Juan F. Rubio-Ramírez

Emory University

201 Dowman Drive

Atlanta, GA 30322

United States

Foundation for Applied Economic Research (FEDEA)

Jorge Juan 46

Madrid, 28001

Spain

Federal Reserve Banks - Federal Reserve Bank of Atlanta

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

BBVA Research

2200 Post Oak Blvd

Houston, TX 77056

United States

SCHOLARLY PAPERS

17

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2,631

TOTAL CITATIONS
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Top 3,245

in Total Papers Citations

152

Scholarly Papers (17)

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1.

Twin Defaults and Bank Capital Requirements

Downloads 672 (70,283)
Citation 3

Twin Defaults and Bank Capital Requirements

Number of pages: 93 Posted: 19 Feb 2020 Last Revised: 25 Oct 2024
Caterina Mendicino, Kalin Nikolov, Juan F. Rubio-Ramírez, Javier Suarez and Dominik Supera
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and Columbia Business School
Downloads 669 (82,811)
Citation 3

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Financial Intermediation, Macroprudential Policy, Default Risk, Bank Assets Returns.

Twin Defaults and Bank Capital Requirements

CEPR Discussion Paper No. DP14427
Number of pages: 77 Posted: 03 Mar 2020 Last Revised: 11 Feb 2021
Caterina Mendicino, Kalin Nikolov, Juan F. Rubio-Ramírez, Javier Suarez and Dominik Supera
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and Columbia Business School
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2.

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

Downloads 469 (130,773)

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

WBS Finance Group Research Paper
Number of pages: 79 Posted: 06 Oct 2021 Last Revised: 13 Feb 2024
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 468 (129,866)

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Dividend Momentum and Stock Return Predictability: A Bayesian Approach

CEPR Discussion Paper No. DP16613
Number of pages: 81 Posted: 09 Nov 2021
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
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3.

Does the Liquidity Trap Exist?

Downloads 91 (178,240)

Does the Liquidity Trap Exist?

BIS Working Paper No. 855
Number of pages: 42 Posted: 15 Apr 2020
Stéphane Lhuissier, Benoît Mojon and Juan F. Rubio-Ramírez
Banque de France, Bank for International Settlements (BIS) and Emory University
Downloads 91 (609,559)

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liquidity trap, effective lower bound, monetary transmission

4.

Solution and Estimation Methods for DSGE Models

Downloads 128 (178,240)
Citation 38

Solution and Estimation Methods for DSGE Models

NBER Working Paper No. w21862
Number of pages: 244 Posted: 12 Jan 2016 Last Revised: 27 Mar 2023
Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Frank Schorfheide
University of Pennsylvania - Department of Economics, Emory University and University of Pennsylvania - Department of Economics
Downloads 128 (473,099)
Citation 38

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5.

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

Downloads 91 (254,978)
Citation 1

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

FRB Atlanta Working Paper No. 2016-15
Number of pages: 28 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Jonas Arias, Dario Caldara and Juan F. Rubio-Ramírez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Emory University
Downloads 91 (609,559)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

6.

Estimating Hysteresis Effects

Downloads 224 (289,511)
Citation 8

Estimating Hysteresis Effects

FRB Atlanta Working Paper No. 2021-24
Number of pages: 34 Posted: 13 Dec 2021
Francesco Furlanetto, Antoine Lepetit, Ørjan Robstad, Juan F. Rubio-Ramírez and Pål Ulvedal
Norges Bank, Board of Governors of the Federal Reserve System, Norges Bank, Emory University and Norges Bank
Downloads 113 (522,121)

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hysteresis, structural vector autoregressions, sign restrictions, long-run restrictions, employment, labor productivity, local projections

Estimating Hysteresis Effects

CEPR Discussion Paper No. DP16558
Number of pages: 37 Posted: 22 Sep 2021
Francesco Furlanetto, Antoine Lepetit, Ørjan Robstad, Juan F. Rubio-Ramírez and Pål Ulvedal
Norges Bank, Board of Governors of the Federal Reserve System, Norges Bank, Emory University and Norges Bank
Downloads 69 (718,543)
Citation 8
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Estimating Hysteresis Effects

FEDS Working Paper No. 2021-59
Number of pages: 35 Posted: 16 Sep 2021
Francesco Furlanetto, Antoine Lepetit, Ørjan Robstad, Juan F. Rubio-Ramírez and Pål Ulvedal
Norges Bank, Board of Governors of the Federal Reserve System, Norges Bank, Emory University and Norges Bank
Downloads 42 (918,082)

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Hysteresis, Structural vector autoregressions, Sign restrictions, Long-run restrictions, Employment, Labor productivity, Local projections

7.

Narrative Sign Restrictions for Svars

Downloads 185 (346,240)
Citation 65

Narrative Sign Restrictions for Svars

FRB Atlanta Working Paper No. 2016-16
Number of pages: 61 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Juan Antolin-Diaz and Juan F. Rubio-Ramírez
Fulcrum Asset Management and Emory University
Downloads 184 (347,118)
Citation 65

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narrative information, SVARs, Bayesian approach, sign restrictions, oil market, monetary policy

Narrative Sign Restrictions for Svars

CEPR Discussion Paper No. DP11517
Number of pages: 54 Posted: 26 Sep 2016
Juan Antolin-Diaz and Juan F. Rubio-Ramírez
Fulcrum Asset Management and Emory University
Downloads 1 (1,375,504)
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8.

Inference in Bayesian Proxy-Svars

Downloads 77 (404,110)

Inference in Bayesian Proxy-Svars

FRB Atlanta Working Paper No. 2018-16
Number of pages: 48 Posted: 05 Feb 2019 Last Revised: 29 Apr 2020
Jonas Arias, Juan F. Rubio-Ramírez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 77 (675,184)

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SVARs, external instruments, importance sampler

9.

Structural Scenario Analysis with SVARs

Journal of Monetary Economics, Forthcoming
Number of pages: 37 Posted: 23 Sep 2020
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 145 (426,600)

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Conditional forecasts, SVARs, Bayesian methods, Forward guidance, Stress testing

10.

The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

Downloads 133 (460,040)
Citation 6

The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

NBER Working Paper No. w28617
Number of pages: 48 Posted: 29 Mar 2021 Last Revised: 03 Jul 2023
Jonas Arias, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and University of Illinois
Downloads 68 (724,403)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CESifo Working Paper No. 8977
Number of pages: 59 Posted: 05 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 32 (1,020,684)

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The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

FRB of Philadelphia Working Paper No. 22-18
Number of pages: 49 Posted: 22 Aug 2022
Jonas Arias, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 30 (1,055,253)
Citation 6

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Causality, Policy interventions, Epidemiological models, Bayesian estimation

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CEPR Discussion Paper No. DP15951
Number of pages: 60 Posted: 01 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 3 (1,360,881)
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11.

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

FRB Atlanta Working Paper No. 2021-25
Number of pages: 78 Posted: 13 Dec 2021
Juan Antolin-Diaz, Ivan Petrella and Juan F. Rubio-Ramírez
Independent, Independent and Emory University
Downloads 83 (637,506)

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CS restrictions, Bayesian VARs, optimal allocation

12.

Inference Based on Time-Varying Svars Identified with Sign Restrictions

Downloads 82 (641,990)

Inference Based on Time-Varying Svars Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 24-5
Number of pages: 56 Posted: 29 Feb 2024
Jonas Arias, Juan F. Rubio-Ramírez, Minchul Shin and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta
Downloads 60 (774,505)

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time-varying parameters, structural vector autoregressions, identification

Inference Based on Time-Varying SVARs Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 24-18, 10.21799/frbp.wp.2024.18[10.21799/frbp.wp.2024.18]
Number of pages: 74 Posted: 02 Dec 2024
Jonas Arias, Juan F. Rubio-Ramírez, Minchul Shin and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta
Downloads 22 (1,143,765)

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time-varying parameters, structural vector autoregressions, identification

13.

Macroeconomic Effects of Taxes on Banking

Downloads 76 (670,409)

Macroeconomic Effects of Taxes on Banking

Number of pages: 38 Posted: 11 Apr 2023
Rafael Doménech, José Emilio Boscá Mares, Javier Ferri and Juan F. Rubio-Ramírez
University of Valencia - Department of Economic Analysis, University of Valencia - Department of Economic Analysis, University of Valencia and Emory University
Downloads 46 (881,745)

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banking taxes, DSGE, capital, loans, deposits.

Macroeconomic Effects of Taxes on Banking

Number of pages: 38 Posted: 02 Aug 2024
José Emilio Boscá Mares, Javier Ferri, Rafael Doménech and Juan F. Rubio-Ramírez
University of Valencia - Department of Economic Analysis, University of Valencia, University of Valencia - Department of Economic Analysis and Emory University
Downloads 30 (1,043,471)

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banking taxes, DSGE, capital, loans, deposits.

14.

Uniform Priors for Impulse Responses

FRB Atlanta Working Paper No. 2023-13
Number of pages: 37 Posted: 29 Sep 2023
Jonas Arias, Juan F. Rubio-Ramírez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 61 (753,694)
Citation 1

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Bayesian, SVARs, uniform prior, sign restrictions

15.

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

FRB of Philadelphia Working Paper No. 21-18
Number of pages: 62 Posted: 14 May 2021 Last Revised: 17 May 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 58 (772,799)

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Bayesian estimation, Epidemiological models, Causality, policy interventions

16.

Inference Based on Time-Varying Svars Identified with Time Restrictions

FRB Atlanta Working Paper No. 2024-4
Number of pages: 55 Posted: 01 Apr 2024
Jonas Arias, Juan F. Rubio-Ramírez, Minchul Shin and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta
Downloads 39 (923,595)

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time-varying parameters, structural vector autoregressions, identification

17.

Structural Scenario Analysis with Svars

CEPR Discussion Paper No. DP12579
Number of pages: 74 Posted: 16 Jan 2018 Last Revised: 02 Mar 2020
Juan Antolin-Diaz, Ivan Petrella, Ivan Petrella, Ivan Petrella and Juan F. Rubio-Ramírez
Fulcrum Asset Management, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 17 (1,172,801)
Citation 30
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Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs