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1

Fiscal Volatility Shocks and Economic Activity †

Fernández-Villaverde, Jesús, Guerrón-Quintana, Pablo, Kuester, Keith, Rubio-Ramírez, Juan

Journal:

American Economic Review

Year:

2015

Language:

english

File:

PDF, 1.10 MB

english, 2015

2

Risk Matters: The Real Effects of Volatility Shocks

Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez and Martin Uribe

Journal:

American Economic Review

Year:

2011

Language:

english

File:

PDF, 3.62 MB

english, 2011

3

ABCs (and Ds) of Understanding VARs

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Thomas J. Sargent and Mark W. Watson

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 771 KB

english, 2007

4

Narrative Sign Restrictions for SVARs

Antolín-Díaz, Juan, Rubio-Ramírez, Juan F.

Journal:

American Economic Review

Year:

2018

Language:

english

File:

PDF, 1.67 MB

english, 2018

5

MEDEA: a DSGE model for the Spanish economy

Pablo Burriel, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez

Journal:

Year:

2010

Language:

english

File:

PDF, 1.26 MB

english, 2010

6

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

JUAN F. RUBIO-RAMÍREZ, DANIEL F. WAGGONER and TAO ZHA

Journal:

Review of Economic Studies

Year:

2010

Language:

english

File:

PDF, 2.44 MB

english, 2010

7

Estimating Macroeconomic Models: A Likelihood Approach

FERNÁNDEZ-VILLAVERDE, JESÚS, RUBIO-RAMÍREZ, JUAN F.

Journal:

Review of Economic Studies

Year:

2007

Language:

english

File:

PDF, 787 KB

english, 2007

8

Risk Matters: The Real Effects of Volatility Shocks

Fernández-Villaverde, Jesús, Guerrón-Quintana, Pablo, Rubio-Ramírez, Juan F, Uribe, Martin

Journal:

American Economic Review

Year:

2011

Language:

english

File:

PDF, 1.15 MB

english, 2011

9

Can international macroeconomic models explain low-frequency movements of real exchange rates?

Rabanal, Pau, Rubio-Ramírez, Juan F.

Journal:

Journal of International Economics

Year:

2015

Language:

english

File:

PDF, 1.20 MB

english, 2015

10

ABCs (and Ds) of Understanding VARs

Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F, Sargent, Thomas J, Watson, Mark W

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 309 KB

english, 2007

11

Estimating dynamic equilibrium economies: linear versus nonlinear likelihood

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 195 KB

english, 2005

12

Solving DSGE models with perturbation methods and a change of variables

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 337 KB

english, 2006

13

Comparing new Keynesian models in the Euro area: a Bayesian approach

Pau Rabanal, Juan F. Rubio-Ramírez

Journal:

Spanish Economic Review

Year:

2008

Language:

english

File:

PDF, 236 KB

english, 2008

14

Comparing New Keynesian models of the business cycle: A Bayesian approach

Pau Rabanal, Juan F. Rubio-Ramírez

Journal:

Journal of Monetary Economics

Year:

2005

Language:

english

File:

PDF, 224 KB

english, 2005

15

Computing DSGE models with recursive preferences and stochastic volatility

Dario Caldara, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Wen Yao

Journal:

Review of Economic Dynamics

Year:

2012

Language:

english

File:

PDF, 991 KB

english, 2012

16

The term structure of interest rates in a DSGE model with recursive preferences

van Binsbergen, Jules H., Fernández-Villaverde, Jesús, Koijen, Ralph S.J., Rubio-Ramírez, Juan

Journal:

Journal of Monetary Economics

Year:

2012

Language:

english

File:

PDF, 280 KB

english, 2012

17

Estimating dynamic equilibrium models with stochastic volatility

Fernández-Villaverde, Jesús, Guerrón-Quintana, Pablo, Rubio-Ramírez, Juan F.

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 737 KB

english, 2015

18

Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood

Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 2.33 MB

english, 2005

19

How Structural Are Structural Parameters? [with Comments and Discussion]

Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F., Cogley, Timothy, Schorfheide, Frank

Journal:

NBER Macroeconomics Annual

Year:

2007

Language:

english

File:

PDF, 6.75 MB

english, 2007

20

The Pruned State-Space System for Non-Linear DSGE Models:Theory and Empirical Applications*

Andreasen, Martin M., Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F.

Journal:

Review of Economic Studies

Year:

2017

Language:

english

File:

PDF, 828 KB

english, 2017

21

Precautionary saving and aggregate demand

Challe, Edouard, Matheron, Julien, Ragot, Xavier, Rubio-Ramirez, Juan F.

Journal:

Quantitative Economics

Year:

2017

Language:

english

File:

PDF, 523 KB

english, 2017

22

Fiscal Policy and Minimum Wage for Redistribution: An Equivalence Result

Gorostiaga, Arantza, Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 161 KB

english, 2005

23

Fiscal Volatility Shocks and Economic Activity

Fernández-Villaverde, Jesús, Guerron-Quintana, Pablo, Kuester, Keith, Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 993 KB

english, 2011

24

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Arias, Jonas, Caldara, Dario, Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 2.22 MB

english, 2015

25

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

van Binsbergen, Jules H., Fernández-Villaverde, Jesús, Koijen, Ralph S. J., Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 356 KB

english, 2011

26

Comparing solution methods for dynamic equilibrium economies

S. Borağan Aruoba, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 849 KB

english, 2006

27

Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors

Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant, Juan F. Rubio-Ramírez

Journal:

Journal of Economic Dynamics and Control

Year:

2011

Language:

english

File:

PDF, 259 KB

english, 2011

28

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

RUBIO-RAMÍREZ, JUAN F., WAGGONER, DANIEL F., ZHA, TAO

Journal:

Review of Economic Studies

Year:

2010

Language:

english

File:

PDF, 668 KB

english, 2010

29

Convergence Properties of the Likelihood of Computed Dynamic Models

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Manuel S. Santos

Journal:

Year:

2006

Language:

english

File:

PDF, 183 KB

english, 2006

30

Cointegrated TFP processes and international business cycles

Pau Rabanal, Juan F. Rubio-Ramírez, Vicente Tuesta

Journal:

Journal of Monetary Economics

Year:

2011

Language:

english

File:

PDF, 302 KB

english, 2011

31

Investment-specific technology shocks and international business cycles: An empirical assessment

Federico S. Mandelman, Pau Rabanal, Juan F. Rubio-Ramírez, Diego Vilán

Journal:

Review of Economic Dynamics

Year:

2011

Language:

english

File:

PDF, 348 KB

english, 2011

32

Optimal minimum wage in a competitive economy: An alternative modelling approach

Arantza Gorostiaga, Juan F. Rubio-Ramírez

Journal:

Economic Modelling

Year:

2007

Language:

english

File:

PDF, 558 KB

english, 2007

33

ECONOMIC AND VAR SHOCKS: WHAT CAN GO WRONG?

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez

Journal:

Journal of the European Economic Association

Year:

2006

Language:

english

File:

PDF, 72 KB

english, 2006

34

How Structural Are Structural Parameters? [with Comments and Discussion]

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Timothy Cogley and Frank Schorfheide

Journal:

NBER Macroeconomics Annual

Year:

2007

Language:

english

File:

PDF, 6.75 MB

english, 2007

35

Papers and Proceedings of the Twentieth Annual Congress of the European Economic Association || Economic and Var Shocks: What Can Go Wrong?

Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez

Journal:

Journal of the European Economic Association

Year:

2006

Language:

english

File:

PDF, 705 KB

english, 2006

36

Two Books on the New Macroeconometrics

Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F.

Journal:

Econometric Reviews

Year:

2009

Language:

english

File:

PDF, 102 KB

english, 2009

37

Supply-Side Policies and the Zero Lower Bound

Fernández-Villaverde, Jesús, Guerrón-Quintana, Pablo, Rubio-Ramírez, Juan F

Journal:

IMF Economic Review

Year:

2014

Language:

english

File:

PDF, 195 KB

english, 2014

38

On the solution of the growth model with investment-specific technological change

Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F.

Journal:

Applied Economics Letters

Year:

2007

Language:

english

File:

PDF, 90 KB

english, 2007

39

Nonlinear adventures at the zero lower bound

Fernández-Villaverde, Jesús, Gordon, Grey, Guerrón-Quintana, Pablo, Rubio-Ramírez, Juan F.

Journal:

Journal of Economic Dynamics and Control

Year:

2015

Language:

english

File:

PDF, 970 KB

english, 2015

40

Estimating Macroeconomic Models: A Likelihood Approach

Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez

Journal:

Review of Economic Studies

Year:

2007

Language:

english

File:

PDF, 3.73 MB

english, 2007

41

Convergence Properties of the Likelihood of Computed Dynamic Models

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Manuel S. Santos

Journal:

Year:

2006

Language:

english

File:

PDF, 3.13 MB

english, 2006

42

Perturbation methods for Markov-switching dynamic stochastic general equilibrium models

Foerster, Andrew, Rubio-Ramírez, Juan F., Waggoner, Daniel F., Zha, Tao

Journal:

Quantitative Economics

Year:

2016

Language:

english

File:

PDF, 320 KB

english, 2016

43

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Arias, Jonas E., Caldara, Dario, Rubio-Ramírez, Juan F.

Journal:

Journal of Monetary Economics

Year:

2018

Language:

english

File:

PDF, 1.16 MB

english, 2018

44

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

Rubio-Ramirez, Juan Francisco, Waggoner, Daniel F., Zha, Tao A.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 479 KB

english, 2008

45

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

Caldara, Dario, Fernández-Villaverde, Jesús, Rubio-Ramirez, Juan Francisco, Yao, Wen

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 439 KB

english, 2012

46

Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach

Rabanal, Pau, Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 352 KB

english, 2001

47

Markov-Switching Structural Vector Autoregressions: Theory and Application

Rubio-Ramirez, Juan Francisco, Waggoner, Daniel F., Zha, Tao A.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 473 KB

english, 2005

48

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

Arias, Jonas, Rubio-Ramirez, Juan Francisco, Waggoner, Daniel F.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 2.13 MB

english, 2014

49

On the Solution of the Growth Model with Investment-Specific Technological Change

Fernández-Villaverde, Jesús, Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 185 KB

english, 2004

50

Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

Aldrich, Eric M., Fernández-Villaverde, Jesús, Gallant, A. Ronald, Rubio-Ramirez, Juan Francisco

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 801 KB

english, 2010