Details about Juan F Rubio-Ramirez

E-mail:
Homepage:	https://sites.google.com/site/juanfrubioramirez/
Phone:	+ 1 404-727-6364
Postal address:	Emory University Department of Economics Rich Memorial Building, Room 306 Atlanta, Georgia 30322-2240
Workplace:	Department of Economics, Emory University, (more information at EDIRC) Research Division, Federal Reserve Bank of St. Louis, (more information at EDIRC)

Access statistics for papers by Juan F Rubio-Ramirez.

Last updated 2024-04-29. Update your information in the RePEc Author Service.

Short-id: pru25

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Working Papers

2024

1. Inference Based On Time-Varying SVARs Identified with Time Restrictions
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
2. Inference Based on Time-Varying SVARs Identified with Sign Restrictions
   Working Papers, Federal Reserve Bank of Philadelphia
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2024)

2023

3. Uniform Priors for Impulse Responses
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (1)

2022

4. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
   Working Papers, Federal Reserve Bank of Philadelphia
   See also Journal Article The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes, American Economic Journal: Macroeconomics, American Economic Association (2023) View citations (14) (2023)

2021

5. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
   CESifo Working Paper Series, CESifo View citations (3)
   Also in Working Papers, FEDEA (2021) View citations (3)
6. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
7. Dividend Momentum and Stock Return Predictability: A Bayesian Approach
   Working Papers, FEDEA
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021)
8. Estimating Hysteresis Effects
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (16)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021) View citations (16)
   Working Papers, FEDEA (2021) View citations (15)
9. Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
   Working Papers, Federal Reserve Bank of Philadelphia View citations (7)
   See also Journal Article Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models, Journal of Econometrics, Elsevier (2023) View citations (6) (2023)
10. Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021
    Studies on the Spanish Economy, FEDEA
    Also in Studies on the Spanish Economy, FEDEA (2020) View citations (1)
11. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
    NBER Working Papers, National Bureau of Economic Research, Inc

2020

12. Does the Liquidity Trap Exist?
    Working Papers, FEDEA View citations (4)
    Also in BIS Working Papers, Bank for International Settlements (2020) View citations (7)
    Working papers, Banque de France (2020) View citations (6)

2019

13. Macroeconomic Effects of Taxes on Banking
    Working Papers, BBVA Bank, Economic Research Department View citations (4)
    Also in Studies on the Spanish Economy, FEDEA (2019) View citations (1)
14. Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019
    Studies on the Spanish Economy, FEDEA

2018

15. Inference in Bayesian Proxy-SVARs
    Working Papers, FEDEA View citations (11)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018) View citations (5)
    Working Papers, Federal Reserve Bank of Philadelphia (2018) View citations (6)
    See also Journal Article Inference in Bayesian Proxy-SVARs, Journal of Econometrics, Elsevier (2021) View citations (39) (2021)
16. Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018
    Studies on the Spanish Economy, FEDEA
17. Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española
    (Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy)
    Working Papers, BBVA Bank, Economic Research Department View citations (2)

2017

18. Los Ingresos Públicos en España
    Policy Papers, FEDEA
19. Narrative Sign Restrictions for SVARs
    Working Papers, FEDEA View citations (2)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2016) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (9)
    See also Journal Article Narrative Sign Restrictions for SVARs, American Economic Review, American Economic Association (2018) View citations (134) (2018)

2016

20. Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
    2016 Meeting Papers, Society for Economic Dynamics View citations (15)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (136)
    Working Papers, FEDEA (2013) View citations (20)
    Working Papers, BBVA Bank, Economic Research Department (2013) View citations (17)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (109)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014) View citations (54)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (89)
    Dynare Working Papers, CEPREMAP (2014) View citations (159)
21. Observatorio Fiscal y Financiero de las CC.AA
    Studies on the Spanish Economy, FEDEA
22. Sanidad, Educación y Protección Social: Recortes Durante la Crisis
    Studies on the Spanish Economy, FEDEA
23. Solution and Estimation Methods for DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (155)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (5)
24. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    Working Papers, FEDEA View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (64)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (65)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) View citations (65)
    See also Journal Article The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (110) (2018)
25. The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
26. The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (30)
    Working Papers, FEDEA (2014) View citations (6)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (16)
    See also Journal Article The systematic component of monetary policy in SVARs: An agnostic identification procedure, Journal of Monetary Economics, Elsevier (2019) View citations (128) (2019)

2015

27. Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
    Working Papers, FEDEA View citations (22)
    Also in IMF Working Papers, International Monetary Fund (2012) View citations (10)
    Working Papers, BBVA Bank, Economic Research Department (2015) View citations (21)
    See also Journal Article Can international macroeconomic models explain low-frequency movements of real exchange rates?, Journal of International Economics, Elsevier (2015) View citations (21) (2015)
28. Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014
    Studies on the Spanish Economy, FEDEA
29. Precautionary Saving and Aggregate Demand
    Working papers, Banque de France View citations (69)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (34)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (6)
30. Una Reforma Fiscal para España
    Policy Papers, FEDEA View citations (1)

