Jesús Vázquez
(Jesus Vazquez)
Personal Details
First Name: | Jesus |
Middle Name: | |
Last Name: | Vazquez |
Suffix: | |
RePEc Short-ID: | pvz1 |
[This author has chosen not to make the email address public] | |
https://scholar.google.com/citations?user=Xfr2XSUAAAAJ&hl=es | |
Terminal Degree: | 1992 Economics Department; Stony Brook University - SUNY (from RePEc Genealogy) |
Affiliation
Departamento de Análisis Económico
Facultad de Economía y Empresa
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Bilbao, Spainhttps://www.ehu.eus/es/web/analisi-ekonomikoa-saila/home
RePEc:edi:f1ehues (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Pablo Aguilar & Jesús Vázquez, 2018. "Term structure and real-time learning," Working Papers 1803, Banco de España.
- Mikel Casares & Jesús Vázquez, 2016.
"Why are labor markets in Spain and Germany so different?,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1602, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Vázquez, Jesús, 2018. "Why are labor markets in Spain and Germany so different?," Economic Modelling, Elsevier, vol. 75(C), pages 320-335.
- Pablo Aguilar & Jesús Vázquez, 2015. "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES 2015007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Miguel Casares & Jesús Vázquez, 2012. "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 1215, Departamento de Economía - Universidad Pública de Navarra.
- Cassou, Steven P. & Scott, Patrick & Vázquez Pérez, Jesús, 2012.
"Optimal Monetary Policy with Asymmetric Preferences for Output,"
DFAEII Working Papers
1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Cassou, Steven P. & Scott, C. Patrick & Vázquez, Jesús, 2012. "Optimal monetary policy with asymmetric preferences for output," Economics Letters, Elsevier, vol. 117(3), pages 654-656.
- Miguel Casares & Jesús Vázquez, 2011.
"Data Revisions in the Estimation of DSGE models,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1104, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Vázquez, Jesús, 2016. "Data Revisions In The Estimation Of Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
- Casares, Miguel & Vázquez Pérez, Jesús, 2012. "Data Revisions in the Estimation of DSGE Models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010.
"An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1003, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014. "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 338-359.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 09/10, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 01/12, School of Economics and Business Administration, University of Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez Pérez, Jesús, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- María-Dolores, Ramon & Vazquez, Jesus & Londoño, Juan M., 2009. "Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data," UMUFAE Economics Working Papers 4695, DIGITUM. Universidad de Murcia.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009.
"Wage Stickiness and Unemployment Fluctuations: An Alternative Approach,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
0902, Departamento de Economía - Universidad Pública de Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "Wage stickiness and unemployment fluctuations: an alternative approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 395-422, September.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers 04/09, School of Economics and Business Administration, University of Navarra.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009.
"On the informational role of term structure in the U.S. monetary policy rule,"
Working Papers
0919, Banco de España.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013. "On the informational role of term structure in the US monetary policy rule," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009. "On the informational role of term structure in the US monetary policy rule," UMUFAE Economics Working Papers 4699, DIGITUM. Universidad de Murcia.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2010. "On the Informational Role of Term Structure in the U.S. Monetary Policy Rule," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ramón María-Dolores & Jesús Vázquez, 2008.
"Term structure and the estimated monetary policy rule in the eurozone,"
Working Papers
0827, Banco de España.
- Ramón María-Dolores & Jesús Vázquez, 2008. "Term structure and the estimated monetary policy rule in the Eurozone," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ramón Maria-Dolores & Jesus Vazquez, 2006. "The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules," Computing in Economics and Finance 2006 6, Society for Computational Economics.
- María Dolores Pedrero Ramón & Vázquez Pérez Jesús, 2005. "The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area?," Working Papers 201030, Fundacion BBVA / BBVA Foundation.
- Jesús Vázquez, 2004.
"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
E2004/11, Centro de Estudios Andaluces.
- Vázquez Jesús, 2004. "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, vol. 8(1), pages 1-41, March.
- Jesus Vazquez, 2004. "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004 52, Society for Computational Economics.
- Yin-Wong Cheung & Javier Gardeazabal & Jesús Vázquez, 2004. "Exchange Rate Dynamics: Where is the Saddle Path?," CESifo Working Paper Series 1129, CESifo.
- María-José Gutiérrez & Jesús Vázquez, 2001.
"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
01-03, Asociación Española de Economía y Finanzas Internacionales.
- María José Gutiérrez & Jesús Vázquez, "undated". "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 on International Economics and Finance 01-03, FEDEA.
- Vazquez, Jesus, 1994.
"How High Can Inflation Get During Hyperinflation? A Liquidity Costs Demand For Money Approach,"
Economic Research Papers
268649, University of Warwick - Department of Economics.
- Vazquez, J, 1994. "How High can Inflation Get During Hyperinflation? A Liquidity Costs Demand for Money Approach," The Warwick Economics Research Paper Series (TWERPS) 431, University of Warwick, Department of Economics.
Articles
- Herrera, Luis & Vázquez, Jesús, 2023. "On the significance of quality-of-capital news shocks," Economic Modelling, Elsevier, vol. 124(C).
- Herrera Luis & Vázquez Jesús, 2023. "Interpreting Structural Shocks and Assessing Their Historical Importance," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(1), pages 375-425, January.
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Aguilar, Pablo & Vázquez, Jesús, 2021. "An Estimated Dsge Model With Learning Based On Term Structure Information," Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1635-1665, October.
- Aguirre, Idoia & Vázquez, Jesús, 2020. "Learning, parameter variability, and swings in US macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Steven P. Cassou & C. Patrick Scott & Jesús Vázquez, 2018. "Optimal monetary policy revisited: does considering US real-time data change things?," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6203-6219, December.
- Aguirre, Idoia & Vázquez, Jesús, 2018. "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 200-209.
- Casares, Miguel & Vázquez, Jesús, 2018.
"Why are labor markets in Spain and Germany so different?,"
Economic Modelling, Elsevier, vol. 75(C), pages 320-335.
- Mikel Casares & Jesús Vázquez, 2016. "Why are labor markets in Spain and Germany so different?," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1602, Departamento de Economía - Universidad Pública de Navarra.
- Miguel Casares & Jesús Vázquez, 2018. "The Swings Of U.S. Inflation And The Gibson Paradox," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 799-820, April.
- Steven P. Cassou & Hedieh Shadmani & Jesús Vázquez, 2017. "Fiscal policy asymmetries and the sustainability of US government debt revisited," Empirical Economics, Springer, vol. 53(3), pages 1193-1215, November.
- Casares, Miguel & Vázquez, Jesús, 2016.
"Data Revisions In The Estimation Of Dsge Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
- Casares, Miguel & Vázquez Pérez, Jesús, 2012. "Data Revisions in the Estimation of DSGE Models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Jesús Vázquez, 2011. "Data Revisions in the Estimation of DSGE models," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1104, Departamento de Economía - Universidad Pública de Navarra.
- Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús, 2015. "An alternative view of the US price–dividend ratio dynamics," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 291-307.
- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014.
"An estimated New-Keynesian model with unemployment as excess supply of labor,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 338-359.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 09/10, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 01/12, School of Economics and Business Administration, University of Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez Pérez, Jesús, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1003, Departamento de Economía - Universidad Pública de Navarra.
- Steven P. Cassou & Hedieh Shadmani & Jesús V�zquez, 2014. "Did asymmetric monetary preferences for the output gap disappear during recent economic times?," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 113-117, January.
- Cassou Steven P. & Vázquez Jesús, 2014. "Small-scale New Keynesian model features that can reproduce lead, lag and persistence patterns," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 267-300, January.
- Cassou Steven P. & Vázquez Jesús, 2014.
"Time variation in an optimal asymmetric preference monetary policy model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 41-49, February.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2012. "Time Variation in an Optimal Asymmetric Preference Monetary Policy Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Steven Cassou & Jesús Vázquez, 2014.
"Employment comovements at the sectoral level over the business cycle,"
Empirical Economics, Springer, vol. 46(4), pages 1301-1323, June.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2009. "Employment comovements at the sectoral level over the business cycle," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013.
"On the informational role of term structure in the US monetary policy rule,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Working Papers 0919, Banco de España.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009. "On the informational role of term structure in the US monetary policy rule," UMUFAE Economics Working Papers 4699, DIGITUM. Universidad de Murcia.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2010. "On the Informational Role of Term Structure in the U.S. Monetary Policy Rule," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Cassou, Steven P. & Scott, C. Patrick & Vázquez, Jesús, 2012.
"Optimal monetary policy with asymmetric preferences for output,"
Economics Letters, Elsevier, vol. 117(3), pages 654-656.
- Cassou, Steven P. & Scott, Patrick & Vázquez Pérez, Jesús, 2012. "Optimal Monetary Policy with Asymmetric Preferences for Output," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan M., 2012.
"The Effect of Data Revisions on the Basic New Keynesian Model,"
International Review of Economics & Finance, Elsevier, vol. 24(C), pages 235-249.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2012. "The Effect of Data Revisions on the Basic New Keynesian Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012.
"Wage stickiness and unemployment fluctuations: an alternative approach,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 395-422, September.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers 04/09, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0902, Departamento de Economía - Universidad Pública de Navarra.
- Fernández-de-Córdoba, Gonzalo & Vázquez, Jesús, 2011.
"Unions, monetary shocks and the labour market cycle,"
Economic Modelling, Elsevier, vol. 28(3), pages 1140-1149, May.
- Fernández de Córdoba, Gonzalo & Vázquez Pérez, Jesús, 2010. "Unions, Monetary Shocks and the Labour Market Cycle," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Jesús Vázquez, 2010. "Comment on “Spain in the Euro: A General Equilibrium Analysis” by Andrés, Hurtado, Ortega and Thomas," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 97-99, March.
- Jesús Vázquez, 2009. "Does the term spread play a role in the fed funds rate reaction function? An empirical investigation," Empirical Economics, Springer, vol. 36(1), pages 175-199, February.
- Vázquez, Jesús, 2008. "The comovement between monetary and fiscal policy instruments during the post-war period in the U.S," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 412-424.
- Ramón María-Dolores & Jesús Vázquez, 2008.
"Term structure and the estimated monetary policy rule in the Eurozone,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ramón María-Dolores & Jesús Vázquez, 2008. "Term structure and the estimated monetary policy rule in the eurozone," Working Papers 0827, Banco de España.
- Maria-Dolores, Ramón & Vázquez, Jesús, 2008. "The new Keynesian monetary model: Does it show the comovement between GDP and inflation in the U.S.?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1466-1488, May.
- María-Dolores Ramón & Vázquez Jesús, 2006.
"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, De Gruyter, vol. 6(2), pages 1-51, September.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2005. "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- María-José Gutiérrez & Jesús Vázquez, 2004. "Explosive Hyperinflation, Inflation-Tax Curve, and Modeling the Use of Money," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 160(2), pages 311-326, June.
- Vázquez Jesús, 2004.
"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, vol. 8(1), pages 1-41, March.
- Jesús Vázquez, 2004. "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 E2004/11, Centro de Estudios Andaluces.
- Gutierrez, Maria-Jose & Vazquez, Jesus, 2004. "Switching equilibria: the present value model for stock prices revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2297-2325, October.
- Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
- Jesus Vazquez, 2002. "The co-movement between output and prices in the EU15 countries: an empirical investigation," Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 957-966.
- Ilaski Barañano & Amaia Iza & Jesús Vázquez, 2002. "A comparison between the log-linear and the parameterized expectations methods," Spanish Economic Review, Springer;Spanish Economic Association, vol. 4(1), pages 41-60.
- Jesus Vazquez, 2002. "Does the Lucas critique apply during hyperinflation?: empirical evidence from four hyperinflationary episodes," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1389-1397.
- Vazquez, Jesus, 1998. "How high can inflation get during hyperinflation? A transaction cost demand for money approach," European Journal of Political Economy, Elsevier, vol. 14(3), pages 433-451, August.
- Gardeazabal, Javier & Regulez, Marta & Vazquez, Jesus, 1997. "Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(2), pages 389-404, May.
- Mª José Gutiérrez & Jesús Vázquez, 1995. "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, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 31(01-02), pages 292-309.
- Jesús Vazquez, 1995. "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, Fundación SEPI, vol. 19(2), pages 269-289, May.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Pablo Aguilar & Jesús Vázquez, 2018.
"Term structure and real-time learning,"
Working Papers
1803, Banco de España.
Mentioned in:
- Term structure and real-time learning
by Christian Zimmermann in NEP-DGE blog on 2018-04-07 00:41:41
- Term structure and real-time learning
Working papers
- Pablo Aguilar & Jesús Vázquez, 2018.
"Term structure and real-time learning,"
Working Papers
1803, Banco de España.
Cited by:
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Marco de análisis sistémico del impacto de los riesgos económicos y financieros," Occasional Papers 2311, Banco de España.
- Aguilar, Pablo & Vázquez, Jesús, 2021. "An Estimated Dsge Model With Learning Based On Term Structure Information," Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1635-1665, October.
- Mikel Casares & Jesús Vázquez, 2016.
"Why are labor markets in Spain and Germany so different?,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1602, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Vázquez, Jesús, 2018. "Why are labor markets in Spain and Germany so different?," Economic Modelling, Elsevier, vol. 75(C), pages 320-335.
Cited by:
- José E. Boscá & Javier Ferri & Margarita Rubio, 2022.
"Fiscal and Macroprudential Policies in a Monetary Union,"
Working Papers
2022-08, FEDEA.
- Jose E Bosca & Javier Ferri & Margarita Rubio, 2022. "Fiscal and macroprudential policies in a monetary union," Discussion Papers 2022/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019.
"The German labor market during the Great Recession: Shocks and institutions,"
Economic Modelling, Elsevier, vol. 78(C), pages 192-208.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2018. "The German Labor Market during the Great Recession: Shocks and Institutions," IZA Discussion Papers 11858, Institute of Labor Economics (IZA).
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019. "The German labor market during the Great Recession: Shocks and institutions," Open Access Publications from Kiel Institute for the World Economy 266168, Kiel Institute for the World Economy (IfW Kiel).
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market during the Great Recession: Shocks and institutions," FAU Discussion Papers in Economics 09/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Alexandra M. Espinosa & Ignacio Díaz-Emparanza, 2021. "The Long-term Relationship Between International Labour Migration and Unemployment in Spain," Journal of International Migration and Integration, Springer, vol. 22(1), pages 145-166, March.
- María Gutiérrez-Portilla & Adolfo Maza & María Hierro, 2018. "Foreigners versus natives in Spain: different migration patterns? Any changes in the aftermath of the crisis?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(1), pages 139-159, July.
- Pablo Aguilar & Jesús Vázquez, 2015.
"The role of term structure in an estimated DSGE model with learning,"
LIDAM Discussion Papers IRES
2015007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
Cited by:
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
GRU Working Paper Series
GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
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GRU Working Paper Series
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- Chesang, Laban K. & Naraidoo, Ruthira, 2016.
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Economic Modelling, Elsevier, vol. 56(C), pages 1-10.
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- Steven P. Cassou & C. Patrick Scott & Jesús Vázquez, 2018. "Optimal monetary policy revisited: does considering US real-time data change things?," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6203-6219, December.
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"Data Revisions in the Estimation of DSGE models,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1104, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Vázquez, Jesús, 2016. "Data Revisions In The Estimation Of Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
- Casares, Miguel & Vázquez Pérez, Jesús, 2012. "Data Revisions in the Estimation of DSGE Models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
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"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
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- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Aguirre, Idoia & Vázquez, Jesús, 2018. "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 200-209.
- Pablo Aguilar & Jesús Vázquez, 2015. "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES 2015007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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"Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation,"
Cardiff Economics Working Papers
E2021/35, Cardiff University, Cardiff Business School, Economics Section.
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- Jan Capek, 2014. "Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(6), pages 457-475, December.
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"Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 530-542, April.
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"Data Revisions and DSGE Models,"
EMF Research Papers
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- Aguilar, Pablo & Vázquez, Jesús, 2021. "An Estimated Dsge Model With Learning Based On Term Structure Information," Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1635-1665, October.
- Capek Jan, 2015. "Estimating DSGE model parameters in a small open economy: Do real-time data matter?," Review of Economic Perspectives, Sciendo, vol. 15(1), pages 89-114, March.
- Pablo Aguilar & Jesús Vázquez, 2018. "Term structure and real-time learning," Working Papers 1803, Banco de España.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010.
"An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1003, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014. "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 338-359.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 09/10, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 01/12, School of Economics and Business Administration, University of Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez Pérez, Jesús, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
- Pingle, Mark & Guerrero, Federico & Mahmoudi, Mina & Wuthisatian, Rattaphon, 2023. "A Descriptive Growth Model with Unemployment," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 482-500.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012.
"Unemployment in an Estimated New Keynesian Model,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
- He Chen & Jun-ichi Inoue, 2013. "Statistical Mechanics of Labor Markets," Papers 1309.5156, arXiv.org.
- LG Deidda & J.E. Galdon-Sanchez & M. Casares, 2016.
"Loan production and monetary policy,"
Working Paper CRENoS
201612, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Casares, Miguel & Deidda, Luca & Galdon-Sanchez, Jose E., 2019. "Loan Production And Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 101-143, January.
- Charalampidis, Nikolaos, 2020. "On unemployment cycles in the Euro Area, 1999–2018," European Economic Review, Elsevier, vol. 121(C).
- Mikel Casares & Jesús Vázquez, 2016.
"Why are labor markets in Spain and Germany so different?,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1602, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Vázquez, Jesús, 2018. "Why are labor markets in Spain and Germany so different?," Economic Modelling, Elsevier, vol. 75(C), pages 320-335.
- MATSUMAE Tatsuyoshi & HASUMI Ryo, 2016. "Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese)," ESRI Discussion paper series 329, Economic and Social Research Institute (ESRI).
- Mina Mahmoudi & Mark Pingle, 2018. "A Growth Model with Unemployment," Papers 1806.04228, arXiv.org.
- He Chen & Jun-ichi Inoue, 2013. "Dynamics of probabilistic labor markets: statistical physics perspective," Papers 1309.5158, arXiv.org.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009.
"Wage Stickiness and Unemployment Fluctuations: An Alternative Approach,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
0902, Departamento de Economía - Universidad Pública de Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "Wage stickiness and unemployment fluctuations: an alternative approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 395-422, September.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers 04/09, School of Economics and Business Administration, University of Navarra.
Cited by:
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012.
"An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor,"
Faculty Working Papers
01/12, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 09/10, School of Economics and Business Administration, University of Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014. "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 338-359.
- Casares, Miguel & Moreno, Antonio & Vázquez Pérez, Jesús, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1003, Departamento de Economía - Universidad Pública de Navarra.
- Carl E. Walsh, 2015. "Day Two Keynote Address: Goals and Rules in Central Bank Design," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 295-352, September.
- Walsh, Carl E, 2015.
"Goals and Rules in Central Bank Design,"
Santa Cruz Department of Economics, Working Paper Series
qt3md9p6t5, Department of Economics, UC Santa Cruz.
- Carl Walsh, 2015. "Goals and Rules in Central Bank Design," CESifo Working Paper Series 5293, CESifo.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009.
"On the informational role of term structure in the U.S. monetary policy rule,"
Working Papers
0919, Banco de España.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013. "On the informational role of term structure in the US monetary policy rule," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009. "On the informational role of term structure in the US monetary policy rule," UMUFAE Economics Working Papers 4699, DIGITUM. Universidad de Murcia.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2010. "On the Informational Role of Term Structure in the U.S. Monetary Policy Rule," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite, 2015. "Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy," Working Papers 2015_17, Business School - Economics, University of Glasgow.
- Ramón María-Dolores & Jesús Vázquez, 2008.
"Term structure and the estimated monetary policy rule in the eurozone,"
Working Papers
0827, Banco de España.
- Ramón María-Dolores & Jesús Vázquez, 2008. "Term structure and the estimated monetary policy rule in the Eurozone," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
- EL FAIZ, Zakaria & ZIANI, Manal, 2016. "Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc [The impact of monetary on long rates : Some empirical evidence from Morocco]," MPRA Paper 72817, University Library of Munich, Germany.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2012.
"The Effect of Data Revisions on the Basic New Keynesian Model,"
DFAEII Working Papers
1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan M., 2012. "The Effect of Data Revisions on the Basic New Keynesian Model," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 235-249.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009.
"On the informational role of term structure in the US monetary policy rule,"
UMUFAE Economics Working Papers
4699, DIGITUM. Universidad de Murcia.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Working Papers 0919, Banco de España.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013. "On the informational role of term structure in the US monetary policy rule," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2010. "On the Informational Role of Term Structure in the U.S. Monetary Policy Rule," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Nicolas Pinkwart, 2013. "Quantifying The European Central Bank'S Interest Rate Smoothing Behavior," Manchester School, University of Manchester, vol. 81(4), pages 470-492, July.
- Ramón Maria-Dolores & Jesus Vazquez, 2006.
"The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules,"
Computing in Economics and Finance 2006
6, Society for Computational Economics.
Cited by:
- Vázquez Pérez, Jesús, 2006. "The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Jesús Vázquez, 2004.
"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
E2004/11, Centro de Estudios Andaluces.
- Vázquez Jesús, 2004. "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, vol. 8(1), pages 1-41, March.
Cited by:
- Vázquez, Jesús, 2008. "The comovement between monetary and fiscal policy instruments during the post-war period in the U.S," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 412-424.
- Costanza Torricelli & Marianna Brunetti, 2006. "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006 350, Society for Computational Economics.
- Yin-Wong Cheung & Javier Gardeazabal & Jesús Vázquez, 2004.
"Exchange Rate Dynamics: Where is the Saddle Path?,"
CESifo Working Paper Series
1129, CESifo.
Cited by:
- I Made Suidarma & I Gede Sanica & Putu Cita Ayu & I Gusti Nengah Darma Diatmika, 2018. "Overshooting Indonesian Rupiah's Exchange Rate towards US Dollar: Dornbusch Model Hypotheses Test," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 52-58.
Articles
- Herrera, Luis & Vázquez, Jesús, 2023.
"On the significance of quality-of-capital news shocks,"
Economic Modelling, Elsevier, vol. 124(C).
Cited by:
- Puch, Luis A. & Ruiz, Jesús, 2023.
"Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use,"
UC3M Working papers. Economics
37355, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Guinea, Laurentiu & Puch, Luis A. & Ruiz, Jesús, 2024. "Energy news shocks and their propagation to renewable and fossil fuels use," Energy Economics, Elsevier, vol. 130(C).
- Puch, Luis A. & Ruiz, Jesús, 2023.
"Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use,"
UC3M Working papers. Economics
37355, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Vázquez, Jesús & Aguilar, Pablo, 2021.
"Adaptive learning with term structure information,"
European Economic Review, Elsevier, vol. 134(C).
Cited by:
- Audzei, Volha, 2023.
"Learning and cross-country correlations in a multi-country DSGE model,"
Economic Modelling, Elsevier, vol. 120(C).
- Volha Audzei, 2021. "Learning and Cross-Country Correlations in a Multi-Country DSGE Model," Working Papers 2021/7, Czech National Bank.
- Pablo Aguilar, 2021. "Consumption recovery in 2021: an analysis drawing on consumer expectations," Economic Bulletin, Banco de España, issue 3/2021.
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024. "The role of shifts in the effective tax rate on the cost of equity," Research in Economics, Elsevier, vol. 78(1), pages 61-72.
- Herrera, Luis & Vázquez, Jesús, 2023. "On the significance of quality-of-capital news shocks," Economic Modelling, Elsevier, vol. 124(C).
- Audzei, Volha, 2023.
"Learning and cross-country correlations in a multi-country DSGE model,"
Economic Modelling, Elsevier, vol. 120(C).
- Aguilar, Pablo & Vázquez, Jesús, 2021.
"An Estimated Dsge Model With Learning Based On Term Structure Information,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1635-1665, October.
Cited by:
- Pablo Aguilar, 2021. "Consumption recovery in 2021: an analysis drawing on consumer expectations," Economic Bulletin, Banco de España, issue 3/2021.
- Herrera, Luis & Vázquez, Jesús, 2023. "On the significance of quality-of-capital news shocks," Economic Modelling, Elsevier, vol. 124(C).
- Aguirre, Idoia & Vázquez, Jesús, 2020.
"Learning, parameter variability, and swings in US macroeconomic dynamics,"
Journal of Macroeconomics, Elsevier, vol. 66(C).
Cited by:
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Herrera Luis & Vázquez Jesús, 2023. "Interpreting Structural Shocks and Assessing Their Historical Importance," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(1), pages 375-425, January.
- Herrera, Luis & Vázquez, Jesús, 2023. "On the significance of quality-of-capital news shocks," Economic Modelling, Elsevier, vol. 124(C).
- Steven P. Cassou & C. Patrick Scott & Jesús Vázquez, 2018.
"Optimal monetary policy revisited: does considering US real-time data change things?,"
Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6203-6219, December.
Cited by:
- Aguirre, Idoia & Vázquez, Jesús, 2018. "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 200-209.
- Casares, Miguel & Vázquez, Jesús, 2018.
"Why are labor markets in Spain and Germany so different?,"
Economic Modelling, Elsevier, vol. 75(C), pages 320-335.
See citations under working paper version above.
- Mikel Casares & Jesús Vázquez, 2016. "Why are labor markets in Spain and Germany so different?," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1602, Departamento de Economía - Universidad Pública de Navarra.
- Miguel Casares & Jesús Vázquez, 2018.
"The Swings Of U.S. Inflation And The Gibson Paradox,"
Economic Inquiry, Western Economic Association International, vol. 56(2), pages 799-820, April.
Cited by:
- M. Casares & H. Khan & Jean-Christophe Poutineau, 2020.
"The extensive margin and US aggregate fluctuations: A quantitative assessment,"
Post-Print
hal-03004552, HAL.
- Casares, Miguel & Khan, Hashmat & Poutineau, Jean-Christophe, 2020. "The extensive margin and US aggregate fluctuations: A quantitative assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
- Aguirre, Idoia & Vázquez, Jesús, 2020. "Learning, parameter variability, and swings in US macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Herrera Luis & Vázquez Jesús, 2023. "Interpreting Structural Shocks and Assessing Their Historical Importance," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(1), pages 375-425, January.
- Miguel Casares Polo & Hashmat Khan & Jean-Christophe Poutineau, 2018.
"A structural analysis of US entry and exit dynamics,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
1801, Departamento de Economía - Universidad Pública de Navarra.
- Miguel Casares & Hashmat Khan & Jean-Christophe Poutineau, 2018. "A Structural Analysis of US Entry and Exit Dynamics," Carleton Economic Papers 18-02, Carleton University, Department of Economics.
- M. Casares & H. Khan & Jean-Christophe Poutineau, 2020.
"The extensive margin and US aggregate fluctuations: A quantitative assessment,"
Post-Print
hal-03004552, HAL.
- Steven P. Cassou & Hedieh Shadmani & Jesús Vázquez, 2017.
"Fiscal policy asymmetries and the sustainability of US government debt revisited,"
Empirical Economics, Springer, vol. 53(3), pages 1193-1215, November.
Cited by:
- Pierre Aldama & Jérôme Creel, 2019.
"Fiscal policy in the US: Sustainable after all?,"
Post-Print
hal-03384685, HAL.
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- Aldama, Pierre & Creel, Jérôme, 2019. "Fiscal policy in the US: Sustainable after all?," Economic Modelling, Elsevier, vol. 81(C), pages 471-479.
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- Tianbao Zhou & Zhixin Liu & Yingying Xu, 2024. "How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model," Papers 2407.02183, arXiv.org.
- Hatzinikolaou Dimitris & Sarigiannidis Georgios, 2023. "A threshold model for the spread," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 67-82, February.
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"Fiscal Performance under Inflation and Inflation Surprises: Evidence from Fiscal Reaction Functions for the Euro Area,"
Working Papers
2023/04, Latvijas Banka.
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- Zenglian Zhang & Wenju Zhao, 2018. "Research on Financial Pressure, Poverty Governance, and Environmental Pollution in China," Sustainability, MDPI, vol. 10(6), pages 1-24, June.
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"Fiscal policy in the US: Sustainable after all?,"
Post-Print
hal-03384685, HAL.
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"Data Revisions In The Estimation Of Dsge Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
See citations under working paper version above.
- Casares, Miguel & Vázquez Pérez, Jesús, 2012. "Data Revisions in the Estimation of DSGE Models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Jesús Vázquez, 2011. "Data Revisions in the Estimation of DSGE models," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1104, Departamento de Economía - Universidad Pública de Navarra.
- Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús, 2015.
"An alternative view of the US price–dividend ratio dynamics,"
International Review of Economics & Finance, Elsevier, vol. 38(C), pages 291-307.
Cited by:
- Yang, Jen-Wei & Tsai, Shu-Yu & Shyu, So-De & Chang, Chia-Chien, 2016. "Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 139-150.
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- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014.
"An estimated New-Keynesian model with unemployment as excess supply of labor,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 338-359.
See citations under working paper version above.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 09/10, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers 01/12, School of Economics and Business Administration, University of Navarra.
- Casares, Miguel & Moreno, Antonio & Vázquez Pérez, Jesús, 2012. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1003, Departamento de Economía - Universidad Pública de Navarra.
- Steven P. Cassou & Hedieh Shadmani & Jesús V�zquez, 2014.
"Did asymmetric monetary preferences for the output gap disappear during recent economic times?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 113-117, January.
Cited by:
- Scott, C. Patrick, 2016. "Asymmetric preferences and monetary policy deviations," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 325-334.
- Helena Glebocki Keefe & Hedieh Shadmani, 2020. "Examining the asymmetric monetary policy response to foreign exchange market conditions in emerging and developing economies," International Economics and Economic Policy, Springer, vol. 17(2), pages 503-530, May.
- Cassou Steven P. & Vázquez Jesús, 2014.
"Small-scale New Keynesian model features that can reproduce lead, lag and persistence patterns,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 267-300, January.
Cited by:
- Aguirre, Idoia & Vázquez, Jesús, 2020. "Learning, parameter variability, and swings in US macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Bryce Kanago, 2023. "The Comovement Between Forecast Errors for Real GDP and Its Deflator in Six OECD Countries: Did Supply Shocks Become Less Dominant During the Great Moderation?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 149-169, September.
- Eurilton Araújo, 2016. "Monetary Policy Credibility and the Comovement between Stock Returns and Inflation," Working Papers Series 449, Central Bank of Brazil, Research Department.
- Cassou Steven P. & Vázquez Jesús, 2014.
"Time variation in an optimal asymmetric preference monetary policy model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 41-49, February.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2012. "Time Variation in an Optimal Asymmetric Preference Monetary Policy Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2012.
"Time Variation in an Optimal Asymmetric Preference Monetary Policy Model,"
DFAEII Working Papers
1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Cassou Steven P. & Vázquez Jesús, 2014. "Time variation in an optimal asymmetric preference monetary policy model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 41-49, February.
- Aguirre, Idoia & Vázquez, Jesús, 2018. "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 200-209.
- Steven P. Cassou & C. Patrick Scott & Jesús Vázquez, 2018. "Optimal monetary policy revisited: does considering US real-time data change things?," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6203-6219, December.
- Steven Cassou & Jesús Vázquez, 2014.
"Employment comovements at the sectoral level over the business cycle,"
Empirical Economics, Springer, vol. 46(4), pages 1301-1323, June.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2009. "Employment comovements at the sectoral level over the business cycle," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
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"Dynamics of sectoral business cycle comovement,"
Applied Economics, Taylor & Francis Journals, vol. 49(47), pages 4742-4759, October.
- Anna P. Sandqvist, 2015. "Dynamics of Sectoral Business Cycle Comovement," KOF Working papers 15-398, KOF Swiss Economic Institute, ETH Zurich.
- Yaniv Yedid-Levi, 2016.
"Why does employment in all major sectors move together over the business cycle?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 131-156, October.
- Yaniv Yedid-Levi, 2012. "Why Does Employment in All Major Sectors Move Together over the Business Cycle?," 2012 Meeting Papers 677, Society for Economic Dynamics.
- Yaniv Yedid-Levi, 2016. "Code and data files for "Why does employment in all major sectors move together over the business cycle?"," Computer Codes 14-20, Review of Economic Dynamics.
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"A note on the cyclical behavior of sectoral employment in the U.S,"
Economic Analysis and Policy, Elsevier, vol. 50(C), pages 52-61.
- Hiranya Nath, 2016. "A Note on the Cyclical Behavior of Sectoral Employment in the U.S," Working Papers 1602, Sam Houston State University, Department of Economics and International Business.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013.
"On the informational role of term structure in the US monetary policy rule,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
See citations under working paper version above.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Working Papers 0919, Banco de España.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009. "On the informational role of term structure in the US monetary policy rule," UMUFAE Economics Working Papers 4699, DIGITUM. Universidad de Murcia.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2010. "On the Informational Role of Term Structure in the U.S. Monetary Policy Rule," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Cassou, Steven P. & Scott, C. Patrick & Vázquez, Jesús, 2012.
"Optimal monetary policy with asymmetric preferences for output,"
Economics Letters, Elsevier, vol. 117(3), pages 654-656.
See citations under working paper version above.
- Cassou, Steven P. & Scott, Patrick & Vázquez Pérez, Jesús, 2012. "Optimal Monetary Policy with Asymmetric Preferences for Output," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan M., 2012.
"The Effect of Data Revisions on the Basic New Keynesian Model,"
International Review of Economics & Finance, Elsevier, vol. 24(C), pages 235-249.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2012. "The Effect of Data Revisions on the Basic New Keynesian Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
- Casares, Miguel & Vázquez Pérez, Jesús, 2012.
"Data Revisions in the Estimation of DSGE Models,"
DFAEII Working Papers
1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Miguel Casares & Jesús Vázquez, 2011. "Data Revisions in the Estimation of DSGE models," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1104, Departamento de Economía - Universidad Pública de Navarra.
- Casares, Miguel & Vázquez, Jesús, 2016. "Data Revisions In The Estimation Of Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021.
"Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation,"
Cardiff Economics Working Papers
E2021/35, Cardiff University, Cardiff Business School, Economics Section.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023. "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, vol. 118(C).
- Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
- Jenyu Chou & Yifei Cao & Patrick Minford, 2023.
"Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 530-542, April.
- Chou, Jenyu & Cao, Yifei & Minford, Patrick, 2022. "Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework," Cardiff Economics Working Papers E2022/2, Cardiff University, Cardiff Business School, Economics Section.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012.
"Wage stickiness and unemployment fluctuations: an alternative approach,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 395-422, September.
See citations under working paper version above.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers 04/09, School of Economics and Business Administration, University of Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0902, Departamento de Economía - Universidad Pública de Navarra.
- Jesús Vázquez, 2009.
"Does the term spread play a role in the fed funds rate reaction function? An empirical investigation,"
Empirical Economics, Springer, vol. 36(1), pages 175-199, February.
Cited by:
- Nkwoma John Inekwe, 2016. "Financial uncertainty, risk aversion and monetary policy," Empirical Economics, Springer, vol. 51(3), pages 939-961, November.
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"Risk and Policy Shocks on the US Term Structure,"
University of Regensburg Working Papers in Business, Economics and Management Information Systems
438, University of Regensburg, Department of Economics.
- Enzo Weber & Jürgen Wolters, 2013. "Risk and Policy Shocks on the US Term Structure," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(1), pages 101-119, February.
- Ramón María-Dolores & Jesús Vázquez, 2008.
"Term structure and the estimated monetary policy rule in the Eurozone,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
See citations under working paper version above.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ramón María-Dolores & Jesús Vázquez, 2008. "Term structure and the estimated monetary policy rule in the eurozone," Working Papers 0827, Banco de España.
- Maria-Dolores, Ramón & Vázquez, Jesús, 2008.
"The new Keynesian monetary model: Does it show the comovement between GDP and inflation in the U.S.?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1466-1488, May.
Cited by:
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2009.
"Employment comovements at the sectoral level over the business cycle,"
DFAEII Working Papers
1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Steven Cassou & Jesús Vázquez, 2014. "Employment comovements at the sectoral level over the business cycle," Empirical Economics, Springer, vol. 46(4), pages 1301-1323, June.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2009.
"Employment comovements at the sectoral level over the business cycle,"
DFAEII Working Papers
1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- María-Dolores Ramón & Vázquez Jesús, 2006.
"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, De Gruyter, vol. 6(2), pages 1-51, September.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2005. "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
Cited by:
- Lee, Jim, 2009. "Evaluating monetary policy of the euro area with cross-country heterogeneity: Evidence from a New Keynesian model," Economic Systems, Elsevier, vol. 33(4), pages 325-343, December.
- Bernd Hayo & Britta Niehof, 2014.
"Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model,"
MAGKS Papers on Economics
201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Niehof, Britta & Hayo, Bernd, 2014. "Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100410, Verein für Socialpolitik / German Economic Association.
- Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Pau Rabanal & Juan Rubio-Ramírez, 2008.
"Comparing new Keynesian models in the Euro area: a Bayesian approach,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(1), pages 23-40, March.
- Pau Rabanal & Juan F. Rubio-Ramirez, 2003. "Comparing New Keynesian models in the Euro area: a Bayesian approach," FRB Atlanta Working Paper 2003-30, Federal Reserve Bank of Atlanta.
- Sergio Da Silva & Roberto Meurer & Thiago Veloso, 2008. "Optimal control theory for inflation targeting," Economics Bulletin, AccessEcon, vol. 3(24), pages 1-14.
- María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M., 2009.
"On the informational role of term structure in the US monetary policy rule,"
UMUFAE Economics Working Papers
4699, DIGITUM. Universidad de Murcia.
- Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Working Papers 0919, Banco de España.
- Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013. "On the informational role of term structure in the US monetary policy rule," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1852-1871.
- Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel, 2010. "On the Informational Role of Term Structure in the U.S. Monetary Policy Rule," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- María-José Gutiérrez & Jesús Vázquez, 2004.
"Explosive Hyperinflation, Inflation-Tax Curve, and Modeling the Use of Money,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 160(2), pages 311-326, June.
Cited by:
- Pekarski, Sergey, 2011.
"Budget deficits and inflation feedback,"
Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 1-11, February.
- PEKARSKI, Sergei, 2008. "Budget deficits and inflation feedback," LIDAM Discussion Papers CORE 2008054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Alexandre Sokic, 2007.
"Monetary hyperinflations, speculative hyperinflations and modelling the use of money,"
Working Papers of BETA
2007-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Alexandre Sokic, 2008. "Monetary Hyperinflations, Speculative Hyperinflations and Modeling the Use of Money," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 51-70, August.
- Alexandre Sokic, 2012.
"The Monetary Analysis of Hyperinflation and the Appropriate Specification of the Demand for Money,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 142-160, May.
- Sokic Alexandre, 2012. "The Monetary Analysis of Hyperinflation and the Appropriate Specification of the Demand for Money," German Economic Review, De Gruyter, vol. 13(2), pages 142-160, May.
- Sokic, Alexandre, 2010. "The monetary analysis of hyperinflation and the appropriate specification of the demand for money," MPRA Paper 21503, University Library of Munich, Germany.
- Alexandre Sokic, 2008. "Modelling the transaction role of money and the essentiality of money in a hyperinflation context," Working Papers of BETA 2008-12, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Alexandre Sokic, 2007. "Monetary hyperinflations and money essentiality," Working Papers of BETA 2007-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Óscar J. Arce, 2006.
"Speculative hyperinflations: when can we rule them out?,"
Working Papers
0607, Banco de España.
- Oscar J. Arce, 2006. "Speculative Hyperinflations: When Can We Rule Them Out?," Computing in Economics and Finance 2006 376, Society for Computational Economics.
- Alexandre Sokic, 2010. "Modelling the Transaction Role of Money and the Essentiality of Money in an Explosive Hyperinflation Context," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(3), pages 387-396, September.
- Pekarski, Sergey, 2011.
"Budget deficits and inflation feedback,"
Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 1-11, February.
- Vázquez Jesús, 2004.
"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, vol. 8(1), pages 1-41, March.
See citations under working paper version above.
- Jesús Vázquez, 2004. "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 E2004/11, Centro de Estudios Andaluces.
- Gutierrez, Maria-Jose & Vazquez, Jesus, 2004.
"Switching equilibria: the present value model for stock prices revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2297-2325, October.
Cited by:
- Londoño Yarce, Juan Miguel & Regúlez Castillo, Marta & Vázquez Pérez, Jesús, 2014. "An Alternative View of the US Price-Dividend Ratio Dynamics," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ramón María-Dolores & Jesús Vázquez, 2008.
"Term structure and the estimated monetary policy rule in the Eurozone,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ramón María-Dolores & Jesús Vázquez, 2008. "Term structure and the estimated monetary policy rule in the eurozone," Working Papers 0827, Banco de España.
- Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015.
"Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-50.
- Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015. "Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically," Economics Discussion Papers 2015-38, Kiel Institute for the World Economy (IfW Kiel).
- Ramón Maria-Dolores & Jesus Vazquez, 2006. "The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules," Computing in Economics and Finance 2006 6, Society for Computational Economics.
- Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús, 2015. "An alternative view of the US price–dividend ratio dynamics," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 291-307.
- María-Dolores Ramón & Vázquez Jesús, 2006.
"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, De Gruyter, vol. 6(2), pages 1-51, September.
- María-Dolores, Ramón & Vázquez Pérez, Jesús, 2005. "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Vázquez Pérez, Jesús, 2006. "The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004.
"Cyclical features of the Uzawa-Lucas endogenous growth model,"
Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
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- Tamas Csabafi & Michal Kejak & Max Gillman & Jing Dang & Szilard Benk, 2017.
"Tuning in RBC Growth Spectra,"
2017 Meeting Papers
575, Society for Economic Dynamics.
- Szilard Benk & Tamas Csaba fi & Jing Dang & Max Gillman & Michal Kejak, 2017. "Tuning in RBC Growth Spectra," EcoMod2017 10388, EcoMod.
- Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
- Orlando Gomes, 2008.
"Decentralized Allocation of Human Capital and Nonlinear Growth,"
Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 45-75, February.
- Gomes, Orlando, 2007. "Decentralized allocation of human capital and nonlinear growth," MPRA Paper 2882, University Library of Munich, Germany.
- Tamas Csabafi & Michal Kejak & Max Gillman & Jing Dang & Szilard Benk, 2017.
"Tuning in RBC Growth Spectra,"
2017 Meeting Papers
575, Society for Economic Dynamics.
- Jesus Vazquez, 2002.
"The co-movement between output and prices in the EU15 countries: an empirical investigation,"
Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 957-966.
Cited by:
- den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7,"
European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
- Den Haan, Wouter & Sumner, Steven, 2001. "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers 2801, C.E.P.R. Discussion Papers.
- Wouter J. Den Haan & Steven Sumner, 2001. "The Comovements between Real Activity and Prices in the G7," NBER Working Papers 8195, National Bureau of Economic Research, Inc.
- Bob McNabb & Karl Taylor, 2002.
"Business Cycles and the Role of Confidence: Evidence from Europe,"
Discussion Papers in Economics
02/3, Division of Economics, School of Business, University of Leicester.
- Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, April.
- Bryce Kanago, 2023. "The Comovement Between Forecast Errors for Real GDP and Its Deflator in Six OECD Countries: Did Supply Shocks Become Less Dominant During the Great Moderation?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 149-169, September.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021.
"The Relationship between Prices and Output in the UK and the US,"
CESifo Working Paper Series
8970, CESifo.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022. "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, vol. 2(6), pages 1-13, June.
- den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7,"
European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
- Ilaski Barañano & Amaia Iza & Jesús Vázquez, 2002.
"A comparison between the log-linear and the parameterized expectations methods,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 4(1), pages 41-60.
Cited by:
- Alfonso Novales & Javier J. Pérez, 2002.
"Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/15, Centro de Estudios Andaluces.
- Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer;Society for Computational Economics, vol. 23(4), pages 343-377, June.
- Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Cyclical Features of Uzawa-Lucas Endogenous Growth Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
- Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
- Alfonso Novales & Javier J. Pérez, 2002.
"Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/15, Centro de Estudios Andaluces.
- Jesus Vazquez, 2002.
"Does the Lucas critique apply during hyperinflation?: empirical evidence from four hyperinflationary episodes,"
Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1389-1397.
Cited by:
- Jesús Vázquez, 2004.
"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
E2004/11, Centro de Estudios Andaluces.
- Vázquez Jesús, 2004. "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, vol. 8(1), pages 1-41, March.
- Jesús Vázquez, 2004.
"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
E2004/11, Centro de Estudios Andaluces.
- Vazquez, Jesus, 1998.
"How high can inflation get during hyperinflation? A transaction cost demand for money approach,"
European Journal of Political Economy, Elsevier, vol. 14(3), pages 433-451, August.
Cited by:
- Gutiérrez Huerta, María José & Vázquez Pérez, Jesús, 2002. "Explosive Hyperinflation, Inflation Tax Laffer Curve and Modelling the use of Money," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Alexandre Sokic, 2007.
"Monetary hyperinflations, speculative hyperinflations and modelling the use of money,"
Working Papers of BETA
2007-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Alexandre Sokic, 2008. "Monetary Hyperinflations, Speculative Hyperinflations and Modeling the Use of Money," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 51-70, August.
- Alexandre Sokic, 2012.
"The Monetary Analysis of Hyperinflation and the Appropriate Specification of the Demand for Money,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 142-160, May.
- Sokic Alexandre, 2012. "The Monetary Analysis of Hyperinflation and the Appropriate Specification of the Demand for Money," German Economic Review, De Gruyter, vol. 13(2), pages 142-160, May.
- Sokic, Alexandre, 2010. "The monetary analysis of hyperinflation and the appropriate specification of the demand for money," MPRA Paper 21503, University Library of Munich, Germany.
- Alexandre Sokic, 2008. "Modelling the transaction role of money and the essentiality of money in a hyperinflation context," Working Papers of BETA 2008-12, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Wojciech W. Charemza & Yuriy Kharin & Vladislav Maevskiy, 2014.
"Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 205-232,
Springer.
- Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012. "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics 12/22, Division of Economics, School of Business, University of Leicester.
- Alexandre Sokic, 2007. "Monetary hyperinflations and money essentiality," Working Papers of BETA 2007-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Alexandre Sokic, 2008. "Theoretical support for a new class of demand for real cash balances in explosive hyperinflations," Working Papers of BETA 2008-13, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Gardeazabal, Javier & Regulez, Marta & Vazquez, Jesus, 1997.
"Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(2), pages 389-404, May.
Cited by:
- Hans Dewachter & Dirk Veestraeten, 1999.
"Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target,"
Working Papers of Department of Economics, Leuven
ces9902, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Loría, Eduardo & Sánchez, Armando & Salgado, Uberto, 2010. "New evidence on the monetary approach of exchange rate determination in Mexico 1994-2007: A cointegrated SVAR model," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 540-554, April.
- Kalok Chan & Yiuman Tse & Michael Williams, 2011. "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets," NBER Chapters, in: Commodity Prices and Markets, pages 47-71, National Bureau of Economic Research, Inc.
- Yiuman Tse, 2010. "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets," Working Papers 0005, College of Business, University of Texas at San Antonio.
- Jesus Vazquez, 2002. "Does the Lucas critique apply during hyperinflation?: empirical evidence from four hyperinflationary episodes," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1389-1397.
- Jesús Vazquez, 1995. "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, Fundación SEPI, vol. 19(2), pages 269-289, May.
- Leonardo Bartolini & Lorenzo Giorgianni, 2000.
"Excess volatility of exchange rates with unobservable fundamentals,"
Staff Reports
103, Federal Reserve Bank of New York.
- Leonardo Bartolini & Lorenzo Giorgianni, 2001. "Excess Volatility of Exchange Rates with Unobservable Fundamentals," Review of International Economics, Wiley Blackwell, vol. 9(3), pages 518-530, August.
- Hans Dewachter & Dirk Veestraeten, 1999.
"Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target,"
Working Papers of Department of Economics, Leuven
ces9902, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (12) 2004-07-26 2006-07-15 2009-01-17 2009-09-19 2009-09-19 2009-09-19 2010-11-27 2012-08-23 2013-01-07 2015-05-02 2016-11-06 2018-03-19. Author is listed
- NEP-CBA: Central Banking (8) 2006-07-15 2009-01-17 2009-09-19 2009-09-19 2009-09-19 2009-09-26 2010-11-27 2011-12-19. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2011-12-19 2013-01-07 2015-05-02 2018-03-19
- NEP-LAB: Labour Economics (4) 2009-09-26 2010-11-27 2012-08-23 2016-11-06
- NEP-MON: Monetary Economics (4) 2006-07-15 2009-01-17 2009-09-19 2009-09-19
- NEP-EEC: European Economics (2) 2009-01-17 2016-11-06
- NEP-FOR: Forecasting (1) 2018-03-19
- NEP-HPE: History and Philosophy of Economics (1) 2009-09-26
- NEP-IFN: International Finance (1) 2004-05-02
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