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
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Working Papers
2021
- Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
- Dividend Momentum and Stock Return Predictability: A Bayesian Approach
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
- Estimating Hysteresis Effects
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) View citations (3)
- Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
2018
- Inference in Bayesian Proxy-SVARs
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2018) View citations (3)
2016
- 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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (36) Dynare Working Papers, CEPREMAP (2014) View citations (76) FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014) View citations (43) Working Papers, FEDEA (2013) View citations (16) Working Papers, BBVA Bank, Economic Research Department (2013) View citations (12) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (98) 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (55)
- 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)
- Observatorio Fiscal y Financiero de las CC.AA
Studies on the Spanish Economy, FEDEA
- Sanidad, Educación y Protección Social: Recortes Durante la Crisis
Studies on the Spanish Economy, FEDEA
- Solution and Estimation Methods for DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (4)
- The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
Working Papers, FEDEA View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (51) CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) View citations (51) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (52)
- The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
- 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 International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (16) 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (15) Working Papers, FEDEA (2014) View citations (1)
2015
- Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
Working Papers, FEDEA View citations (14)
Also in Working Papers, BBVA Bank, Economic Research Department (2015) View citations (14)
See also Journal Article in Journal of International Economics (2015)
- Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014
Studies on the Spanish Economy, FEDEA
- Precautionary Saving and Aggregate Demand
Working papers, Banque de France View citations (63)
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 (22)
- Una Reforma Fiscal para España
Policy Papers, FEDEA
2014
- Estimating Dynamic Equilibrium Models with Stochastic Volatility
Working Papers, FEDEA View citations (1)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2013)  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, FEDEA (2013)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (2) Working Papers, BBVA Bank, Economic Research Department (2014) View citations (1)
See also Journal Article in Journal of Econometrics (2015)
- Perturbation Methods for Markov-Switching DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2013) View citations (23) 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (11) FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) View citations (11) FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014) View citations (32) Working Papers, FEDEA (2013) View citations (28)
See also Journal Article in Quantitative Economics (2016)
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 (74)
See also Journal Article in Review of Economic Dynamics (2012)
- Nonlinear Adventures at the Zero Lower Bound
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (48)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (68) Working Papers, Federal Reserve Bank of Philadelphia (2012) View citations (88)
See also Journal Article in Journal of Economic Dynamics and Control (2015)
- Supply-Side Policies and the Zero Lower Bound
2012 Meeting Papers, Society for Economic Dynamics View citations (4)
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 (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (2)
See also Journal Article in IMF Economic Review (2014)
2011
- Fiscal Volatility Shocks and Economic Activity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (51)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (56) NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (84) Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (37)
See also Journal Article in American Economic Review (2015)
- Solving the new Keynesian model in continuous time
2011 Meeting Papers, Society for Economic Dynamics View citations (9)
2010
- 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)
- 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 NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (26) 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 (19)
- Fortune or virtue: time-variant volatilities versus parameter drifting
Working Papers, Federal Reserve Bank of Philadelphia View citations (31)
- Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment
2010 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2010) View citations (11)
See also Journal Article in Review of Economic Dynamics (2011)
- Macroeconomics and Volatility: Data, Models, and Estimation
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (16)
- 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)
- 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) 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 (45) NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (26)
See also Journal Article in American Economic Review (2011)
- Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in Working Papers, Duke University, Department of Economics (2010)  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) 
See also Journal Article in Journal of Economic Dynamics and Control (2011)
- The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (11) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (18)
See also Journal Article in Journal of Monetary Economics (2012)
2009
- Computing DSGE Models with Recursive Preferences
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (5) PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (5)
- Computing Models with Recursive Preferences
2009 Meeting Papers, Society for Economic Dynamics View citations (4)
- MEDEA: A DSGE Model for the Spanish Economy
Working Papers, FEDEA View citations (11)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (10) PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009) View citations (13)
See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2010)
2008
- Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
2008 Meeting Papers, Society for Economic Dynamics View citations (5)
- Structural vector autoregressions: theory of identification and algorithms for inference
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (54)
See also Journal Article in Review of Economic Studies (2010)
2007
- How Structural Are Structural Parameters?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (62)
See also Chapter (2008)
2006
- 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 (43)
See also Journal Article in Review of Economic Studies (2007)
- 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 (20)
- The Macroeconomics of Latin America
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- 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 FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (25) PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (21)
See also Journal Article in American Economic Review (2007)
- Convergence Properties of the Likelihood of Computed Dynamic Models
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (11)
Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (2) PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
See also Journal Article in Econometrica (2006)
- 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
- Effects of monetary policy regime changes in the Euro Economy
2004 Meeting Papers, Society for Economic Dynamics View citations (1)
- Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
2004 Meeting Papers, Society for Economic Dynamics View citations (2)
- 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)
- 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)
- 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)
- Optimal Minimum Wage
2004 Meeting Papers, Society for Economic Dynamics View citations (1)
- Optimal minimum wage in a competitive economy
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
2003
- 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 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)
- 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)
- 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)
- 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
- Redistribution and fiscal policy
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
2001
- Nominal versus real wage rigidities: A Bayesian approach
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (7)
Journal Articles
2016
- Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
Quantitative Economics, 2016, 7, (2), 637-669 View citations (34)
See also Working Paper (2014)
2015
- Can international macroeconomic models explain low-frequency movements of real exchange rates?
