Pablo Guerrón-Quintana

Boston College - Department of Economics

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

  • Boston College - Department of Economics

SCHOLARLY PAPERS

30

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2,051

TOTAL CITATIONS
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Top 16,431

in Total Papers Citations

27

Scholarly Papers (30)

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1.

Recurrent Bubbles and Economic Growth

Number of pages: 54 Posted: 30 Apr 2019 Last Revised: 01 May 2020
Pablo Guerrón-Quintana, Tomohiro Hirano and Ryo Jinnai
Boston College - Department of Economics, Royal Holloway, U of London and Center for Macroeconomics at the London School of Economics and the Canon Institute for Global Studies and Hitotsubashi University
Downloads 347 (173,031)
Citation 1

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2.

Lliquidity, Trends, and the Great Recession

FRB of Philadelphia Working Paper No. 14-24
Number of pages: 56 Posted: 12 Sep 2014 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana and Ryo Jinnai
Boston College - Department of Economics and Hitotsubashi University
Downloads 211 (286,375)

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3.

Bubbles, Crashes, and Economic Growth: Theory and Evidence

Number of pages: 63 Posted: 26 Feb 2022
Pablo Guerrón-Quintana, Tomohiro Hirano and Ryo Jinnai
Boston College - Department of Economics, Royal Holloway, U of London and Center for Macroeconomics at the London School of Economics and the Canon Institute for Global Studies and Hitotsubashi University
Downloads 153 (380,558)
Citation 3

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4.

Parallel Computation of Sovereign Default Models

Number of pages: 46 Posted: 31 Aug 2021
Pablo Guerrón-Quintana
Boston College - Department of Economics
Downloads 152 (382,682)

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Sovereign Default Model, Julia, C++, CUDA, GPU, Parallel Computation.

5.

Fiscal Volatility Shocks and Economic Activity

FRB of Philadelphia Working Paper No. 11-32
Number of pages: 53 Posted: 11 Aug 2011 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 107 (501,515)

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6.

Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model

FEDS Working Paper No. 2023-27
Number of pages: 57 Posted: 11 May 2023
Pablo Guerrón-Quintana, Alexey Khazanov and Molin Zhong
Boston College - Department of Economics, The Hebrew University of Jerusalem and Board of Governors of the Federal Reserve System
Downloads 105 (508,385)

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Interest rates, Effective lower bound, Credit cycle, Asymmetric dynamics, Predictive distributions, Tail risk

7.

Exchange Rates and Endogenous Productivity

International Finance Discussion Paper No. 1301
Number of pages: 62 Posted: 25 Sep 2020
Nils Gornemann, Pablo Guerrón-Quintana and Felipe Saffie
Board of Governors of the Federal Reserve System, Boston College - Department of Economics and University of Virginia - Darden School of Business
Downloads 100 (526,120)
Citation 2

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8.

Political Distribution Risk and Aggregate Fluctuations

Downloads 20 (526,120)

Bargaining Shocks and Aggregate Fluctuations

NBER Working Paper No. w23647
Number of pages: 113 Posted: 11 Aug 2017 Last Revised: 11 Feb 2023
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Boston College - Department of Economics
Downloads 20 (1,048,153)

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9.

Bayesian Estimation of DSGE Models

FRB of Philadelphia Working Paper No. 12-4
Number of pages: 30 Posted: 27 Aug 2021 Last Revised: 30 Aug 2021
Pablo Guerrón-Quintana and James M. Nason
Boston College - Department of Economics and North Carolina State University - Department of Economics
Downloads 80 (604,169)
Citation 1

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10.

Dynamics of Investment, Debt, and Default

FRB of Philadelphia Working Paper No. 13-18
Number of pages: 36 Posted: 13 May 2013 Last Revised: 27 Aug 2021
Grey Gordon and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Richmond and Boston College - Department of Economics
Downloads 77 (617,335)
Citation 6

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Investments, Debt, Default (Finance)

11.

Nonlinear Adventures at the Zero Lower Bound

FRB of Philadelphia Working Paper No. 12-10
Number of pages: 47 Posted: 08 May 2012 Last Revised: 27 Aug 2021
Grey Gordon, Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Federal Reserve Banks - Federal Reserve Bank of Richmond, Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 63 (684,884)

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Keynesian economics, Nonlinear theories, Interest rates

12.

Frequentist Inference in Weakly Identified DSGE Models

FRB of Philadelphia Working Paper No. 09-13
Number of pages: 42 Posted: 10 Aug 2009 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana, Atsushi Inoue and Lutz Kilian
Boston College - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 61 (695,516)

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Stochastic analysis, Macroeconomics - Econometric models

13.

Do Uncertainty and Technology Drive Exchange Rates?

FRB of Philadelphia Working Paper No. 09-20
Number of pages: 43 Posted: 29 Jul 2010 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana
Boston College - Department of Economics
Downloads 56 (723,415)

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Foreign exchange, Uncertainty, technological innovations

14.

Bargaining Shocks and Aggregate Fluctuations

Downloads 54 (741,430)
Citation 4

Bargaining Shocks and Aggregate Fluctuations

CESifo Working Paper No. 8989
Number of pages: 114 Posted: 06 Apr 2021
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Boston College - Department of Economics
Downloads 27 (971,596)
Citation 1

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Bargaining Shocks and Aggregate Fluctuations

FRB of Philadelphia Working Paper No. 20-11
Number of pages: 47 Posted: 29 Apr 2020
Thorsten Drautzburg, Jesus Fernandez-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN and Boston College - Department of Economics
Downloads 26 (992,382)
Citation 3

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Redistribution risk, bargaining shocks, aggregate fluctuations, partial filter, historical narrative

Bargaining Shocks and Aggregate Fluctuations

CEPR Discussion Paper No. DP15979
Number of pages: 39 Posted: 31 Mar 2021
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Boston College - Department of Economics
Downloads 1 (1,288,060)
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15.

Estimating DSGE Models: Recent Advances and Future Challenges

Downloads 53 (741,430)
Citation 2

Estimating DSGE Models: Recent Advances and Future Challenges

Annual Review of Economics, Vol. 13, pp. 229-252, 2021
Posted: 12 Aug 2021
Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
University of Pennsylvania - Department of Economics and Boston College - Department of Economics

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Estimating DSGE Models: Recent Advances and Future Challenges

NBER Working Paper No. w27715
Number of pages: 35 Posted: 25 Aug 2020 Last Revised: 25 Mar 2023
Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
University of Pennsylvania - Department of Economics and Boston College - Department of Economics
Downloads 51 (771,280)

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Estimating DSGE Models: Recent Advances and Future Challenges

CEPR Discussion Paper No. DP15164
Number of pages: 37 Posted: 18 Aug 2020
Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
University of Pennsylvania - Department of Economics and Boston College - Department of Economics
Downloads 2 (1,274,032)
Citation 2
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Bayesian methods, DSGE models, estimation, MCMC, Variational Inference

16.

Reading the Recent Monetary History of the U.S., 1959-2007

FRB of Philadelphia Working Paper No. 10-15
Number of pages: 41 Posted: 06 May 2010 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 49 (766,898)

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economic conditions - United States, Business cycles - Econometric models, Econometric models, Monetary policy - United States

17.

Common and Idiosyncratic Disturbances in Developed Small Open Economies

FRB of Philadelphia Working Paper No. 12-3
Number of pages: 46 Posted: 14 Jan 2012 Last Revised: 30 Aug 2021
Pablo Guerrón-Quintana
Boston College - Department of Economics
Downloads 45 (794,156)
Citation 4

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18.

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting

FRB of Philadelphia Working Paper No. 10-14
Number of pages: 73 Posted: 06 May 2010 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 44 (801,250)

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19.

Common Factors in Small Open Economies: Inference and Consequences

FRB of Philadelphia Working Paper No. 10-4
Number of pages: 39 Posted: 21 Jan 2010 Last Revised: 30 Aug 2021
Pablo Guerrón-Quintana
Boston College - Department of Economics
Downloads 43 (808,411)

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20.

Supply-Side Policies and the Zero Lower Bound

FRB of Philadelphia Working Paper No. 11-47
Number of pages: 31 Posted: 28 Oct 2011 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 39 (838,416)

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21.

Estimating Dynamic Equilibrium Models with Stochastic Volatility

FRB of Philadelphia Working Paper No. 13-19
Number of pages: 72 Posted: 13 May 2013 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 37 (854,172)

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22.

Interest Rates and Prices in an Inventory Model of Money with Credit

FRB of Philadelphia Working Paper No. 13-5
Number of pages: 43 Posted: 08 Feb 2013 Last Revised: 27 Aug 2021
Michael Dotsey and Pablo Guerrón-Quintana
Federal Reserve Bank of Philadelphia and Boston College - Department of Economics
Downloads 37 (854,172)

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23.

The Implications of Inflation in an Estimated New-Keynesian Model

FRB of Philadelphia Working Paper No. 10-2
Number of pages: 32 Posted: 07 Jan 2010 Last Revised: 27 Aug 2021
Pablo Guerrón-Quintana
Boston College - Department of Economics
Downloads 32 (896,727)
Citation 1

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24.

Public Debt, Private Pain: Regional Borrowing, Default, and Migration

FRB Richmond Working Paper No. 21-13
Number of pages: 62 Posted: 10 Mar 2022
Grey Gordon and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Richmond and Boston College - Department of Economics
Downloads 29 (923,914)
Citation 1

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migration, population, debt, default, cities, bankruptcy

25.

Uncertainty Shocks and Business Cycle Research

Downloads 22 (972,744)
Citation 2

Uncertainty Shocks and Business Cycle Research

NBER Working Paper No. w26768
Number of pages: 53 Posted: 24 Feb 2020 Last Revised: 20 Feb 2023
Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
University of Pennsylvania - Department of Economics and Boston College - Department of Economics
Downloads 22 (1,025,258)
Citation 2

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26.

Exchange Rate Disconnect Revisited

NBER Working Paper No. w32596
Number of pages: 58 Posted: 24 Jun 2024
Ryan Chahrour, Vito Cormun, Pierre De Leo, Pablo Guerrón-Quintana and Rosen Valchev
Cornell University, Santa Clara University, University of Maryland, Boston College - Department of Economics and Boston College
Downloads 13 (1,094,506)
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27.

Reading the Recent Monetary History of the United States, 1959-2007

Number of pages: 28 Posted: 27 Aug 2021
Pablo Guerrón-Quintana and Juan F. Rubio-Ramirez
Boston College - Department of Economics and affiliation not provided to SSRN
Downloads 10 (1,129,562)

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Monetary policy - United States, economic conditions - United States

28.

Filtering with Limited Information

CESifo Working Paper No. 11243
Number of pages: 60 Posted: 12 Aug 2024
Thorsten Drautzburg, Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Dick Oosthuizen
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania, Boston College - Department of Economics and University of Pennsylvania
Downloads 8 (1,153,199)

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filtering, limited information, non-linear model, dynamic equilibrium model, sudden stops

29.

Filtering with Limited Information

NBER Working Paper No. w32754
Number of pages: 59 Posted: 01 Aug 2024
Thorsten Drautzburg, Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Dick Oosthuizen
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Boston College - Department of Economics and University of Pennsylvania
Downloads 3 (1,211,240)
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30.

The macroeconomic implications of the Gen-AI economy

Number of pages: 61
Jaromir Nosal, Pablo Guerrón-Quintana and Tomoaki Mikami
Boston College, Boston College - Department of Economics and Boston College
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