Details about Juan F Rubio-Ramirez

Access statistics for papers by Juan F Rubio-Ramirez.

Last updated 2009-08-04. Update your information in the RePEc Author Service.

Short-id: pru25

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)

2008

4. Structural vector autoregressions: theory of identification and algorithms for inference
   Working Paper, Federal Reserve Bank of Atlanta

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,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)
7. 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)
8. 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)
9. Markov-Switching Structural Vector Autoregressions: Theory and Application
   Computing in Economics and Finance 2006, Society for Computational Economics View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2005) View citations
10. The Macroeconomics of Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

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
    Working Paper, Federal Reserve Bank of Atlanta (2004) View citations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations
    See also Journal Article in Econometrica (2006)
13. Fiscal policy and minimum wage for redistribution: an equivalence result
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Economics Bulletin (2008)

2004

14. Effects of monetary policy regime changes in the Euro Economy
    2004 Meeting Papers, Society for Economic Dynamics
15. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations
16. 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)
17. 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
18. 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)
19. Optimal Minimum Wage
    2004 Meeting Papers, Society for Economic Dynamics
20. Optimal Minimum Wage in a Competitive Economy
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations

2003

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 New Keynesian models in the Euro area: a Bayesian approach
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Spanish Economic Review (2008)
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
25. Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model
    Working Paper, Federal Reserve Bank of Atlanta

2002

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

2001

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

Journal Articles

2009

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

2008

2. Comparing new Keynesian models in the Euro area: a Bayesian approach
   Spanish Economic Review, 2008, 10, (1), 23-40 View citations
   See also Working Paper (2003)
3. Fiscal policy and minimum wage for redistribution: an equivalence result
   Economics Bulletin, 2008, 5, (11), 1-8
   See also Working Paper (2005)

2007

4. ABCs (and Ds) of Understanding VARs
   American Economic Review, 2007, 97, (3), 1021-1026 View citations
   See also Working Paper (2006)
5. Estimating Macroeconomic Models: A Likelihood Approach
   Review of Economic Studies, 2007, 74, (4), 1059-1087 View citations
   See also Working Paper (2006)
6. 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)
7. Optimal minimum wage in a competitive economy: An alternative modelling approach
   Economic Modelling, 2007, 24, (5), 778-796 View citations

2006

8. 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)
9. Convergence Properties of the Likelihood of Computed Dynamic Models
   Econometrica, 2006, 74, (1), 93-119 View citations
   See also Working Paper (2005)
10. 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)
11. Solving DSGE models with perturbation methods and a change of variables
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2509-2531 View citations
12. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1)

2005

13. 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. Comparing New Keynesian models of the business cycle: A Bayesian approach
    Journal of Monetary Economics, 2005, 52, (6), 1151-1166 View citations
15. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 View citations
    See also Working Paper (2004)
16. Smoothing the shocks of a dynamic stochastic general equilibrium model
    Economic Review, 2005, (Q 2), 35-47

2004

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

2003

18. Inflation persistence: how much can we explain?
    Economic Review, 2003, (Q2), 43-55 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. Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Perturbation (2nd and 5th order)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Value Function Iteration
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles