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Details about Jesus Fernandez-Villaverde

E-mail:
Homepage:http://www.econ.upenn.edu/~jesusfv
Phone:1-215-8981504
Postal address:Department of Economics, University of Pennsylvania 160 McNeil Building 3718 Locust Walk Philaldelphia, PA 19104
Workplace:Department of Economics, University of Pennsylvania, (more information at EDIRC)

Access statistics for papers by Jesus Fernandez-Villaverde.

Last updated 2009-09-17. Update your information in the RePEc Author Service.

Short-id: pfe14


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Working Papers

2009

  1. Computing DSGE Models with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations
  2. MEDEA: A DSGE Model for the Spanish Economy
    Working Papers, FEDEA Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads
  3. Risk Matters: The Real Effects of Volatility Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads
  4. The Econometrics of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads

2007

  1. How Structural Are Structural Parameters?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Levine's Bibliography, UCLA Department of Economics (2007) Downloads View citations

    See also Chapter (2007)

2006

  1. A Generalization of the Endogenous Grid Method
    Levine's Bibliography, UCLA Department of Economics Downloads View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  2. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics Downloads View citations
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) Downloads View citations
    Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations

    See also Journal Article in American Economic Review (2007)
  3. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics Downloads
    See also Journal Article in Journal of the European Economic Association (2006)
  4. Estimating Macroeconomic Models: A Likelihood Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations
    Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations

    See also Journal Article in Review of Economic Studies (2007)

2005

  1. Borrowing Constraints, Durables, and the Business Cycle
    2005 Meeting Papers, Society for Economic Dynamics View citations
  2. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) Downloads View citations

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  3. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) Downloads View citations
    Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations

    See also Journal Article in Econometrica (2006)
  4. Evaluating Labor Market Reforms: A General Equilibrium Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2004) Downloads View citations
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) Downloads View citations
    Economics Working Papers, Universidad Carlos III, Departamento de Economía (2004) Downloads View citations
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) Downloads View citations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) Downloads View citations

2004

  1. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?
    2004 Meeting Papers, Society for Economic Dynamics View citations
  2. Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations
    Also in Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002) Downloads View citations
    Levine's Bibliography, UCLA Department of Economics (2003) Downloads View citations
  3. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations
  4. Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations

    See also Journal Article in Journal of Applied Econometrics (2005)
  5. Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations
  6. On the solution of the growth model with investment-specific technological change
    Working Paper, Federal Reserve Bank of Atlanta Downloads

2003

  1. Can We Really Observe Hyperbolic Discounting
    Levine's Working Paper Archive, David K. Levine Downloads View citations
    Also in NajEcon Working Paper Reviews, www.najecon.org (2002) Downloads View citations
  2. Comparing Dynamic Equilibrium Economies to Data
    Levine's Bibliography, UCLA Department of Economics Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2001) Downloads View citations
  3. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics
  4. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
  5. 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 Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations

2002

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

Journal Articles

2009

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

2008

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

2007

  1. A generalization of the endogenous grid method
    Journal of Economic Dynamics and Control, 2007, 31, (8), 2698-2712 Downloads
    See also Working Paper (2006)
  2. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 Downloads View citations
    See also Working Paper (2006)
  3. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    The Review of Economics and Statistics, 2007, 89, (3), 552-565 Downloads View citations
    See also Working Paper (2002)
  4. Estimating Macroeconomic Models: A Likelihood Approach
    Review of Economic Studies, 2007, 74, (4), 1059-1087 Downloads View citations
    See also Working Paper (2006)

2006

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

2005

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

2004

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

Chapters

2007

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

Software Items

2003

  1. Chebyshev Polynomials
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Finite Elements Method
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations
  3. Linear and Log-Linear Approximation
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Perturbation (2nd and 5th order)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Value Function Iteration
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
 
Page updated 2009-11-25