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Details about Jesus Fernandez-Villaverde

E-mail:
Homepage:http://www.econ.upenn.edu/~jesusfv
Phone:1-215-8981504
Postal address:Department of Economics, University of Pennsylvania 160 McNeil Building 3718 Locust Walk Philaldelphia, PA 19104
Workplace:Department of Economics, University of Pennsylvania, (more information at EDIRC)

Access statistics for papers by Jesus Fernandez-Villaverde.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: pfe14


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Working Papers

2017

  1. Institutions and Political Party Systems: The Euro Case
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads
  2. Political Distribution Risk and Aggregate Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads
    Working Papers, Federal Reserve Bank of Philadelphia (2017) Downloads
  3. Safe Assets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (2)

2016

  1. Can Currency Competition Work?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (6)
    Working Papers, Federal Reserve Bank of Philadelphia (2016) Downloads View citations (6)
  2. Solution Methods for Models with Rare Disasters
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (5)
  3. Solution and Estimation Methods for DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (2)
  4. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    Working Papers, FEDEA Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (42)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) Downloads View citations (42)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (43)

2015

  1. Magna Carta, the Rule of Law and the Limits on Government
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Law and Economics (2016)

2014

  1. A Comparison of Programming Languages in Economics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (1)
    Also in Working Papers, FEDEA (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
    Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads
    Working Papers, FEDEA (2014) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2015)

2013

  1. Optimal Capital Versus Labor Taxation with Innovation-Led Growth
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (6)
  2. Political Credit Cycles: The Case of the Euro Zone
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (56)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (56)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads View citations (46)

    See also Journal Article in Journal of Economic Perspectives (2013)

2012

  1. 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 (36)
    See also Journal Article in Review of Economic Dynamics (2012)
  2. Fiscal volatility shocks and economic activity
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (33)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (79)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) Downloads View citations (50)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (45)

    See also Journal Article in American Economic Review (2015)
  3. From Shame to Game in One Hundred Years: A Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization
    2012 Meeting Papers, Society for Economic Dynamics Downloads
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2011) Downloads View citations (5)
    Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (2)
  4. Nonlinear Adventures at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (81)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (41)

    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  5. Supply-Side Policies and the Zero Lower Bound
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (4)

    See also Journal Article in IMF Economic Review (2014)

2011

  1. From Shame to Game in One Hundred Years: The Rise in Premarital Sex and its Destigmitization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
  2. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)

2010

  1. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (15)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (19)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (22)
  2. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (30)
  3. From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2010) Downloads View citations (6)
    Economie d'Avant Garde Research Reports, Economie d'Avant Garde (2010) Downloads View citations (13)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (1)

    See also Journal Article in Journal of the European Economic Association (2014)
  4. Macroeconomics and Volatility: Data, Models, and Estimation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (16)
  5. Reading the Recent Monetary History of the U.S., 1959-2007
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (3)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (1)
  6. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (14)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads View citations (46)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (26)

    See also Journal Article in American Economic Review (2011)
  7. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)
    Working Papers, Duke University, Department of Economics (2010) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  8. The Spanish Crisis from a Global Perspective
    Working Papers, FEDEA Downloads View citations (7)
  9. 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 (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (11)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (13)

    See also Journal Article in Journal of Monetary Economics (2012)
  10. Una Propuesta para el Seguimiento Puntual de la Coyuntura de la Economía de Madrid
    Economic Reports, FEDEA Downloads

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 (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (5)
  2. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (3)
  3. MEDEA: A DSGE Model for the Spanish Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in Working Papers, FEDEA (2009) Downloads View citations (10)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads View citations (12)

    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2010)
  4. The Econometrics of DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (14)

    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2010)

2008

  1. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2007

  1. How Structural Are Structural Parameters?
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (58)

    See also Chapter (2008)

2006

  1. A Generalization of the Endogenous Grid Method
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  2. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (11)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (24)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (27)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) Downloads View citations (20)
    Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (24)

    See also Journal Article in American Economic Review (2007)
  3. 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)
  4. Estimating Macroeconomic Models: A Likelihood Approach
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (44)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (14)
    Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations (18)

    See also Journal Article in Review of Economic Studies (2007)

2005

  1. Borrowing Constraints, Durables, and the Business Cycle
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
  2. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) Downloads View citations (35)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (20)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  3. 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 FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (1)
    Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (10)
    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)
  4. Evaluating Labor Market Reforms: A General Equilibrium Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2004) Downloads View citations (28)
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) Downloads View citations (3)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2004) Downloads View citations (8)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) Downloads View citations (18)

2004

  1. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?
    2004 Meeting Papers, Society for Economic Dynamics View citations (65)
    See also Journal Article in Macroeconomic Dynamics (2011)
  2. Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (20)
    Also in Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002) Downloads
    Levine's Working Paper Archive, David K. Levine (2003) Downloads View citations (4)
  3. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (2)
  4. 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 (11)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (10)

    See also Journal Article in Journal of Applied Econometrics (2005)
  5. 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 (22)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (21)
  6. On the solution of the growth model with investment-specific technological change
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
    See also Journal Article in Applied Economics Letters (2007)

2003

  1. Can We Really Observe Hyperbolic Discounting
    Levine's Working Paper Archive, David K. Levine Downloads View citations (5)
    Also in Levine's Working Paper Archive, David K. Levine (2002) Downloads View citations (4)
    NajEcon Working Paper Reviews, www.najecon.org (2002) Downloads View citations (6)
  2. Comparing Dynamic Equilibrium Economies to Data
    Levine's Working Paper Archive, David K. Levine Downloads View citations (6)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2001) Downloads View citations (14)
  3. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
  4. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
  5. 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 FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (2)

2002

  1. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    See also Journal Article in The Review of Economics and Statistics (2007)

Journal Articles

2016

  1. Magna Carta, the rule of law, and the limits on government
    International Review of Law and Economics, 2016, 47, (S), 22-28 Downloads
    See also Working Paper (2015)

2015

  1. A comparison of programming languages in macroeconomics
    Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 Downloads
  2. Estimating dynamic equilibrium models with stochastic volatility
    Journal of Econometrics, 2015, 185, (1), 216-229 Downloads View citations (1)
    See also Working Paper (2014)
  3. Fiscal Volatility Shocks and Economic Activity
    American Economic Review, 2015, 105, (11), 3352-84 Downloads View citations (51)
    See also Working Paper (2012)
  4. Nonlinear adventures at the zero lower bound
    Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 Downloads View citations (58)
    See also Working Paper (2012)

2014

  1. FROM SHAME TO GAME IN ONE HUNDRED YEARS: AN ECONOMIC MODEL OF THE RISE IN PREMARITAL SEX AND ITS DE-STIGMATIZATION
    Journal of the European Economic Association, 2014, 12, (1), 25-61 Downloads View citations (20)
    See also Working Paper (2010)
  2. Supply-Side Policies and the Zero Lower Bound
    IMF Economic Review, 2014, 62, (2), 248-260 Downloads View citations (2)
    See also Working Paper (2012)

2013

  1. Political Credit Cycles: The Case of the Eurozone
    Journal of Economic Perspectives, 2013, 27, (3), 145-66 Downloads View citations (60)
    See also Working Paper (2013)

2012

  1. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
    Review of Economic Dynamics, 2012, 15, (2), 188-206 Downloads View citations (40)
    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 (45)
    See also Working Paper (2010)

2011

  1. CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?
    Macroeconomic Dynamics, 2011, 15, (05), 725-770 Downloads View citations (50)
    See also Working Paper (2004)
  2. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 Downloads View citations (133)
    See also Working Paper (2010)
  3. 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 (35)
    See also Working Paper (2010)

2010

  1. Fiscal Policy in a Model with Financial Frictions
    American Economic Review, 2010, 100, (2), 35-40 Downloads View citations (17)
  2. MEDEA: a DSGE model for the Spanish economy
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 175-243 Downloads View citations (24)
    See also Working Paper (2009)
  3. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, (May), 311-338 Downloads View citations (2)
  4. The econometrics of DSGE models
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 3-49 Downloads View citations (16)
    See also Working Paper (2009)

2009

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

2008

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

2007

  1. A generalization of the endogenous grid method
    Journal of Economic Dynamics and Control, 2007, 31, (8), 2698-2712 Downloads View citations (44)
    See also Working Paper (2006)
  2. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 Downloads View citations (161)
    See also Working Paper (2006)
  3. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    The Review of Economics and Statistics, 2007, 89, (3), 552-565 Downloads View citations (107)
    See also Working Paper (2002)
  4. Estimating Macroeconomic Models: A Likelihood Approach
    Review of Economic Studies, 2007, 74, (4), 1059-1087 Downloads View citations (89)
    See also Working Paper (2006)
  5. 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)

2006

  1. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 Downloads View citations (160)
    See also Working Paper (2005)
  2. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 Downloads View citations (40)
    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 (20)
  5. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) Downloads View citations (1)

2005

  1. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 Downloads View citations (62)
    See also Working Paper (2004)

2004

  1. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 Downloads View citations (144)

Chapters

2008

  1. How Structural Are Structural Parameters?
    A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 83-137 Downloads View citations (39)
    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)
  2. Example code for perturbation method
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Example code for projection method
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

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. Perturbation (2nd and 5th order)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Value Function Iteration
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2017-12-18