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Details about Luis J. Alvarez

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Homepage:http://www.bde.es/investigador/staff/27.htm
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Luis J. Alvarez.

Last updated 2017-04-17. Update your information in the RePEc Author Service.

Short-id: pal348


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Working Papers

2017

  1. A suite of inflation forecasting models
    Occasional Papers, Banco de España Downloads
  2. Business cycle estimation with high-pass and band-pass local polynomial regression
    Working Papers, Banco de España Downloads
    See also Journal Article in Econometrics (2017)
  3. Low inflation in the euro area: Causes and consequencesAbstract: After 2012, inflation has been unexpectedly low across much of the developed world and economists speak of a JEL Classification: E31, E52, E58
    Occasional Paper Series, European Central Bank Downloads

2011

  1. Structural features of distributive trades and their impact on prices in the euro area
    Occasional Paper Series, European Central Bank Downloads

2010

  1. Does housing really lead the business cycle?
    Working Papers, Banco de España Downloads View citations (8)
  2. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España Downloads View citations (5)
    Also in Working papers, Banque de France (2009) Downloads View citations (13)
  3. Is a Calvo price setting model consistent with micro price data?
    Working Papers, Banco de España Downloads View citations (3)
  4. Micro-based estimates of heterogeneous pricing rules: the united states vs. The euro area
    Working Papers, Banco de España Downloads View citations (1)
    See also Journal Article in Scandinavian Journal of Economics (2010)

2009

  1. The impact of oil price changes on Spanish and euro area consumer price inflation
    Occasional Papers, Banco de España Downloads View citations (3)
    See also Journal Article in Economic Modelling (2011)

2007

  1. What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (15)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2007) Downloads View citations (4)
    Working Papers, Banco de España (2007) Downloads View citations (3)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2008)

2006

  1. Competition and price adjustment in the euro area
    Working Papers, Banco de España Downloads View citations (25)
  2. Sticky Prices in The Euro Area: a Summary of New Micro Evidence
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (107)
    Also in Working Papers, Banco de España (2005) Downloads View citations (18)
    DNB Working Papers, Netherlands Central Bank, Research Department (2005) Downloads View citations (19)
    Working Paper Series, European Central Bank (2005) Downloads View citations (113)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads View citations (137)
    Working papers, Banque de France (2005) Downloads View citations (20)

    See also Journal Article in Journal of the European Economic Association (2006)

2005

  1. Do decreasing hazard functions for price changes make any sense?
    Working Paper Series, European Central Bank Downloads View citations (29)
    Also in Working Papers, Banco de España (2005) Downloads View citations (39)
  2. Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
    Working papers, Banque de France Downloads View citations (30)
    Also in Working Papers, Banco de España (2005) Downloads View citations (84)
    Working Paper Series, European Central Bank (2005) Downloads View citations (86)
    Working Papers, Banco de Portugal, Economics and Research Department (2005) Downloads View citations (61)
  3. Price setting behaviour in Spain: evidence from micro PPI data
    Working Papers, Banco de España Downloads View citations (32)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (17)

    See also Journal Article in Managerial and Decision Economics (2010)
  4. The price setting behaviour of Spanish firms: evidence from survey data
    Working Papers, Banco de España Downloads View citations (47)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (36)

2004

  1. El impacto de la puesta en circulación del euro sobre los precios de consumo
    Occasional Papers, Banco de España Downloads View citations (2)
  2. Price setting behaviour in Spain: stylised facts using consumer price micro data
    Working Papers, Banco de España Downloads View citations (33)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (29)

2002

  1. ISIS: Un Indicador Sintético Integral de los Servicios de mercado
    Working Papers, Banco de España Downloads
  2. Implicaciones para la inflación de la conversión de precios a euros
    Working Papers, Banco de España Downloads View citations (1)

2001

  1. Underlying Inflation Measures in Spain
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (1)
    Also in Working Papers, Banco de España (1999) Downloads View citations (2)

1995

  1. La inflación latente en España: una perspectiva macroeconómica
    Working Papers, Banco de España View citations (2)
  2. Un modelo macroeconométrico trimestral para la economía española
    Working Papers, Banco de España View citations (2)

1994

  1. BVAR models in the context of cointegration: A Monte Carlo experiment
    Working Papers, Banco de España View citations (8)

1993

  1. Salarios públicos, salarios privados e inflación dual
    Working Papers, Banco de España View citations (2)

1992

  1. Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento
    DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    Also in Working Papers, Banco de España (1992)
  2. Treatment of conflictive forecasts: efficient use of non-sample information
    Working Papers, Banco de España

Journal Articles

2017

  1. Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression
    Econometrics, 2017, 5, (1), 1-11 Downloads
    See also Working Paper (2017)

2015

  1. Asimetrías en la relación entre la inflación y la actividad
    Boletín Económico, 2015, (NOV) Downloads
  2. Asymmetries in the relationship between inflation and activity
    Economic Bulletin, 2015, (NOV) Downloads View citations (2)

2014

  1. A procedure for short-term GDP forecasting
    Economic Bulletin, 2014, (OCT) Downloads
  2. Un procedimiento para la predicción a corto plazo del PIB
    Boletín Económico, 2014, (OCT) Downloads

2013

  1. La variación en la sensibilidad cíclica de la inflación española: una primera aproximación
    Boletín Económico, 2013, (JUL) Downloads
  2. Variation in the cyclical sensitivity of Spanish inflation: an initial approximation
    Economic Bulletin, 2013, (JUL) Downloads View citations (3)

