Jesús Fernández-Villaverde

University of Pennsylvania - Department of Economics

Professor

3718 Locust Walk

160 McNeil Building

Philadelphia, PA 19104

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Pennsylvania - Department of Economics

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    • Tel: 215-898-1504
    • Fax: 215-573-2057
SCHOLARLY PAPERS

56

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Scholarly Papers (56)

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1.

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

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Citation 39

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

PIER Working Paper No. 10-011
Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013
Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
Downloads 1,005 (21,834)
Citation 9

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

NBER Working Paper No. w15890
Number of pages: 49 Posted: 12 Apr 2010
Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
Downloads 50 (407,041)

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

CEPR Discussion Paper No. DP7781
Number of pages: 51 Posted: 19 May 2010
Jesús Fernández-Villaverde, Ralph S. J. Koijen, Juan Francisco Rubio-Ramirez and Jules H. van Binsbergen
University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - The Wharton School
Downloads 4 (670,372)
Citation 4
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DSGE models, Epstein-Zin Preferences, Likelihood Estimation

2.

Was Malthus Right? Economic Growth and Population Dynamics

PIER Working Paper No. 01-046
Number of pages: 45 Posted: 16 Dec 2001
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 835 (29,023)
Citation 41

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3.

From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization

Downloads 512 ( 55,639)
Citation 13

From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization

Journal of the European Economic Association, Forthcoming, Economie d’Avant Garde Research Report No. 16
Number of pages: 57 Posted: 11 Dec 2008 Last Revised: 07 Mar 2013
Jesús Fernández-Villaverde, Jeremy Greenwood and Nezih Guner
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and Universidad Carlos III de Madrid
Downloads 474 (60,607)

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Add Health, contraception, culture, peer group effects, premarital sex, shame, socialization, stigma, technological progress

From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization

IZA Discussion Paper No. 4708
Number of pages: 50 Posted: 01 Feb 2010
Jesús Fernández-Villaverde, Jeremy Greenwood and Nezih Guner
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and Universidad Carlos III de Madrid
Downloads 26 (517,938)
Citation 4

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children, church and state, contraception, culture, parents, premarital sex, out-of-wedlock births, socialization, stigmatization, technological progress

From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization

NBER Working Paper No. w15677
Number of pages: 59 Posted: 25 Jan 2010
Jesús Fernández-Villaverde, Jeremy Greenwood and Nezih Guner
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and ICREA-MOVE
Downloads 12 (611,745)

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4.

Can We Really Observe Hyperbolic Discounting?

PIER Working Paper No. 02-008
Number of pages: 24 Posted: 17 Apr 2002
Jesús Fernández-Villaverde and Arijit Mukherji
University of Pennsylvania - Department of Economics and Deceased
Downloads 419 (71,228)
Citation 16

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5.

The Econometrics of DSGE Models

Downloads 372 ( 81,821)
Citation 37

The Econometrics of DSGE Models

PIER Working Paper No. 09-008
Number of pages: 58 Posted: 19 Feb 2009
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 278 (112,436)
Citation 2

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DSGE Models, Likelihood Estimation, Bayesian Methods

The Econometrics of DSGE Models

NBER Working Paper No. w14677
Number of pages: 58 Posted: 25 Jan 2009 Last Revised: 03 Nov 2010
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 91 (292,837)

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The Econometrics of DSGE Models

CEPR Discussion Paper No. DP7157
Number of pages: 59 Posted: 18 Feb 2009
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 3 (679,069)
Citation 5
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Bayesian Methods, DSGE Models, Likelihood Estimation

6.

A, B, C's (and D'S) for Understanding Vars

PIER Working Paper No. 05-018; FRB of Atlanta Working Paper No. 2005-9
Number of pages: 49 Posted: 04 May 2005
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Thomas J. Sargent
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 326 (95,041)
Citation 44

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VARs , Invertibility, Estimation of Dynamic Equilibrium Models, economic shocks, innovations

7.

Consumption Over the Life Cycle: Some Facts from Consumer Expenditure Survey Data

PIER Working Paper No. 02-044
Number of pages: 60 Posted: 02 Dec 2002
Jesús Fernández-Villaverde and Dirk Krueger
University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 314 (99,100)
Citation 12

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Consumption, Life Cycle Profiles, Durables, Nonparametric Estimation, Bootstrap, Partially Linear Models

8.

Can Currency Competition Work?

Downloads 239 (132,097)
Citation 10

Can Currency Competition Work?

PIER Working Paper No. 16-008
Number of pages: 44 Posted: 09 Apr 2016
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 217 (144,772)

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Private money, currency competition, cryptocurrencies, monetary policy

Can Currency Competition Work?

NBER Working Paper No. w22157
Number of pages: 44 Posted: 11 Apr 2016
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 21 (549,941)

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Can Currency Competition Work?

CEPR Discussion Paper No. DP11095
Number of pages: 46 Posted: 18 Apr 2016
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1 (703,682)
Citation 9
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cryptocurrencies, currency competition, Monetary policy, Private money

9.

Some Results on the Solution of the Neoclassical Growth Model

Downloads 232 (136,026)
Citation 1

Some Results on the Solution of the Neoclassical Growth Model

PIER Working Paper No. 04-002
Number of pages: 27 Posted: 12 Jan 2004
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 124 (235,510)
Citation 1

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Dynamic Equilibrium Economies, Computational Methods, Changes

Some Results on the Solution of the Neoclassical Growth Model

FRB of Atlanta Working Paper No. 2003-34
Number of pages: 26 Posted: 25 Jan 2004
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 108 (260,589)
Citation 1

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Dynamic equilibrium economies, computational methods, changes of variables, linear and nonlinear solution methods

10.

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

Downloads 226 (139,506)
Citation 5

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

Economic Research Initiatives at Duke Working Paper No. 86
Number of pages: 17 Posted: 15 Dec 2010
Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant and Juan Francisco Rubio-Ramirez
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University and Federal Reserve Bank of Atlanta - Research Department
Downloads 194 (161,073)
Citation 6

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CUDA, Dynamic Programming, Parallelization, Growth Model, Business Cycles

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

NBER Working Paper No. w15909
Number of pages: 13 Posted: 19 Apr 2010
Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant and Juan Francisco Rubio-Ramirez
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University and Federal Reserve Bank of Atlanta - Research Department
Downloads 32 (484,178)

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11.

Comparing Solution Methods for Dynamic Equilibrium Economies

Downloads 224 (140,723)
Citation 57

Comparing Solution Methods for Dynamic Equilibrium Economies

PIER Working Paper No. 04-003
Number of pages: 76 Posted: 12 Jan 2004
S. Borağan Aruoba, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 114 (250,744)
Citation 5

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Dynamic Equilibrium Economies, Computational Methods, Linear and Nonlinear Solution Methods

Comparing Solution Methods for Dynamic Equilibrium Economies

FRB of Atlanta Working Paper No. 2003-27
Number of pages: 39 Posted: 17 Feb 2004
S. Borağan Aruoba, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 110 (257,294)
Citation 65

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Dynamic equilibrium economies, computational methods, linear and nonlinear solution methods

12.

Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach

Downloads 199 (157,444)
Citation 11

Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach

PIER Working Paper No. 04-001
Number of pages: 56 Posted: 12 Jan 2004
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 147 (205,520)
Citation 12

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Likelihood-Based Inference, Dynamic Equilibrium Economies, Nonlinear Filtering, Sequential Monte Carlo

Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach

FRB of Atlanta Working Paper No. 2004-1
Number of pages: 56 Posted: 16 Feb 2004
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 52 (399,835)
Citation 15

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dynamic equilibrium economies, likelihood function, nonlinear solution methods

13.

