Details about Jesus Fernandez-Villaverde

Access statistics for papers by Jesus Fernandez-Villaverde.

Last updated 2013-04-21. Update your information in the RePEc Author Service.

Short-id: pfe14

Working Papers

2013

1. Political Credit Cycles: The Case of the Euro Zone
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
2. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2013)

2012

3. Computing DSGE models with recursive preferences and stochastic volatility
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
   See also Journal Article in Review of Economic Dynamics (2012)
4. Estimating Dynamic Equilibrium Models with Stochastic Volatility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012)
5. From Shame to Game in One Hundred Years: A Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization
   2012 Meeting Papers, Society for Economic Dynamics
   Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2011)
6. Nonlinear Adventures at the Zero Lower Bound
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (8)
   NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (4)
7. Supply-Side Policies and the Zero Lower Bound
   2012 Meeting Papers, Society for Economic Dynamics
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2011)
   NBER Working Papers, National Bureau of Economic Research, Inc (2011)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)

2011

8. Fiscal Volatility Shocks and Economic Activity
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (6)
   NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (10)
   Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (2)
9. From Shame to Game in One Hundred Years: The Rise in Premarital Sex and its Destigmitization
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
10. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics View citations (2)

2010

11. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (3)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (4)
12. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (15)
13. From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2010) View citations (2)
    Economie d'Avant Garde Research Reports, Economie d'Avant Garde (2010) View citations (8)
    2009 Meeting Papers, Society for Economic Dynamics (2009)
14. Macroeconomics and Volatility: Data, Models, and Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (3)
15. Reading the Recent Monetary History of the U.S., 1959-2007
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
16. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (19)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (36)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (3)
    See also Journal Article in American Economic Review (2011)
17. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
    Working Papers, Duke University, Department of Economics (2010)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
18. The Spanish Crisis from a Global Perspective
    Working Papers, FEDEA View citations (3)
19. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (3)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (3)
    See also Journal Article in Journal of Monetary Economics (2012)
20. Una Propuesta para el Seguimiento Puntual de la Coyuntura de la Economía de Madrid
    Economic Reports, FEDEA

2009

21. Computing DSGE Models with Recursive Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (1)
22. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (2)
23. MEDEA: A DSGE Model for the Spanish Economy
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (7)
    Also in Working Papers, FEDEA (2009) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (3)
    See also Journal Article in SERIEs (2010)
24. The Econometrics of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (6)
    See also Journal Article in SERIEs (2010)

2008

25. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (1)

2007

26. How Structural Are Structural Parameters?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (48)
    Also in Levine's Bibliography, UCLA Department of Economics (2007) View citations (12)
    See also Chapter (2008)

2006

27. A Generalization of the Endogenous Grid Method
    Levine's Bibliography, UCLA Department of Economics View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
28. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics View citations (11)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations (15)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (12)
    Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (17)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (21)
    See also Journal Article in American Economic Review (2007)
29. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics
    See also Journal Article in Journal of the European Economic Association (2006)
30. Estimating Macroeconomic Models: A Likelihood Approach
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (40)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (10)
    Levine's Bibliography, UCLA Department of Economics (2006) View citations (14)

2005

31. Borrowing Constraints, Durables, and the Business Cycle
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
32. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics View citations (4)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (20)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations (37)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)
33. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations (10)
    Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (1)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
    See also Journal Article in Econometrica (2006)
34. Evaluating Labor Market Reforms: A General Equilibrium Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2004) View citations (8)
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) View citations (12)
    Economics Working Papers, Universidad Carlos III, Departamento de Economía (2004) View citations (24)
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) View citations (11)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (17)

2004

35. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?
    2004 Meeting Papers, Society for Economic Dynamics View citations (64)
    See also Journal Article in Macroeconomic Dynamics (2011)
36. Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
    2004 Meeting Papers, Society for Economic Dynamics View citations (19)
    Also in Levine's Working Paper Archive, David K. Levine (2003) View citations (4)
    Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002)
37. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
38. Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (10)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (9)
    See also Journal Article in Journal of Applied Econometrics (2005)
39. Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (20)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (19)
40. On the solution of the growth model with investment-specific technological change
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Applied Economics Letters (2007)

2003

41. Can We Really Observe Hyperbolic Discounting
    Levine's Working Paper Archive, David K. Levine View citations (5)
    Also in NajEcon Working Paper Reviews, www.najecon.org (2002) View citations (4)
    Levine's Working Paper Archive, David K. Levine (2002) View citations (2)
42. Comparing Dynamic Equilibrium Economies to Data
    Levine's Working Paper Archive, David K. Levine View citations (8)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2001) View citations (14)
43. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
44. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
45. Some Results on the Solution of the Neoclassical Growth Model
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (4)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (2)

2002

46. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in The Review of Economics and Statistics (2007)

Journal Articles

2012

1. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
   Review of Economic Dynamics, 2012, 15, (2), 188-206 View citations (5)
   See also Working Paper (2012)
   Software Item (2011)
2. The term structure of interest rates in a DSGE model with recursive preferences
   Journal of Monetary Economics, 2012, 59, (7), 634-648
   See also Working Paper (2010)

2011

3. CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?
   Macroeconomic Dynamics, 2011, 15, (05), 725-770 View citations (5)
   See also Working Paper (2004)
4. Risk Matters: The Real Effects of Volatility Shocks
   American Economic Review, 2011, 101, (6), 2530-61 View citations (5)
   See also Working Paper (2010)
5. Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
   Journal of Economic Dynamics and Control, 2011, 35, (3), 386-393 View citations (2)
   See also Working Paper (2010)

2010

6. Fiscal Policy in a Model with Financial Frictions
   American Economic Review, 2010, 100, (2), 35-40
7. MEDEA: a DSGE model for the Spanish economy
   SERIEs, 2010, 1, (1), 175-243 View citations (8)
   See also Working Paper (2009)
8. Reading the recent monetary history of the United States, 1959-2007
   Review, 2010, (May), 311-338
9. The econometrics of DSGE models
   SERIEs, 2010, 1, (1), 3-49 View citations (5)
   See also Working Paper (2009)

2009

10. Two Books on the New Macroeconometrics
    Econometric Reviews, 2009, 28, (4), 376-387

2008

11. Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works
    Journal of Economic Literature, 2008, 46, (3), 685-703

2007

12. A generalization of the endogenous grid method
    Journal of Economic Dynamics and Control, 2007, 31, (8), 2698-2712 View citations (6)
    See also Working Paper (2006)
13. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (48)
    See also Working Paper (2006)
14. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    The Review of Economics and Statistics, 2007, 89, (3), 552-565 View citations (32)
    See also Working Paper (2002)
15. On the solution of the growth model with investment-specific technological change
    Applied Economics Letters, 2007, 14, (8), 549-553
    See also Working Paper (2004)

2006

16. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (54)
    See also Working Paper (2005)
17. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 View citations (30)
    See also Working Paper (2005)
18. Economic and VAR Shocks: What Can Go Wrong?
    Journal of the European Economic Association, 2006, 4, (2-3), 466-474 View citations (2)
    See also Working Paper (2006)
19. Solving DSGE models with perturbation methods and a change of variables
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2509-2531 View citations (13)
20. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) View citations (1)

2005

21. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 View citations (40)
    See also Working Paper (2004)

2004

22. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 View citations (110)

Chapters

2008

1. How Structural Are Structural Parameters?
   A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 83-137 View citations (7)
   See also Working Paper (2007)

Software Items

2011

1. Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2012)
2. Example code for perturbation method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Example code for projection method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2003

4. Chebyshev Polynomials
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Finite Elements Method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (2)
6. Linear and Log-Linear Approximation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
7. Perturbation (2nd and 5th order)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
8. Value Function Iteration
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles