Details about Jesús Vázquez

Access statistics for papers by Jesús Vázquez.

Last updated 2009-11-14. Update your information in the RePEc Author Service.

Short-id: pvz1

Working Papers

2009

1. Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data
   Annals of Computational Economics, Murcia University, DIGITUM. Universidad de Murcia
2. On the informational role of term structure in the U.S. monetary policy rule
   Banco de España Working Papers, Banco de España
   Also in Annals of Computational Economics, Murcia University, DIGITUM. Universidad de Murcia (2009)
3. Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra

2008

4. Another Look to the Price-Dividend Ratio: A Markov-Switching Approach
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
5. How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone?
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II View citations
6. Term Structure and the Estimated Monetary Policy Rule in the Eurozone
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II View citations
   Also in Banco de España Working Papers, Banco de España (2008) View citations
   See also Journal Article in Spanish Economic Review (2008)
7. The Comovement between Monetary and Fiscal Policy Instruments: Post-War Period in US
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
8. The Importance of Stock Market Returns in Estimated Monetary Policy Rules
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
9. The New Keynesian Monetary Model: Does it Show the Comovement...?
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II

2006

10. The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules
    Computing in Economics and Finance 2006, Society for Computational Economics

2004

11. Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation
    Computing in Economics and Finance 2004, Society for Computational Economics
12. Does the Term Spread play a role in the FED\'S reaction function?
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
13. Exchange Rate Dynamics: Where is the Saddle Path?
    CESifo Working Paper Series, CESifo Group Munich
14. Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)

2003

15. Cyclical Features of Uzawa-Lucas Endogenous Growth Model
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
16. Explosive Hyperinflation, Inflation Tax Laffer Curve and Modelling the use of Money
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II View citations
17. Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigatio
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
18. Markov Switching Risk Premium and the term structure of interest rates
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
19. Switching equilibria. The Present Value Model for Stock Prices Revisited
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
    Also in BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) (2000) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2004)
20. Switching regimes in the term structure of interest rates furing US post-war
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
21. The changing behaviour of the term structure of post-war US
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II View citations
22. The role of the term spread in an augmented Taylor rule: An empirical investigation
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
23. Trend analysis in two standard growth models
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II

1994

24. How High can Inflation Get During Hyperinflation? A Liquidity Costs Demand for Money Approach
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

Undated

25. The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?
    Working Papers on International Economics and Finance, FEDEA

Journal Articles

2009

1. Does the term spread play a role in the fed funds rate reaction function? An empirical investigation
   Empirical Economics, 2009, 36, (1), 175-199

2008

2. Term structure and the estimated monetary policy rule in the Eurozone
   Spanish Economic Review, 2008, 10, (4), 251-277 View citations
   See also Working Paper (2008)
3. The comovement between monetary and fiscal policy instruments during the post-war period in the U.S
   International Review of Economics & Finance, 2008, 17, (3), 412-424
4. The new Keynesian monetary model: Does it show the comovement between GDP and inflation in the U.S.?
   Journal of Economic Dynamics and Control, 2008, 32, (5), 1466-1488

2006

5. How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach
   The B.E. Journal of Macroeconomics, 2006, topics.6, (2)

2004

6. Cyclical features of the Uzawa-Lucas endogenous growth model
   Economic Modelling, 2004, 21, (2), 285-322 View citations
7. Explosive Hyperinflation, Inflation-Tax Curve, and Modeling the Use of Money
   Journal of Institutional and Theoretical Economics (JITE), 2004, 160, (2), 311- View citations
8. Switching Regimes in the Term Structure of Interest Rates during U.S. Post-War: A Case for the Lucas Proof Equilibrium?
   Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (1)
   See also Working Paper (2004)
9. Switching equilibria: the present value model for stock prices revisited
   Journal of Economic Dynamics and Control, 2004, 28, (11), 2297-2325 View citations
   See also Working Paper (2003)

2002

10. A comparison between the log-linear and the parameterized expectations methods
    Spanish Economic Review, 2002, 4, (1), 41-60 View citations
11. Does the Lucas Critique Apply during Hyperinflation?: Empirical Evidence from Four Hyperinflationary Episodes
    Applied Economics, 2002, 34, (11), 1389-97
12. The Co-movement between Output and Prices in the EU15 Countries: An Empirical Investigation
    Applied Economics Letters, 2002, 9, (14), 957-66 View citations

1998

13. How high can inflation get during hyperinflation? A transaction cost demand for money approach
    European Journal of Political Economy, 1998, 14, (3), 433-451 View citations

1997

14. Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals
    International Economic Review, 1997, 38, (2), 389-404 View citations

1995

15. The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation
    Investigaciones Economicas, 1995, 19, (2), 269-289

1994

16. Was the Money Demand during the German Hyperinflation Time Varying?
    Applied Economics, 1994, 26, (2), 169-74 View citations