Juan F Rubio-Ramirez
Names
first: |
Juan F |
last: |
Rubio-Ramirez |
Identifer
Contact
Affiliations
-
Emory University
/ Department of Economics (weight: 50%)
-
Federal Reserve Bank of St. Louis
/ Research Division (weight: 50%)
Research profile
author of:
- The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013)
by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-paper, aah:create:2013-12) - Risk Matters: The Real Effects of Volatility Shocks
American Economic Review, American Economic Association (2011)
by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe
(ReDIF-article, aea:aecrev:v:101:y:2011:i:6:p:2530-61) - Fiscal Volatility Shocks and Economic Activity
American Economic Review, American Economic Association (2015)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez
(ReDIF-article, aea:aecrev:v:105:y:2015:i:11:p:3352-84) - Narrative Sign Restrictions for SVARs
American Economic Review, American Economic Association (2018)
by Juan Antolín-Díaz & Juan F. Rubio-Ramírez
(ReDIF-article, aea:aecrev:v:108:y:2018:i:10:p:2802-29) - ABCs (and Ds) of Understanding VARs
American Economic Review, American Economic Association (2007)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson
(ReDIF-article, aea:aecrev:v:97:y:2007:i:3:p:1021-1026) - The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
American Economic Journal: Macroeconomics, American Economic Association (2023)
by Jonas E. Arias & Jesús Fernández- Villaverde & Juan F. Rubio-Ramírez & Minchul Shin
(ReDIF-article, aea:aejmac:v:15:y:2023:i:3:p:287-319) - Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
Working Papers, BBVA Bank, Economic Research Department (2013)
by Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner
(ReDIF-paper, bbv:wpaper:1338) - Estimating Dynamic Equilibrium Models with Stochastic Volatility
Working Papers, BBVA Bank, Economic Research Department (2014)
by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez
(ReDIF-paper, bbv:wpaper:1424) - Can international macroeconomic models explain low-frequency movements of real exchange rates?
Working Papers, BBVA Bank, Economic Research Department (2015)
by Pau Rabanal & Juan F. Rubio-Ramirez
(ReDIF-paper, bbv:wpaper:1508) - Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española
[Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy]
Working Papers, BBVA Bank, Economic Research Department (2018)
by Jose Emilio Bosca & Rafael Domenech & Javier Ferri & Rodolfo Mendez-Marcano & Juan F. Rubio-Ramirez
(ReDIF-paper, bbv:wpaper:1808) - Macroeconomic Effects of Taxes on Banking
Working Papers, BBVA Bank, Economic Research Department (2019)
by José Emilio Boscá & Rafael Doménech & Javier Ferri & Juan F. Rubio-Ramírez
(ReDIF-paper, bbv:wpaper:1905) - Precautionary Saving and Aggregate Demand
Working papers, Banque de France (2015)
by E. Challe & J. Matheron & X. Ragot & M.F. Rubio-Ramirez
(ReDIF-paper, bfr:banfra:535) - Does the Liquidity Trap Exist?
Working papers, Banque de France (2020)
by Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez
(ReDIF-paper, bfr:banfra:762) - Does the liquidity trap exist?
BIS Working Papers, Bank for International Settlements (2020)
by Stéphane Lhuissier & Benoit Mojon & Juan Rubio-Ramírez
(ReDIF-paper, bis:biswps:855) - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
CESifo Working Paper Series, CESifo (2021)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin
(ReDIF-paper, ces:ceswps:_8977) - Comparing Dynamic Equilibrium Economies to Data
Levine's Working Paper Archive, David K. Levine (2003)
by Jesús Fernández-Villaverde & Juan F. Rubio
(ReDIF-paper, cla:levarc:506439000000000309) - Convergence Properties of the Likelihood of Computed Dynamic Models
Levine's Bibliography, UCLA Department of Economics (2005)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos
(ReDIF-paper, cla:levrem:122247000000000822) - Estimating Macroeconomic Models: A Likelihood Approach
Levine's Bibliography, UCLA Department of Economics (2006)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, cla:levrem:122247000000000849) - Comparing Solution Methods for Dynamic Equilibrium Economies
Levine's Bibliography, UCLA Department of Economics (2005)
by S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, cla:levrem:122247000000000855) - A,B,C's (and D's)'s for Understanding VARS
Levine's Bibliography, UCLA Department of Economics (2005)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent
(ReDIF-paper, cla:levrem:172782000000000096) - A,B,C's (and D's)'s for Understanding VARS
Levine's Bibliography, UCLA Department of Economics (2006)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson
(ReDIF-paper, cla:levrem:321307000000000646) - How Structural Are Structural Parameters?
