Details about Pablo A. Guerron

Access statistics for papers by Pablo A. Guerron.

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

Short-id: pgu174

Working Papers

2023

1. Exchange Rate Disconnect Revisited
   Boston College Working Papers in Economics, Boston College Department of Economics

2022

2. Bubbles, Crashes, and Economic Growth: Theory and Evidence
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (1)

2021

3. Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence
   Discussion Papers, Centre for Macroeconomics (CFM)
4. Public Debt, Private Pain: Regional Borrowing, Default, and Migration
   Working Paper, Federal Reserve Bank of Richmond

2020

5. Bargaining Shocks and Aggregate Fluctuations
   Working Papers, Federal Reserve Bank of Philadelphia
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (6)
6. Estimating DSGE Models: Recent Advances and Future Challenges
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
7. Exchange Rates and Endogenous Productivity
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
8. Recurrent Bubbles and Economic Growth
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (2)
   Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2019) View citations (3)
9. Uncertainty Shocks and Business Cycle Research
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
   See also Journal Article in Review of Economic Dynamics (2020)

2019

10. On Liquidity Shocks and Asset Prices
    Bank of Japan Working Paper Series, Bank of Japan View citations (3)
    Also in Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2015) View citations (8)
11. On Regional Borrowing, Default, and Migration
    Working Paper, Federal Reserve Bank of Richmond View citations (8)

2018

12. On Regional Borrowing, Migration, and Default
    2018 Meeting Papers, Society for Economic Dynamics View citations (4)
13. Recurrent Bubbles, Economic Fluctuations, and Growth
    Bank of Japan Working Paper Series, Bank of Japan View citations (6)

2017

14. Macroeconomic Forecasting in Times of Crises
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
15. Political Distribution Risk and Aggregate Fluctuations
    Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (9)
16. Political Distribution Risk and Business Cycles
    2017 Meeting Papers, Society for Economic Dynamics

2016

17. Endogenous Productivity, Exchange Rates, and Sudden Stops
    2016 Meeting Papers, Society for Economic Dynamics View citations (1)
18. Impulse Response Matching Estimators for DSGE Models
    Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (3)
    CESifo Working Paper Series, CESifo (2016) View citations (2)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2014) View citations (3)
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2014) View citations (3)
    See also Journal Article in Journal of Econometrics (2017)

2014

19. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, BBVA Bank, Economic Research Department View citations (2)
    Also in Working Papers, FEDEA (2013)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (2)
    Working Papers, FEDEA (2014) View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2013)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (3)
    See also Journal Article in Journal of Econometrics (2015)
20. Liquidity, Trends, and the Great Recession
    2014 Meeting Papers, Society for Economic Dynamics View citations (10)
    Also in UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2013) View citations (23)
    Working Papers, Federal Reserve Bank of Philadelphia (2014) View citations (4)
21. Municipal Bonds, Default, and Migration in General Equilibrium
    2014 Meeting Papers, Society for Economic Dynamics

2013

22. Dynamics of investment, debt, and default
    Working Papers, Federal Reserve Bank of Philadelphia View citations (16)
    See also Journal Article in Review of Economic Dynamics (2018)

2012

23. Bayesian Estimation of DSGE Models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (17)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (7)
    See also Chapter (2013)
24. Common and idiosyncratic disturbances in developed small open economies
    Working Papers, Federal Reserve Bank of Philadelphia
    See also Journal Article in Journal of International Economics (2013)
25. Interest rates and prices in an inventory model of money with credit
    Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
    See also Journal Article in Journal of Monetary Economics (2016)
26. Nonlinear Adventures at the Zero Lower Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (56)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (83)
    Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (88)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
27. Supply-Side Policies and the Zero Lower Bound
    2012 Meeting Papers, Society for Economic Dynamics View citations (6)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (4)
    See also Journal Article in IMF Economic Review (2014)

2011

28. Fiscal Volatility Shocks and Economic Activity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (92)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (39)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (116)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (94)
    See also Journal Article in American Economic Review (2015)

2010

29. Common factors in small open economies: inference and consequences
    Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
30. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (20)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (38)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (23)
31. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (32)
32. Reading the Recent Monetary History of the U.S., 1959-2007
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (4)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
33. 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)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (56)
    See also Journal Article in American Economic Review (2011)
34. The implications of inflation in an estimated New-Keynesian model
    Working Papers, Federal Reserve Bank of Philadelphia
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2009

35. Do uncertainty and technology drive exchange rates?
    Working Papers, Federal Reserve Bank of Philadelphia View citations (4)
36. Frequentist Inference in Weakly Identified DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2009) View citations (4)

2008

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

2007

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

2006

40. Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle
    Working Paper Series, North Carolina State University, Department of Economics
41. Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics
    Working Paper Series, North Carolina State University, Department of Economics
42. 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

Journal Articles

2022

1. How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults?
   Richmond Fed Economic Brief, 2022, 22, (40)
2. Politics and Income Distribution
   Economic Insights, 2022, 7, (2), 11-18

2020

3. Uncertainty Shocks and Business Cycle Research
   Review of Economic Dynamics, 2020, 37 Supplement 1, S118-S166 View citations (22)
   See also Working Paper (2020)

2019

4. Financial frictions, trends, and the great recession
   Quantitative Economics, 2019, 10, (2), 735-773 View citations (36)

2018

5. Dynamics of Investment, Debt, and Default
   Review of Economic Dynamics, 2018, 28, 71-95 View citations (31)
   See also Software Item (2017)
   Working Paper (2013)

2017

6. Asymmetric business cycles and sovereign default
   Economics Letters, 2017, 161, (C), 116-119 View citations (1)
7. Impulse response matching estimators for DSGE models
   Journal of Econometrics, 2017, 196, (1), 144-155 View citations (30)
   See also Working Paper (2016)

2016

8. Interest rates and prices in an inventory model of money with credit
   Journal of Monetary Economics, 2016, 83, (C), 71-89 View citations (4)
   See also Working Paper (2012)

2015

9. Estimating dynamic equilibrium models with stochastic volatility
   Journal of Econometrics, 2015, 185, (1), 216-229 View citations (15)
   See also Working Paper (2014)
10. Fiscal Volatility Shocks and Economic Activity
    American Economic Review, 2015, 105, (11), 3352-84 View citations (410)
    See also Working Paper (2011)
11. Nonlinear adventures at the zero lower bound
    Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 View citations (177)
    See also Working Paper (2012)

2014

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

2013

13. Common and idiosyncratic disturbances in developed small open economies
    Journal of International Economics, 2013, 90, (1), 33-49 View citations (20)
    See also Working Paper (2012)
14. 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
15. The economics of small open economies
    Business Review, 2013, (Q4), 9-18

2012

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

2011

17. Economic Development and Heterogeneity in the Great Moderation among the States
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-21 View citations (4)
18. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 View citations (458)
    See also Working Paper (2010)
19. The implications of inflation in an estimated new Keynesian model
    Journal of Economic Dynamics and Control, 2011, 35, (6), 947-962 View citations (6)
    See also Working Paper (2010)

2010

20. Economic Development and Volatility among the States
    Economics Bulletin, 2010, 30, (3), 1963-1976 View citations (1)
21. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, 92, (May), 311-338 View citations (4)
22. What you match does matter: the effects of data on DSGE estimation
    Journal of Applied Econometrics, 2010, 25, (5), 774-804 View citations (65)
    See also Working Paper (2007)

2009

23. Money demand heterogeneity and the great moderation
    Journal of Monetary Economics, 2009, 56, (2), 255-266 View citations (26)

2008

24. Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3613-3630 View citations (19)

Chapters

2013

1. Bayesian estimation of DSGE models
   Chapter 21 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 486-512 View citations (2)
   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
   See also Journal Article in Review of Economic Dynamics (2018)