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This paper uses an estimated DSGE model to analyse the factors behind the build‐up of imbalances in the Spanish economy. Shock decompositions suggest that external imbalances have been able to build up mainly due to the reduction in real interest rates and easier access to credit following the elimination of the exchange rate risk premium. A rebalancing process in recent years with a sharp contraction in domestic demand has moved the trade balance back into surplus. The main driving factors were the collapse of the housing bubble and tightening of credit conditions.
2015-02-26
ASSOC INTERNATIONAL JOURNAL CENTRAL BANKING
JRC89830
1815-4654,   
http://www.ijcb.org/journal/ijcb15q1a1.htm,    https://publications.jrc.ec.europa.eu/repository/handle/JRC89830,   
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