Levine's Bibliography, UCLA Department of Economics (2007)
by Jesús Fernández-Villaverde & Juan F Rubio-Ramírez
(ReDIF-paper, cla:levrem:843644000000000057) - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
Dynare Working Papers, CEPREMAP (2014)
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F.
(ReDIF-paper, cpm:dynare:030) - Solution and Estimation Methods for DSGE Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús
(ReDIF-paper, cpr:ceprdp:11032) - Narrative Sign Restrictions for SVARs
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Rubio-RamÃrez, Juan Francisco & Antolin-Diaz, Juan
(ReDIF-paper, cpr:ceprdp:11517) - The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Rubio-RamÃrez, Juan Francisco & Caldara, Dario & Arias, Jonas E.
(ReDIF-paper, cpr:ceprdp:11674) - Estimating Macroeconomic Models: A Likelihood Approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús
(ReDIF-paper, cpr:ceprdp:5513) - Risk Matters: The Real Effects of Volatility Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Uribe, MartÃn & Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A.
(ReDIF-paper, cpr:ceprdp:7264) - MEDEA: A DSGE Model for the Spanish Economy
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Rubio-RamÃrez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús
(ReDIF-paper, cpr:ceprdp:7297) - Computing DSGE Models with Recursive Preferences
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen
(ReDIF-paper, cpr:ceprdp:7312) - The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Koijen, Ralph & van Binsbergen, Jules
(ReDIF-paper, cpr:ceprdp:7781) - Reading the Recent Monetary History of the U.S., 1959-2007
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A.
(ReDIF-paper, cpr:ceprdp:7812) - Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A.
(ReDIF-paper, cpr:ceprdp:7813) - Macroeconomics and Volatility: Data, Models, and Estimation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús
(ReDIF-paper, cpr:ceprdp:8169) - Fiscal Volatility Shocks and Economic Activity
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A.
(ReDIF-paper, cpr:ceprdp:8528) - Supply-Side Policies and the Zero Lower Bound
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A.
(ReDIF-paper, cpr:ceprdp:8642) - Nonlinear Adventures at the Zero Lower Bound
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Gordon, Grey
(ReDIF-paper, cpr:ceprdp:8972) - Estimating Dynamic Equilibrium Models with Stochastic Volatility
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A.
(ReDIF-paper, cpr:ceprdp:9130) - The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M.
(ReDIF-paper, cpr:ceprdp:9442) - Perturbation Methods for Markov-Switching DSGE Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew
(ReDIF-paper, cpr:ceprdp:9464) - Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E.
(ReDIF-paper, cpr:ceprdp:9796) - Linear and Log-Linear Approximation
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2003)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-software, dge:qmrbcd:117) - Finite Elements Method
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2003)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-software, dge:qmrbcd:118) - Chebyshev Polynomials
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2003)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-software, dge:qmrbcd:119) - Perturbation (2nd and 5th order)
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2003)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-software, dge:qmrbcd:120) - Value Function Iteration
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2003)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-software, dge:qmrbcd:121) - Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2003)
by Juan F. Rubio-Ramirez
(ReDIF-software, dge:qmrbcd:92) - Cointegrated TFP Processes and International Business Cycles
Working Papers, Duke University, Department of Economics (2010)
by Pau Rabanal & Juan Francisco Rubio-Ramirez & Vicente Tuesta Reátegui
(ReDIF-paper, duk:dukeec:10-11) - Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
Working Papers, Duke University, Department of Economics (2010)
by Eric M. Aldrich & Jesus Fernandez-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramirez
(ReDIF-paper, duk:dukeec:10-89) - Fiscal policy and minimum wage for redistribution: an equivalence result
Economics Bulletin, AccessEcon (2008)
by Arantza Gorostiaga & Rubio-Ramírez Juan F.
(ReDIF-article, ebl:ecbull:eb-07e60012) - Convergence Properties of the Likelihood of Computed Dynamic Models
Econometrica, Econometric Society (2006)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos
(ReDIF-article, ecm:emetrp:v:74:y:2006:i:1:p:93-119) - Comparing solution methods for dynamic equilibrium economies
Journal of Economic Dynamics and Control, Elsevier (2006)
by Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F.
(ReDIF-article, eee:dyncon:v:30:y:2006:i:12:p:2477-2508) - Solving DSGE models with perturbation methods and a change of variables
Journal of Economic Dynamics and Control, Elsevier (2006)
by Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F.
(ReDIF-article, eee:dyncon:v:30:y:2006:i:12:p:2509-2531) - Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
Journal of Economic Dynamics and Control, Elsevier (2011)
by Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F.
(ReDIF-article, eee:dyncon:v:35:y:2011:i:3:p:386-393) - Nonlinear adventures at the zero lower bound
Journal of Economic Dynamics and Control, Elsevier (2015)
by Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.
(ReDIF-article, eee:dyncon:v:57:y:2015:i:c:p:182-204) - Optimal minimum wage in a competitive economy: An alternative modelling approach
Economic Modelling, Elsevier (2007)
by Gorostiaga, Arantza & Rubio-Ramirez, Juan F.
(ReDIF-article, eee:ecmode:v:24:y:2007:i:5:p:778-796) - Comparing dynamic equilibrium models to data: a Bayesian approach
Journal of Econometrics, Elsevier (2004)
by Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan
(ReDIF-article, eee:econom:v:123:y:2004:i:1:p:153-187) - Estimating dynamic equilibrium models with stochastic volatility
Journal of Econometrics, Elsevier (2015)
by Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.
(ReDIF-article, eee:econom:v:185:y:2015:i:1:p:216-229) - Inference in Bayesian Proxy-SVARs
Journal of Econometrics, Elsevier (2021)
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F.
(ReDIF-article, eee:econom:v:225:y:2021:i:1:p:88-106) - Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
Journal of Econometrics, Elsevier (2023)
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul
(ReDIF-article, eee:econom:v:235:y:2023:i:2:p:1054-1086) - Can international macroeconomic models explain low-frequency movements of real exchange rates?
Journal of International Economics, Elsevier (2015)
by Rabanal, Pau & Rubio-Ramírez, Juan F.
(ReDIF-article, eee:inecon:v:96:y:2015:i:1:p:199-211) - The systematic component of monetary policy in SVARs: An agnostic identification procedure
Journal of Monetary Economics, Elsevier (2019)
by Arias, Jonas E. & Caldara, Dario & Rubio-Ramírez, Juan F.
(ReDIF-article, eee:moneco:v:101:y:2019:i:c:p:1-13) - Structural scenario analysis with SVARs
Journal of Monetary Economics, Elsevier (2021)
by Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F.
(ReDIF-article, eee:moneco:v:117:y:2021:i:c:p:798-815) - Comparing New Keynesian models of the business cycle: A Bayesian approach
Journal of Monetary Economics, Elsevier (2005)
by Rabanal, Pau & Rubio-Ramirez, Juan F.
(ReDIF-article, eee:moneco:v:52:y:2005:i:6:p:1151-1166) - Cointegrated TFP processes and international business cycles
Journal of Monetary Economics, Elsevier (2011)
by Rabanal, Pau & Rubio-Ramírez, Juan F. & Tuesta, Vicente
(ReDIF-article, eee:moneco:v:58:y:2011:i:2:p:156-171) - The term structure of interest rates in a DSGE model with recursive preferences
Journal of Monetary Economics, Elsevier (2012)
by van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan
(ReDIF-article, eee:moneco:v:59:y:2012:i:7:p:634-648) - Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach
DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II (2004)
by Gorostiaga Alonso, Miren Arantzazu & Rubio-Ramírez, Juan F.
(ReDIF-paper, ehu:dfaeii:6749) - MEDEA: A DSGE Model for the Spanish Economy
Working Papers, FEDEA (2009)
by Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2009-17) - Perturbation Methods for Markov-Switching DSGE Models
Working Papers, FEDEA (2013)
by Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha
(ReDIF-paper, fda:fdaddt:2013-22) - Estimating Dynamic Equilibrium Models with Stochastic Volatility
Working Papers, FEDEA (2013)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan Rubio-Ramirez
(ReDIF-paper, fda:fdaddt:2013-23) - Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
Working Papers, FEDEA (2013)
by Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fda:fdaddt:2013-24) - Estimating Dynamic Equilibrium Models with Stochastic Volatility
Working Papers, FEDEA (2014)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2014-11) - The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
Working Papers, FEDEA (2014)
by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2014-13) - Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
Working Papers, FEDEA (2015)
by Pau Rabanal & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2015-04) - The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
Working Papers, FEDEA (2016)
by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2016-07) - Narrative Sign Restrictions for SVARs
Working Papers, FEDEA (2017)
by Juan Antolín-Díaz & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2017-07) - Inference in Bayesian Proxy-SVARs
Working Papers, FEDEA (2018)
by Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner
(ReDIF-paper, fda:fdaddt:2018-13) - Does the Liquidity Trap Exist?
Working Papers, FEDEA (2020)
by Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2020-04) - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
Working Papers, FEDEA (2021)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin
(ReDIF-paper, fda:fdaddt:2021-09) - Estimating Hysteresis Effects
Working Papers, FEDEA (2021)
by Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan Rubio-Ramírez & Pal Ulvedal
(ReDIF-paper, fda:fdaddt:2021-11) - Dividend Momentum and Stock Return Predictability: A Bayesian Approach
Working Papers, FEDEA (2021)
by Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaddt:2021-14) - Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014
Studies on the Spanish Economy, FEDEA (2015)
by Manuel Díaz Mendoza & Juan F. Rubio-Ramírez & Carmen Marín González & J. Ignacio Conde-Ruiz
(ReDIF-paper, fda:fdaeee:eee2015-22) - Sanidad, Educación y Protección Social: Recortes Durante la Crisis
Studies on the Spanish Economy, FEDEA (2016)
by José Ignacio Conde-Ruiz & Manuel Díaz & Carmen Marín & Juan Rubio-Ramírez
(ReDIF-paper, fda:fdaeee:eee2016-17) - Observatorio Fiscal y Financiero de las CC.AA
Studies on the Spanish Economy, FEDEA (2016)
by J. Ignacio Conde-Ruiz & Carmen Marín & Juan F. Rubio-Ramírez
(ReDIF-paper, fda:fdaeee:eee2016-33) - Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018
Studies on the Spanish Economy, FEDEA (2018)
by José Ignacio Conde-Ruiz & Manuel Díaz Mendoza & Carmen Marín & Juan Rubio-Ramírez
(ReDIF-paper, fda:fdaeee:eee2018-25) - Macroeconomic Effects of Taxes on Banking
Studies on the Spanish Economy, FEDEA (2019)
by J. E. Boscá & R. Doménech & J. Ferri & J. Rubio-Ramirez
(ReDIF-paper, fda:fdaeee:eee2019-09) - Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019
Studies on the Spanish Economy, FEDEA (2019)
by José I. Conde-Ruiz & Carmen Marín González & Juan Rubio-Ramírez
(ReDIF-paper, fda:fdaeee:eee2019-37) - Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020
Studies on the Spanish Economy, FEDEA (2020)
by José Ignacio Conde-Ruiz & Manuel Díaz & Carmen Marín & Juan Rubio-Ramírez
(ReDIF-paper, fda:fdaeee:eee2020-35) - Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021
Studies on the Spanish Economy, FEDEA (2021)
by José Ignacio Conde-Ruíz & Manuel Díaz & Carmen Marín & Juan Rubio-Ramírez
(ReDIF-paper, fda:fdaeee:eee2021-32) - Una Reforma Fiscal para España
Policy Papers, FEDEA (2015)
by José Ignacio Conde-Ruiz & Manuel Díaz & Carmen Marín & Juan Rubio Ramírez
(ReDIF-paper, fda:fdapop:2015-02) - Los Ingresos Públicos en España
Policy Papers, FEDEA (2017)
by Conde-Ruiz, J. Ignacio & Díaz, Manuel & Marín, Carmen & Rubio-Ramírez, Juan F.
(ReDIF-paper, fda:fdapop:2017-02) - Inflation persistence: how much can we explain?
Economic Review, Federal Reserve Bank of Atlanta (2003)
by Pau Rabanal & Juan F. Rubio-Ramirez
(ReDIF-article, fip:fedaer:y:2003:i:q2:p:43-55:n:v.88no.2) - Smoothing the shocks of a dynamic stochastic general equilibrium model
Economic Review, Federal Reserve Bank of Atlanta (2005)
by Andrew Bauer & Nicholas Haltom & Juan F. Rubio-Ramirez
(ReDIF-article, fip:fedaer:y:2005:i:q2:p:35-47:n:v.90no.2) - Nominal versus real wage rigidities: A Bayesian approach
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2001)
by Pau Rabanal & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2001-22) - Comparing dynamic equilibrium economies to data
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2001)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2001-23) - Redistribution and fiscal policy
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2002)
by Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2002-32) - Comparing solution methods for dynamic equilibrium economies
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003)
by S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2003-27) - Comparing New Keynesian models in the Euro area: a Bayesian approach
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003)
by Pau Rabanal & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2003-30) - Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003)
by Andrew Bauer & Nicholas Haltom & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2003-32) - Some results on the solution of the neoclassical growth model
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2003-34) - Estimating nonlinear dynamic equilibrium economies: a likelihood approach
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2004-1) - Convergence properties of the likelihood of computed dynamic models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos
(ReDIF-paper, fip:fedawp:2004-27) - Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2004-3) - Optimal minimum wage in a competitive economy
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
by Arantza Gorostiaga & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2004-30) - On the solution of the growth model with investment-specific technological change
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2004-39) - Fiscal policy and minimum wage for redistribution: an equivalence result
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005)
by Arantza Gorostiaga & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2005-08) - A, B, C’s, (and D’s) for understanding VARs
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent
(ReDIF-paper, fip:fedawp:2005-09) - Markov-switching structural vector autoregressions: theory and application
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005)
by Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
(ReDIF-paper, fip:fedawp:2005-27) - Structural vector autoregressions: theory of identification and algorithms for inference
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008)
by Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
(ReDIF-paper, fip:fedawp:2008-18) - Cointegrated TFP processes and international business cycles
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2009)
by Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta
(ReDIF-paper, fip:fedawp:2009-23) - Investment-specific technology shocks and international business cycles: an empirical assessment
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2010)
by Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán
(ReDIF-paper, fip:fedawp:2010-03) - Perturbation methods for Markov-switching DSGE models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013)
by Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
(ReDIF-paper, fip:fedawp:2013-01) - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fip:fedawp:2014-01) - Perturbation methods for Markov-switching DSGE models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014)
by Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
(ReDIF-paper, fip:fedawp:2014-16) - The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2016)
by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2016-15) - Narrative Sign Restrictions for SVARs
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2016)
by Juan Antolin-Diaz & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:2016-16) - Inference in Bayesian Proxy-SVARs
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fip:fedawp:2018-16) - Estimating Hysteresis Effects
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021)
by Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal
(ReDIF-paper, fip:fedawp:93479) - Dividend Momentum and Stock Return Predictability: A Bayesian Approach
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021)
by Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedawp:93480) - Uniform Priors for Impulse Responses
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2023)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fip:fedawp:96956) - Inference Based On Time-Varying SVARs Identified with Time Restrictions
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2024)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner
(ReDIF-paper, fip:fedawp:97982) - Computing DSGE models with recursive preferences and stochastic volatility
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
by Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen
(ReDIF-paper, fip:fedgfe:2012-04) - Estimating Hysteresis Effects
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal
(ReDIF-paper, fip:fedgfe:2021-59) - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fip:fedgif:1100) - The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedgif:1131) - Perturbation methods for Markov-switching DSGE model
Research Working Paper, Federal Reserve Bank of Kansas City (2013)
by Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
(ReDIF-paper, fip:fedkrw:rwp13-01) - Reading the recent monetary history of the United States, 1959-2007
Review, Federal Reserve Bank of St. Louis (2010)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez
(ReDIF-article, fip:fedlrv:y:2010:i:may:p:311-338:n:v.92no.4) - Fortune or virtue: time-variant volatilities versus parameter drifting
Working Papers, Federal Reserve Bank of Philadelphia (2010)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedpwp:10-14) - Reading the recent monetary history of the U.S., 1959-2007
Working Papers, Federal Reserve Bank of Philadelphia (2010)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedpwp:10-15) - Fiscal volatility shocks and economic activity
Working Papers, Federal Reserve Bank of Philadelphia (2011)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedpwp:11-32) - Supply-side policies and the zero lower bound
Working Papers, Federal Reserve Bank of Philadelphia (2011)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedpwp:11-47) - Nonlinear adventures at the zero lower bound
Working Papers, Federal Reserve Bank of Philadelphia (2012)
by Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedpwp:12-10) - Estimating dynamic equilibrium models with stochastic volatility
Working Papers, Federal Reserve Bank of Philadelphia (2013)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez
(ReDIF-paper, fip:fedpwp:13-19) - Inference in Bayesian Proxy-SVARs
Working Papers, Federal Reserve Bank of Philadelphia (2018)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fip:fedpwp:18-25) - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
Working Papers, Federal Reserve Bank of Philadelphia (2021)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin
(ReDIF-paper, fip:fedpwp:91527) - Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
Working Papers, Federal Reserve Bank of Philadelphia (2021)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin
(ReDIF-paper, fip:fedpwp:92355) - The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
Working Papers, Federal Reserve Bank of Philadelphia (2022)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin
(ReDIF-paper, fip:fedpwp:94590) - Uniform Priors for Impulse Responses
Working Papers, Federal Reserve Bank of Philadelphia (2020)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
(ReDIF-paper, fip:fedpwp:94737) - Inference Based on Time-Varying SVARs Identified with Sign Restrictions
Working Papers, Federal Reserve Bank of Philadelphia (2024)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner
(ReDIF-paper, fip:fedpwp:97853) - Inference Based on Time-Varying SVARs Identified with Sign Restrictions
Working Papers, Federal Reserve Bank of Philadelphia (2024)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner
(ReDIF-paper, fip:fedpwp:99076) - Cointegrated TFP Processes and International Business Cycles
IMF Working Papers, International Monetary Fund (2009)
by Vicente Tuesta & Juan F. Rubio-Ramirez & Mr. Pau Rabanal
(ReDIF-paper, imf:imfwpa:2009/212) - Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
IMF Working Papers, International Monetary Fund (2012)
by Mr. Pau Rabanal & Juan F. Rubio-Ramirez
(ReDIF-paper, imf:imfwpa:2012/013) - Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005)
by Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde
(ReDIF-article, jae:japmet:v:20:y:2005:i:7:p:891-910) - How Structural Are Structural Parameters?
NBER Chapters, National Bureau of Economic Research, Inc (2008)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-chapter, nbr:nberch:4087) - A, B, C's (and D)'s for Understanding VARs
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005)
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent
(ReDIF-paper, nbr:nberte:0308) - Convergence Properties of the Likelihood of Computed Dynamic Models
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005)
by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos
(ReDIF-paper, nbr:nberte:0315) - Estimating Macroeconomic Models: A Likelihood Approach
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, nbr:nberte:0321) - How Structural Are Structural Parameters?
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:13166) - Risk Matters: The Real Effects of Volatility Shocks
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe
(ReDIF-paper, nbr:nberwo:14875) - Computing DSGE Models with Recursive Preferences
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao
(ReDIF-paper, nbr:nberwo:15026) - The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:15890) - Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:15909) - Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:15928) - Reading the Recent Monetary History of the U.S., 1959-2007
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:15929) - Macroeconomics and Volatility: Data, Models, and Estimation
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Jesús Fernández-Villaverde & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:16618) - Fiscal Volatility Shocks and Economic Activity
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:17317) - Supply-Side Policies and the Zero Lower Bound
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:17543) - Nonlinear Adventures at the Zero Lower Bound
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Jesús Fernández-Villaverde & Grey Gordon & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:18058) - Estimating Dynamic Equilibrium Models with Stochastic Volatility
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Jesus Fernandez-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:18399) - The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez
(ReDIF-paper, nbr:nberwo:18983) - Perturbation Methods for Markov-Switching DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha
(ReDIF-paper, nbr:nberwo:20390) - Solution and Estimation Methods for DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide
(ReDIF-paper, nbr:nberwo:21862) - The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin
(ReDIF-paper, nbr:nberwo:28617) - Estimating Macroeconomic Models: A Likelihood Approach
The Review of Economic Studies, Review of Economic Studies Ltd (2007)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-article, oup:restud:v:74:y:2007:i:4:p:1059-1087) - Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
The Review of Economic Studies, Review of Economic Studies Ltd (2010)
by Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha
(ReDIF-article, oup:restud:v:77:y:2010:i:2:p:665-696) - 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)
by Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez
(ReDIF-article, oup:restud:v:85:y:2018:i:1:p:1-49.) - Supply-Side Policies and the Zero Lower Bound
IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2014)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F Rubio-Ramírez
(ReDIF-article, pal:imfecr:v:62:y:2014:i:2:p:248-260) - Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, pen:papers:04-001) - 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 (2003)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, pen:papers:04-002) - Comparing Solution Methods for Dynamic Equilibrium Economies
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, pen:papers:04-003) - Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, pen:papers:04-005) - Convergence Properties of the Likelihood of Computed Dynamic Models
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos
(ReDIF-paper, pen:papers:04-034) - A, B, C’s (And D’s) For Understanding VARS
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent
(ReDIF-paper, pen:papers:05-018) - Risk Matters: The Real Effects of Volatility Shocks
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009)
by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-RamÃrez & Martin Uribe
(ReDIF-paper, pen:papers:09-013) - MEDEA: A DSGE Model for the Spanish Economy
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009)
by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, pen:papers:09-017) - Computing DSGE Models with Recursive Preferences
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009)
by Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao
(ReDIF-paper, pen:papers:09-018) - 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 (2010)
by Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-RamÃrez
(ReDIF-paper, pen:papers:10-011) - 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 (2010)
by Eric M. Aldrich & Jesús Fernández-Villaverde & Ronald Gallant & Juan F. Rubio-RamÃrez
(ReDIF-paper, pen:papers:10-014) - Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez
(ReDIF-paper, pen:papers:10-015) - 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 (2010)
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez
(ReDIF-paper, pen:papers:10-016) - Fiscal Volatility Shocks and Economic Activity
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011)
by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez
(ReDIF-paper, pen:papers:11-022) - Estimating Dynamic Equilibrium Models with Stochastic Volatility
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
by Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez
(ReDIF-paper, pen:papers:13-036) - Solution and Estimation Methods for DSGE Models
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
by Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide
(ReDIF-paper, pen:papers:15-042) - Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"
Computer Codes, Review of Economic Dynamics (2010)
by Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan
(ReDIF-software, red:ccodes:09-242) - Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"
Computer Codes, Review of Economic Dynamics (2011)
by Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao
(ReDIF-software, red:ccodes:11-123) - The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models
