Details about Juan F Rubio-Ramirez

Access statistics for papers by Juan F Rubio-Ramirez.

Last updated 2012-12-09. Update your information in the RePEc Author Service.

Short-id: pru25

Working Papers

2013

1. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
   NBER Working Papers, National Bureau of Economic Research, Inc

2012

2. Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
   IMF Working Papers, International Monetary Fund View citations (4)
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. 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)
6. 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

7. 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)
8. Solving the new Keynesian model in continuous time
   2011 Meeting Papers, Society for Economic Dynamics View citations (2)

2010

9. Cointegrated TFP Processes and International Business Cycles
   Working Papers, Duke University, Department of Economics View citations (1)
   Also in Working Paper, Federal Reserve Bank of Atlanta (2009) View citations (5)
   IMF Working Papers, International Monetary Fund (2009) View citations (10)
   See also Journal Article in Journal of Monetary Economics (2011)
10. 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)
11. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (15)
12. Investment - Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    IMF Working Papers, International Monetary Fund View citations (3)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2010) View citations (4)
    2010 Meeting Papers, Society for Economic Dynamics (2010)
    See also Journal Article in Review of Economic Dynamics (2011)
13. 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)
14. Perturbation Methods for Markov-Switching Models
    2010 Meeting Papers, Society for Economic Dynamics View citations (1)
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 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)

2009

19. 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)
20. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (2)
21. 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)

2008

22. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (1)
23. Structural vector autoregressions: theory of identification and algorithms for inference
    Working Paper, Federal Reserve Bank of Atlanta View citations (46)

2007

24. 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

25. 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)
26. 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)
27. 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)
28. Markov-Switching Structural Vector Autoregressions: Theory and Application
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (23)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (6)
29. Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
    See also Journal Article in Economic Modelling (2007)
30. The Macroeconomics of Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

31. 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)
32. 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)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
    Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (1)
    See also Journal Article in Econometrica (2006)
33. Fiscal policy and minimum wage for redistribution: an equivalence result
    Working Paper, Federal Reserve Bank of Atlanta View citations (1)

2004

34. Effects of monetary policy regime changes in the Euro Economy
    2004 Meeting Papers, Society for Economic Dynamics
35. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
36. 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)
37. 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)
38. 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)
39. Optimal Minimum Wage
    2004 Meeting Papers, Society for Economic Dynamics
40. Optimal minimum wage in a competitive economy
    Working Paper, Federal Reserve Bank of Atlanta View citations (2)

2003

41. 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)
42. Comparing New Keynesian models in the Euro area: a Bayesian approach
    Working Paper, Federal Reserve Bank of Atlanta View citations (15)
    See also Journal Article in Spanish Economic Review (2008)
43. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
44. 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)
45. Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model
    Working Paper, Federal Reserve Bank of Atlanta

2002

46. Redistribution and fiscal policy
    Working Paper, Federal Reserve Bank of Atlanta

2001

47. Nominal versus real wage rigidities: A Bayesian approach
    Working Paper, Federal Reserve Bank of Atlanta View citations (3)

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. Cointegrated TFP processes and international business cycles
   Journal of Monetary Economics, 2011, 58, (2), 156-171 View citations (1)
   See also Working Paper (2010)
4. Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment
   Review of Economic Dynamics, 2011, 14, (1), 136-155
   See also Working Paper (2010)
   Software Item (2010)
5. Risk Matters: The Real Effects of Volatility Shocks
   American Economic Review, 2011, 101, (6), 2530-61 View citations (5)
   See also Working Paper (2010)
6. 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

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

2009

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

2008

10. Comparing new Keynesian models in the Euro area: a Bayesian approach
    Spanish Economic Review, 2008, 10, (1), 23-40 View citations (6)
    See also Working Paper (2003)

2007

11. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (48)
    See also Working Paper (2006)
12. 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)
13. Optimal minimum wage in a competitive economy: An alternative modelling approach
    Economic Modelling, 2007, 24, (5), 778-796
    See also Working Paper (2006)

2006

14. 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)
15. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 View citations (30)
    See also Working Paper (2005)
16. 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)
17. 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)
18. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) View citations (1)

2005

19. AN AXIOM SYSTEM FOR A VALUE FOR GAMES IN PARTITION FUNCTION FORM
    International Game Theory Review (IGTR), 2005, 07, (01), 63-72 View citations (14)
20. Comparing New Keynesian models of the business cycle: A Bayesian approach
    Journal of Monetary Economics, 2005, 52, (6), 1151-1166 View citations (164)
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)
22. Smoothing the shocks of a dynamic stochastic general equilibrium model
    Economic Review, 2005, (Q 2), 35-47

2004

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

2003

24. Inflation persistence: how much can we explain?
    Economic Review, 2003, (Q2), 43-55 View citations (5)

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)

2010

2. Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2011)

2003

3. Chebyshev Polynomials
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Finite Elements Method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (2)
5. Linear and Log-Linear Approximation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
   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