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Details about Pablo A. Guerron

E-mail:
Homepage:https://sites.google.com/site/pabloaguerronquintana/
Workplace:Department of Economics, Boston College, (more information at EDIRC)
Facultad de Ciencias Sociales y Humanísticas (Faculty of Social Sciences and Humanities), Escuela Superior Politécnica del Litoral (ESPOL) (Higher Polytechnic School of the Coast), (more information at EDIRC)

Access statistics for papers by Pablo A. Guerron.

Last updated 2019-06-16. Update your information in the RePEc Author Service.

Short-id: pgu174


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Working Papers

2020

  1. Estimating DSGE Models: Recent Advances and Future Challenges
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Uncertainty Shocks and Business Cycle Research
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Review of Economic Dynamics (2020)

2019

  1. On Liquidity Shocks and Asset Prices
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (2)
    Also in Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2015) Downloads View citations (8)
  2. On Regional Borrowing, Default, and Migration
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (6)
  3. Recurrent Bubbles and Economic Growth
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (2)

2018

  1. On Regional Borrowing, Migration, and Default
    2018 Meeting Papers, Society for Economic Dynamics Downloads
  2. Recurrent Bubbles, Economic Fluctuations, and Growth
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (6)

2017

  1. Macroeconomic Forecasting in Times of Crises
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
  2. Political Distribution Risk and Aggregate Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (6)
    Working Papers, Federal Reserve Bank of Philadelphia (2017) Downloads View citations (6)
  3. Political Distribution Risk and Business Cycles
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2016

  1. Endogenous Productivity, Exchange Rates, and Sudden Stops
    2016 Meeting Papers, Society for Economic Dynamics View citations (1)
  2. Impulse Response Matching Estimators for DSGE Models
    Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University Downloads View citations (2)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (3)
    CESifo Working Paper Series, CESifo (2016) Downloads View citations (2)
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2014) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2017)

2015

  1. Financial Frictions, Trends, and the Great Recession
    Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University Downloads View citations (16)
    See also Journal Article in Quantitative Economics (2019)

2014

  1. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, FEDEA Downloads View citations (1)
    Also in Working Papers, FEDEA (2013) Downloads
    Working Papers, BBVA Bank, Economic Research Department (2014) Downloads View citations (1)
    Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads

    See also Journal Article in Journal of Econometrics (2015)
  2. Liquidity, Trends, and the Great Recession
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2014) Downloads View citations (3)
    UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2013) Downloads View citations (22)
  3. Municipal Bonds, Default, and Migration in General Equilibrium
    2014 Meeting Papers, Society for Economic Dynamics Downloads

2013

  1. Dynamics of investment, debt, and default
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (13)
    See also Journal Article in Review of Economic Dynamics (2018)

2012

  1. Bayesian Estimation of DSGE Models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (5)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (6)

    See also Chapter (2013)
  2. Common and idiosyncratic disturbances in developed small open economies
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
    See also Journal Article in Journal of International Economics (2013)
  3. Interest rates and prices in an inventory model of money with credit
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (2016)
  4. Nonlinear Adventures at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (87)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (47)

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

    See also Journal Article in IMF Economic Review (2014)

2011

  1. Fiscal Volatility Shocks and Economic Activity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (83)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (50)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) Downloads View citations (55)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (36)

    See also Journal Article in American Economic Review (2015)

2010

  1. Common factors in small open economies: inference and consequences
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)
  2. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (19)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (23)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (26)
  3. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (31)
  4. Reading the Recent Monetary History of the U.S., 1959-2007
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (3)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (1)
  5. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (26)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) Downloads View citations (45)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (14)

    See also Journal Article in American Economic Review (2011)
  6. The implications of inflation in an estimated New-Keynesian model
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2009

  1. Do uncertainty and technology drive exchange rates?
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (1)
  2. Frequentist Inference in Weakly Identified DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2009) Downloads View citations (3)

2008

  1. What you match does matter: The effect of observables on DSGE
    2008 Meeting Papers, Society for Economic Dynamics

2007

  1. The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model
    Working Paper Series, North Carolina State University, Department of Economics Downloads
  2. What You Match Does Matter: The Effects of Data on DSGE Estimation
    Working Paper Series, North Carolina State University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2010)

2006

  1. Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle
    Working Paper Series, North Carolina State University, Department of Economics Downloads
  2. Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics
    Working Paper Series, North Carolina State University, Department of Economics Downloads
  3. Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory
    Working Paper Series, North Carolina State University, Department of Economics Downloads

Journal Articles

2020

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

2019

  1. Financial frictions, trends, and the great recession
    Quantitative Economics, 2019, 10, (2), 735-773 Downloads View citations (2)
    See also Working Paper (2015)

2018

  1. Dynamics of Investment, Debt, and Default
    Review of Economic Dynamics, 2018, 28, 71-95 Downloads View citations (18)
    See also Software Item (2017)
    Working Paper (2013)

2017

  1. Asymmetric business cycles and sovereign default
    Economics Letters, 2017, 161, (C), 116-119 Downloads View citations (1)
  2. Impulse response matching estimators for DSGE models
    Journal of Econometrics, 2017, 196, (1), 144-155 Downloads View citations (12)
    See also Working Paper (2016)

2016

  1. Interest rates and prices in an inventory model of money with credit
    Journal of Monetary Economics, 2016, 83, (C), 71-89 Downloads View citations (3)
    See also Working Paper (2012)

2015

  1. Estimating dynamic equilibrium models with stochastic volatility
    Journal of Econometrics, 2015, 185, (1), 216-229 Downloads View citations (6)
    See also Working Paper (2014)
  2. Fiscal Volatility Shocks and Economic Activity
    American Economic Review, 2015, 105, (11), 3352-84 Downloads View citations (207)
    See also Working Paper (2011)
  3. Nonlinear adventures at the zero lower bound
    Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 Downloads View citations (127)
    See also Working Paper (2012)

2014

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

2013

  1. Common and idiosyncratic disturbances in developed small open economies
    Journal of International Economics, 2013, 90, (1), 33-49 Downloads View citations (6)
    See also Working Paper (2012)
  2. Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes
    Quantitative Economics, 2013, 4, (2), 197-229 Downloads
  3. The economics of small open economies
    Business Review, 2013, (Q4), 9-18 Downloads

2012

  1. Risk and uncertainty
    Business Review, 2012, (Q1), 9-18 Downloads View citations (2)

2011

  1. Economic Development and Heterogeneity in the Great Moderation among the States
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-21 Downloads View citations (4)
  2. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 Downloads View citations (253)
    See also Working Paper (2010)
  3. The implications of inflation in an estimated new Keynesian model
    Journal of Economic Dynamics and Control, 2011, 35, (6), 947-962 Downloads View citations (4)
    See also Working Paper (2010)

2010

  1. Economic Development and Volatility among the States
    Economics Bulletin, 2010, 30, (3), 1963-1976 Downloads
  2. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, 92, (May), 311-338 Downloads View citations (3)
  3. What you match does matter: the effects of data on DSGE estimation
    Journal of Applied Econometrics, 2010, 25, (5), 774-804 Downloads View citations (43)
    See also Working Paper (2007)

2009

  1. Money demand heterogeneity and the great moderation
    Journal of Monetary Economics, 2009, 56, (2), 255-266 Downloads View citations (24)

2008

  1. Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3613-3630 Downloads View citations (12)

Chapters

2013

  1. Bayesian estimation of DSGE models
    Chapter 21 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 486-512 Downloads View citations (1)
    See also Working Paper (2012)

Software Items

2017

  1. Code and data files for "Dynamics of Investment, Debt, and Default"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2018)
 
Page updated 2021-01-18