Details about Jesús Vázquez

Access statistics for papers by Jesús Vázquez.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pvz1

Working Papers

2018

1. Term structure and real-time learning
   Working Papers, Banco de España View citations (6)

2016

2. Why are labor markets in Spain and Germany so different?
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra View citations (3)
   See also Journal Article Why are labor markets in Spain and Germany so different?, Economic Modelling, Elsevier (2018) View citations (5) (2018)

2015

3. The role of term structure in an estimated DSGE model with learning
   LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (3)

2012

4. An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
   Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2010) View citations (4)
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra (2010) View citations (5)
   See also Journal Article An estimated New-Keynesian model with unemployment as excess supply of labor, Journal of Macroeconomics, Elsevier (2014) View citations (7) (2014)
5. The Great Moderation of Inflation: a structural analysis of recent U.S. monetary business cycles
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra

2011

6. Data Revisions in the Estimation of DSGE models
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra View citations (1)
   See also Journal Article DATA REVISIONS IN THE ESTIMATION OF DSGE MODELS, Macroeconomic Dynamics, Cambridge University Press (2016) View citations (14) (2016)

2009

7. Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data
   UMUFAE Economics Working Papers, DIGITUM. Universidad de Murcia
8. On the informational role of term structure in the U.S. monetary policy rule
   Working Papers, Banco de España
   Also in UMUFAE Economics Working Papers, DIGITUM. Universidad de Murcia (2009)
   See also Journal Article On the informational role of term structure in the US monetary policy rule, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (2) (2013)
9. Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
   Also in Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra (2009) View citations (1)
   See also Journal Article Wage stickiness and unemployment fluctuations: an alternative approach, SERIEs: Journal of the Spanish Economic Association, Springer (2012) View citations (1) (2012)

2008

10. Term structure and the estimated monetary policy rule in the eurozone
    Working Papers, Banco de España View citations (3)
    See also Journal Article Term structure and the estimated monetary policy rule in the Eurozone, Spanish Economic Review, Springer (2008) View citations (6) (2008)

2006

11. 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 View citations (1)

2005

12. The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area?
    Working Papers, Fundacion BBVA / BBVA Foundation

2004

13. 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
14. Exchange Rate Dynamics: Where is the Saddle Path?
    CESifo Working Paper Series, CESifo View citations (1)
15. 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 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, De Gruyter (2004) View citations (2) (2004)

2001

16. 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, Asociación Española de Economía y Finanzas Internacionales
    Also in Working Papers on International Economics and Finance, FEDEA

1994

17. HOW HIGH CAN INFLATION GET DURING HYPERINFLATION? A LIQUIDITY COSTS DEMAND FOR MONEY APPROACH
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1994)

Journal Articles

2023

1. Interpreting Structural Shocks and Assessing Their Historical Importance
   The B.E. Journal of Macroeconomics, 2023, 23, (1), 375-425
2. On the significance of quality-of-capital news shocks
   Economic Modelling, 2023, 124, (C) View citations (1)

2021

3. AN ESTIMATED DSGE MODEL WITH LEARNING BASED ON TERM STRUCTURE INFORMATION
   Macroeconomic Dynamics, 2021, 25, (7), 1635-1665 View citations (2)
4. Adaptive learning with term structure information
   European Economic Review, 2021, 134, (C) View citations (7)

2020

5. Learning, parameter variability, and swings in US macroeconomic dynamics
   Journal of Macroeconomics, 2020, 66, (C) View citations (3)

2018

6. Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England
   International Review of Economics & Finance, 2018, 58, (C), 200-209
7. Optimal monetary policy revisited: does considering US real-time data change things?
   Applied Economics, 2018, 50, (57), 6203-6219 View citations (1)
8. THE SWINGS OF U.S. INFLATION AND THE GIBSON PARADOX
   Economic Inquiry, 2018, 56, (2), 799-820 View citations (5)
9. Why are labor markets in Spain and Germany so different?
   Economic Modelling, 2018, 75, (C), 320-335 View citations (5)
   See also Working Paper Why are labor markets in Spain and Germany so different?, Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra (2016) View citations (3) (2016)

2017

10. Fiscal policy asymmetries and the sustainability of US government debt revisited
    Empirical Economics, 2017, 53, (3), 1193-1215 View citations (14)

2016

11. DATA REVISIONS IN THE ESTIMATION OF DSGE MODELS
    Macroeconomic Dynamics, 2016, 20, (7), 1683-1716 View citations (14)
    See also Working Paper Data Revisions in the Estimation of DSGE models, Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra (2011) View citations (1) (2011)

2015

12. An alternative view of the US price–dividend ratio dynamics
    International Review of Economics & Finance, 2015, 38, (C), 291-307 View citations (2)

2014

13. An estimated New-Keynesian model with unemployment as excess supply of labor
    Journal of Macroeconomics, 2014, 40, (C), 338-359 View citations (7)
    See also Working Paper An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor, Faculty Working Papers (2012) View citations (1) (2012)
14. Did asymmetric monetary preferences for the output gap disappear during recent economic times?
    Applied Economics Letters, 2014, 21, (2), 113-117 View citations (2)
15. Employment comovements at the sectoral level over the business cycle
    Empirical Economics, 2014, 46, (4), 1301-1323 View citations (5)
16. Small-scale New Keynesian model features that can reproduce lead, lag and persistence patterns
    The B.E. Journal of Macroeconomics, 2014, 14, (1), 267-300 View citations (3)
17. Time variation in an optimal asymmetric preference monetary policy model
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (1), 41-49 View citations (2)

2013

18. On the informational role of term structure in the US monetary policy rule
    Journal of Economic Dynamics and Control, 2013, 37, (9), 1852-1871 View citations (2)
    See also Working Paper On the informational role of term structure in the U.S. monetary policy rule, Working Papers (2009) (2009)

2012

19. Optimal monetary policy with asymmetric preferences for output
    Economics Letters, 2012, 117, (3), 654-656 View citations (8)
20. The Effect of Data Revisions on the Basic New Keynesian Model
    International Review of Economics & Finance, 2012, 24, (C), 235-249 View citations (4)
21. Wage stickiness and unemployment fluctuations: an alternative approach
    SERIEs: Journal of the Spanish Economic Association, 2012, 3, (3), 395-422 View citations (1)
    See also Working Paper Wage Stickiness and Unemployment Fluctuations: An Alternative Approach, Faculty Working Papers (2009) View citations (3) (2009)

2011

22. Unions, monetary shocks and the labour market cycle
    Economic Modelling, 2011, 28, (3), 1140-1149

2010

23. Comment on “Spain in the Euro: A General Equilibrium Analysis” by Andrés, Hurtado, Ortega and Thomas
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 97-99

2009

24. Does the term spread play a role in the fed funds rate reaction function? An empirical investigation
    Empirical Economics, 2009, 36, (1), 175-199 View citations (3)

2008

25. Term structure and the estimated monetary policy rule in the Eurozone
    Spanish Economic Review, 2008, 10, (4), 251-277 View citations (6)
    See also Working Paper Term structure and the estimated monetary policy rule in the eurozone, Working Papers (2008) View citations (3) (2008)
26. 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
27. 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 View citations (1)

2006

28. 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, 6, (2), 51 View citations (8)

2004

29. Cyclical features of the Uzawa-Lucas endogenous growth model
    Economic Modelling, 2004, 21, (2), 285-322 View citations (4)
30. Explosive Hyperinflation, Inflation-Tax Curve, and Modeling the Use of Money
    Journal of Institutional and Theoretical Economics (JITE), 2004, 160, (2), 311-326 View citations (9)
31. 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), 41 View citations (2)
    See also Working Paper 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 (2004) (2004)
32. Switching equilibria: the present value model for stock prices revisited
    Journal of Economic Dynamics and Control, 2004, 28, (11), 2297-2325 View citations (10)

2002

33. A comparison between the log-linear and the parameterized expectations methods
    Spanish Economic Review, 2002, 4, (1), 41-60 View citations (5)
34. Does the Lucas critique apply during hyperinflation?: empirical evidence from four hyperinflationary episodes
    Applied Economics, 2002, 34, (11), 1389-1397 View citations (1)
35. The co-movement between output and prices in the EU15 countries: an empirical investigation
    Applied Economics Letters, 2002, 9, (14), 957-966 View citations (4)

1998

36. 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 (8)

1997

37. Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals
    International Economic Review, 1997, 38, (2), 389-404 View citations (8)

1995

38. Estabilidad en el empleo, flexibilidad de los salarios reales y perturbaciones de demanda y de oferta en el mercado de trabajo
    EKONOMIAZ. Revista vasca de Economía, 1995, 31-32, (01-02), 292-309
39. 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