Luis J. Álvarez

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 31,170

SSRN RANKINGS

Top 31,170

in Total Papers Downloads

2,400

SSRN CITATIONS
Rank 3,484

SSRN RANKINGS

Top 3,484

in Total Papers Citations

174

CROSSREF CITATIONS

212

Scholarly Papers (24)

1.

Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data

ECB Working Paper No. 524
Number of pages: 52 Posted: 21 Sep 2005
National Bank of Belgium, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Bank of Portugal, Deutsche Bundesbank - Economics Department, De Nederlandsche Bank (DNB), Banque Central du Luxembourg, Oesterreichische Nationalbank and Bank of Finland, Research Unit
Downloads 422 (102,551)
Citation 2

Abstract:

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Pricesetting, consumer price, frequency of price change

2.

Price Setting Behavior in Spain: Stylized Facts Using Consumer Price Micro Data

Number of pages: 61 Posted: 13 Dec 2004
Luis J. Álvarez and Ignacio Hernando
Banco de España and Banco de España
Downloads 209 (212,614)
Citation 22

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price setting, consumer prices, frequency of price changes

Sticky Prices in the Euro Area: A Summary of New Micro Evidence

ECB Working Paper No. 563
Number of pages: 27 Posted: 15 Dec 2005
Banco de España, National Bank of Belgium, De Nederlandsche Bank - Research Department, Oesterreichische Nationalbank, Banque de France - Centre de Recherche, Banque Central du Luxembourg, Bank of Portugal - Research Department, Bank of Italy, Deutsche Bundesbank - Economics Department, European Central Bank (ECB) and Bank of Finland, Research Unit
Downloads 184 (238,201)
Citation 17

Abstract:

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Price setting, price stickiness, consumer prices, producer prices, survey data

Sticky Prices in the Euro Area: A Summary of New Micro Evidence

Bundesbank Series 1 Discussion Paper No. 2006,02
Number of pages: 36 Posted: 08 Jun 2016
Banco de España, National Bank of Belgium, De Nederlandsche Bank - Research Department, Oesterreichische Nationalbank, Banque de France - Centre de Recherche, Banque Central du Luxembourg, Bank of Portugal - Research Department, Bank of Italy, Deutsche Bundesbank - Economics Department, European Central Bank (ECB) and Bank of Finland, Research Unit
Downloads 19 (771,488)
Citation 1

Abstract:

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Price setting, Price stickiness, Consumer prices, Producer prices, survey data

What do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?

Banco de España Research Paper No. WP-0729
Number of pages: 41 Posted: 18 Sep 2007
Luis J. Álvarez
Banco de España
Downloads 103 (374,852)
Citation 10

Abstract:

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Pricing models, micro data, Phillips Curve, hazard rate

What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-19
Number of pages: 38 Posted: 18 Dec 2010
Luis J. Álvarez
Banco de España
Downloads 75 (456,770)

Abstract:

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Pricing models, micro data, Phillips Curve, hazard rate, time dependent, menu costs, sticky information

What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve?

Economics Discussion Paper No. 2007-46
Number of pages: 36 Posted: 29 Nov 2010
Luis J. Álvarez
Banco de España
Downloads 17 (790,511)
Citation 8

Abstract:

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Pricing models, micro data, Phillips Curve, hazard rate

5.

A Menu on Output Gap Estimation Methods

Banco de Espana Working Paper No. 1720
Number of pages: 33 Posted: 26 May 2017
Luis J. Álvarez and Ana Gómez-Loscos
Banco de España and Banco de España
Downloads 137 (305,424)
Citation 4

Abstract:

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output gap, potential output, business cycle, trend output, survey

6.

The Impact of Oil Price Changes on Spanish and Euro Area Consumer Price Inflation

Banco de Espana Occasional Paper No. 0904
Number of pages: 35 Posted: 11 Oct 2009
Banco de España, Banco de España, affiliation not provided to SSRN and Banco de España
Downloads 123 (329,187)
Citation 37

Abstract:

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oil prices, consumer price infl ation, Spanish and Euro area inflation, DSGE models

7.

A Suite of Inflation Forecasting Models

Banco de Espana Occasional Paper No. 1703
Number of pages: 52 Posted: 28 Feb 2017
Luis J. Álvarez and Isabel Sánchez-García
Banco de España and Banco de España
Downloads 120 (335,023)
Citation 6

Abstract:

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inflation, forecasting, Phillips curves, transfer functions, judgemental forecasts

8.

The Price Setting Behaviour of Spanish Firms: Evidence from Survey Data

ECB Working Paper No. 538
Number of pages: 72 Posted: 10 Nov 2005
Luis J. Álvarez and Ignacio Hernando
Banco de España and Banco de España
Downloads 109 (358,311)
Citation 14

Abstract:

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price setting, price stickiness, survey data

9.

Do Decreasing Hazard Functions for Price Changes Make Any Sense?

Number of pages: 42 Posted: 20 May 2005
Luis J. Álvarez, Pablo Burriel and Ignacio Hernando
Banco de España, Banco de España and Banco de España
Downloads 106 (365,206)
Citation 4

Abstract:

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hazard function, price setting models, heterogeneous agents, mixture models

10.

Competition and Price Adjustment in the Euro Area

Banco de Espana Research Paper No. WP-0629
Number of pages: 27 Posted: 31 Oct 2006
Luis J. Álvarez and Ignacio Hernando
Banco de España and Banco de España
Downloads 103 (372,256)
Citation 7

Abstract:

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price setting, competition, survey data

11.

Price Setting Behaviour in Spain: Evidence from Micro Ppi Data

ECB Working Paper No. 522
Number of pages: 50 Posted: 21 Sep 2005
Luis J. Álvarez, Pablo Burriel and Ignacio Hernando
Banco de España, Banco de España and Banco de España
Downloads 96 (389,580)
Citation 12

Abstract:

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price setting, producer prices, frequency of price changes

12.

Housing Cycles in the Major Euro Area Countries

Banco de Espana Occasional Paper No. 1001
Number of pages: 38 Posted: 05 Apr 2010 Last Revised: 09 May 2015
Banco de España, Bank of Italy, Banco de España, Banque de France and Deutsche Bundesbank - Economics Department
Downloads 95 (392,226)
Citation 79

Abstract:

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Housing cycles, synchronisation measures, euro area countries

13.

Does Housing Really Lead the Business Cycle?

Banco de Espana Working Paper No. 1024
Number of pages: 31 Posted: 23 Jul 2010
Luis J. Álvarez and Alberto Cabrero
Banco de España and Banco de España
Downloads 79 (438,514)
Citation 41

Abstract:

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Housing, business cycles, filtering

14.

Is a Calvo Price Setting Model Consistent with Micro Price Data?

Banco de Espana Working Paper No. 1010
Number of pages: 30 Posted: 11 Apr 2010
Luis J. Álvarez and Pablo Burriel
Banco de España and Banco de España
Downloads 72 (461,792)
Citation 4

Abstract:

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price setting, Calvo model, heterogeneity, hazard rate

15.

Inflation Interdependence in Advanced Economies

Banco de Espana Working Paper No. 1920 (2019)
Number of pages: 44 Posted: 28 Jun 2019 Last Revised: 17 Jul 2019
Banco de España, Banco de España and University of Zaragoza
Downloads 60 (506,845)
Citation 55

Abstract:

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inflation, synchronization, filtering, price heterogeneity, trend inflation

16.

The Effect of Oil Price Fluctuations on Spanish Inflation

Banco de Espana Article 11/17
Number of pages: 8 Posted: 03 Jun 2017
Banco de España, Banco de España and Banco de España
Downloads 48 (559,589)
Citation 1

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17.

El índice de precios de consumo: usos y posibles vías de mejora (The Consumer Price Index: Uses and Some Proposals for Improving It)

Banco de Espana Occasional Paper No. 1910 (2019)
Number of pages: 17 Posted: 07 Jun 2019
Luis J. Álvarez
Banco de España
Downloads 41 (595,414)

Abstract:

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consumer prices, Phillips curve, transfer function, ARIMA, forecasting

Micro-Based Estimates of Heterogeneous Pricing Rules: The United States vs. The Euro Area

Banco de Espana Working Paper No. 1019
Number of pages: 35 Posted: 01 Jul 2010
Luis J. Álvarez and Pablo Burriel
Banco de España and Banco de España
Downloads 35 (644,938)

Abstract:

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price setting, heterogeneity, DSGE, Calvo model

Micro-Based Estimates of Heterogeneous Pricing Rules: The United States vs. The Euro Area

Scandinavian Journal of Economics, Vol. 112, Issue 4, pp. 697-722, December 2010
Number of pages: 26 Posted: 16 Nov 2010
Luis J. Álvarez and Pablo Burriel
Banco de España and Banco de España
Downloads 2 (965,054)

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19.

Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression

Banco de Espana Working Paper No. 1702
Number of pages: 21 Posted: 24 Jan 2017
Luis J. Álvarez
Banco de España
Downloads 33 (641,729)

Abstract:

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business cycles, local polynomial regression, filtering, high-pass, band-pass, US cycles

20.

Inflation Expectations in Euro Area Phillips Curves

Banco de Espana Occassional Paper No. 2018
Number of pages: 21 Posted: 21 Jul 2020
Luis J. Álvarez and Mónica Correa-López
Banco de España and Banco de España
Downloads 32 (648,087)
Citation 18

Abstract:

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inflation dynamics, inflation expectations, Phillips curve, euro area, thick modeling, meta regressions

21.

The Relationship between Inflation Rates in Advanced Economies

Banco de Espana Article 3/20
Number of pages: 11 Posted: 15 Feb 2020
Banco de España, Banco de España and University of Zaragoza
Downloads 30 (668,450)

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Inflation, Phillips curve, comovement, trend inflation

22.

Cyclical Patterns of the Spanish Economy in Europe (La evolución cíclica de la economía española en el contexto europeo)

Banco de Espana Occasional Paper No. 2103
Number of pages: 31 Posted: 02 Feb 2021
Luis J. Álvarez, María Dolores Gadea and Ana Gómez-Loscos
Banco de España, University of Zaragoza and Banco de España
Downloads 25 (705,605)
Citation 7

Abstract:

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synchronisation, business cycle, heterogeneity

23.

Composite Indicators of Inflationary Pressures

Banco de Espana Article 20/18
Number of pages: 11 Posted: 23 Oct 2018
Luis J. Álvarez and Isabel Sánchez-García
Banco de España and Banco de España
Downloads 21 (729,583)
Citation 1

Abstract:

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inflation, inflation expectations, economic cycle, composite indicators

24.

Data outliers and Bayesian VARs in the Euro Area

Banco de Espana Working Paper No. 2239
Number of pages: 37 Posted: 30 Nov 2022
Luis J. Álvarez and Florens Odendahl
Banco de España and Banque de France
Downloads 4 (898,790)

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COVID-19 pandemic, outliers, Bayesian VARs, forecasting, euro area