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Details about Juan F Rubio-Ramirez

E-mail:
Homepage:https://sites.google.com/site/juanfrubioramirez/
Phone:+ 1 919 6601865
Postal address:Duke University Department of Economics 213 Social Sciences Building Box 90097 Durham, NC 27708-0097
Workplace:Department of Economics, Duke University, (more information at EDIRC)
Federal Reserve Bank of Atlanta, (more information at EDIRC)
FEDEA

Access statistics for papers by Juan F Rubio-Ramirez.

Last updated 2014-06-25. Update your information in the RePEc Author Service.

Short-id: pru25


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Working Papers

2014

  1. Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads
    Dynare Working Papers, CEPREMAP (2014) Downloads

2013

  1. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, FEDEA Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (1)
    Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) Downloads
  2. Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
    Working Papers, FEDEA Downloads
    Also in Working Papers, BBVA Bank, Economic Research Department (2013) Downloads
  3. Perturbation Methods for Markov-Switching DSGE Models
    Working Papers, FEDEA Downloads
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2013) Downloads
    Working Paper, Federal Reserve Bank of Atlanta (2013) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads
  4. Precautionary Saving and Aggregate Demand
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  5. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (4)
    CREATES Research Papers, School of Economics and Management, University of Aarhus (2013) Downloads View citations (4)

2012

  1. Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
  2. Computing DSGE models with recursive preferences and stochastic volatility
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (9)
    See also Journal Article in Review of Economic Dynamics (2012)
  3. Nonlinear Adventures at the Zero Lower Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (29)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (10)
  4. Supply-Side Policies and the Zero Lower Bound
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (1)

2011

  1. Fiscal Volatility Shocks and Economic Activity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) Downloads View citations (18)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (29)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (14)
  2. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)

2010

  1. Cointegrated TFP Processes and International Business Cycles
    Working Papers, Duke University, Department of Economics Downloads View citations (1)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2009) Downloads View citations (8)
    IMF Working Papers, International Monetary Fund (2009) Downloads View citations (14)

    See also Journal Article in Journal of Monetary Economics (2011)
  2. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (7)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (12)
  3. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (17)
  4. Investment
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
  5. Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    2010 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Paper, Federal Reserve Bank of Atlanta (2010) Downloads View citations (9)

    See also Journal Article in Review of Economic Dynamics (2011)
  6. Macroeconomics and Volatility: Data, Models, and Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (6)
  7. Perturbation Methods for Markov-Switching Models
    2010 Meeting Papers, Society for Economic Dynamics View citations (2)
  8. Reading the Recent Monetary History of the U.S., 1959-2007
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads
  9. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (19)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads View citations (39)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (6)

    See also Journal Article in American Economic Review (2011)
  10. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads
    Working Papers, Duke University, Department of Economics (2010) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  11. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (5)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2012)

2009

  1. Computing DSGE Models with Recursive Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (3)
  2. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (2)
  3. MEDEA: A DSGE Model for the Spanish Economy
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (11)
    Also in Working Papers, FEDEA (2009) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (8)

    See also Journal Article in SERIEs (2010)

2008

  1. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (15)
  2. Structural vector autoregressions: theory of identification and algorithms for inference
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (54)
    See also Journal Article in Review of Economic Studies (2010)

2007

  1. How Structural Are Structural Parameters?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
    Also in Levine's Bibliography, UCLA Department of Economics (2007) Downloads View citations (14)

    See also Chapter (2008)

2006

  1. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (11)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (19)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) Downloads View citations (16)
    Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (20)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (23)

    See also Journal Article in American Economic Review (2007)
  2. 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)
  3. Estimating Macroeconomic Models: A Likelihood Approach
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (11)
    Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations (15)

    See also Journal Article in Review of Economic Studies (2007)
  4. Markov-Switching Structural Vector Autoregressions: Theory and Application
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (27)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (6)
  5. 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 Downloads
    See also Journal Article in Economic Modelling (2007)
  6. The Macroeconomics of Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (3)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (20)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) Downloads View citations (36)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  2. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (10)
    Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (1)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) Downloads View citations (5)

    See also Journal Article in Econometrica (2006)
  3. Fiscal policy and minimum wage for redistribution: an equivalence result
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2008)

