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[Contact Information][Actual
Positions] [Education]
[Academic Positions] [Publications][Work
in progress] [Teaching] [Research Projects][Professional
Activities] [Doctoral Supervision] [Member of
Ph.D. Committees] [Fellowships and Honors]
Jesús Vázquez

Contact Information
Universidad del País Vasco
Departamento de Fundamentos
del Análisis Económico II (DFAE II)
Avenida Lehendakari
Aguirre, 83
48015 Bilbao (Spain)
Tlfn: +34 94 601 37
79 Fax: +34
94 601 71 23
E-mail: jesus.vazquez@ehu.es Home Page: www.ehu.es/jesusvazquez
Actual Position
- Full
Professor. Department of Economics. Universidad del País Vasco. Since
March 2009.
Education
- Ph D in
Economics. State University of New York at Stony Brook, 1992.
(Advisor: Steven P. Cassou)
- M. A.
in Economics. State University of New York at Stony Brook, 1989.
- M. A. in Public Economics, Instituto de Economía Pública, Universidad
del País Vasco, 1987.
- B. A. in Economics.
Universidad del País Vasco, 1984.
Academic and Research
Positions Held
- Associate
Professor. Department of Economics. Universidad del País Vasco. 1994-2009.
- Visiting
Scholar. Department of Economics. University
of California, San Diego. January-August 1999.
- Assistant
Professor. Department of Economics. Universidad del País Vasco. 1992-1994.
- Visiting
Scholar. Department of Economics. University
of Warwick, UK.
July 1994.
- Research Associate
Professor. Instituto de Economía Pública. 1993-1995.
- Visiting
Professor. Department of Economics. Universidad Pública de Navarra. February-June
1993.
- Teaching
Assistant. State University
of New York at Stony
Brook, 1989-1990.
- Graduate
Student. State University
of New York at Stony
Brook, 1987-1992.
Publications
(Articles)
- "Does
the Term Spread Play a Role in the Fed Funds Rate Reaction Function? An
Empirical Investigation" (2009). Empirical Economics 36,
175-199.
- "The
New Keynesian Monetary Model: Does It Show the Comovement
between Output and Inflation in the U.S.?" (2008), joint with
Ramón María-Dolores. Journal of Economic
Dynamics and Control 32,
1466-1488.
- "Term
Structure and the Estimated Monetary Policy Rule in the Eurozone” (2008), joint with Ramón María-Dolores. Spanish
Economic Review 10,
251-277.
- "The Comovement
between Monetary and Fiscal Policy Instruments during the Post-War period
in the U.S.,"
(2008) International Review of Economics and Finance 17,
412-424.
- "The Importance of Stock Market Returns in
Estimated Monetary Policy Rules: A Structural Approach," (2007) Moneda y Crédito 224, 197-226.
- "How Does the New Keynesian Monetary
Model Fit in the U.S.
and the Eurozone? An Indirect Inference
Approach," (2006) B.E. Topics in Macroeconomics 6 (2),
Article 9. http://www.bepress.com/bejm/topics/vol6/iss2/art9
- "Switching
Equilibria. The Present Value Model for Stock
Prices Revisited'' (2004), joint with María-José
Gutiérrez. Journal of Economic Dynamics
and Control 28, 2297-2325.
- “Explosive
Hyperinflation, Inflation Tax Laffer Curve and
Modelling the Use of Money” (2004), joint with María-José
Gutiérrez. Journal of Institutional and
Theoretical Economics 160, 311-326.
- "Switching
Regimes in the Term Structure of Interest Rates: A Case for the Lucas
Proof Equilibrium? (2004). Studies
in Nonlinear Dynamics and Econometrics 8 (1), Article 5. http://www.bepress.com/snde/vol8/iss1/art5
- “Cyclical Features of the Uzawa-Lucas Endogenous Growth” (2004), joint
with Sergio I. Restrepo-Ochoa. Economic
Modelling 21, 285-322.
- "The
Comovement between Output and Prices in the EU15
Countries: An empirical investigation'' (2002) Applied Economics
Letters 9, 957-966.
- "Present
Value Models with Feedback: Dynamic Properties of Alternative RE Equilibria'' (2002), joint with María-José
Gutiérrez. Annales D'Economie
et de Statistique 67/68, 131-154.
- "Does
the Lucas Critique Apply during Hyperinflation? Empirical Evidence from
four Hyperinflationary Episodes'' (2002) Applied Economics
34 (11), 1389-1397.
- "A
Comparison between the Log-Linear and the Parameterized Expectations
Methods'' (2002) joint with Ilaski Barañano and Amaia Iza. Spanish Economic Review 4 (1),
41-60.
- "A Simple Model of Recurrent Hyperinflation'' (1998) Revista Española de
Economía 15 (3), 1-23.
- "How
High Can Inflation Get during Hyperinflation? A transaction costs demand
for money approach'' (1998) European Journal of Political Economy 14,
433-451.
- "Testing
the Canonical Model of Exchange Rates with Unobservable Fundamentals''
(1997), joint with Javier Gardeazabal and Marta Regúlez. International Economic Review
38 (2), 389-404.
- "On
Intrinsic Bubbles in the Discrete Time Version of Target Zone Models''
(1995) Revista Española de Economía
12 (2), 273-302.
- "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'' (1995) Investigaciones
Económicas XIX (2), 269-289.
- "Estabilidad en el Empleo, Flexibilidad de
los Salarios Reales y Perturbaciones de Demanda y de Oferta en el Mercado
de Trabajo'' (1995), joint with
María-José Gutiérrez. Ekonomiaz
(Revista Vasca de Economía), 31-32, 292-309.
- "Was
the Money Demand during the German Hyperinflation Time Varying?'' (1994) Applied
Economics 26, 169-174.
Publications (Chapters in Collective Books)
- “Reglas de Política Monetaria No Lineales:
Evidencia para Algunos de los Nuevos Estados Miembros de la UE” (2006), joint with Ramón
María-Dolores. In J.L. Torres (ed.) Temas
Actuales de Economía, Instituto
de Análisis Económico y Empresarial de Andalucía: Málaga, pp. 35-57.
- “Exchange
Rate Dynamics: Where is the Saddle Path?" (2005), joint with Yin-Wong
Cheung and Javier Gardeazabal. In Y.K. Kwan
(ed.) Critical Issues in China's
Growth and Development, (Chapter 9) Ashgate
Publishing Limited: London,
pp. 201-206.
- "Cagan's
Hyperinflation Model" (2004). In J. Segura and C. Rodríguez-Braun
(eds.) An Eponymous Dictionary of Economics, Edward Elgar Publishing Limited:
Cheltenham (U.K.),
p. 36.
- "Los Co-movimientos entre Output e
Inflación en los Países del EU15 y Estados Unidos. Una Investigación
Empírica". In J. Aurioles and E. Manzanera (eds.) Cuestiones
Clave de la
Economía Española, Ediciones Pirámide (Grupo
Anaya S.A.), pp. 145-161.
- "Comment on La Política Monetaria
Europea y sus Posibles Repercusiones sobre la Economía Española,
by Jordi Galí.'' In Ramón Caminal (ed.) The
Euro and its Effects on the Spanish Economy, Fundación
BBV (1999), pp. 329-331.
Work
in progress
1. "Employment
Comovements at the Sectoral
Level over the Business Cycle" (2009), joint work with Steve Cassou (Kansas
State University).
2.
"Wage Stickiness and
Unemployment Fluctuations: An Alternative Approach" (2009), joint work with
Miguel Casares (Universidad Pública
de Navarra) and Antonio Moreno
(Universidad Pública de Navarra).
3.
"On the Informational Role of
Term Structure in the U.S. Monetary Policy Rule" (2009), joint work with
Ramón María-Dolores (Universidad de Murcia) and
Juan M. Londoño (UPV).
4.
"Extending the New Keynesian
Monetary Model with Information Revision Processes" (2009), joint work with
Ramón María-Dolores (Universidad de Murcia) and
Juan M. Londoño (UPV).
5.
"Unions and the Labor Market Cycle" (2009), joint work with Gonzalo Fernández-de-Córdoba (Universidad de Salamanca).
6.
"Another Look to the
Price-Dividend ratio: A Markov Switching Approach" (2009), joint work with
Juan M. Londoño and Marta Regúlez
(UPV).
Teaching Experience
- Graduate course in Monetary Markets. Universidad
del País Vasco. 2007-09.
- Graduate course in Macroeconomics and Finance.
Universidad Complutense de Madrid, 2008-2009.
- Graduate Course
in Macroeconomics. Universidad del País Vasco. 2002-2005.
- Graduate
Course in Advance Macroeconomics. Universidad del País Vasco. 1998.
- Monetary Analysis. Universidad del
País Vasco. 2006-2009.
- Intermediate Macroeconomics.
Universidad del País Vasco. 1995, 1998-2002 and 2007-2009.
- Intermediate Microeconomics.
Universidad del País Vasco. 2002.
- Advanced Macroeconomics.
Universidad del País Vasco. 1992-1998.
- Graduate
Course in Applied Macroeconomics. Universidad del País Vasco. 1994 and
1996.
- Graduate Course
in Macroeconomics. Universidad del País Vasco.
1993-1994.
- Advanced Macroeconomics.
Universidad Pública de Navarra. 1993.
- History
of Economic Thought. Universidad del País Vasco. 1992.
- Intermediate
Macroeconomics, teaching Asistant to Professor
Steven Cassou. State
University of New York at Stony Brook. 1990.
- Graduate
Macroeconomics, teaching assistant to Professor Bryce Hool.
State University
of New York
at Stony Brook. 1989.
- Intemediate Econometrics.
Universidad del País Vasco. 1986-87.
Professional
Activities
Member of the Assistant Committee of the ANEP (Spanish
Ministry of Education) (since January 2007)
Member of the Expert Committee of the ACADEMIA Program
of ANECA (since May 2008)
Associate Editor of Spanish Economic Review (2004-2006)
Member of the Expert Committee (Spanish Ministry of
Education) for Evaluating Research Projects in Economics
(2005-2006)
Invited Research Seminars
- Kansas State University
(2009)
- Universidad de Granada (2008)
- Universidad de Valencia (2008)
- Universidad Autónoma de Madrid (2007)
- FEDEA
(2005)
- Universidad de Navarra (2004)
- Universidad de Murcia (2003)
- IRES, University of Lovaina (2002)
- Universidad de Vigo (2001)
- Universidad Jaume I, Castellón (2001)
- Universidad de Valencia (2001)
- Universidad Complutense de Madrid (2000)
- University of California, San Diego (1999)
- Universidad de Vigo (1997)
- Universidad de Valladolid (1996)
- ESADE
(1995)
Conferences and Workshops with paper presentation
International
- North American Summer Meeting of the Econometric
Society, Boston University, (U.S.A.) 2009.
- North American Summer Meeting of the Econometric
Society, University of Minnesota, (U.S.A.) 2006.
- Theories and Methods in Macroeconomics
Conference, University of Toulouse (France) 2006.
- Econometric
Society World Conference, London (United Kingdom)
2005.
- European
Winter Meeting of the Econometric Society, Gerzensee
(Switzerland)
1995.
- Econometric
Society European Meeting (ESEM). Brussels
(Belgium) 1992, Uppsala (Sweden)
1993, Maastricht (The Netherlands) 1994, Berlin (Germany)
1998, Santiago de Compostela (Spain) 1999 and Venice
(Italy)
2002.
- European
Economic Association (EEA). Dublin (Ireland)
1992.
- Latin
American Meeting of the Econometric Society (LAMES). Rio de Janeiro (Brasil), 1996.
- XIII
International Conference on Computing in Economics and Finance. Montreal (Canada), 2007.
- X
International Conference on Computing in Economics and Finance. Amsterdam (The Netherlands), 2004.
- The
Econometric of Policy Evaluation Conference. University of Paris I
(France), 2000.
- Workshop
on Dynamic Macroeconomics, Universidad de Vigo
(Spain)
1998.
- International
Conference on Economic Theory: Growth and Business Cycles, Santiago de Compostela (Spain) 1996.
- BeMaD - Workshop on Dynamic
Macroeconomics, CentrA (Sevilla, Spain) 2003.
- Southern
European Association for Economic Theory (ASSET). Istanbul
(Turkey)
1995 and Marseille (France) 1997.
- International
Atlantic Economic Conference. Vienna (Austria),
1995.
National
(Spain)
- Simposio
de Moneda y Crédito, Fundación BSCH (Spain)
2006.
- Simposio de Análisis
Económico: Zaragoza (2008), Granada (2007), Murcia (2005), Pamplona
(2004), Sevilla (2003), Salamanca (2002), Alicante (2001) and Barcelona (1991-1998 and
2000).
- Jornadas de Macroeconomía
Dinámica. Madrid 1998, 2000 and Bilbao
2001.
- IV Jornadas sobre Estructura
Temporal de Tipos de Interés. Cuenca (2003).
- Encuentro Internacional sobre
el Euro, San Sebastián, 1998.
- Jornadas sobre las
Consecuencias Económicas del Euro, Valladolid 1998.
- Jornadas de Economía
Internacional. Murcia 1993 and Castellón 1995.
Meetings Organizer
- Member of the Program Committee for the
European Financial Association Meeting (2006, 2007, 2008).
- Member of the Program Committee for the Simposio de Análisis Económico (1995, 1996, 1997, 2007).
- Member of the Program Committee for the Encuentros de Economía Aplicada (2009).
- Member of the Program Committee for the Jornadas de Economía Internacional (2005, 2007).
- Member of the Program Committee for the Jornadas de Macroeconomía Dinámica (1998, 2000, 2001).
Refereeing
- International Economic Review (2004).
- Journal
of Money, Credit, and Banking (1997, 1999, 2003, 2004).
- Journal
of Economic Dynamics and Control (2002, 2003).
- Journal
of Macroeconomics (2008).
- Economic
Modelling (2002, 2007, 2008, 2009).
- Spanish
Economic Review (1998, 1999, 2000, 2001, 2003, 2004, 2005, 2006).
- Investigaciones Económicas (1995, 1999, 2001,
2004).
- International
Review of Economics and Finance (2008).
- Applied
Economics (1994,1995).
- Applied
Financial Economics (1995).
- European
Journal of Finance (2002).
- Research
in Economics (1998).
- European
Journal of Operation Research.
- Revista Española de Economía (1994, 1995).
- Revista de Economía Aplicada (1996, 1998,
2001,2004).
- Moneda y Crédito (2002, 2003).
- Central
European Journal of Operations Research (2008).
- Revista de Economía Financiera (2003).
- Agencia Nacional de Evaluación y Prospectiva
(2001, 2002, 2003, 2004).
- Fundación Banco Bilbao-Vizcaya-Argentaria
(2002).
Research
Projects
Head Researcher
- "Analysis
of the Effects of Two Types of Institutions in Dynamic Economies: Unions
and Monetary Policy". Spanish Department of Education and Science
Research Grant, SEJ2007-66592-C03-01/ECON, 2007-2010.
- Universidad
del País Vasco Established Research Group Grant,
UPV 9/UPV 00035.321-13511/2001, 2001-2006.
- "Present
Value Models with Feedback". Spanish Department of Science and
Technology Research Grant, CICYT 1393-12254/2000, 2001-2003.
- International
Economics: Alternative Approaches". Universidad del País Vasco Grant, 1996-1998.
Researcher Member
- "Stock
Markets and Real Economic Activity: Unobservable Fundamentals".
Spanish Department of Science and Technology Research Grant,
SEJ2004-04811/ECON. 2004-2007. Head Researcher: Marta Regúlez.
- "Studies
on European Macroeconomic Variables and Structural Policies". Fundación BBVA, 1/BBVA
00044.321-15466/2002. 2003-2005. Head Researcher:
Gonzalo Rubio.
- "Dynamic
Economics: Different Approaches". Spanish Ministry of Education Researh Grant, DGES, PB97-0620. 1998-1999. Head
Researcher: Cruz Angel Echevarría.
- "Business
Cycles Macroeconomics". Spanish Ministry of Education, DGICYT,
PS-950110. 1996-1998. Head Reseacher: Javier Gardeazabal.
- "Monetary
Policy in the CEE". Basque Goverment
Research Grant, GV PI-95/23. 1996. Head Researcher: Marta Regúlez.
- "Economic
Cycles: Different Approaches".Basque Goverment Research Grant, GV PI-9442. 1995. Head
Researcher: Gonzalo Rubio.
- "International
Economics and European Integration". Universidad del País Vasco Research
Grant, UPV 035.321-HA057/92. 1993-1994. Head Researcher: María Paz Espinosa.
- "International
Economics and European Integration". Universidad del País Vasco Research
Grant, UPV 035.321-HA086/93. 1994-1996. Head Researcher: María Paz Espinosa.
- "EMS Exchange Rate
Dynamics". Fundación Banco Bilbao Vizcaya
Grant. 1993.
- "Dynamics
in Macroeconomics". Spanish Ministry of Education Researh
Grant, DGICYT, PB92-0453. 1993-1995. Head Researcher: María
Carmen Gallastegui.
Doctoral Supervision
- Juan
Miguel Londoño Yarce “Essays
on Stock Market Fluctuations and the Business Cycle”. Joint
supervision with Marta Regúlez. Universidad
del País Vasco, 2009. European thesis doctorate.
- Sergio Iván Restrepo-Ochoa.
"Trend and Cyclical Analysis in Two Standard Growth Models".
Universidad del País Vasco, 2002.
- Ilaski Barañano.
"Business Cycles in Endogenous Growth Models". Joint supervision
with Amaia Iza.
Universidad del País Vasco, 1999.
Distinction for the best dissertation thesis in economics at the
Universidad del País Vasco for the 1998-1999
academic year.
Member of Ph.D.
Dissertation Committees
- “On
Endogenous Market Incompleteness, Cycles, and Growth” by Alexandre Dmitriev.
Supervised by Jordi Caballé.
Universidad
Autónoma de Barcelona, 2007.
- "Reducción de la Jornada Laboral
en el Mercado de Trabajo Español: Un Enfoque de Equilibrio General"
by Idoia Zabaleta Arregui. Supervised by Emilio Domínguez Irastorza and Miren Ullíbarri Arce, 2004.
- “Estudios sobre el Ciclo Económico y la Inflación en Países
de la OCDE”
by F. Israel Sancho Portero. Supervised by
Francisco Alcalá Agulló, 2004.
- "A
Theory of Target Zones" by Jesús Rodríguez López. Supervised
by Hugo Rodríguez Mendizábal.
Universidad Pablo
de Olavide, 2003.
- "Welfare
and Growth Effects of the Public Investment/Output Ratio" by Gustavo
A. Marrero Díaz. Supervised by Alfonso Novales. Universidad Autónoma de Barcelona, 2000.
- "Long-Run
and Short-Run Issues in Optimizing Monetary Models" by Miguel Casares-Polo. Supervised by Oscar Bajo-Rubio
and Bennett T. McCallum. Universidad Pública de Navarra, 2000.
- "Métodos Numéricos de Solución de Modelos
No-lineales Bajo Expectativas Racionales" by Javier J. Pérez-García. Supervised by Alfonso Novales. Universidad Complutense de
Madrid, 2000.
- "Ciclo y Dinámica Económica en Europa"
by Pedro J. Pérez-Vázquez. Supervised by Francisco J. Goerlich-Gisbert. Universidad de Valencia, 1999.
- "Essays
On Two-Sector Models of Endogenous Growth"
by Jaime Alonso-Carrera. Supervised by Jordi Caballé. Universidad Autónoma de
Barcelona, 1997.
- "Soluciones Equitativas para Problemas
Económicos de Distribución" by Iñigo Iturbe-Ormaetxe.
Supervised by Jorge Nieto-Vázquez. Universidad
del País Vasco, 1993.
- "Essays
On Two-Sector Models of Endogenous Growth"
by Jaime Alonso-Carrera. Supervised by Jordi Caballé. Universidad Autónoma de
Barcelona, 1997.
Research Evaluations
- Positive Research and Teaching Evaluation: Levels C1,C2, B1, B2 y
B3 by the Agencia de Evaluación de la Calidad y
Acreditación del Sistema Universitario Vasco (UNIQUAL).
- Positive
Evaluation of the Research Period 2003-2008 by the Ministry of Education (Spain),
2009.
- Positive
Evaluation of the Research Period 1997-2002 by the Ministry of Education (Spain),
2003.
- Positive
Evaluation of the Research Period 1989-1995 by the Ministry of Education (Spain),
1997.
Fellowships
and Honors
- Basque Government Fellowship (Spain),
2009.
- Department
of Education Fellowship (Spain),
1999.
- Department
of Education Fellowship (Spain),
1990-1992.
- Aninda Bose Memorial Award, State University
of New York
at Stony Brook, 1989.
- Peter
J. Kalman Memorial Fellowship, State University
of New York
at Stony Brook, 1989-1990.
- Bank of
Spain
Fellowship, 1987-1989.
- Institute of Public Economics Fellowship (Spain),
1985-1986.
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