2011

  1. Explaining cross-industry heterogeneity in price stickiness
    Economics Bulletin, 2011, 31, (1), 644-653 Downloads
  2. La estructura de la distribución comercial y su efecto sobre los precios en el área del euro y en España
    Boletín Económico, 2011, (DEC) Downloads
  3. La evolución reciente de la inflación española y perspectivas a corto plazo
    Boletín Económico, 2011, (JAN) Downloads
  4. The impact of oil price changes on Spanish and euro area consumer price inflation
    Economic Modelling, 2011, 28, (1), 422-431 Downloads View citations (31)
    Also in Economic Modelling, 2011, 28, (1-2), 422-431 (2011) Downloads View citations (28)

    See also Working Paper (2009)

2010

  1. Is a Calvo Price Setting Model Consistent with Individual Price Data?
    The B.E. Journal of Macroeconomics, 2010, 10, (1), 1-25 Downloads View citations (3)
  2. La evolución cíclica de la inversión residencial: algunos hechos estilizados
    Boletín Económico, 2010, (JUN) Downloads
  3. Micro-based Estimates of Heterogeneous Pricing Rules: The United States vs. the Euro Area
    Scandinavian Journal of Economics, 2010, 112, (4), 697-722 Downloads View citations (1)
    See also Working Paper (2010)
  4. Price-setting behaviour in Spain: evidence from micro PPI data
    Managerial and Decision Economics, 2010, 31, (2-3), 105-121 Downloads View citations (9)
    See also Working Paper (2005)
  5. The cyclical behaviour of residential investment: some stylised facts
    Economic Bulletin, 2010, (JUL) Downloads View citations (1)

2009

  1. Las implicaciones macroeconómicas de la heterogeneidad en los procesos de determinación de precios
    Boletín Económico, 2009, (NOV) Downloads
  2. Una aproximación al impacto del precio del petróleo sobre la economía española y la de la zona del euro
    Boletín Económico, 2009, (MAR) Downloads

2008

  1. What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-36 Downloads View citations (28)
    See also Working Paper (2007)
  2. ¿Qué es lo que nos dicen los datos de los precios microeconómicos sobre la validez de la curva de Phillips neokeynesiana?
    Monetaria, 2008, XXXI, (4), 427-480 Downloads

2007

  1. El efecto de las variaciones del precio del petróleo sobre la inflación española
    Boletín Económico, 2007, (DEC) Downloads
  2. La información microeconómica sobre determinación de precios y la curva de Phillips neokeynesiana
    Boletín Económico, 2007, (SEP) Downloads

2006

  1. Competencia y ajustes de precios en España y en el área del euro
    Boletín Económico, 2006, (OCT) Downloads
  2. Indicadores de expectativas de inflación para la economía española
    Boletín Económico, 2006, (JUN) Downloads
  3. Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data
    Journal of Economic Perspectives, 2006, 20, (2), 171-192 Downloads View citations (246)
  4. Price setting behaviour in Spain: Evidence from consumer price micro-data
    Economic Modelling, 2006, 23, (4), 699-716 Downloads View citations (20)
  5. Sticky Prices in the Euro Area: A Summary of New Micro-Evidence
    Journal of the European Economic Association, 2006, 4, (2-3), 575-584 Downloads View citations (165)
    See also Working Paper (2006)

2005

  1. El grado de flexibilidad de los precios de consumo en la zona del euro
    Boletín Económico, 2005, (SEP) Downloads
  2. La dinámica de los precios de producción en la economía española
    Boletín Económico, 2005, (MAY) Downloads
  3. Las estrategias de formación de precios de las empresas españolas
    Boletín Económico, 2005, (NOV) Downloads

2004

  1. La dinámica de los precios de consumo en la economía española
    Boletín Económico, 2004, (OCT) Downloads

2002

  1. El seguimiento coyuntural de los servicios de mercado
    Boletín Económico, 2002, (DEC) Downloads

2001

  1. Implicaciones de la conversión de precios a euros para la inflación
    Boletín Económico, 2001, (OCT) Downloads
  2. Implications of the conversion of prices into euro for inflation
    Economic Bulletin, 2001, (OCT) Downloads

1999

  1. Medidas de inflación subyacente
    Boletín Económico, 1999, (MAY) Downloads

1997

  1. Restricted forecasts and economic target monitoring: An application to the Spanish Consumer Price Index
    Journal of Policy Modeling, 1997, 19, (3), 333-349 Downloads

1994

  1. Deriving Restricted Least Squares without a Lagrangean
    Econometric Theory, 1994, 10, (02), 443-448 Downloads
  2. Erratum
    Econometric Theory, 1994, 10, (02), 451-451 Downloads

1993

  1. Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors
    Econometric Theory, 1993, 9, (04), 694-697 Downloads

1992

  1. Debilidades en la edicion de J. Segura de los «Elementos» de Walras
    Revista de Historia Económica, 1992, 10, (03), 497-503 Downloads

Books

1998

  1. A BVAR macroeconomic model for the Spanish economy: methodology and results
    Estudios Económicos, Banco de España Downloads View citations (1)
    Also in Estudios Económicos, Banco de España (1998) Downloads View citations (1)

Chapters

2006

  1. Price dynamics
    Chapter 13 in The analysis of the Spanish Economy, 2006, pp 359-382 Downloads View citations (1)
 
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