2004

  1. Effects of monetary policy regime changes in the Euro Economy
    2004 Meeting Papers, Society for Economic Dynamics
  2. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
  3. 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 (10)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (9)

    See also Journal Article in Journal of Applied Econometrics (2005)
  4. 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 (20)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (19)
  5. On the solution of the growth model with investment-specific technological change
    Working Paper, Federal Reserve Bank of Atlanta Downloads
    See also Journal Article in Applied Economics Letters (2007)
  6. Optimal Minimum Wage
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
  7. Optimal minimum wage in a competitive economy
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)

2003

  1. Comparing Dynamic Equilibrium Economies to Data
    Levine's Working Paper Archive, David K. Levine Downloads View citations (7)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2001) Downloads View citations (14)
  2. Comparing New Keynesian models in the Euro area: a Bayesian approach
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (17)
    See also Journal Article in Spanish Economic Review (2008)
  3. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
  4. 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 (4)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (2)
  5. Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model
    Working Paper, Federal Reserve Bank of Atlanta Downloads

2002

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

2001

  1. Nominal versus real wage rigidities: A Bayesian approach
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)

Journal Articles

2012

  1. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
    Review of Economic Dynamics, 2012, 15, (2), 188-206 Downloads View citations (13)
    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 Downloads View citations (12)
    See also Working Paper (2010)

2011

  1. Cointegrated TFP processes and international business cycles
    Journal of Monetary Economics, 2011, 58, (2), 156-171 Downloads View citations (12)
    See also Working Paper (2010)
  2. Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    Review of Economic Dynamics, 2011, 14, (1), 136-155 Downloads View citations (12)
    See also Working Paper (2010)
    Software Item (2010)
  3. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 Downloads View citations (36)
    See also Working Paper (2010)
  4. Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
    Journal of Economic Dynamics and Control, 2011, 35, (3), 386-393 Downloads View citations (15)
    See also Working Paper (2010)

2010

  1. MEDEA: a DSGE model for the Spanish economy
    SERIEs, 2010, 1, (1), 175-243 Downloads View citations (11)
    See also Working Paper (2009)
  2. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, (May), 311-338 Downloads
  3. Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
    Review of Economic Studies, 2010, 77, (2), 665-696 Downloads View citations (15)
    See also Working Paper (2008)

2009

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

2008

  1. Comparing new Keynesian models in the Euro area: a Bayesian approach
    Spanish Economic Review, 2008, 10, (1), 23-40 Downloads View citations (7)
    See also Working Paper (2003)
  2. Fiscal policy and minimum wage for redistribution: an equivalence result
    Economics Bulletin, 2008, 5, (11), 1-8 Downloads
    See also Working Paper (2005)

2007

  1. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 Downloads View citations (72)
    See also Working Paper (2006)
  2. Estimating Macroeconomic Models: A Likelihood Approach
    Review of Economic Studies, 2007, 74, (4), 1059-1087 Downloads View citations (63)
    See also Working Paper (2006)
  3. On the solution of the growth model with investment-specific technological change
    Applied Economics Letters, 2007, 14, (8), 549-553 Downloads
    See also Working Paper (2004)
  4. Optimal minimum wage in a competitive economy: An alternative modelling approach
    Economic Modelling, 2007, 24, (5), 778-796 Downloads
    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 (96)
    See also Working Paper (2005)
  2. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 Downloads View citations (33)
    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 View citations (2)
    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 (18)
  5. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) Downloads

2005

  1. Comparing New Keynesian models of the business cycle: A Bayesian approach
    Journal of Monetary Economics, 2005, 52, (6), 1151-1166 Downloads View citations (202)
  2. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 Downloads View citations (54)
    See also Working Paper (2004)
  3. Smoothing the shocks of a dynamic stochastic general equilibrium model
    Economic Review, 2005, (Q 2), 35-47 Downloads

2004

  1. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 Downloads View citations (124)

2003

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

Chapters

2008

  1. How Structural Are Structural Parameters?
    A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 83-137 Downloads View citations (10)
    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 Downloads
    See also Journal Article in Review of Economic Dynamics (2012)

2010

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

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 (2)
  3. Linear and Log-Linear Approximation
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Perturbation (2nd and 5th order)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  6. Value Function Iteration
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2014-07-21