Juan 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

12

DOWNLOADS

616

SSRN CITATIONS
Rank 5,091

SSRN RANKINGS

Top 5,091

in Total Papers Citations

221

CROSSREF CITATIONS

48

Scholarly Papers (12)

1.
Downloads 192 (171,086)
Citation 2

Twin Defaults and Bank Capital Requirements

Number of pages: 73 Posted: 19 Feb 2020 Last Revised: 30 Dec 2020
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 191 (198,981)
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
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 1 (829,489)
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2.
Downloads 43 (175,548)
Citation 49

Solution and Estimation Methods for DSGE Models

NBER Working Paper No. w21862
Number of pages: 244 Posted: 12 Jan 2016 Last Revised: 28 Mar 2021
University of Pennsylvania - Department of Economics, Emory University and University of Pennsylvania - Department of Economics
Downloads 43 (519,859)
Citation 27

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3.
Downloads 33 (258,619)
Citation 1

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 33 (573,299)

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liquidity trap, effective lower bound, monetary transmission

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, Board of Governors of the Federal Reserve System and Emory University
Downloads 50 (487,699)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

5.
Downloads 105 (318,923)
Citation 88

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 105 (320,978)
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 Rubio Ramírez
Fulcrum Asset Management and Emory University
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6.

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

WBS Finance Group Research Paper
Number of pages: 78 Posted: 06 Oct 2021
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 72 (407,636)

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7.
Downloads 30 (420,590)
Citation 2

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 30 (591,441)

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SVARs, external instruments, importance sampler

8.

Structural Scenario Analysis with SVARs

Journal of Monetary Economics, Forthcoming
Number of pages: 37 Posted: 23 Sep 2020
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 40 (523,723)

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

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

NBER Working Paper No. w28617
Number of pages: 58 Posted: 29 Mar 2021 Last Revised: 11 Sep 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and University of Illinois
Downloads 19 (671,266)

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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
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 9 (754,319)

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

CEPR Discussion Paper No. DP15951
Number of pages: 60 Posted: 01 Apr 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1 (829,489)
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10.
Downloads 16 (670,995)

Estimating Hysteresis Effects

FEDS Working Paper No. 2021-59
Number of pages: 35 Posted: 16 Sep 2021
Norges Bank, Board of Governors of the Federal Reserve System, Norges Bank, Emory University and Norges Bank
Downloads 16 (694,949)

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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
Norges Bank, Board of Governors of the Federal Reserve System, Norges Bank, Emory University and Norges Bank
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11.

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
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 4 (764,549)

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12.

Structural Scenario Analysis with Svars

CEPR Discussion Paper No. DP12579
Number of pages: 74 Posted: 16 Jan 2018 Last Revised: 02 Mar 2020
Fulcrum Asset Management, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 2 (781,767)
Citation 5
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Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs