Juan Rubio Ramírez

Emory University

201 Dowman Drive

Atlanta, GA 30322

United States

SCHOLARLY PAPERS

7

DOWNLOADS

237

SSRN CITATIONS
Rank 8,633

SSRN RANKINGS

Top 8,633

in Total Papers Citations

88

CROSSREF CITATIONS

44

Scholarly Papers (7)

1.
Downloads 31 (162,664)
Citation 33

Solution and Estimation Methods for DSGE Models

NBER Working Paper No. w21862
Number of pages: 244 Posted: 12 Jan 2016
University of Pennsylvania - Department of Economics, Emory University and University of Pennsylvania - Department of Economics
Downloads 31 (512,175)
Citation 12

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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 Rubio Ramírez
Federal Reserve Bank of Philadelphia, Federal Reserve Board - Trade and Financial Studies Section and Emory University
Downloads 46 (442,064)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

3.
Downloads 86 (315,747)
Citation 43

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 Rubio Ramírez
Fulcrum Asset Management and Emory University
Downloads 86 (318,463)
Citation 31

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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 Rubio Ramírez
Fulcrum Asset Management and Emory University
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4.
Downloads 36 (408,450)

Twin Default Crises

Number of pages: 57 Posted: 19 Feb 2020 Last Revised: 06 Mar 2020
Bank of Portugal, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 35 (491,322)

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Bank Fragility, Financial Frictions, Default Risk, Macroprudential Policy

Twin Default Crises

CEPR Discussion Paper No. DP14427
Number of pages: 61 Posted: 03 Mar 2020 Last Revised: 24 Mar 2020
Bank of Portugal, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 1 (736,354)
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Bank Fragility, Capital requirements, Default Risk, loan returns, non-diversifiable risk

5.
Downloads 17 (462,410)

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 Rubio Ramírez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 17 (603,465)

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SVARs, external instruments, importance sampler

6.
Downloads 19 (489,511)

Does the Liquidity Trap Exist?

BIS Working Paper No. 855
Number of pages: 42 Posted: 15 Apr 2020
Stéphane Lhuissier, Benoît Mojon and Juan Rubio Ramírez
Banque de France, Bank for International Settlements (BIS) and Emory University
Downloads 19 (589,204)

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liquidity trap, effective lower bound, monetary transmission

7.

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 and Juan Rubio Ramírez
Fulcrum Asset Management, University of Warwick and Emory University
Downloads 2 (689,779)
Citation 2
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Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs