Juan F Rubio-Ramirez

Names

Identifer

Contact

Affiliations

• Emory University / Department of Economics (weight: 82%)
  • EDIRC entry
  • location:
• Federal Reserve Bank of Atlanta (weight: 18%)
  • EDIRC entry
  • location:

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)
• 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)
• 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)
• 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)
• 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)
• 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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, Martín & Rubio-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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-Ramírez, 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)
• 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)
• 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)
• 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)
• 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)
• 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)
• 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)
• 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)
• 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-Ramírez & 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-Ramírez
  (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-Ramírez
  (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-Ramírez
  (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-Ramírez
  (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-Ramírez
  (ReDIF-paper, pen:papers:13-036)
• 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)
• 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)