EconomicDynamics Newsletter, Review of Economic Dynamics (2006)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-article, red:ecodyn:v:8:y:2006:i:1:agenda) - Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011)
by Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan
(ReDIF-article, red:issued:09-242) - Computing DSGE Models with Recursive Preferences and Stochastic Volatility
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012)
by Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao
(ReDIF-article, red:issued:11-123) - Optimal Minimum Wage
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Arantza Gorostiaga & Juan F Rubio-Ramirez
(ReDIF-paper, red:sed004:302) - Effects of monetary policy regime changes in the Euro Economy
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Tao Zha & Juan Rubio & Daniel Waggoner
(ReDIF-paper, red:sed004:459) - Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-paper, red:sed004:59) - Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde
(ReDIF-paper, red:sed008:1099) - Computing Models with Recursive Preferences
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara
(ReDIF-paper, red:sed009:1162) - Risk Matters: The Real E¤ects of Volatility Shocks
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde
(ReDIF-paper, red:sed009:237) - Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Pau Rabanal & Juan Rubio-Ramirez & Diego Vilan & Federico Mandelman
(ReDIF-paper, red:sed010:1175) - Perturbation Methods for Markov-Switching Models
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster
(ReDIF-paper, red:sed010:239) - Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Juan Rubio-Ramirez & Jesus Fernandez-Villaverde & Pablo A. Guerron-Quintana
(ReDIF-paper, red:sed010:270) - Risk Matters: The Real Effects of Volatility Shocks
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde
(ReDIF-paper, red:sed010:281) - Solving the new Keynesian model in continuous time
2011 Meeting Papers, Society for Economic Dynamics (2011)
by Olaf Posch & Juan F. Rubio-Ramírez & Jesús Fernández-Villaverde
(ReDIF-paper, red:sed011:829) - Supply-Side Policies and the Zero Lower Bound
2012 Meeting Papers, Society for Economic Dynamics (2012)
by Pablo Guerron-Quintana & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde
(ReDIF-paper, red:sed012:104) - Precautionary Saving and Aggregate Demand
2013 Meeting Papers, Society for Economic Dynamics (2013)
by Xavier Ragot & Julien Matheron & Juan Rubio-Ramirez & Edouard Challe
(ReDIF-paper, red:sed013:932) - Precautionary Saving and Aggregate Demand
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Julien Matheron & Juan Rubio-Ramirez & Edouard Challe & Xavier Ragot
(ReDIF-paper, red:sed014:1021) - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias
(ReDIF-paper, red:sed014:1199) - The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
2015 Meeting Papers, Society for Economic Dynamics (2015)
by Juan Rubio-Ramirez & Dario Caldara & Jonas Arias
(ReDIF-paper, red:sed015:359) - Precautionary saving and aggregate demand
2015 Meeting Papers, Society for Economic Dynamics (2015)
by Xavier Ragot & Julien Matheron & Juan Rubio-Ramirez & Edouard Challe
(ReDIF-paper, red:sed015:404) - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
2016 Meeting Papers, Society for Economic Dynamics (2016)
by Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias
(ReDIF-paper, red:sed016:472) - Estimating nonlinear dynamic economies: A likelihood approach
Computing in Economics and Finance 2003, Society for Computational Economics (2003)
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez
(ReDIF-paper, sce:scecf3:91) - The Macroeconomics of Latin America
Computing in Economics and Finance 2006, Society for Computational Economics (2006)
by Juan F. Rubio-Ramirez & Diego Vilan
(ReDIF-paper, sce:scecfa:153) - Markov-Switching Structural Vector Autoregressions: Theory and Application
Computing in Economics and Finance 2006, Society for Computational Economics (2006)
by Juan F. Rubio-Ramirez & Daniel Waggoner & Tao Zha
(ReDIF-paper, sce:scecfa:69) - MEDEA: a DSGE model for the Spanish economy
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association (2010)
by Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez
(ReDIF-article, spr:series:v:1:y:2010:i:1:p:175-243) - Comparing new Keynesian models in the Euro area: a Bayesian approach
Spanish Economic Review, Springer;Spanish Economic Association (2008)
by Pau Rabanal & Juan Rubio-Ramírez
(ReDIF-article, spr:specre:v:10:y:2008:i:1:p:23-40) - On the solution of the growth model with investment-specific technological change
Applied Economics Letters, Taylor & Francis Journals (2007)
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
(ReDIF-article, taf:apeclt:v:14:y:2007:i:8:p:549-553) - Two Books on the New Macroeconometrics
Econometric Reviews, Taylor & Francis Journals (2009)
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez
(ReDIF-article, taf:emetrv:v:28:y:2009:i:4:p:376-387) - Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read
Journal of Business & Economic Statistics, Taylor & Francis Journals (2022)
by Juan Rubio-Ramírez
(ReDIF-article, taf:jnlbes:v:40:y:2022:i:4:p:1426-1428) - Economic and VAR Shocks: What Can Go Wrong?
Journal of the European Economic Association, MIT Press (2006)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
(ReDIF-article, tpr:jeurec:v:4:y:2006:i:2-3:p:466-474) - Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
Quantitative Economics, Econometric Society (2016)
by Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha
(ReDIF-article, wly:quante:v:7:y:2016:i:2:p:637-669) - Structural Scenario Analysis with SVARs
EMF Research Papers, Economic Modelling and Forecasting Group (2020)
by Antolin-Diaz, Juan & Petrella, Ivan & Rubio-Ramirez, Juan F.
(ReDIF-paper, wrk:wrkemf:32)