Banco de España (MTBE)
    Occasional Papers, Banco de España View citations (2)

2013

29. DSGE Models and the Lucas critique
    Working Papers, Banco de España View citations (9)
    See also Journal Article DSGE models and the Lucas critique, Economic Modelling, Elsevier (2014) View citations (18) (2014)

2011

30. Assessing the sensitivity of inflation to economic activity
    Working Paper Series, European Central Bank View citations (6)
31. Nueva actualización del modelo trimestral del Banco de España
    Occasional Papers, Banco de España View citations (2)

2009

32. Spain in the euro: a general equilibrium analysis
    Working Papers, Banco de España View citations (11)
    See also Journal Article Spain in the Euro: a general equilibrium analysis, SERIEs: Journal of the Spanish Economic Association, Springer (2010) View citations (23) (2010)
33. The impact of oil price changes on Spanish and euro area consumer price inflation
    Occasional Papers, Banco de España View citations (10)
    See also Journal Article The impact of oil price changes on Spanish and euro area consumer price inflation, Economic Modelling, Elsevier (2011) View citations (103) (2011)

2007

34. Actualización del modelo trimestral del Banco de España
    Working Papers, Banco de España View citations (9)
    See also Journal Article Actualización del modelo trimestral del Banco de España, Boletín Económico, Banco de España (2007) View citations (2) (2007)

Journal Articles

2023

1. De la energía al resto de los componentes: la generalización del fenómeno inflacionista
   Boletín Económico, 2023, (2023/T1)
2. Economic effects of a possible prolonged deterioration in the general health of the Spanish population
   Economic Bulletin, 2023, (2023/Q1)
3. Efectos económicos de un posible deterioro duradero en la salud general de la población española
   Boletín Económico, 2023, (2023/T1)
4. Financial Frictions and the Wealth Distribution
   Econometrica, 2023, 91, (3), 869-901 View citations (17)
   See also Working Paper Financial Frictions and the Wealth Distribution, CESifo Working Paper Series (2020) View citations (5) (2020)
5. Green policies and transition risk propagation in production networks
   Economic Modelling, 2023, 126, (C) View citations (3)
6. Monetary Policy and Sovereign Debt Sustainability
   Journal of the European Economic Association, 2023, 21, (1), 293-325 View citations (2)
7. The spread of inflation from energy to other components
   Economic Bulletin, 2023, (2023/Q1)

2022

8. Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union
   International Journal of Central Banking, 2022, 18, (5), 1-47
   See also Working Paper Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union, NBER Working Papers (2020) View citations (1) (2020)
9. The narrative about the economy as a shadow forecast: an analysis using Bank of Spain quarterly reports
   Applied Economics, 2022, 54, (25), 2874-2887
10. Weather, mobility and the evolution of the Covid-19 pandemic
    Journal of Economic Studies, 2022, 50, (3), 625-641 View citations (1)
    See also Working Paper Weather, mobility and the evolution of the Covid-19 pandemic, Working Papers (2021) View citations (1) (2021)

2021

11. Diseño de escenarios macroeconómicos para las pruebas de resistencia de cambio climático
    Revista de Estabilidad Financiera, 2021, (Primavera)
12. The design of macroeconomic scenarios for climate change stress tests
    Financial Stability Review, 2021, (Spring)

2019

13. Comparing Fiscal Consolidation Multipliers across Models in Europe
    International Journal of Central Banking, 2019, 15, (3), 285-320 View citations (19)

2016

14. Capital requirements in a model for the SSM area with three layers of default
    Macroprudential Bulletin, 2016, 1
15. Policy Spillovers and Synergies in a Monetary Union
    International Journal of Central Banking, 2016, 12, (3), 219-277 View citations (20)
    See also Working Paper Policy spillovers and synergies in a monetary union, Working Paper Series (2016) View citations (24) (2016)
16. Sinergias entre política monetaria y políticas nacionales en una unión monetaria
    Boletín Económico, 2016, (OCT), 33-41
17. Synergies between monetary policy and national policies in a monetary union
    Economic Bulletin, 2016, (OCT), 3-10

2015

18. Los mecanismos extraordinarios de pago a proveedores de las Administraciones Públicas en España
    Boletín Económico, 2015, (MAR), 63-70 View citations (2)
    See also Working Paper LOS MECANISMOS EXTRAORDINARIOS DE PAGO A PROVEEDORES DE LAS ADMINISTRACIONES PÚBLICAS EN ESPAÑA, Occasional Papers (2015) View citations (2) (2015)

2014

19. DSGE models and the Lucas critique
    Economic Modelling, 2014, 44, (S1), S12-S19 View citations (18)
    See also Working Paper DSGE Models and the Lucas critique, Working Papers (2013) View citations (9) (2013)

2011

20. La evolución reciente de la inflación española y perspectivas a corto plazo
    Boletín Económico, 2011, (JAN), 79-88
21. The impact of oil price changes on Spanish and euro area consumer price inflation
    Economic Modelling, 2011, 28, (1), 422-431 View citations (103)
    Also in Economic Modelling, 2011, 28, (1-2), 422-431 (2011) View citations (105)
    See also Working Paper The impact of oil price changes on Spanish and euro area consumer price inflation, Occasional Papers (2009) View citations (10) (2009)

2010

22. Spain in the Euro: a general equilibrium analysis
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 67-95 View citations (23)
    See also Working Paper Spain in the euro: a general equilibrium analysis, Working Papers (2009) View citations (11) (2009)
23. Un modelo de equilibrio general (BEMOD) para el análisis de la economía española en la zona del euro
    Boletín Económico, 2010, (JAN), 137-146

2009

24. Una aproximación al impacto del precio del petróleo sobre la economía española y la de la zona del euro
    Boletín Económico, 2009, (MAR), 73-82

2007

25. Actualización del modelo trimestral del Banco de España
    Boletín Económico, 2007, (JUN), 55-65 View citations (2)
    See also Working Paper Actualización del modelo trimestral del Banco de España, Working Papers (2007) View citations (9) (2007)

2003

26. Algunas características del crecimiento de la economía española en la década de los noventa desde una perspectiva sectorial
    Boletín Económico, 2003, (APR), 65-73