Journal of International Economics, 2015, 96, (1), 199-211 View citations (16)
See also Working Paper (2015)
- Estimating dynamic equilibrium models with stochastic volatility
Journal of Econometrics, 2015, 185, (1), 216-229 View citations (9)
See also Working Paper (2014)
- Fiscal Volatility Shocks and Economic Activity
American Economic Review, 2015, 105, (11), 3352-84 View citations (277)
See also Working Paper (2011)
- Nonlinear adventures at the zero lower bound
Journal of Economic Dynamics and Control, 2015, 57, (C), 182-204 View citations (150)
See also Working Paper (2012)
2014
- 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
- Computing DSGE Models with Recursive Preferences and Stochastic Volatility
Review of Economic Dynamics, 2012, 15, (2), 188-206 View citations (78)
See also Software Item (2011) Working Paper (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 (117)
See also Working Paper (2010)
2011
- Cointegrated TFP processes and international business cycles
Journal of Monetary Economics, 2011, 58, (2), 156-171 View citations (50)
See also Working Paper (2010)
- Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment
Review of Economic Dynamics, 2011, 14, (1), 136-155 View citations (49)
See also Working Paper (2010) Software Item (2010)
- Risk Matters: The Real Effects of Volatility Shocks
American Economic Review, 2011, 101, (6), 2530-61 View citations (317)
See also Working Paper (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 (46)
See also Working Paper (2010)
2010
- MEDEA: a DSGE model for the Spanish economy
SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 175-243 View citations (41)
See also Working Paper (2009)
- Reading the recent monetary history of the United States, 1959-2007
Review, 2010, 92, (May), 311-338 View citations (3)
- Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
Review of Economic Studies, 2010, 77, (2), 665-696 View citations (488)
See also Working Paper (2008)
2009
- Two Books on the New Macroeconometrics
Econometric Reviews, 2009, 28, (4), 376-387 View citations (1)
2008
- 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)
- Fiscal policy and minimum wage for redistribution: an equivalence result
Economics Bulletin, 2008, 5, (11), 1-8 
See also Working Paper (2005)
2007
- ABCs (and Ds) of Understanding VARs
American Economic Review, 2007, 97, (3), 1021-1026 View citations (222)
See also Working Paper (2005)
- Estimating Macroeconomic Models: A Likelihood Approach
Review of Economic Studies, 2007, 74, (4), 1059-1087 View citations (118)
See also Working Paper (2006)
- 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)
- Optimal minimum wage in a competitive economy: An alternative modelling approach
Economic Modelling, 2007, 24, (5), 778-796 View citations (5)
2006
- Comparing solution methods for dynamic equilibrium economies
Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (204)
See also Working Paper (2003)
- Convergence Properties of the Likelihood of Computed Dynamic Models
Econometrica, 2006, 74, (1), 93-119 View citations (53)
See also Working Paper (2005)
- Economic and VAR Shocks: What Can Go Wrong?
Journal of the European Economic Association, 2006, 4, (2-3), 466-474 View citations (2)
- 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)
- The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
EconomicDynamics Newsletter, 2006, 8, (1) View citations (2)
2005
- Comparing New Keynesian models of the business cycle: A Bayesian approach
Journal of Monetary Economics, 2005, 52, (6), 1151-1166 View citations (325)
- Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
Journal of Applied Econometrics, 2005, 20, (7), 891-910 View citations (77)
See also Working Paper (2004)
- Smoothing the shocks of a dynamic stochastic general equilibrium model
Economic Review, 2005, 90, (Q 2), 35-47 View citations (2)
2004
- Comparing dynamic equilibrium models to data: a Bayesian approach
Journal of Econometrics, 2004, 123, (1), 153-187 View citations (156)
2003
- Inflation persistence: how much can we explain?
Economic Review, 2003, 88, (Q2), 43-55 View citations (4)
Chapters
2008
- 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
- 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
- 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
- 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
- Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
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
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