Luis J. Álvarez

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

19

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Top 25,060

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1,820

SSRN RANKINGS

Top 2,615

in Total Papers Citations

214

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Scholarly Papers (19)

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 355 (81,995)

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Pricesetting, consumer price, frequency of price change

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 170 (172,770)

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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 7 (614,256)

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

3.

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

ECB Working Paper No. 416
Number of pages: 61 Posted: 13 Dec 2004
Luis J. Álvarez and Ignacio Hernando
Banco de España and Banco de España
Downloads 168 (174,440)

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price setting, consumer prices, frequency of price changes

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 96 (269,409)

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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 63 (346,318)

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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 8 (607,527)

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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 109 (245,396)

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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 100 (260,425)

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

7.

Do Decreasing Hazard Functions for Price Changes Make Any Sense?

ECB Working Paper No. 461
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 94 (271,087)

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

8.

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 89 (280,718)

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price setting, competition, survey data

9.

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 87 (284,724)

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price setting, producer prices, frequency of price changes

10.

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 84 (290,984)

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Housing cycles, synchronisation measures, euro area countries

11.

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 83 (293,074)

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price setting, price stickiness, survey data

12.

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 80 (299,541)

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

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 69 (325,833)

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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 62 (344,521)

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price setting, Calvo model, heterogeneity, hazard rate

15.

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 37 (428,528)

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16.

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 25 (483,891)

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

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 18 (541,952)

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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 (655,156)
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18.

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 12 (558,193)

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inflation, inflation expectations, economic cycle, composite indicators

19.

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 2 (625,157)

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