2014

31. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, FEDEA View citations (2)
    Also in Working Papers, BBVA Bank, Economic Research Department (2014) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
    Working Papers, FEDEA (2013)
    Working Papers, Federal Reserve Bank of Philadelphia (2013)
    See also Journal Article Estimating dynamic equilibrium models with stochastic volatility, Journal of Econometrics, Elsevier (2015) View citations (18) (2015)
32. Perturbation Methods for Markov-Switching DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2013) View citations (24)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (20)
    Working Papers, FEDEA (2013) View citations (36)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (8)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) View citations (14)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014) View citations (34)
    See also Journal Article Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models, Quantitative Economics, Econometric Society (2016) View citations (42) (2016)

2012

33. 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 (93)
    See also Journal Article Computing DSGE Models with Recursive Preferences and Stochastic Volatility, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (125) (2012)
34. Nonlinear Adventures at the Zero Lower Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (58)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (85)
    Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (89)
    See also Journal Article Nonlinear adventures at the zero lower bound, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (190) (2015)
35. Supply-Side Policies and the Zero Lower Bound
    2012 Meeting Papers, Society for Economic Dynamics View citations (6)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (4)
    See also Journal Article Supply-Side Policies and the Zero Lower Bound, IMF Economic Review, Palgrave Macmillan (2014) View citations (5) (2014)

2011

36. Fiscal Volatility Shocks and Economic Activity
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (96)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (94)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (39)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (118)
    See also Journal Article Fiscal Volatility Shocks and Economic Activity, American Economic Review, American Economic Association (2015) View citations (471) (2015)
37. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics View citations (9)

2010

38. Cointegrated TFP Processes and International Business Cycles
    Working Papers, Duke University, Department of Economics View citations (3)
    Also in IMF Working Papers, International Monetary Fund (2009) View citations (20)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2009) View citations (5)
    See also Journal Article Cointegrated TFP processes and international business cycles, Journal of Monetary Economics, Elsevier (2011) View citations (60) (2011)
39. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (23)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (39)
40. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (32)
41. Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    2010 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2010) View citations (11)
    See also Journal Article Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (59) (2011)
42. Macroeconomics and Volatility: Data, Models, and Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (23)
43. Reading the Recent Monetary History of the U.S., 1959-2007
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (4)
44. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (29)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (33)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (55)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (2)
    See also Journal Article Risk Matters: The Real Effects of Volatility Shocks, American Economic Review, American Economic Association (2011) View citations (496) (2011)
45. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    Working Papers, Duke University, Department of Economics
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
    See also Journal Article Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (53) (2011)
46. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (25)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (30)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (22)
    See also Journal Article The term structure of interest rates in a DSGE model with recursive preferences, Journal of Monetary Economics, Elsevier (2012) View citations (168) (2012)

2009

47. Computing DSGE Models with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (13)
48. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (12)
49. MEDEA: A DSGE Model for the Spanish Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in Working Papers, FEDEA (2009) View citations (12)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (14)
    See also Journal Article MEDEA: a DSGE model for the Spanish economy, SERIEs: Journal of the Spanish Economic Association, Springer (2010) View citations (52) (2010)

2008

50. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (29)
51. Structural vector autoregressions: theory of identification and algorithms for inference
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (55)
    See also Journal Article Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference, The Review of Economic Studies, Review of Economic Studies Ltd (2010) View citations (758) (2010)

2007

52. How Structural Are Structural Parameters?
    Levine's Bibliography, UCLA Department of Economics View citations (106)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (142)
    See also Chapter How Structural Are Structural Parameters?, NBER Chapters, National Bureau of Economic Research, Inc (2008) View citations (56) (2008)

2006

53. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics View citations (14)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations (25)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (21)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (25)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (31)
    See also Journal Article ABCs (and Ds) of Understanding VARs, American Economic Review, American Economic Association (2007) View citations (313) (2007)
54. Estimating Macroeconomic Models: A Likelihood Approach
    Levine's Bibliography, UCLA Department of Economics View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (18)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) View citations (46)
    See also Journal Article Estimating Macroeconomic Models: A Likelihood Approach, The Review of Economic Studies, Review of Economic Studies Ltd (2007) View citations (146) (2007)
55. Markov-Switching Structural Vector Autoregressions: Theory and Application
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (46)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (21)
56. The Macroeconomics of Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

57. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations (37)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (22)
    See also Journal Article Comparing solution methods for dynamic equilibrium economies, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (248) (2006)
58. Convergence Properties of the Likelihood of Computed Dynamic Models
    Levine's Bibliography, UCLA Department of Economics View citations (10)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (2)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (13)
    See also Journal Article Convergence Properties of the Likelihood of Computed Dynamic Models, Econometrica, Econometric Society (2006) View citations (63) (2006)
59. Fiscal policy and minimum wage for redistribution: an equivalence result
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
    See also Journal Article Fiscal policy and minimum wage for redistribution: an equivalence result, Economics Bulletin, AccessEcon (2008) (2008)

2004

60. Effects of monetary policy regime changes in the Euro Economy
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
61. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (4)
62. 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 (12)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (10)
    See also Journal Article Estimating dynamic equilibrium economies: linear versus nonlinear likelihood, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (86) (2005)
63. 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 (24)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (21)
64. On the solution of the growth model with investment-specific technological change
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article On the solution of the growth model with investment-specific technological change, Applied Economics Letters, Taylor & Francis Journals (2007) View citations (3) (2007)
65. Optimal Minimum Wage
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)
66. Optimal minimum wage in a competitive economy
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)

2003

67. Comparing Dynamic Equilibrium Economies to Data
    Levine's Working Paper Archive, David K. Levine View citations (6)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2001) View citations (14)
68. Comparing New Keynesian models in the Euro area: a Bayesian approach
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (25)
    See also Journal Article Comparing new Keynesian models in the Euro area: a Bayesian approach, Spanish Economic Review, Springer (2008) View citations (23) (2008)
69. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
70. 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 FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (2)
71. Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)

2002

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

2001

73. Nominal versus real wage rigidities: A Bayesian approach
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)

Journal Articles

2023

1. Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
   Journal of Econometrics, 2023, 235, (2), 1054-1086 View citations (6)
   See also Working Paper Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models, Working Papers (2021) View citations (7) (2021)
2. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
   American Economic Journal: Macroeconomics, 2023, 15, (3), 287-319 View citations (14)
   See also Working Paper The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes, Working Papers (2022) (2022)

2022

3. Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read
   Journal of Business & Economic Statistics, 2022, 40, (4), 1426-1428

2021

4. Inference in Bayesian Proxy-SVARs
   Journal of Econometrics, 2021, 225, (1), 88-106 View citations (39)
   See also Working Paper Inference in Bayesian Proxy-SVARs, Working Papers (2018) View citations (11) (2018)
5. Structural scenario analysis with SVARs
   Journal of Monetary Economics, 2021, 117, (C), 798-815 View citations (39)

2019

6. The systematic component of monetary policy in SVARs: An agnostic identification procedure
   Journal of Monetary Economics, 2019, 101, (C), 1-13 View citations (128)
   See also Working Paper The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure, FRB Atlanta Working Paper (2016) View citations (6) (2016)

2018

7. Narrative Sign Restrictions for SVARs
   American Economic Review, 2018, 108, (10), 2802-29 View citations (134)
   See also Working Paper Narrative Sign Restrictions for SVARs, Working Papers (2017) View citations (2) (2017)
8. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
   The Review of Economic Studies, 2018, 85, (1), 1-49 View citations (110)
   See also Working Paper The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications, Working Papers (2016) View citations (5) (2016)

2016

9. Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
   Quantitative Economics, 2016, 7, (2), 637-669 View citations (42)
   See also Working Paper Perturbation Methods for Markov-Switching DSGE Models, NBER Working Papers (2014) View citations (20) (2014)

2015

10. Can international macroeconomic models explain low-frequency movements of real exchange rates?
    Journal of International Economics, 2015, 96, (1), 199-211 View citations (21)
    See also Working Paper Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?, Working Papers (2015) View citations (22) (2015)
11. Estimating dynamic equilibrium models with stochastic volatility
    Journal of Econometrics, 2015, 185, (1), 216-229 View citations (18)
    See also Working Paper Estimating Dynamic Equilibrium Models with Stochastic Volatility, Working Papers (2014) View citations (2) (2014)
12. Fiscal Volatility Shocks and Economic Activity
    American Economic Review, 2015, 105, (11), 3352-84 View citations (471)
    See also Working Paper Fiscal Volatility Shocks and Economic Activity, PIER Working Paper Archive (2011) View citations (96) (2011)
13. Nonlinear adventures at the zero lower bound
    Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 View citations (190)
    See also Working Paper Nonlinear Adventures at the Zero Lower Bound, CEPR Discussion Papers (2012) View citations (58) (2012)

2014

14. Supply-Side Policies and the Zero Lower Bound
    IMF Economic Review, 2014, 62, (2), 248-260 View citations (5)
    See also Working Paper Supply-Side Policies and the Zero Lower Bound, 2012 Meeting Papers (2012) View citations (6) (2012)

2012

15. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
    Review of Economic Dynamics, 2012, 15, (2), 188-206 View citations (125)
    See also Software Item Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility", Computer Codes (2011) (2011)
    Working Paper Computing DSGE models with recursive preferences and stochastic volatility, Finance and Economics Discussion Series (2012) View citations (93) (2012)
16. The term structure of interest rates in a DSGE model with recursive preferences
    Journal of Monetary Economics, 2012, 59, (7), 634-648 View citations (168)
    See also Working Paper The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences, CEPR Discussion Papers (2010) View citations (25) (2010)

2011

17. Cointegrated TFP processes and international business cycles
    Journal of Monetary Economics, 2011, 58, (2), 156-171 View citations (60)
    See also Working Paper Cointegrated TFP Processes and International Business Cycles, Working Papers (2010) View citations (3) (2010)
18. Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    Review of Economic Dynamics, 2011, 14, (1), 136-155 View citations (59)
    See also Working Paper Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment, 2010 Meeting Papers (2010) View citations (2) (2010)
    Software Item Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment", Computer Codes (2010) (2010)
19. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 View citations (496)
    See also Working Paper Risk Matters: The Real Effects of Volatility Shocks, 2010 Meeting Papers (2010) View citations (8) (2010)
20. 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 (53)
    See also Working Paper Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors, Working Papers (2010) (2010)

2010

21. MEDEA: a DSGE model for the Spanish economy
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 175-243 View citations (52)
    See also Working Paper MEDEA: A DSGE Model for the Spanish Economy, CEPR Discussion Papers (2009) View citations (11) (2009)
22. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, 92, (May), 311-338 View citations (4)
23. Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
    The Review of Economic Studies, 2010, 77, (2), 665-696 View citations (758)
    See also Working Paper Structural vector autoregressions: theory of identification and algorithms for inference, FRB Atlanta Working Paper (2008) View citations (55) (2008)

2009

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

2008

25. Comparing new Keynesian models in the Euro area: a Bayesian approach
    Spanish Economic Review, 2008, 10, (1), 23-40 View citations (23)
    See also Working Paper Comparing New Keynesian models in the Euro area: a Bayesian approach, FRB Atlanta Working Paper (2003) View citations (25) (2003)
26. Fiscal policy and minimum wage for redistribution: an equivalence result
    Economics Bulletin, 2008, 5, (11), 1-8
    See also Working Paper Fiscal policy and minimum wage for redistribution: an equivalence result, FRB Atlanta Working Paper (2005) View citations (1) (2005)

2007

27. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (313)
    See also Working Paper A,B,C's (and D's)'s for Understanding VARS, Levine's Bibliography (2006) View citations (14) (2006)
28. Estimating Macroeconomic Models: A Likelihood Approach
    The Review of Economic Studies, 2007, 74, (4), 1059-1087 View citations (146)
    See also Working Paper Estimating Macroeconomic Models: A Likelihood Approach, Levine's Bibliography (2006) View citations (22) (2006)
29. On the solution of the growth model with investment-specific technological change
    Applied Economics Letters, 2007, 14, (8), 549-553 View citations (3)
    See also Working Paper On the solution of the growth model with investment-specific technological change, FRB Atlanta Working Paper (2004) (2004)
30. Optimal minimum wage in a competitive economy: An alternative modelling approach
    Economic Modelling, 2007, 24, (5), 778-796 View citations (6)

2006

31. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (248)
    See also Working Paper Comparing Solution Methods for Dynamic Equilibrium Economies, Levine's Bibliography (2005) View citations (4) (2005)
32. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 View citations (63)
    See also Working Paper Convergence Properties of the Likelihood of Computed Dynamic Models, Levine's Bibliography (2005) View citations (10) (2005)
33. Economic and VAR Shocks: What Can Go Wrong?
    Journal of the European Economic Association, 2006, 4, (2-3), 466-474 View citations (2)
34. Solving DSGE models with perturbation methods and a change of variables
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2509-2531 View citations (32)
35. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) View citations (3)

2005

36. Comparing New Keynesian models of the business cycle: A Bayesian approach
    Journal of Monetary Economics, 2005, 52, (6), 1151-1166 View citations (359)
37. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 View citations (86)
    See also Working Paper Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood, PIER Working Paper Archive (2004) View citations (12) (2004)
38. Smoothing the shocks of a dynamic stochastic general equilibrium model
    Economic Review, 2005, 90, (Q 2), 35-47 View citations (5)

2004

39. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 View citations (180)

2003

40. Inflation persistence: how much can we explain?
    Economic Review, 2003, 88, (Q2), 43-55 View citations (8)

Chapters

2008

1. How Structural Are Structural Parameters?
   A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 83-137 View citations (56)
   See also Working Paper How Structural Are Structural Parameters?, UCLA Department of Economics (2007) View citations (106) (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 Computing DSGE Models with Recursive Preferences and Stochastic Volatility, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (125) (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 Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (59) (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