Details about Jesus Fernandez-Villaverde

Access statistics for papers by Jesus Fernandez-Villaverde.

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

Short-id: pfe14

Working Papers

2009

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

2007

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

2006

6. A Generalization of the Endogenous Grid Method
   Levine's Bibliography, UCLA Department of Economics View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2007)
7. A,B,C's (and D's)'s for Understanding VARS
   Levine's Bibliography, UCLA Department of Economics View citations
   Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations
   Working Paper, Federal Reserve Bank of Atlanta (2005) View citations
   NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations
   See also Journal Article in American Economic Review (2007)
8. 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)
9. Estimating Macroeconomic Models: A Likelihood Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) View citations
   Levine's Bibliography, UCLA Department of Economics (2006) View citations
   See also Journal Article in Review of Economic Studies (2007)

2005

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

2004

14. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?
    2004 Meeting Papers, Society for Economic Dynamics View citations
15. Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
    2004 Meeting Papers, Society for Economic Dynamics View citations
    Also in Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002) View citations
    Levine's Bibliography, UCLA Department of Economics (2003) View citations
16. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations
17. 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
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
18. 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
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations
19. On the solution of the growth model with investment-specific technological change
    Working Paper, Federal Reserve Bank of Atlanta

2003

20. Can We Really Observe Hyperbolic Discounting
    Levine's Working Paper Archive, David K. Levine View citations
    Also in NajEcon Working Paper Reviews, www.najecon.org (2002) View citations
21. Comparing Dynamic Equilibrium Economies to Data
    Levine's Bibliography, UCLA Department of Economics View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2001) View citations
22. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics
23. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
24. 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
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) View citations

2002

25. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    NBER Working Papers, National Bureau of Economic Research, Inc 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

2008

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

2007

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

2006

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

2005

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

2004

13. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 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
2. Finite Elements Method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations
3. Linear and Log-Linear Approximation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Perturbation (2nd and 5th order)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Value Function Iteration
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles