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
Workplace:	Department of Economics, University of Pennsylvania, (more information at EDIRC)

Access statistics for papers by Jesus Fernandez-Villaverde.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pfe14

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Working Papers

2025

1. Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping
   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 (2025)
   Economics Series Working Papers, University of Oxford, Department of Economics (2025)

2024

2. Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024) View citations (6)
   CESifo Working Paper Series, CESifo (2024) View citations (6)
3. Central bank digital currency: when price and bank stability collide
   Working Paper Series, European Central Bank View citations (8)
   Also in MPRA Paper, University Library of Munich, Germany (2022) View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (52)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (57)
   MPRA Paper, University Library of Munich, Germany (2022) View citations (5)
   CESifo Working Paper Series, CESifo (2020) View citations (58)
   Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (52)
   See also Journal Article Central bank digital currency: When price and bank stability collide, Journal of Monetary Economics, Elsevier (2024) View citations (7) (2024)
4. Classical Right, New Right, and Voting Behavior: Evidence from a Quasi-Natural Experiment
   CESifo Working Paper Series, CESifo
   Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024)
   NBER Working Papers, National Bureau of Economic Research, Inc (2024)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
5. Climate Change through the Lens of Macroeconomic Modeling
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2024) View citations (1)
   CESifo Working Paper Series, CESifo (2024)
6. Demographic Transitions Across Time and Space
   Working Papers, CEMFI
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (8)
   Working Papers, Human Capital and Economic Opportunity Working Group (2022)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (20)
7. Filtering with Limited Information
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
   CESifo Working Paper Series, CESifo (2024)
   NBER Working Papers, National Bureau of Economic Research, Inc (2024)
8. Inequality and the zero lower bound
   BIS Working Papers, Bank for International Settlements View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023)
   CESifo Working Paper Series, CESifo (2023)
9. Navigating by Falling Stars: Monetary Policy with Fiscally Driven Natural Rates
   Working Papers, Banco de España
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024)
   BIS Working Papers, Bank for International Settlements (2024) View citations (3)
   NBER Working Papers, National Bureau of Economic Research, Inc (2024) View citations (3)
10. Price-Level Determination Under the Gold Standard
    Working Papers, Federal Reserve Bank of Philadelphia
11. Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024) View citations (2)
    CESifo Working Paper Series, CESifo (2024)
    NBER Working Papers, National Bureau of Economic Research, Inc (2024) View citations (2)
12. Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning
    CESifo Working Paper Series, CESifo
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024)
    Working Papers, Banco de España (2024)
    NBER Working Papers, National Bureau of Economic Research, Inc (2024)
13. Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2024) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024) View citations (1)
    Economics Series Working Papers, University of Oxford, Department of Economics (2024) View citations (1)
    CESifo Working Paper Series, CESifo (2024) View citations (1)
14. Technological Synergies, Heterogeneous Firms, and Uncertainty Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
15. The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2024) View citations (19)
    CESifo Working Paper Series, CESifo (2024) View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024) View citations (18)
    Discussion Papers, Centre for Macroeconomics (CFM) (2024) View citations (19)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2024) View citations (19)
    CIGS Working Paper Series, The Canon Institute for Global Studies (2024) View citations (19)
16. The Distributional Effects of Asset Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024)
    NBER Working Papers, National Bureau of Economic Research, Inc (2024)

2023

17. Accounting for the Duality of the Italian Economy
    CESifo Working Paper Series, CESifo View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
    See also Journal Article Accounting for the Duality of the Italian Economy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (3) (2023)
18. Dynamic Programming on a Quantum Annealer: Solving the RBC Model
    CESifo Working Paper Series, CESifo View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
    NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (2)
19. Ricardian Business Cycles
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
20. The Neoclassical Growth of China
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (1)
    CESifo Working Paper Series, CESifo (2023) View citations (1)
21. The Wealth of Working Nations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)

2022

22. A Model of the Gold Standard
    Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
    NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (2)
    See also Journal Article A model of the gold standard, Journal of Economic Theory, Elsevier (2023) (2023)
23. Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
24. Programming FPGAs for Economics: An Introduction to Electrical Engineering Economics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
25. 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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (15)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) View citations (16)
    Economics Series Working Papers, University of Oxford, Department of Economics (2019) View citations (16)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2019) View citations (16)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (16)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2019) View citations (10)
    2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (16)
    2018 Meeting Papers, Society for Economic Dynamics (2018)
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2019) View citations (12)
    Discussion Papers, Centre for Macroeconomics (CFM) (2019) View citations (16)
26. 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

27. Bargaining Shocks and Aggregate Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (6)
    CESifo Working Paper Series, CESifo (2021) View citations (7)
    Working Papers, Federal Reserve Bank of Philadelphia (2020)
    See also Journal Article Bargaining shocks and aggregate fluctuations, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (7) (2021)
28. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in CESifo Working Paper Series, CESifo (2021) View citations (3)
    Working Papers, FEDEA (2021) View citations (3)
29. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
    Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
30. 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)
31. Exploiting Symmetry in High-Dimensional Dynamic Programming
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in CESifo Working Paper Series, CESifo (2021) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
32. 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 Has machine learning rendered simple rules obsolete?, European Journal of Law and Economics, Springer (2021) (2021)
33. The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics View citations (22)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (22)
    CESifo Working Paper Series, CESifo (2021) View citations (22)
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (22)
    Discussion Papers, Centre for Macroeconomics (CFM) (2021) View citations (21)
    Economics Series Working Papers, University of Oxford, Department of Economics (2021) View citations (12)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) View citations (17)
    See also Journal Article The “Matthew effect” and market concentration: Search complementarities and monopsony power, Journal of Monetary Economics, Elsevier (2021) View citations (17) (2021)
34. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
    NBER Working Papers, National Bureau of Economic Research, Inc

2020

35. Central Bank Digital Currency: Central Banking For All?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (35)
    Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (42)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (55)
    See also Journal Article Central Bank Digital Currency: Central Banking For All?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (92) (2021)
36. 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 Working Papers, Banco de España (2020) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
    See also Journal Article Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union, International Journal of Central Banking, International Journal of Central Banking (2022) (2022)
37. 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 Estimating DSGE Models: Recent Advances and Future Challenges, Annual Review of Economics, Annual Reviews (2021) View citations (1) (2021)
38. 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 (115)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (170)
    See also Journal Article Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (23) (2022)
39. Financial Frictions and the Wealth Distribution
    CESifo Working Paper Series, CESifo View citations (5)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) View citations (31)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (28)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (32)
    Working Papers, Banco de España (2020) View citations (3)
40. Macroeconomic Outcomes and COVID-19: A Progress Report
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (40)
    See also Journal Article Macroeconomic Outcomes and COVID-19: A Progress Report, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2020) View citations (6) (2020)
41. 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)
42. The Fractured-Land Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (2)
    See also Journal Article The Fractured-Land Hypothesis, The Quarterly Journal of Economics, President and Fellows of Harvard College (2023) View citations (4) (2023)
43. Uncertainty Shocks and Business Cycle Research
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (31)
    See also Journal Article Uncertainty Shocks and Business Cycle Research, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (30) (2020)

2018

44. A Practical Guide to Parallelization in Economics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (15)
45. 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 Cryptocurrencies: A Crash Course in Digital Monetary Economics, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (2018) View citations (7) (2018)
46. On the Economics of Digital Currencies
    Working Papers, Federal Reserve Bank of Philadelphia View citations (8)
47. 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

48. An Endogenous Growth Model with a Health Sector
    2017 Meeting Papers, Society for Economic Dynamics View citations (1)
49. Institutions and Political Party Systems: The Euro Case
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017) View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (4)
50. Political Distribution Risk and Aggregate Fluctuations
    Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017) View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (9)
51. Political Distribution Risk and Business Cycles
    2017 Meeting Papers, Society for Economic Dynamics
52. Safe Assets
    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 (2014) View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
    See also Journal Article Safe Assets, The Economic Journal, Royal Economic Society (2022) (2022)

2016

53. Can Currency Competition Work?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (30)
    Working Papers, Federal Reserve Bank of Philadelphia (2016) View citations (37)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (39)
    See also Journal Article Can currency competition work?, Journal of Monetary Economics, Elsevier (2019) View citations (76) (2019)
54. 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 Solution methods for models with rare disasters, Quantitative Economics, Econometric Society (2018) View citations (21) (2018)
55. 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)
56. The Economic Consequences of Labor Market Regulations
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
57. 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)

2015

58. 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)
59. 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 Magna Carta, the rule of law, and the limits on government, International Review of Law and Economics, Elsevier (2016) View citations (1) (2016)

2014

60. A Comparison of Programming Languages in Economics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
61. 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)
    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)
    Working Papers, FEDEA (2014) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (3)
    See also Journal Article Estimating dynamic equilibrium models with stochastic volatility, Journal of Econometrics, Elsevier (2015) View citations (18) (2015)

2013

62. Optimal Capital Versus Labor Taxation with Innovation-Led Growth
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) View citations (41)
    Scholarly Articles, Harvard University Department of Economics (2012)
63. Political Credit Cycles: The Case of the Euro Zone
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (162)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (148)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (162)
    See also Journal Article Political Credit Cycles: The Case of the Eurozone, Journal of Economic Perspectives, American Economic Association (2013) View citations (166) (2013)

2012

64. 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)
65. Nonlinear Adventures at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (85)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (89)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (58)
    See also Journal Article Nonlinear adventures at the zero lower bound, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (190) (2015)
66. 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

67. Fiscal Volatility Shocks and Economic Activity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (94)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (39)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (96)
    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)
68. 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)
69. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics View citations (9)

2010

70. 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)
71. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (32)
72. 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 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, European Economic Association (2014) View citations (70) (2014)
73. Macroeconomics and Volatility: Data, Models, and Estimation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (21)
74. 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 (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (4)
75. 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)
76. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
    Working Papers, Duke University, Department of Economics (2010)
    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)
77. The Spanish Crisis from a Global Perspective
    Working Papers, FEDEA View citations (16)
78. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (25)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (30)
    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)
79. Una Propuesta para el Seguimiento Puntual de la Coyuntura de la Economía de Madrid
    Economic Reports, FEDEA

2009

80. Computing DSGE Models with Recursive Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (11)
81. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (12)
82. 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 MEDEA: a DSGE model for the Spanish economy, SERIEs: Journal of the Spanish Economic Association, Springer (2010) View citations (52) (2010)
83. The Econometrics of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (43)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (35)
    See also Journal Article The econometrics of DSGE models, SERIEs: Journal of the Spanish Economic Association, Springer (2010) View citations (56) (2010)

2008

84. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (29)

2007

85. 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

86. A Generalization of the Endogenous Grid Method
    Levine's Bibliography, UCLA Department of Economics View citations (5)
    See also Journal Article A generalization of the endogenous grid method, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (77) (2007)
87. 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)
88. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics View citations (2)
    See also Journal Article Economic and VAR Shocks: What Can Go Wrong?, Journal of the European Economic Association, MIT Press (2006) View citations (2) (2006)
89. Estimating Macroeconomic Models: A Likelihood Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) View citations (46)
    Levine's Bibliography, UCLA Department of Economics (2006) View citations (22)
    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)

2005

90. Borrowing Constraints, Durables, and the Business Cycle
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
91. 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)
92. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations (10)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
    See also Journal Article Convergence Properties of the Likelihood of Computed Dynamic Models, Econometrica, Econometric Society (2006) View citations (63) (2006)
93. Evaluating Labor Market Reforms: A General Equilibrium Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
    Also in 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)
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2004) View citations (28)
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. (2004) View citations (12)

2004

94. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?
    2004 Meeting Papers, Society for Economic Dynamics View citations (73)
    See also Journal Article CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?, Macroeconomic Dynamics, Cambridge University Press (2011) View citations (135) (2011)
95. Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
    2004 Meeting Papers, Society for Economic Dynamics View citations (29)
    Also in Levine's Working Paper Archive, David K. Levine (2003) View citations (5)
    Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002)
96. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (4)
97. 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)
98. 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)
99. 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)

2003

100. 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 (12)
     NajEcon Working Paper Reviews, www.najecon.org (2002) View citations (12)
101. 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)
102. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
     Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
103. Estimating nonlinear dynamic economies: A likelihood approach
     Computing in Economics and Finance 2003, Society for Computational Economics
104. 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

105. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
     NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)
     See also Journal Article Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data, The Review of Economics and Statistics, MIT Press (2007) View citations (257) (2007)

Journal Articles

2024

1. Central bank digital currency: When price and bank stability collide
   Journal of Monetary Economics, 2024, 145, (C) View citations (7)
   See also Working Paper Central bank digital currency: when price and bank stability collide, Working Paper Series (2024) View citations (8) (2024)

2023

2. A model of the gold standard
   Journal of Economic Theory, 2023, 214, (C)
   See also Working Paper A Model of the Gold Standard, Working Papers (2022) View citations (2) (2022)
3. Accounting for the Duality of the Italian Economy
   Review of Economic Dynamics, 2023, 50, 267-290 View citations (3)
   See also Working Paper Accounting for the Duality of the Italian Economy, CESifo Working Paper Series (2023) View citations (3) (2023)
   Software Item Code and data files for "Accounting for the Duality of the Italian Economy", Computer Codes (2023) (2023)
4. 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)
5. The Fractured-Land Hypothesis
   The Quarterly Journal of Economics, 2023, 138, (2), 1173-1231 View citations (4)
   See also Working Paper The Fractured-Land Hypothesis, NBER Working Papers (2020) View citations (4) (2020)

2022

6. Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union
   International Journal of Central Banking, 2022, 18, (5), 1-47
   See also Working Paper Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union, NBER Working Papers (2020) View citations (1) (2020)
7. 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 (23)
   See also Working Paper Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities, CEPR Discussion Papers (2020) View citations (115) (2020)
8. Politics and Income Distribution
   Economic Insights, 2022, 7, (2), 11-18
9. Safe Assets
   The Economic Journal, 2022, 132, (646), 2075-2100
   See also Working Paper Safe Assets, PIER Working Paper Archive (2017) (2017)

2021

10. Bargaining shocks and aggregate fluctuations
    Journal of Economic Dynamics and Control, 2021, 127, (C) View citations (7)
    See also Working Paper Bargaining Shocks and Aggregate Fluctuations, CEPR Discussion Papers (2021) View citations (7) (2021)
11. Central Bank Digital Currency: Central Banking For All?
    Review of Economic Dynamics, 2021, 41, 225-242 View citations (92)
    See also Working Paper Central Bank Digital Currency: Central Banking For All?, CEPR Discussion Papers (2020) View citations (50) (2020)
12. Estimating DSGE Models: Recent Advances and Future Challenges
    Annual Review of Economics, 2021, 13, (1), 229-252 View citations (1)
    See also Working Paper Estimating DSGE Models: Recent Advances and Future Challenges, NBER Working Papers (2020) View citations (2) (2020)
13. Has machine learning rendered simple rules obsolete?
    European Journal of Law and Economics, 2021, 52, (2), 251-265
    See also Working Paper Has Machine Learning Rendered Simple Rules Obsolete?, PIER Working Paper Archive (2021) (2021)
14. The “Matthew effect” and market concentration: Search complementarities and monopsony power
    Journal of Monetary Economics, 2021, 121, (C), 62-90 View citations (17)
    See also Working Paper The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power, BCAM Working Papers (2021) View citations (22) (2021)

2020

15. Macroeconomic Outcomes and COVID-19: A Progress Report
    Brookings Papers on Economic Activity, 2020, 51, (3 (Fall)), 111-166 View citations (6)
    See also Working Paper Macroeconomic Outcomes and COVID-19: A Progress Report, CEPR Discussion Papers (2020) View citations (40) (2020)
16. Uncertainty Shocks and Business Cycle Research
    Review of Economic Dynamics, 2020, 37 Supplement 1, S118-S166 View citations (30)
    See also Working Paper Uncertainty Shocks and Business Cycle Research, NBER Working Papers (2020) View citations (32) (2020)
    Software Item Code and data files for "Uncertainty Shocks and Business Cycle Research", Computer Codes (2020) (2020)

