Details about Jesus Fernandez-Villaverde

E-mail:
Homepage:	https://www.sas.upenn.edu/~jesusfv/
Phone:	1-215-8981504
Postal address:	Department of Economics, University of Pennsylvania Suite 521 University of Pennsylvania Department of Economics The Ronald O. Perelman Center for Political Science and Economics 133 South 36th Street Philadelphia, PA 19104
Workplace:	Department of Economics, University of Pennsylvania, (more information at EDIRC)

Access statistics for papers by Jesus Fernandez-Villaverde.

Last updated 2022-11-24. Update your information in the RePEc Author Service.

Short-id: pfe14

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Working Papers

2022

1. A Model of the Gold Standard
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2022) View citations (1)
2. Central Bank Digital Currency: When price and bank stability collide
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2022)
   CESifo Working Paper Series, CESifo (2020) View citations (39)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (37)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (33)
   Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (33)
3. Demographic Transitions Across Time and Space
   Working Papers, Human Capital and Economic Opportunity Working Group
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (8)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (12)
4. Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
5. Programming FPGAs for Economics: An Introduction to Electrical Engineering Economics
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)
6. Search Complementarities, Aggregate Fluctuations,and Fiscal Policy
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2019) View citations (9)
   2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (13)
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2019) View citations (13)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (12)
   Economics Series Working Papers, University of Oxford, Department of Economics (2019) View citations (13)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) View citations (13)
   NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (13)
   BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2019) View citations (9)
   Discussion Papers, Centre for Macroeconomics (CFM) (2019) View citations (13)
   2018 Meeting Papers, Society for Economic Dynamics (2018)
7. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
   Working Papers, Federal Reserve Bank of Philadelphia

2021

8. Bargaining Shocks and Aggregate Fluctuations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (6)
   CESifo Working Paper Series, CESifo (2021) View citations (2)
   Working Papers, Federal Reserve Bank of Philadelphia (2020)
   See also Journal Article in Journal of Economic Dynamics and Control (2021)
9. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
   Working Papers, FEDEA View citations (3)
   Also in CESifo Working Paper Series, CESifo (2021) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (5)
10. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
    Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
11. Cryptocurrencies and All That:Two Ideas from Monetary Economics
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
12. Exploiting Symmetry in High-Dimensional Dynamic Programming
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in CESifo Working Paper Series, CESifo (2021) View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (1)
13. Has Machine Learning Rendered Simple Rules Obsolete?
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
    See also Journal Article in European Journal of Law and Economics (2021)
14. The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power
    CESifo Working Paper Series, CESifo View citations (7)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) View citations (7)
    Economics Series Working Papers, University of Oxford, Department of Economics (2021) View citations (5)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (7)
    Discussion Papers, Centre for Macroeconomics (CFM) (2021) View citations (6)
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2021) View citations (7)
    See also Journal Article in Journal of Monetary Economics (2021)
15. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
    NBER Working Papers, National Bureau of Economic Research, Inc

2020

16. Central Bank Digital Currency: Central Banking For All?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (49)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (28)
    Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (36)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (44)
    See also Journal Article in Review of Economic Dynamics (2021)
17. Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
    Working Papers, Banco de España (2020) View citations (1)
18. Estimating DSGE Models: Recent Advances and Future Challenges
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (3)
    See also Journal Article in Annual Review of Economics (2021)
19. Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (106)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (133)
    See also Journal Article in Journal of Economic Dynamics and Control (2022)
20. Financial Frictions and the Wealth Distribution
    CESifo Working Paper Series, CESifo View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (23)
    Working Papers, Banco de España (2020) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (27)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) View citations (26)
21. Macroeconomic Outcomes and COVID-19: A Progress Report
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (31)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (27)
22. Simple Rules for a Complex World with Arti?cial Intelligence
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
23. The Fractured-Land Hypothesis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (3)
24. Uncertainty Shocks and Business Cycle Research
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    See also Journal Article in Review of Economic Dynamics (2020)

2018

25. A Practical Guide to Parallelization in Economics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (12)
26. Cryptocurrencies: A Crash Course in Digital Monetary Economics
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (2)
    See also Journal Article in Australian Economic Review (2018)
27. On the Economics of Digital Currencies
    Working Papers, Federal Reserve Bank of Philadelphia View citations (5)
28. The Lack of European Productivity Growth: Causes and Lessons for the U.S
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (4)

2017

29. An Endogenous Growth Model with a Health Sector
    2017 Meeting Papers, Society for Economic Dynamics View citations (1)
30. Institutions and Political Party Systems: The Euro Case
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (2)
31. Political Distribution Risk and Aggregate Fluctuations
    Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (9)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017) View citations (15)
32. Political Distribution Risk and Business Cycles
    2017 Meeting Papers, Society for Economic Dynamics
33. Safe Assets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017)

2016

34. Can Currency Competition Work?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (39)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (30)
    Working Papers, Federal Reserve Bank of Philadelphia (2016) View citations (36)
    See also Journal Article in Journal of Monetary Economics (2019)
35. Solution Methods for Models with Rare Disasters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (26)
    See also Journal Article in Quantitative Economics (2018)
36. Solution and Estimation Methods for DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (131)
    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)
37. The Economic Consequences of Labor Market Regulations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
38. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    Working Papers, FEDEA View citations (4)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) View citations (65)
    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)
    See also Journal Article in Review of Economic Studies (2018)

2015

39. Magna Carta, the Rule of Law and the Limits on Government
    MPRA Paper, University Library of Munich, Germany
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
    See also Journal Article in International Review of Law and Economics (2016)

2014

40. A Comparison of Programming Languages in Economics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
41. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, BBVA Bank, Economic Research Department View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (2)
    Working Papers, FEDEA (2013)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
    Working Papers, FEDEA (2014) View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2013)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (3)
    See also Journal Article in Journal of Econometrics (2015)

2013

42. Optimal Capital Versus Labor Taxation with Innovation-Led Growth
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) View citations (39)
43. Political Credit Cycles: The Case of the Euro Zone
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (151)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (143)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (151)
    See also Journal Article in Journal of Economic Perspectives (2013)

2012

44. 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 (82)
    See also Journal Article in Review of Economic Dynamics (2012)
45. From Shame to Game in One Hundred Years: A Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization
    Working Papers, Barcelona School of Economics View citations (2)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (2)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2011) View citations (5)
46. Nonlinear Adventures at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (83)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (56)
    Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (88)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
47. 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)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (4)
    See also Journal Article in IMF Economic Review (2014)

2011

48. Fiscal Volatility Shocks and Economic Activity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (116)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (39)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (92)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (94)
    See also Journal Article in American Economic Review (2015)
49. 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 View citations (8)
50. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics View citations (9)

2010

51. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (38)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (20)
52. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (31)
53. From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (16)
    Economie d'Avant Garde Research Reports, Economie d'Avant Garde (2010) View citations (15)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (1)
    See also Journal Article in Journal of the European Economic Association (2014)
54. Macroeconomics and Volatility: Data, Models, and Estimation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (21)
55. Reading the Recent Monetary History of the U.S., 1959-2007
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (1)
56. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (56)
    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)
    See also Journal Article in American Economic Review (2011)
57. 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
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
    Working Papers, Duke University, Department of Economics (2010)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
58. The Spanish Crisis from a Global Perspective
    Working Papers, FEDEA View citations (15)
59. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (29)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (21)
    See also Journal Article in Journal of Monetary Economics (2012)
60. Una Propuesta para el Seguimiento Puntual de la Coyuntura de la Economía de Madrid
    Economic Reports, FEDEA

2009

61. Computing DSGE Models with Recursive Preferences
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (11)
62. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (12)
63. MEDEA: A DSGE Model for the Spanish Economy
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (14)
    Also in Working Papers, FEDEA (2009) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (11)
    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2010)
64. The Econometrics of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (35)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (43)
    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2010)

2008

65. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (28)

2007

66. 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 (139)
    See also Chapter (2008)

2006

67. A Generalization of the Endogenous Grid Method
    Levine's Bibliography, UCLA Department of Economics View citations (5)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
68. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics View citations (14)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (31)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (25)
    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)
    See also Journal Article in American Economic Review (2007)
69. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics View citations (2)
    See also Journal Article in Journal of the European Economic Association (2006)
70. Estimating Macroeconomic Models: A Likelihood Approach
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (46)
    Also in Levine's Bibliography, UCLA Department of Economics (2006) View citations (22)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (18)
    See also Journal Article in Review of Economic Studies (2007)

2005

71. Borrowing Constraints, Durables, and the Business Cycle
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
72. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics View citations (4)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations (37)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)
73. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
    Levine's Bibliography, UCLA Department of Economics (2005) View citations (10)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (2)
    See also Journal Article in Econometrica (2006)
74. Evaluating Labor Market Reforms: A General Equilibrium Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2004) View citations (28)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2004) View citations (13)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (20)
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) View citations (12)

2004

75. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?
    2004 Meeting Papers, Society for Economic Dynamics View citations (72)
    See also Journal Article in Macroeconomic Dynamics (2011)
76. Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
    2004 Meeting Papers, Society for Economic Dynamics View citations (23)
    Also in Levine's Working Paper Archive, David K. Levine (2003) View citations (4)
    Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002)
77. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)
78. 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 (11)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (10)
    See also Journal Article in Journal of Applied Econometrics (2005)
79. 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 (23)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (21)
80. 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 in Applied Economics Letters (2007)

2003

81. Can We Really Observe Hyperbolic Discounting
    Levine's Working Paper Archive, David K. Levine View citations (8)
    Also in Levine's Working Paper Archive, David K. Levine (2002) View citations (10)
    NajEcon Working Paper Reviews, www.najecon.org (2002) View citations (10)
82. 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)
83. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
84. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
85. 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)

2002

86. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)
    See also Journal Article in The Review of Economics and Statistics (2007)

Journal Articles

2022

1. Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities
   Journal of Economic Dynamics and Control, 2022, 140, (C) View citations (6)
   See also Working Paper (2020)
2. Politics and Income Distribution
   Economic Insights, 2022, 7, (2), 11-18

2021

3. Bargaining shocks and aggregate fluctuations
   Journal of Economic Dynamics and Control, 2021, 127, (C) View citations (2)
   See also Working Paper (2021)
4. Central Bank Digital Currency: Central Banking For All?
   Review of Economic Dynamics, 2021, 41, 225-242 View citations (40)
   See also Working Paper (2020)
5. Estimating DSGE Models: Recent Advances and Future Challenges
   Annual Review of Economics, 2021, 13, (1), 229-252 View citations (1)
   See also Working Paper (2020)
6. Has machine learning rendered simple rules obsolete?
   European Journal of Law and Economics, 2021, 52, (2), 251-265
   See also Working Paper (2021)
7. The “Matthew effect” and market concentration: Search complementarities and monopsony power
   Journal of Monetary Economics, 2021, 121, (C), 62-90 View citations (7)
   See also Working Paper (2021)

2020

8. Uncertainty Shocks and Business Cycle Research
   Review of Economic Dynamics, 2020, 37 Supplement 1, S118-S166 View citations (20)
   See also Software Item (2020)
   Working Paper (2020)

2019

9. Can currency competition work?
   Journal of Monetary Economics, 2019, 106, (C), 1-15 View citations (45)
   See also Working Paper (2016)

2018

10. Cryptocurrencies: A Crash Course in Digital Monetary Economics
    Australian Economic Review, 2018, 51, (4), 514-526 View citations (7)
    See also Working Paper (2018)
11. Solution methods for models with rare disasters
    Quantitative Economics, 2018, 9, (2), 903-944 View citations (12)
    See also Working Paper (2016)
12. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    Review of Economic Studies, 2018, 85, (1), 1-49 View citations (91)
    See also Working Paper (2016)
13. Tracking Business Conditions in Delaware
    Economic Insights, 2018, 3, (4), 1-7

2016

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

2015

15. A comparison of programming languages in macroeconomics
    Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 View citations (6)
16. Estimating dynamic equilibrium models with stochastic volatility
    Journal of Econometrics, 2015, 185, (1), 216-229 View citations (14)
    See also Working Paper (2014)
17. Fiscal Volatility Shocks and Economic Activity
    American Economic Review, 2015, 105, (11), 3352-84 View citations (384)
    See also Working Paper (2011)
18. Nonlinear adventures at the zero lower bound
    Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 View citations (169)
    See also Working Paper (2012)

2014

19. 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 View citations (56)
    See also Working Paper (2010)
20. Supply-Side Policies and the Zero Lower Bound
    IMF Economic Review, 2014, 62, (2), 248-260 View citations (5)
    See also Working Paper (2012)

2013

21. Political Credit Cycles: The Case of the Eurozone
    Journal of Economic Perspectives, 2013, 27, (3), 145-66 View citations (155)
    See also Working Paper (2013)

2012

22. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
    Review of Economic Dynamics, 2012, 15, (2), 188-206 View citations (114)
    See also Software Item (2011)
    Working Paper (2012)
23. The term structure of interest rates in a DSGE model with recursive preferences
    Journal of Monetary Economics, 2012, 59, (7), 634-648 View citations (155)
    See also Working Paper (2010)

2011

24. CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?
    Macroeconomic Dynamics, 2011, 15, (5), 725-770 View citations (121)
    See also Working Paper (2004)
25. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 View citations (442)
    See also Working Paper (2010)
26. 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 (51)
    See also Working Paper (2010)

2010

27. Fiscal Policy in a Model with Financial Frictions
    American Economic Review, 2010, 100, (2), 35-40 View citations (24)
28. MEDEA: a DSGE model for the Spanish economy
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 175-243 View citations (48)
    See also Working Paper (2009)
29. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, 92, (May), 311-338 View citations (3)
30. The econometrics of DSGE models
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 3-49 View citations (56)
    See also Working Paper (2009)

2009

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

2008

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

2007

33. A generalization of the endogenous grid method
    Journal of Economic Dynamics and Control, 2007, 31, (8), 2698-2712 View citations (71)
    See also Working Paper (2006)
34. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (296)
    See also Working Paper (2006)
35. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    The Review of Economics and Statistics, 2007, 89, (3), 552-565 View citations (234)
    See also Working Paper (2002)
36. Estimating Macroeconomic Models: A Likelihood Approach
    Review of Economic Studies, 2007, 74, (4), 1059-1087 View citations (143)
    See also Working Paper (2006)
37. 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 (2004)

2006

38. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (237)
    See also Working Paper (2005)
39. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 View citations (62)
    See also Working Paper (2005)
40. Economic and VAR Shocks: What Can Go Wrong?
    Journal of the European Economic Association, 2006, 4, (2-3), 466-474 View citations (2)
    See also Working Paper (2006)
41. Solving DSGE models with perturbation methods and a change of variables
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2509-2531 View citations (31)
42. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) View citations (2)

2005

43. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 View citations (84)
    See also Working Paper (2004)

2004

44. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 View citations (167)

Chapters

2008

1. How Structural Are Structural Parameters?
   A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 83-137 View citations (55)
   See also Working Paper (2007)

Software Items

2020

1. Code and data files for "Uncertainty Shocks and Business Cycle Research"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2020)

2011

2. Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2012)
3. Example code for perturbation method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Example code for projection method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2003

5. Chebyshev Polynomials
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Finite Elements Method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (2)
7. Linear and Log-Linear Approximation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
8. Perturbation (2nd and 5th order)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
9. Value Function Iteration
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles