Details about Juan F Rubio-Ramirez

Access statistics for papers by Juan F Rubio-Ramirez.

Last updated 2016-12-18. Update your information in the RePEc Author Service.

Short-id: pru25

Working Papers

2021

1. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
   Working Papers, Federal Reserve Bank of Philadelphia

2018

2. Inference in Bayesian Proxy-SVARs
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2018) View citations (2)

2016

3. Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
   2016 Meeting Papers, Society for Economic Dynamics View citations (12)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (91)
   Dynare Working Papers, CEPREMAP (2014) View citations (69)
   Working Papers, BBVA Bank, Economic Research Department (2013) View citations (12)
   2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (48)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014) View citations (36)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (30)
   Working Papers, FEDEA (2013) View citations (16)
4. Narrative Sign Restrictions for SVARs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2016) View citations (13)
5. Observatorio Fiscal y Financiero de las CC.AA
   Studies on the Spanish Economy, FEDEA
6. Sanidad, Educación y Protección Social: Recortes Durante la Crisis
   Studies on the Spanish Economy, FEDEA
7. Solution and Estimation Methods for DSGE Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (2)
8. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
   Working Papers, FEDEA View citations (3)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) View citations (50)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (51)
   NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (50)
9. The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
10. The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (15)
    Working Papers, FEDEA (2014) View citations (1)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (16)

2015

11. Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
    Working Papers, FEDEA View citations (12)
    Also in Working Papers, BBVA Bank, Economic Research Department (2015) View citations (12)
    See also Journal Article in Journal of International Economics (2015)
12. Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014
    Studies on the Spanish Economy, FEDEA
13. Precautionary Saving and Aggregate Demand
    Working papers, Banque de France View citations (56)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (1)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (1)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (20)
14. Una Reforma Fiscal para España
    Policy Papers, FEDEA

2014

15. Estimating Dynamic Equilibrium Models with Stochastic Volatility
    Working Papers, BBVA Bank, Economic Research Department View citations (1)
    Also in Working Papers, FEDEA (2013)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
    Working Papers, Federal Reserve Bank of Philadelphia (2013)
    Working Papers, FEDEA (2014) View citations (1)
    See also Journal Article in Journal of Econometrics (2015)
16. Perturbation Methods for Markov-Switching DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (8)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (7)
    Research Working Paper, Federal Reserve Bank of Kansas City (2013) View citations (21)
    Working Papers, FEDEA (2013) View citations (24)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014) View citations (32)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) View citations (9)
    See also Journal Article in Quantitative Economics (2016)

2012

17. 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 (66)
    See also Journal Article in Review of Economic Dynamics (2012)
18. Nonlinear Adventures at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (67)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (87)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (47)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
19. Supply-Side Policies and the Zero Lower Bound
    2012 Meeting Papers, Society for Economic Dynamics View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (4)
    See also Journal Article in IMF Economic Review (2014)

2011

20. Fiscal Volatility Shocks and Economic Activity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (83)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (36)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (50)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (55)
    See also Journal Article in American Economic Review (2015)
21. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics View citations (9)

2010

22. Cointegrated TFP Processes and International Business Cycles
    Working Papers, Duke University, Department of Economics View citations (1)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2009) View citations (5)
    See also Journal Article in Journal of Monetary Economics (2011)
23. Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in 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 (26)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (19)
24. Fortune or virtue: time-variant volatilities versus parameter drifting
    Working Papers, Federal Reserve Bank of Philadelphia View citations (31)
25. Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    2010 Meeting Papers, Society for Economic Dynamics
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2010) View citations (12)
    See also Journal Article in Review of Economic Dynamics (2011)
26. Macroeconomics and Volatility: Data, Models, and Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (10)
27. Reading the Recent Monetary History of the U.S., 1959-2007
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (1)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (1)
    Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (3)
28. Risk Matters: The Real Effects of Volatility Shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (14)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (45)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (26)
    See also Journal Article in American Economic Review (2011)
29. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
    Working Papers, Duke University, Department of Economics (2010)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
30. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (18)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (13)
    See also Journal Article in Journal of Monetary Economics (2012)

2009

31. Computing DSGE Models with Recursive Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (20)
32. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (4)
33. MEDEA: A DSGE Model for the Spanish Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (13)
    Working Papers, FEDEA (2009) View citations (11)
    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2010)

2008

34. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)
35. Structural vector autoregressions: theory of identification and algorithms for inference
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (53)
    See also Journal Article in Review of Economic Studies (2010)

2007

36. How Structural Are Structural Parameters?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (62)
    See also Chapter (2008)

2006

37. Estimating Macroeconomic Models: A Likelihood Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) View citations (42)
    See also Journal Article in Review of Economic Studies (2007)
38. Markov-Switching Structural Vector Autoregressions: Theory and Application
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (46)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (19)
39. The Macroeconomics of Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

40. A, B, C's (and D)'s for Understanding VARs
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (28)
    Also in 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)
    See also Journal Article in American Economic Review (2007)
41. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (11)
    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)
    See also Journal Article in Econometrica (2006)
42. Fiscal policy and minimum wage for redistribution: an equivalence result
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
    See also Journal Article in Economics Bulletin (2008)

2004

43. Effects of monetary policy regime changes in the Euro Economy
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
44. Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    2004 Meeting Papers, Society for Economic Dynamics View citations (2)
45. Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (11)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (10)
    See also Journal Article in Journal of Applied Econometrics (2005)
46. 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 (22)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (21)
47. On the solution of the growth model with investment-specific technological change
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Applied Economics Letters (2007)
48. Optimal Minimum Wage
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
49. Optimal minimum wage in a competitive economy
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)

2003

50. 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)
51. Comparing New Keynesian models in the Euro area: a Bayesian approach
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (23)
    See also Journal Article in Spanish Economic Review (2008)
52. Comparing Solution Methods for Dynamic Equilibrium Economies
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (35)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (20)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)
53. Estimating nonlinear dynamic economies: A likelihood approach
    Computing in Economics and Finance 2003, Society for Computational Economics
54. 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)
55. Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2002

56. Redistribution and fiscal policy
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2001

57. Nominal versus real wage rigidities: A Bayesian approach
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (7)

Journal Articles

2016

1. Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
   Quantitative Economics, 2016, 7, (2), 637-669 View citations (29)
   See also Working Paper (2014)

2015

2. Can international macroeconomic models explain low-frequency movements of real exchange rates?
   Journal of International Economics, 2015, 96, (1), 199-211 View citations (14)
   See also Working Paper (2015)
3. Estimating dynamic equilibrium models with stochastic volatility
   Journal of Econometrics, 2015, 185, (1), 216-229 View citations (6)
   See also Working Paper (2014)
4. Fiscal Volatility Shocks and Economic Activity
   American Economic Review, 2015, 105, (11), 3352-84 View citations (222)
   See also Working Paper (2011)
5. Nonlinear adventures at the zero lower bound
   Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 View citations (130)
   See also Working Paper (2012)

2014

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

2012

7. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
   Review of Economic Dynamics, 2012, 15, (2), 188-206 View citations (70)
   See also Software Item (2011)
   Working Paper (2012)
8. The term structure of interest rates in a DSGE model with recursive preferences
   Journal of Monetary Economics, 2012, 59, (7), 634-648 View citations (100)
   See also Working Paper (2010)

2011

9. Cointegrated TFP processes and international business cycles
   Journal of Monetary Economics, 2011, 58, (2), 156-171 View citations (47)
   See also Working Paper (2010)
10. Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment
    Review of Economic Dynamics, 2011, 14, (1), 136-155 View citations (43)
    See also Working Paper (2010)
    Software Item (2010)
11. Risk Matters: The Real Effects of Volatility Shocks
    American Economic Review, 2011, 101, (6), 2530-61 View citations (268)
    See also Working Paper (2010)
12. 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 (42)
    See also Working Paper (2010)

2010

13. MEDEA: a DSGE model for the Spanish economy
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 175-243 View citations (36)
    See also Working Paper (2009)
14. Reading the recent monetary history of the United States, 1959-2007
    Review, 2010, 92, (May), 311-338 View citations (3)
15. Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
    Review of Economic Studies, 2010, 77, (2), 665-696 View citations (420)
    See also Working Paper (2008)

2009

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

2008

17. Comparing new Keynesian models in the Euro area: a Bayesian approach
    Spanish Economic Review, 2008, 10, (1), 23-40 View citations (18)
    See also Working Paper (2003)
18. Fiscal policy and minimum wage for redistribution: an equivalence result
    Economics Bulletin, 2008, 5, (11), 1-8
    See also Working Paper (2005)

2007

19. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (207)
    See also Working Paper (2005)
20. Estimating Macroeconomic Models: A Likelihood Approach
    Review of Economic Studies, 2007, 74, (4), 1059-1087 View citations (112)
    See also Working Paper (2006)
21. On the solution of the growth model with investment-specific technological change
    Applied Economics Letters, 2007, 14, (8), 549-553
    See also Working Paper (2004)
22. Optimal minimum wage in a competitive economy: An alternative modelling approach
    Economic Modelling, 2007, 24, (5), 778-796 View citations (5)

2006

23. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (192)
    See also Working Paper (2003)
24. Convergence Properties of the Likelihood of Computed Dynamic Models
    Econometrica, 2006, 74, (1), 93-119 View citations (51)
    See also Working Paper (2005)
25. Economic and VAR Shocks: What Can Go Wrong?
    Journal of the European Economic Association, 2006, 4, (2-3), 466-474 View citations (2)
26. Solving DSGE models with perturbation methods and a change of variables
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2509-2531 View citations (22)
27. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
    EconomicDynamics Newsletter, 2006, 8, (1) View citations (1)

2005

28. Comparing New Keynesian models of the business cycle: A Bayesian approach
    Journal of Monetary Economics, 2005, 52, (6), 1151-1166 View citations (321)
29. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
    Journal of Applied Econometrics, 2005, 20, (7), 891-910 View citations (74)
    See also Working Paper (2004)
30. Smoothing the shocks of a dynamic stochastic general equilibrium model
    Economic Review, 2005, 90, (Q 2), 35-47 View citations (1)

2004

31. Comparing dynamic equilibrium models to data: a Bayesian approach
    Journal of Econometrics, 2004, 123, (1), 153-187 View citations (155)

2003

32. Inflation persistence: how much can we explain?
    Economic Review, 2003, 88, (Q2), 43-55 View citations (4)

Chapters

2008

1. How Structural Are Structural Parameters?
   A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 83-137 View citations (52)
   See also Working Paper (2007)

Software Items

2011

1. Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2012)

2010

2. Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2011)

2003

3. Chebyshev Polynomials
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Finite Elements Method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (2)
5. Linear and Log-Linear Approximation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
7. Perturbation (2nd and 5th order)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
8. Value Function Iteration
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles