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