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

2018

A Practical Guide to Parallelization in Economics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (15)
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)
On the Economics of Digital Currencies
Working Papers, Federal Reserve Bank of Philadelphia View citations (8)
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

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

2016

Can Currency Competition Work?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (39)
Working Papers, Federal Reserve Bank of Philadelphia (2016) View citations (37)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (29)
See also Journal Article Can currency competition work?, Journal of Monetary Economics, Elsevier (2019) View citations (79) (2019)
Solution Methods for Models with Rare Disasters
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (26)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (16)
See also Journal Article Solution methods for models with rare disasters, Quantitative Economics, Econometric Society (2018) View citations (23) (2018)
Solution and Estimation Methods for DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (157)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (5)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (3)
The Economic Consequences of Labor Market Regulations
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
Working Papers, FEDEA View citations (5)
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 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 (111) (2018)

2015

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 RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2011) View citations (5)
2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (2)
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

A Comparison of Programming Languages in Economics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Estimating Dynamic Equilibrium Models with Stochastic Volatility
Working Papers, BBVA Bank, Economic Research Department View citations (2)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
Working Papers, FEDEA (2013)
Working Papers, FEDEA (2014) View citations (2)
NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (2)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (3)
Working Papers, Federal Reserve Bank of Philadelphia (2013)
See also Journal Article Estimating dynamic equilibrium models with stochastic volatility, Journal of Econometrics, Elsevier (2015) View citations (18) (2015)

2013

Optimal Capital Versus Labor Taxation with Innovation-Led Growth
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (41)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (38)
Scholarly Articles, Harvard University Department of Economics (2012)
Political Credit Cycles: The Case of the Euro Zone
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (164)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (164)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (150)
See also Journal Article Political Credit Cycles: The Case of the Eurozone, Journal of Economic Perspectives, American Economic Association (2013) View citations (168) (2013)

2012

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)
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 (191) (2015)
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

Fiscal Volatility Shocks and Economic Activity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (95)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (97)
NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (119)
Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (39)
See also Journal Article Fiscal Volatility Shocks and Economic Activity, American Economic Review, American Economic Association (2015) View citations (477) (2015)
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)
Solving the new Keynesian model in continuous time
2011 Meeting Papers, Society for Economic Dynamics View citations (9)

2010

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 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 (21)
NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (39)
Fortune or virtue: time-variant volatilities versus parameter drifting
Working Papers, Federal Reserve Bank of Philadelphia View citations (32)
From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
Also in Economie d'Avant Garde Research Reports, Economie d'Avant Garde (2010) View citations (15)
IZA Discussion Papers, Institute of Labor Economics (IZA) (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 (72) (2014)
Macroeconomics and Volatility: Data, Models, and Estimation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (23)
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 NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (4)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (2)
Risk Matters: The Real Effects of Volatility Shocks
2010 Meeting Papers, Society for Economic Dynamics View citations (8)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (33)
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 (55)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (29)
See also Journal Article Risk Matters: The Real Effects of Volatility Shocks, American Economic Review, American Economic Association (2011) View citations (502) (2011)
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 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)
The Spanish Crisis from a Global Perspective
Working Papers, FEDEA View citations (16)
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)
Una Propuesta para el Seguimiento Puntual de la Coyuntura de la Economía de Madrid
Economic Reports, FEDEA

2009

Computing DSGE Models with Recursive Preferences
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (11)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (13)
Computing Models with Recursive Preferences
2009 Meeting Papers, Society for Economic Dynamics View citations (12)
MEDEA: A DSGE Model for the Spanish Economy
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in Working Papers, FEDEA (2009) View citations (12)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (14)
See also Journal Article MEDEA: a DSGE model for the Spanish economy, SERIEs: Journal of the Spanish Economic Association, Springer (2010) View citations (52) (2010)
The Econometrics of DSGE Models
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (35)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (43)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (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

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

2007

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

2006

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)
A,B,C's (and D's)'s for Understanding VARS
Levine's Bibliography, UCLA Department of Economics View citations (14)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (21)
Levine's Bibliography, UCLA Department of Economics (2005) View citations (25)
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 (314) (2007)
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)
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

Borrowing Constraints, Durables, and the Business Cycle
2005 Meeting Papers, Society for Economic Dynamics View citations (1)
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 (38)
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 (249) (2006)
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)
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (2)
Levine's Bibliography, UCLA Department of Economics (2005) View citations (10)
See also Journal Article Convergence Properties of the Likelihood of Computed Dynamic Models, Econometrica, Econometric Society (2006) View citations (63) (2006)
Evaluating Labor Market Reforms: A General Equilibrium Approach
NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (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

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 (136) (2011)
Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data
2004 Meeting Papers, Society for Economic Dynamics View citations (29)
Also in Centro de Altisimos Estudios Rios Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002)
Levine's Working Paper Archive, David K. Levine (2003) View citations (5)
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
2004 Meeting Papers, Society for Economic Dynamics View citations (4)
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)
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)
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

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)
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)
Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
Computing in Economics and Finance 2003, Society for Computational Economics View citations (3)
Estimating nonlinear dynamic economies: A likelihood approach
Computing in Economics and Finance 2003, Society for Computational Economics
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

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 (260) (2007)

Journal Articles

2025

The wealth of working nations
European Economic Review, 2025, 173, (C)
See also Working Paper The Wealth of Working Nations, NBER Working Papers (2023) View citations (1) (2023)

2024

Central bank digital currency: When price and bank stability collide
Journal of Monetary Economics, 2024, 145, (C) View citations (8)
See also Working Paper Central bank digital currency: when price and bank stability collide, Working Paper Series (2024) View citations (9) (2024)

2023

A model of the gold standard
Journal of Economic Theory, 2023, 214, (C)
See also Working Paper A Model of the Gold Standard, NBER Working Papers (2022) View citations (2) (2022)
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, CEPR Discussion Papers (2023) (2023)
Software Item Code and data files for "Accounting for the Duality of the Italian Economy", Computer Codes (2023) (2023)
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)
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, CEPR Discussion Papers (2020) View citations (2) (2020)

2022

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)
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 (25)
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)
Politics and Income Distribution
Economic Insights, 2022, 7, (2), 11-18
Safe Assets
The Economic Journal, 2022, 132, (646), 2075-2100
See also Working Paper Safe Assets, CEPR Discussion Papers (2017) (2017)

2021

Bargaining shocks and aggregate fluctuations
Journal of Economic Dynamics and Control, 2021, 127, (C) View citations (8)
See also Working Paper Bargaining Shocks and Aggregate Fluctuations, CESifo Working Paper Series (2021) View citations (8) (2021)
Central Bank Digital Currency: Central Banking For All?
Review of Economic Dynamics, 2021, 41, 225-242 View citations (93)
See also Working Paper Central Bank Digital Currency: Central Banking For All?, Working Papers (2020) View citations (42) (2020)
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)
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)
The “Matthew effect” and market concentration: Search complementarities and monopsony power
Journal of Monetary Economics, 2021, 121, (C), 62-90 View citations (21)
See also Working Paper The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power, FRB Atlanta Working Paper (2021) View citations (21) (2021)

2020

Macroeconomic Outcomes and COVID-19: A Progress Report
Brookings Papers on Economic Activity, 2020, 51, (3 (Fall)), 111-166 View citations (7)
See also Working Paper Macroeconomic Outcomes and COVID-19: A Progress Report, NBER Working Papers (2020) View citations (41) (2020)
Uncertainty Shocks and Business Cycle Research
Review of Economic Dynamics, 2020, 37 Supplement 1, S118-S166 View citations (30)
See also Software Item Code and data files for "Uncertainty Shocks and Business Cycle Research", Computer Codes (2020) (2020)
Working Paper Uncertainty Shocks and Business Cycle Research, NBER Working Papers (2020) View citations (32) (2020)

2019

Can currency competition work?
Journal of Monetary Economics, 2019, 106, (C), 1-15 View citations (79)
See also Working Paper Can Currency Competition Work?, NBER Working Papers (2016) View citations (30) (2016)

2018

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)
Solution methods for models with rare disasters
Quantitative Economics, 2018, 9, (2), 903-944 View citations (23)
See also Working Paper Solution Methods for Models with Rare Disasters, CEPR Discussion Papers (2016) View citations (26) (2016)
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 (111)
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)
Tracking Business Conditions in Delaware
Economic Insights, 2018, 3, (4), 1-7

2016

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

A comparison of programming languages in macroeconomics
Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 View citations (12)
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)
Fiscal Volatility Shocks and Economic Activity
American Economic Review, 2015, 105, (11), 3352-84 View citations (477)
See also Working Paper Fiscal Volatility Shocks and Economic Activity, CEPR Discussion Papers (2011) View citations (95) (2011)
Nonlinear adventures at the zero lower bound
Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 View citations (191)
See also Working Paper Nonlinear Adventures at the Zero Lower Bound, NBER Working Papers (2012) View citations (85) (2012)

2014

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 (72)
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, NBER Working Papers (2010) View citations (16) (2010)
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

Political Credit Cycles: The Case of the Eurozone
Journal of Economic Perspectives, 2013, 27, (3), 145-66 View citations (168)
See also Working Paper Political Credit Cycles: The Case of the Euro Zone, CEPR Discussion Papers (2013) View citations (164) (2013)

2012

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)
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

CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?
Macroeconomic Dynamics, 2011, 15, (5), 725-770 View citations (136)
See also Working Paper Consumption and Saving over the Life Cycle: How Important are Consumer Durables?, 2004 Meeting Papers (2004) View citations (73) (2004)
Risk Matters: The Real Effects of Volatility Shocks
American Economic Review, 2011, 101, (6), 2530-61 View citations (502)
See also Working Paper Risk Matters: The Real Effects of Volatility Shocks, 2010 Meeting Papers (2010) View citations (8) (2010)
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, PIER Working Paper Archive (2010) (2010)

2010

Fiscal Policy in a Model with Financial Frictions
American Economic Review, 2010, 100, (2), 35-40 View citations (28)
MEDEA: a DSGE model for the Spanish economy
SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 175-243 View citations (52)
See also Working Paper MEDEA: A DSGE Model for the Spanish Economy, CEPR Discussion Papers (2009) View citations (11) (2009)
Reading the recent monetary history of the United States, 1959-2007
Review, 2010, 92, (May), 311-338 View citations (4)
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, PIER Working Paper Archive (2009) View citations (35) (2009)

2009

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

2008

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

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)
ABCs (and Ds) of Understanding VARs
American Economic Review, 2007, 97, (3), 1021-1026 View citations (314)
See also Working Paper A,B,C's (and D's)'s for Understanding VARS, Levine's Bibliography (2006) View citations (14) (2006)
Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
The Review of Economics and Statistics, 2007, 89, (3), 552-565 View citations (260)
See also Working Paper Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data, NBER Working Papers (2002) View citations (34) (2002)
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)
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

Comparing solution methods for dynamic equilibrium economies
Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (249)
See also Working Paper Comparing Solution Methods for Dynamic Equilibrium Economies, Levine's Bibliography (2005) View citations (4) (2005)
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)
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)
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)
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
EconomicDynamics Newsletter, 2006, 8, (1) View citations (3)

2005

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

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

Chapters

2018

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

2008

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?, National Bureau of Economic Research, Inc (2007) View citations (142) (2007)

Software Items

2023

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

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

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

2003

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