Álvarez, Luis J.

Senior Economist

Información de contacto

Data outliers and Bayesian VARs in the euro area Luis J. Álvarez and Florens Odendahl

JEL Codes: 2239

ISIS: Un Indicador Sintético Integral de los Servicios de mercado Luis Julián Álvarez González y Javier Jareño Morago

JEL Codes: 0220

Inflation interdependence in advanced economies Luis J. Álvarez, María Dolores Gadea and Ana Gómez-Loscos

JEL Codes: 1920

Published in: The World Economy. Volume 44, Issue 2, Feb 2021, Pages 485-509

A menu on output gap estimation methods Luis J. Álvarez and Ana Gómez-Loscos

JEL Codes: 1720

Published in: Journal of Policy Modelling, Volume 40, Issue 4, July–August 2018, Pages 827-850

Business cycle estimation with high-pass and band-pass local polynomial regression Luis J. Álvarez

JEL Codes: 1702

Published in: Econometrics 2017, 5(1), 1

Does housing really lead the business cycle? Luis J. Álvarez and Alberto Cabrero

JEL Codes: 1024

Micro-based estimates of heterogeneous pricing rules: the United States vs. the euro area Luis J. Álvarez and Pablo Burriel

JEL Codes: 1019

Is a Calvo price setting model consistent with micro price data? Luis J. Álvarez and Pablo Burriel

JEL Codes: 1010

What do micro price data tell us on the validity of the New Keynesian Phillips Curve? Luis J. Álvarez

JEL Codes: 0729

Competition and price adjustment in the euro area Luis J. Álvarez and Ignacio Hernando

JEL Codes: 0629

Sticky prices in the euro area: a summary of new micro evidence Luis J. Álvarez, Enmanuel Dhyne, Marco M. Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen

JEL Codes: 0542

The price setting behaviour of Spanish firms: evidence from survey data Luis J. Álvarez and I. Hernando

JEL Codes: 0537

Price setting in the euro area: Some stylized facts from Individual Consumer Price Data Emmanuel Dhyne, Luis J. Álvarez, Hervé Le Bihan, Giovanni Veronese, Daniel Dias, Johannes Hoffmann, Nicole Jonker, Patrick Lünnemann, Fabio Rumler and Jouko Vilmunen

JEL Codes: 0528

Price setting behaviour in Spain: evidence from micro PPI data Luis J. Álvarez, Pablo Burriel and Ignacio Hernando

JEL Codes: 0527

Do decreasing hazard functions for price changes make any sense? Luis J. Álvarez, Pablo Burriel y Ignacio Hernando

JEL Codes: 0508

Price setting behaviour in Spain: stylised facts using consumer price micro data Luis J. Álvarez and Ignacio Hernando

JEL Codes: 0422

Implicaciones para la inflación de la conversión de precios a euros Luis Julián Álvarez González y Javier Jareño Morago

JEL Codes: 0202

Underlying inflation measures in Spain Luis J. Álvarez y Mª. de los Llanos Matea

JEL Codes: 9911

Un modelo macroeconométrico trimestral para la economía española Luis Julián Álvarez, Fernando C. Ballabriga y Javier Jareño

JEL Codes: 9524

La inflación latente en España: una perspectiva macroeconómica Luis Julián Álvarez y Miguel Sebastián

JEL Codes: 9521

BVAR models in the context of cointegration: a Monte Carlo experiment Luis J. Álvarez and Fernando C. Ballabriga

JEL Codes: 9405

Salarios públicos, salarios privados e inflación dual Luis Julián Álvarez, Javier Jareño and Miguel Sebastián

JEL Codes: 9320

Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento Luis J. Alvarez, Juan C. Delrieu and Antoni Espasa

JEL Codes: 9226

Treatment of conflictive forecasts: efficient use of non-sample information Luis Julián Álvarez, Juan Carlos Delrieu and Javier Jareño

JEL Codes: 9219

Inflation comovements in advanced economies: facts and drivers Luis J. Álvarez, M.D. Gadea and A. Gómez Loscos (2021)

The World Economy

JEL Codes: E31, E32, C50

Inflation expectations in euro area Phillips curves Luis J. Álvarez y M. Correa López (2020)

Economics Letters

JEL Codes: E31, E37, E52

Inflation projections for monetary policy decision making Luis J. Álvarez and Isabel Sánchez (2019)

Journal of Policy Modeling, Elsevier, vol. 41(4), pages 568-585.

A menu on output gap estimation methods Luis J. Álvarez and Ana Gómez-Loscos (2018)

Journal of Policy Modeling

JEL Codes: E32, O4

Business cycle estimation with high-pass and bass-pass local polynomial regression Luis J. Álvarez (2017)

Econometrics 5 (1), 1

JEL Codes: C13

Explaining cross-industry heterogeneity in price stickiness Luis J. Álvarez, Pablo Burriel, Ignacio Hernando (2011)

Economics Bulletin, AccessEcon, vol. 31(1), pages 644-653.

The impact of oil price changes on Spanish and euro area consumer price inflation Luis J. Álvarez, Samuel Hurtado, Isabel Sánchez, Carlos Thomas (2011)

Economic Modelling, Elsevier, vol. 28(1-2), pages 422-431, January.

Price-setting behaviour in Spain: evidence from micro PPI data Luis J. Álvarez, Pablo Burriel, Ignacio Hernando (2010).

Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 105-121.

Sticky prices in the euro area: a summary of new micro evidence Luis J. Álvarez, Emmanuel Dhyne, Marco M. Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen (2010)

Journal of the European Economic Association - 4(2-3): pp. 575-584

JEL Codes: C25, D40, E31

Supplementary files: Banco de España Working Paper #0542

Micro-Based Estimates of Heterogeneous Pricing Rules: The United States vs. the Euro Area Luis J. Álvarez and P. Burriel (2010)

The Scandinavian Journal of Economics - 112(4), pp. 697-722

JEL Codes: C40, D40, E30

Supplementary files: Banco de España Working Paper #1019

Is a Calvo Price Setting Model Consistent with Individual Price Data? Luis J. Álvarez and P. Burriel (2010)

The B.E. Journal of Macroeconomics (Advances) - 10 (1)

JEL Codes: C40, D40, E30

What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve? Luis J. Álvarez (2008).

Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 2, pages 1-36.

Price changes in the euro area and the United States: Some facts from individual consumer price data Emmanuel Dhyne, Luis J. Álvarez, Hervé Le Bihan, Giovanni Veronese, Daniel Dias, Johannes Hoffmann, Nicole Jonker, Patrick Lünnemann, Fabio Rumler, Jouko Vilmunen (2006)

Journal of Economic Perspectives - 20 (2), pp. 171-192

JEL Codes: E31, D40, C25

Supplementary files: Banco de España Working Paper #0528

Price setting behaviour in Spain: Evidence from consumer price micro-data Luis J. Álvarez, Ignacio Hernando (2006).

Economic Modelling, Elsevier, vol. 23(4), pages 699-716, July.

La inflación permanente y latente en España: una perspectiva macroeconómica. Luis J. Álvarez, M. Sebastián (1998)

Revista Española de Economía. 15(1):37-65

Restricted forecasts and economic target monitoring: An application to the Spanish Consumer Price Index Luis J. Álvarez, J.C. Delrieu, J. Jareño (1997)

Journal of Policy Modelling, 19(3):333-349 18.

Deriving Restricted Least Squares without a Lagrangean Luis J. Álvarez, J.J. Dolado (1994)

Econometric Theory, 10(4):443-448 19.

Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento Luis J. Álvarez, J.C. Delrieu and A. Espasa (1994)

Estadística Española, 36 (137): 403-430

Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors Luis J.Álvarez, J.J. Dolado (1993)

Econometric Theory, 9(2): 694-697 21.

Tratamiento de predicciones conflictivas: empleo eficiente de información extramuestral Luis J. Álvarez, J.C. Delrieu, J. Jareño (1993).

Estadística Española, 35(132): 439-461

La incidencia de la imposición indirecta en España en el año 1980 Luis J. Álvarez, L. Bermejo, J. de Hevia (1991)

Revista Española de Economía, 8 (1):157-172