2019

17. Can currency competition work?
    Journal of Monetary Economics, 2019, 106, (C), 1-15 View citations (76)
    See also Working Paper Can Currency Competition Work?, CEPR Discussion Papers (2016) View citations (29) (2016)

2018

18. Cryptocurrencies: A Crash Course in Digital Monetary Economics
    Australian Economic Review, 2018, 51, (4), 514-526 View citations (7)
    See also Working Paper Cryptocurrencies: A Crash Course in Digital Monetary Economics, PIER Working Paper Archive (2018) View citations (2) (2018)
19. Solution methods for models with rare disasters
    Quantitative Economics, 2018, 9, (2), 903-944 View citations (21)
    See also Working Paper Solution Methods for Models with Rare Disasters, NBER Working Papers (2016) View citations (16) (2016)
20. 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)
21. Tracking Business Conditions in Delaware
    Economic Insights, 2018, 3, (4), 1-7

2016

22. 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 Magna Carta, the Rule of Law and the Limits on Government, MPRA Paper (2015) (2015)

2015

23. A comparison of programming languages in macroeconomics
    Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 View citations (12)
24. 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)
25. 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, CEPR Discussion Papers (2011) View citations (94) (2011)
26. 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, NBER Working Papers (2012) View citations (85) (2012)

2014

27. 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 (70)
    See also Working Paper From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization, IZA Discussion Papers (2010) View citations (15) (2010)
28. 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)

2013

29. Political Credit Cycles: The Case of the Eurozone
    Journal of Economic Perspectives, 2013, 27, (3), 145-66 View citations (166)
    See also Working Paper Political Credit Cycles: The Case of the Euro Zone, NBER Working Papers (2013) View citations (162) (2013)

2012

30. 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)
31. 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, NBER Working Papers (2010) View citations (22) (2010)

2011

32. CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?
    Macroeconomic Dynamics, 2011, 15, (5), 725-770 View citations (135)
    See also Working Paper Consumption and Saving over the Life Cycle: How Important are Consumer Durables?, 2004 Meeting Papers (2004) View citations (73) (2004)
33. 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)
34. 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, NBER Working Papers (2010) View citations (6) (2010)

2010

35. Fiscal Policy in a Model with Financial Frictions
    American Economic Review, 2010, 100, (2), 35-40 View citations (27)
36. 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, PIER Working Paper Archive (2009) View citations (14) (2009)
37. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, 92, (May), 311-338 View citations (4)
38. The econometrics of DSGE models
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 3-49 View citations (56)
    See also Working Paper The Econometrics of DSGE Models, CEPR Discussion Papers (2009) View citations (35) (2009)

2009

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

2008

40. 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

41. A generalization of the endogenous grid method
    Journal of Economic Dynamics and Control, 2007, 31, (8), 2698-2712 View citations (77)
    See also Working Paper A Generalization of the Endogenous Grid Method, Levine's Bibliography (2006) View citations (5) (2006)
42. 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)
43. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
    The Review of Economics and Statistics, 2007, 89, (3), 552-565 View citations (257)
    See also Working Paper Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data, NBER Working Papers (2002) View citations (34) (2002)
44. 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, CEPR Discussion Papers (2006) View citations (18) (2006)
45. 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)

2006

46. 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)
47. 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, NBER Technical Working Papers (2005) View citations (13) (2005)
48. 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 Economic and VAR Shocks: What Can Go Wrong?, Levine's Bibliography (2006) View citations (2) (2006)
49. 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)
50. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) View citations (3)

2005

51. 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)

2004

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

Chapters

2018

1. Monetary Policy and Payments
   Chapter 4 in The Structural Foundations of Monetary Policy, 2018

2008

2. 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

2023

1. Code and data files for "Accounting for the Duality of the Italian Economy"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Accounting for the Duality of the Italian Economy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (3) (2023)

2020

2. Code and data files for "Uncertainty Shocks and Business Cycle Research"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Uncertainty Shocks and Business Cycle Research, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (30) (2020)

2011

3. 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)
4. Example code for perturbation method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Example code for projection method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2003

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