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Details about Luis J. Alvarez

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Homepage:https://www.bde.es/investigador/en/menu/people/research_staff_a/Alvarez__Luis_J_.html
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Luis J. Alvarez.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pal348


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Working Papers

2022

  1. Data outliers and Bayesian VARs in the Euro Area
    Working Papers, Banco de España Downloads View citations (4)

2021

  1. Cyclical patterns of the Spanish economy in Europe
    Occasional Papers, Banco de España Downloads
  2. Inflation measurement and its assessment in the ECB’s monetary policy strategy review
    Occasional Paper Series, European Central Bank Downloads View citations (6)
  3. La evolución cíclica de la economía española en el contexto europeo
    Occasional Papers, Banco de España Downloads
  4. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
    Occasional Paper Series, European Central Bank Downloads View citations (3)

2020

  1. Inflation expectations in euro area Phillips curves
    Occasional Papers, Banco de España Downloads View citations (8)
    See also Journal Article Inflation expectations in euro area Phillips curves, Economics Letters, Elsevier (2020) Downloads View citations (8) (2020)

2019

  1. El índice de precios de consumo: usos y posibles vías de mejora
    Occasional Papers, Banco de España Downloads
  2. Inflation interdependence in advanced economies
    Working Papers, Banco de España Downloads View citations (3)

2017

  1. A menu on output gap estimation methods
    Working Papers, Banco de España Downloads
    See also Journal Article A menu on output gap estimation methods, Journal of Policy Modeling, Elsevier (2018) Downloads View citations (9) (2018)
  2. A suite of inflation forecasting models
    Occasional Papers, Banco de España Downloads View citations (1)
  3. Business cycle estimation with high-pass and band-pass local polynomial regression
    Working Papers, Banco de España Downloads
    See also Journal Article Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression, Econometrics, MDPI (2017) Downloads (2017)
  4. Low inflation in the euro area: Causes and consequences
    Occasional Paper Series, European Central Bank Downloads View citations (94)

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 (12)
  2. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España Downloads View citations (25)
    Also in Working papers, Banque de France (2009) Downloads View citations (19)
  3. Is a Calvo price setting model consistent with micro price data?
    Working Papers, Banco de España Downloads View citations (5)
  4. Micro-based estimates of heterogeneous pricing rules: the united states vs. The euro area
    Working Papers, Banco de España Downloads View citations (4)
    See also Journal Article Micro‐based Estimates of Heterogeneous Pricing Rules: The United States vs. the Euro Area, Scandinavian Journal of Economics, Wiley Blackwell (2010) Downloads View citations (4) (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 (10)
    See also Journal Article The impact of oil price changes on Spanish and euro area consumer price inflation, Economic Modelling, Elsevier (2011) Downloads View citations (105) (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 Kiel) Downloads View citations (20)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) Downloads View citations (12)
    Working Papers, Banco de España (2007) Downloads View citations (23)

    See also Journal Article What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2008) Downloads View citations (36) (2008)

2006

  1. Competition and price adjustment in the euro area
    Working Papers, Banco de España Downloads View citations (29)
  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 (230)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) Downloads View citations (272)
    Working papers, Banque de France (2005) Downloads View citations (38)
    Working Papers, Banco de España (2005) Downloads View citations (29)
    Working Paper Series, European Central Bank (2005) Downloads View citations (124)

    See also Journal Article Sticky Prices in the Euro Area: A Summary of New Micro-Evidence, Journal of the European Economic Association, MIT Press (2006) Downloads View citations (258) (2006)

2005

  1. Do decreasing hazard functions for price changes make any sense?
    Working Papers, Banco de España Downloads View citations (53)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (51)
  2. Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
    Working papers, Banque de France Downloads View citations (168)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2005) Downloads View citations (179)
    Working Paper Series, European Central Bank (2005) Downloads View citations (230)
    Working Paper Research, National Bank of Belgium (2005) Downloads View citations (135)
    Working Papers, Banco de España (2005) Downloads View citations (162)
  3. Price setting behaviour in Spain: evidence from micro PPI data
    Working Paper Series, European Central Bank Downloads View citations (22)
    Also in Working Papers, Banco de España (2005) Downloads View citations (35)

    See also Journal Article Price-setting behaviour in Spain: evidence from micro PPI data, Managerial and Decision Economics, John Wiley & Sons, Ltd. (2010) Downloads View citations (28) (2010)
  4. The price setting behaviour of Spanish firms: evidence from survey data
    Working Paper Series, European Central Bank Downloads View citations (67)
    Also in Working Papers, Banco de España (2005) Downloads View citations (69)

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 Paper Series, European Central Bank Downloads View citations (42)
    Also in Working Papers, Banco de España (2004) Downloads View citations (46)

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)

1999

  1. Underlying Inflation Measures in Spain
    Working Papers, Banco de España Downloads View citations (18)

1995

  1. La inflación latente en España: una perspectiva macroeconómica
    Working Papers, Banco de España View citations (3)
  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
    Working Papers, Banco de España
    Also in DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística (1992) Downloads
  2. Treatment of conflictive forecasts: efficient use of non-sample information
    Working Papers, Banco de España

Journal Articles

2023

  1. El episodio inflacionista pospandemia en las economías avanzadas desde una perspectiva histórica
    Boletín Económico, 2023, (2023/T4) Downloads
  2. The post-pandemic inflationary episode in advanced economies: a historical perspective
    Economic Bulletin, 2023, (2023/Q4) Downloads

2021

  1. Inflation comovements in advanced economies: Facts and drivers
    The World Economy, 2021, 44, (2), 485-509 Downloads View citations (1)

2020

  1. Inflation expectations in euro area Phillips curves
    Economics Letters, 2020, 195, (C) Downloads View citations (8)
    See also Working Paper Inflation expectations in euro area Phillips curves, Occasional Papers (2020) Downloads View citations (8) (2020)
  2. La relación entre las tasas de inflación en las economías avanzadas
    Boletín Económico, 2020, (1/2020) Downloads
  3. The relationship between inflation rates in advanced economies
    Economic Bulletin, 2020, (1/2020) Downloads

2019

  1. Inflation projections for monetary policy decision making
    Journal of Policy Modeling, 2019, 41, (4), 568-585 Downloads

2018

  1. A menu on output gap estimation methods
    Journal of Policy Modeling, 2018, 40, (4), 827-850 Downloads View citations (9)
    See also Working Paper A menu on output gap estimation methods, Working Papers (2017) Downloads (2017)
  2. Composite indicators of inflationary pressures
    Economic Bulletin, 2018, (DEC) Downloads
  3. Indicadores sintéticos de presiones inflacionistas
    Boletín Económico, 2018, (DIC) Downloads
  4. Reference variables for analysing inflation in Spain
    Economic Bulletin, 2018, (SEP) Downloads
  5. Variables de referencia para el análisis de la inflación en España
    Boletín Económico, 2018, (SEP) Downloads

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 Business cycle estimation with high-pass and band-pass local polynomial regression, Working Papers (2017) Downloads (2017)
  2. El efecto de las fluctuaciones del precio del petróleo sobre la inflación española
    Boletín Económico, 2017, (JUN) Downloads
  3. Principales cambios metodológicos en el IPC base 2016
    Boletín Económico, 2017, (MAR) Downloads
  4. The effect of oil price fluctuations on Spanish inflation
    Economic Bulletin, 2017, (JUN) Downloads View citations (3)

2015

  1. Asimetrías en la relación entre la inflación y la actividad
    Boletín Económico, 2015, (NOV), 47-53 Downloads
  2. Asymmetries in the relationship between inflation and activity
    Economic Bulletin, 2015, (NOV), 3-9 Downloads View citations (6)

2014

  1. A procedure for short-term GDP forecasting
    Economic Bulletin, 2014, (OCT), 29-35 Downloads View citations (3)
  2. Un procedimiento para la predicción a corto plazo del PIB
    Boletín Económico, 2014, (OCT), 73-80 Downloads

2013

  1. La variación en la sensibilidad cíclica de la inflación española: una primera aproximación
    Boletín Económico, 2013, (JUL), 69-75 Downloads
  2. Variation in the cyclical sensitivity of Spanish inflation: an initial approximation
    Economic Bulletin, 2013, (JUL), 11-17 Downloads View citations (9)

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), 41-55 Downloads
  3. La evolución reciente de la inflación española y perspectivas a corto plazo
    Boletín Económico, 2011, (JAN), 79-88 Downloads
  4. The impact of oil price changes on Spanish and euro area consumer price inflation
    Economic Modelling, 2011, 28, (1-2), 422-431 Downloads View citations (105)
    Also in Economic Modelling, 2011, 28, (1), 422-431 (2011) Downloads View citations (103)

    See also Working Paper The impact of oil price changes on Spanish and euro area consumer price inflation, Occasional Papers (2009) Downloads View citations (10) (2009)

2010

  1. Is a Calvo Price Setting Model Consistent with Individual Price Data?
    The B.E. Journal of Macroeconomics, 2010, 10, (1), 25 Downloads View citations (8)
  2. La evolución cíclica de la inversión residencial: algunos hechos estilizados
    Boletín Económico, 2010, (JUN), 57-63 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 (4)
    See also Working Paper Micro-based estimates of heterogeneous pricing rules: the united states vs. The euro area, Working Papers (2010) Downloads View citations (4) (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 (28)
    See also Working Paper Price setting behaviour in Spain: evidence from micro PPI data, Working Paper Series (2005) Downloads View citations (22) (2005)
  5. The cyclical behaviour of residential investment: some stylised facts
    Economic Bulletin, 2010, (JUL), 124-130 Downloads View citations (1)

2009

  1. Las implicaciones macroeconómicas de la heterogeneidad en los procesos de determinación de precios
    Boletín Económico, 2009, (NOV), 63-71 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), 73-82 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 (2007-2020), 2008, 2, 1-36 Downloads View citations (36)
    See also Working Paper What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?, Economics Discussion Papers (2007) Downloads View citations (20) (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), 77-87 Downloads
  2. La información microeconómica sobre determinación de precios y la curva de Phillips neokeynesiana
    Boletín Económico, 2007, (SEP), 71-82 Downloads

2006

  1. Competencia y ajustes de precios en España y en el área del euro
    Boletín Económico, 2006, (OCT), 103-110 Downloads
  2. Indicadores de expectativas de inflación para la economía española
    Boletín Económico, 2006, (JUN), 45-56 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 (409)
  4. Price setting behaviour in Spain: Evidence from consumer price micro-data
    Economic Modelling, 2006, 23, (4), 699-716 Downloads View citations (37)
  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 (258)
    See also Working Paper Sticky Prices in The Euro Area: a Summary of New Micro Evidence, Working Papers (2006) Downloads View citations (230) (2006)

2005

  1. El grado de flexibilidad de los precios de consumo en la zona del euro
    Boletín Económico, 2005, (SEP), 109-114 Downloads
  2. La dinámica de los precios de producción en la economía española
    Boletín Económico, 2005, (MAY), 41-52 Downloads
  3. Las estrategias de formación de precios de las empresas españolas
    Boletín Económico, 2005, (NOV), 65-78 Downloads

2004

  1. La dinámica de los precios de consumo en la economía española
    Boletín Económico, 2004, (OCT), 121-130 Downloads

2002

  1. El seguimiento coyuntural de los servicios de mercado
    Boletín Económico, 2002, (DEC), 73-79 Downloads

2001

  1. Implicaciones de la conversión de precios a euros para la inflación
    Boletín Económico, 2001, (OCT), 59-65 Downloads
  2. Implications of the conversion of prices into euro for inflation
    Economic Bulletin, 2001, (OCT), 67-72 Downloads View citations (1)

1999

  1. Medidas de inflación subyacente
    Boletín Económico, 1999, (MAY), 21-28 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 View citations (1)

1994

  1. Erratum
    Econometric Theory, 1994, 10, (2), 451-451 Downloads

1992

  1. Debilidades en la edicion de J. Segura de los «Elementos» de Walras
    Revista de Historia Económica / Journal of Iberian and Latin American Economic History, 1992, 10, (3), 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 (2)

Chapters

2006

  1. Price dynamics
    Chapter 13 in The analysis of the Spanish Economy, 2006, pp 359-382 Downloads View citations (2)
 
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