Solution and Estimation Methods for DSGE Models

Downloads 194 (161,197)
Citation 29

Solution and Estimation Methods for DSGE Models

Handbook of Macroeconomics, Volume 2, Forthcoming, PIER Working Paper No. 15-042
Number of pages: 245 Posted: 08 Jan 2016
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Frank Schorfheide
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 167 (184,256)
Citation 2

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approximation error analysis, Bayesian inference, DSGE model, frequentist inference, GMM estimation, impulse response function matching, likelihood-based inference, Metropolis-Hastings algorithm, minimum distance estimation, particle filter, perturbation methods, projection methods, sequential Monte

Solution and Estimation Methods for DSGE Models

NBER Working Paper No. w21862
Number of pages: 244 Posted: 12 Jan 2016
Jesús Fernández-Villaverde, Juan Rubio Ramírez and Frank Schorfheide
University of Pennsylvania - Department of Economics, Emory University and University of Pennsylvania - Department of Economics
Downloads 27 (511,819)
Citation 7

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Solution and Estimation Methods for DSGE Models

CEPR Discussion Paper No. DP11032
Number of pages: 245 Posted: 12 Jan 2016
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Frank Schorfheide
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
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approximation error analysis, Bayesian inference, DSGE model, frequentist inference, GMM estimation, impulse response function matching, likelihood-based inference, Metropolis-Hastings algorithm, minimum distance estimation, particle filter, perturbation methods, projection methods, sequential Monte Carlo

14.

On the Economics of Digital Currencies

FRB of Philadelphia Working Paper No. 18-7
Number of pages: 43 Posted: 07 Feb 2018
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 177 (175,068)
Citation 2

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Currency competition, cryptocurrencies, monetary policy

15.

Evaluating Labor Market Reforms: A General Equilibrium Approach

Downloads 166 (185,137)

Evaluating Labor Market Reforms: A General Equilibrium Approach

PIER Working Paper No. 04-016; IZA Discussion Paper No. 1129
Number of pages: 45 Posted: 29 Apr 2004
Cesar Alonso-Borrego, Jesús Fernández-Villaverde and Jose E. Galdon-Sanchez
Universidad Carlos III de Madrid - Department of Economics, University of Pennsylvania - Department of Economics and Universidad Publica de Navarra
Downloads 133 (223,047)

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Fixed-term contracts, Firing costs, General equilibrium, Heterogeneous agents

Evaluating Labor Market Reforms: A General Equilibrium Approach

NBER Working Paper No. w11519
Number of pages: 53 Posted: 14 Sep 2005 Last Revised: 24 Jun 2010
Cesar Alonso-Borrego, Jesús Fernández-Villaverde and Jose E. Galdon-Sanchez
Universidad Carlos III de Madrid - Department of Economics, University of Pennsylvania - Department of Economics and Universidad Publica de Navarra
Downloads 33 (479,107)

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16.

Magna Carta, the Rule of Law, and the Limits on Government

PIER Working Paper No. 15-035
Number of pages: 38 Posted: 19 Oct 2015 Last Revised: 21 Oct 2015
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 148 (203,892)

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Rule of Law, Magna Carta, Legal Theory, Limited Government

17.

Fiscal Volatility Shocks and Economic Activity

Downloads 142 (210,906)
Citation 38

Fiscal Volatility Shocks and Economic Activity

FRB of Philadelphia Working Paper No. 11-32
Number of pages: 53 Posted: 11 Aug 2011
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Keith Kuester and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 65 (357,589)
Citation 15

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DSGE models, Uncertainty, Fiscal Policy, Monetary Policy

Fiscal Volatility Shocks and Economic Activity

PIER Working Paper No. 11-022
Number of pages: 47 Posted: 12 Aug 2011
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Keith Kuester and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 56 (386,115)
Citation 29

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DSGE models, Uncertainty, Fiscal Policy, Monetary Policy

Fiscal Volatility Shocks and Economic Activity

NBER Working Paper No. w17317
Number of pages: 47 Posted: 29 Aug 2011
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Keith Kuester and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 21 (549,941)

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18.

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

Downloads 138 (215,824)
Citation 3

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

PIER Working Paper No. 10-016
Number of pages: 41 Posted: 18 Apr 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 70 (343,427)

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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 33 (479,107)

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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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

NBER Working Paper No. w15929
Number of pages: 40 Posted: 26 Apr 2010 Last Revised: 12 Jul 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 32 (484,178)

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

CEPR Discussion Paper No. DP7812
Number of pages: 42 Posted: 19 May 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 3 (679,069)
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

19.

Safe Assets

Downloads 68 (219,692)
Citation 7

Safe Assets

PIER Working Paper No. 17-008
Number of pages: 37 Posted: 16 May 2017
Robert J. Barro, Jesús Fernández-Villaverde, Oren Levintal and Andrew Mollerus
Harvard University - Department of Economics, University of Pennsylvania - Department of Economics, Interdisciplinary Center (IDC) Herzliyah and Harvard University
Downloads 68 (348,986)
Citation 1

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Safe Assets, Risk Premium, Risk-Free Rate, Heterogeneous Agents

Safe Assets

CEPR Discussion Paper No. DP12043
Number of pages: 51 Posted: 15 May 2017
Robert J. Barro, Jesús Fernández-Villaverde, Oren Levintal and Andrew Mollerus
Harvard University - Department of Economics, University of Pennsylvania - Department of Economics, Interdisciplinary Center (IDC) Herzliyah and Harvard University
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Citation 1
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20.

Comparing Dynamic Equilibrium Models to Data

PIER Working Paper No. 01-037
Number of pages: 32 Posted: 01 Nov 2001
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 135 (219,692)
Citation 10

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21.

Risk Matters: The Real Effects of Volatility Shocks

Downloads 127 (230,408)
Citation 142

Risk Matters: The Real Effects of Volatility Shocks

PIER Working Paper No. 09-013
Number of pages: 56 Posted: 06 Apr 2009
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan Francisco Rubio-Ramirez and Martín Uribe
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 97 (280,867)

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Small Open Economy, DSGE Models, Stochastic Volatility

Risk Matters: The Real Effects of Volatility Shocks

NBER Working Paper No. w14875
Number of pages: 55 Posted: 13 Apr 2009 Last Revised: 25 Aug 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan Francisco Rubio-Ramirez and Martín Uribe
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 29 (500,237)

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Risk Matters: The Real Effects of Volatility Shocks

CEPR Discussion Paper No. DP7264
Number of pages: 57 Posted: 19 May 2009
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan Francisco Rubio-Ramirez and Martín Uribe
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 1 (703,682)
Citation 24
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DSGE Models, Small Open Economy, Stochastic Volatility

22.

Estimating Dynamic Equilibrium Economies: Linear Versus Nonlinear Likelihood

PIER Working Paper No. 04-005; FRB of Atlanta Working Paper No. 2004-3
Number of pages: 37 Posted: 04 Feb 2004
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 119 (241,882)
Citation 28

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Likelihood-Based Inference, Dynamic Equilibrium Economies, Nonlinear Filtering, Kalman Filter, Sequential Monte Carlo

23.

Cryptocurrencies: A Crash Course in Digital Monetary Economics

Downloads 117 (244,943)

Cryptocurrencies: A Crash Course in Digital Monetary Economics

PIER Working Paper No. 18-023
Number of pages: 24 Posted: 24 Sep 2018
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 116 (247,641)

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Private money, currency competition, cryptocurrencies, monetary policy

Cryptocurrencies: A Crash Course in Digital Monetary Economics

Australian Economic Review, Vol. 51, Issue 4, pp. 514-526, 2018
Number of pages: 13 Posted: 30 Nov 2018
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
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24.

Computing DSGE Models with Recursive Preferences

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Citation 1

Computing DSGE Models with Recursive Preferences

PIER Working Paper No. 09-018
Number of pages: 41 Posted: 27 May 2009
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 69 (346,162)
Citation 1

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DSGE Models, Recursive Preferences, Perturbation

Computing DSGE Models with Recursive Preferences

NBER Working Paper No. w15026
Number of pages: 41 Posted: 03 Jun 2009 Last Revised: 24 Jul 2010
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 31 (489,402)

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Computing DSGE Models with Recursive Preferences

CEPR Discussion Paper No. DP7312
Number of pages: 43 Posted: 15 Jul 2009
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
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DSGE models, perturbation, recursive preferences

25.

MEDEA: A DSGE Model for the Spanish Economy

Downloads 96 (280,876)
Citation 11

MEDEA: A DSGE Model for the Spanish Economy

PIER Working Paper No. 09-017
Number of pages: 72 Posted: 06 May 2009
Pablo Burriel, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
Banco de España, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 95 (284,792)
Citation 5

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DSGE Models, Likelihood Estimation, Bayesian Methods

MEDEA: A DSGE Model for the Spanish Economy

CEPR Discussion Paper No. DP7297
Number of pages: 73 Posted: 15 Jul 2009
Pablo Burriel, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
Banco de España, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 1 (703,682)
Citation 1
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Bayesian Methods, DSGE Models, Likelihood Estimation

26.

Convergence Properties of the Likelihood of Computed Dynamic Models

Downloads 89 (294,651)
Citation 28

Convergence Properties of the Likelihood of Computed Dynamic Models

PIER Working Paper No. 04-034; FRB Atlatnta Working Paper No. 2004-27
Number of pages: 52 Posted: 03 Sep 2004
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Manuel Santos
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Arizona State University (ASU) - Economics Department
Downloads 60 (372,893)
Citation 2

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computed dynamic models, likelihood inference, asymptotic properties

Convergence Properties of the Likelihood of Computed Dynamic Models

NBER Working Paper No. t0315
Number of pages: 53 Posted: 24 Jan 2007 Last Revised: 12 Mar 2010
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Manuel Santos
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Arizona State University (ASU) - Economics Department
Downloads 29 (500,237)
Citation 2

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27.

The Economic Consequences of Labor Market Reglations

PIER Working Paper No. 16-027
Number of pages: 21 Posted: 22 Mar 2017
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 85 (303,266)
Citation 1

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Labor market regulations, minimum wages, job creation and job destruction

28.

Comparing Dynamic Equilibrium Economies to Data

FRB of Atlanta Working Paper No. 2001-23
Number of pages: 32 Posted: 06 Dec 2001
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 75 (326,601)
Citation 2

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Bayesian inference, asymptotics, cattle cycle

29.

Optimal Capital Versus Labor Taxation with Innovation-Led Growth

Downloads 73 (331,625)
Citation 2

Optimal Capital Versus Labor Taxation with Innovation-Led Growth

PIER Working Paper No. 13-025
Number of pages: 45 Posted: 01 Jun 2013
Philippe Aghion, Ufuk Akcigit and Jesús Fernández-Villaverde
College de France and London School of Economics and Political Science, Fellow, University of Chicago - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 57 (382,704)

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Capital tax, labor tax, optimal taxation, innovation, R&D, growth

Optimal Capital Versus Labor Taxation with Innovation-Led Growth

NBER Working Paper No. w19086
Number of pages: 45 Posted: 31 May 2013 Last Revised: 06 Aug 2014
Philippe Aghion, Ufuk Akcigit and Jesús Fernández-Villaverde
College de France and London School of Economics and Political Science, Fellow, University of Chicago - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 16 (583,417)

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30.

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data

Downloads 73 (331,625)
Citation 9

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data

PIER Working Paper No. 10-015
Number of pages: 73 Posted: 18 Apr 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data

FRB of Philadelphia Working Paper No. 10-14
Number of pages: 73 Posted: 06 May 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data

NBER Working Paper No. w15928
Number of pages: 72 Posted: 26 Apr 2010 Last Revised: 11 Jul 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data

CEPR Discussion Paper No. DP7813
Number of pages: 74 Posted: 19 May 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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Citation 1
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

31.

Institutions and Political Party Systems: The Euro Case

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Citation 2

Institutions and Political Party Systems: The Euro Case

PIER Working Paper No. 17-014, Columbia Business School Research Paper No. 17-73
Number of pages: 28 Posted: 14 Jul 2017
Jesús Fernández-Villaverde and Tano Santos
University of Pennsylvania - Department of Economics and Columbia Business School
Downloads 60 (372,893)

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Federalism, Political Institutions, Party Systems, Euro

Institutions and Political Party Systems: The Euro Case

NBER Working Paper No. w23599
Number of pages: 28 Posted: 25 Jul 2017
Jesús Fernández-Villaverde and Tano Santos
University of Pennsylvania - Department of Economics and Columbia Business School
Downloads 7 (647,770)
Citation 1

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Institutions and Political Party Systems: The Euro Case

CEPR Discussion Paper No. DP12131
Number of pages: 30 Posted: 10 Jul 2017
Jesús Fernández-Villaverde and Tano Santos
University of Pennsylvania - Department of Economics and Columbia Business School
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euro, Federalism, Party Systems, Political Institutions

32.

Nonlinear Adventures at the Zero Lower Bound

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Citation 38

Nonlinear Adventures at the Zero Lower Bound

FRB of Philadelphia Working Paper No. 12-10
Number of pages: 47 Posted: 08 May 2012
Jesús Fernández-Villaverde, Grey Gordon, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 48 (414,365)
Citation 1

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Zero lower bound, New Keynesian models, Nonlinear solution methods

Nonlinear Adventures at the Zero Lower Bound

NBER Working Paper No. w18058
Number of pages: 46 Posted: 12 May 2012
Jesús Fernández-Villaverde, Grey Gordon, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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Citation 5

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33.

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

FRB of Atlanta Working Paper No. 2004-39
Number of pages: 11 Posted: 11 Feb 2005
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
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Growth model with investment-specific technological change, closed-form solution, long-run growth, business cycle fluctuations

34.

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

PIER Working Paper No. 10-014
Number of pages: 13 Posted: 12 Apr 2010
Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant and Juan Francisco Rubio-Ramirez
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University - Fuqua School of Business, Economics Group and Federal Reserve Bank of Atlanta - Research Department
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Citation 2

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GPU computing, Dynamic Equilibrium models

35.

A Comparison of Programming Languages in Economics

NBER Working Paper No. w20263
Number of pages: 20 Posted: 30 Jun 2014
S. Borağan Aruoba and Jesús Fernández-Villaverde
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 62 (361,830)

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36.

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

FEDS Working Paper No. 2012-04
Number of pages: 44 Posted: 01 Feb 2012
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
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Citation 15

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DSGE models, recursive preferences, perturbation

37.

A, B, C's (and D)'s for Understanding Vars

NBER Working Paper No. t0308
Number of pages: 49 Posted: 06 Jul 2005
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Thomas J. Sargent
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
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38.

Consumption Over the Life Cycle: Facts from Consumer Expenditure Survey Data

NBER Working Paper No. w9382
Number of pages: 60 Posted: 14 Dec 2002 Last Revised: 31 Oct 2010
Jesús Fernández-Villaverde and Dirk Krueger
University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
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Citation 5

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39.

Estimating Macroeconomic Models: A Likelihood Approach

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Citation 109

Estimating Macroeconomic Models: A Likelihood Approach

NBER Working Paper No. t0321
Number of pages: 55 Posted: 27 Apr 2006
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 29 (500,237)
Citation 5

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Estimating Macroeconomic Models: A Likelihood Approach

CEPR Discussion Paper No. 5513
Number of pages: 56 Posted: 06 Jun 2006
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
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Citation 5
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Dynamic macroeconomic models, particle filtering, nonlinear and/or non-normal models, business cycle, stochastic volatility

40.

Supply-Side Policies and the Zero Lower Bound

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Citation 6

Supply-Side Policies and the Zero Lower Bound

FRB of Philadelphia Working Paper No. 11-47
Number of pages: 31 Posted: 28 Oct 2011
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Pablo Guerrón-Quintana
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
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Zero lower bound, supply-side policies, New Keynesian models

Supply-Side Policies and the Zero Lower Bound

NBER Working Paper No. w17543
Number of pages: 31 Posted: 29 Oct 2011 Last Revised: 01 Nov 2011
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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Supply-Side Policies and the Zero Lower Bound

CEPR Discussion Paper No. DP8642
Number of pages: 33 Posted: 24 Nov 2011
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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New Keynesian models, supply-side policies, zero lower bound

41.

The Lack of European Productivity Growth: Causes and Lessons for the U.S.

PIER Working Paper No. 18-024
Number of pages: 31 Posted: 24 Sep 2018
Jesús Fernández-Villaverde and Lee E. Ohanian
University of Pennsylvania - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
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Productivity growth, Europe's economic performance, economic policy

42.

Macroeconomics and Volatility: Data, Models, and Estimation

Downloads 46 (414,348)
Citation 15

Macroeconomics and Volatility: Data, Models, and Estimation

NBER Working Paper No. w16618
Number of pages: 46 Posted: 18 Dec 2010
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 44 (430,113)

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Macroeconomics and Volatility: Data, Models, and Estimation

CEPR Discussion Paper No. DP8169
Number of pages: 48 Posted: 18 Jan 2011
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
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Bayesian methods, DSGE models, Stochastic volatility

43.

Can Currency Competition Work?

FRB of Philadelphia Working Paper No. 16-12
Number of pages: 44 Posted: 27 Apr 2016
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 39 (441,712)

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Private money, Currency competition, Cryptocurrencies, Monetary policy

44.

Estimating Dynamic Equilibrium Models with Stochastic Volatility

Downloads 37 (450,032)
Citation 16

Estimating Dynamic Equilibrium Models with Stochastic Volatility

FRB of Philadelphia Working Paper No. 13-19
Number of pages: 72 Posted: 13 May 2013
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 24 (530,391)
Citation 1

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Dynamic equilibrium models, Stochastic volatility, Parameter drifting, Bayesian methods

Estimating Dynamic Equilibrium Models with Stochastic Volatility

NBER Working Paper No. w18399
Number of pages: 71 Posted: 15 Sep 2012
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 11 (618,890)

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Estimating Dynamic Equilibrium Models with Stochastic Volatility

CEPR Discussion Paper No. DP9130
Number of pages: 73 Posted: 28 Sep 2012
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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Citation 6
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Bayesian methods., Dynamic equilibrium models, Parameter drifting, Stochastic volatility

45.

Political Distribution Risk and Aggregate Fluctuations

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Political Distribution Risk and Aggregate Fluctuations

PIER Working Paper No. 17-016
Number of pages: 110 Posted: 28 Jul 2017
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 17 (576,896)

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Political redistribution risk, bargaining shocks, aggregate fluctuations, partial fil-ter, historical narrative

Political Distribution Risk and Aggregate Fluctuations

FRB of Philadelphia Working Paper No. 17-25
Number of pages: 53 Posted: 07 Sep 2017
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 9 (633,208)

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Political redistribution risk, bargaining shocks, aggregate fluctuations, partial filter, historical narrative

Political Distribution Risk and Aggregate Fluctuations

NBER Working Paper No. w23647
Number of pages: 53 Posted: 11 Aug 2017
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
Downloads 3 (679,069)

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Political Distribution Risk and Aggregate Fluctuations

CEPR Discussion Paper No. DP12187
Number of pages: 112 Posted: 04 Aug 2017
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
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Aggregate fluctuations, bargaining shocks, historical narrative., partial filter, Political redistribution risk

46.

Political Credit Cycles: The Case of the Euro Zone

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Citation 36

Political Credit Cycles: The Case of the Euro Zone

NBER Working Paper No. w18899
Number of pages: 45 Posted: 22 Mar 2013
Jesús Fernández-Villaverde, Luis Garicano and Tano Santos
University of Pennsylvania - Department of Economics, IE Business School and Columbia Business School
Downloads 19 (563,301)

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Political Credit Cycles: The Case of the Euro Zone

CEPR Discussion Paper No. DP9404
Number of pages: 47 Posted: 03 Apr 2013
Jesús Fernández-Villaverde, Luis Garicano and Tano Santos
University of Pennsylvania - Department of Economics, IE Business School and Columbia Business School
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Citation 5
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bubbles, Euro crisis, Financial crisis, political economy

47.

Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach

FRB Atlanta Working Paper Series No. 2001-23a
Number of pages: 51 Posted: 25 Jan 2015
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 22 (526,034)
Citation 9

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Bayesian inference, asymptotics, cattle cycle

48.

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

Downloads 20 (537,893)

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

FRB Atlanta Working Paper No. 2019-9
Number of pages: 78 Posted: 04 May 2019
Jesús Fernández-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta, Shanghai University of Finance and Economics - School of Economics and University of Oxford
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aggregate fluctuations, strategic complementarities, macroeconomic volatility, government spending

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

PIER Working Paper No. 19-016 (2019)
Number of pages: 82 Posted: 18 Sep 2019
Jesús Fernández-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta, Shanghai University of Finance and Economics - School of Economics and University of Oxford
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aggregate fluctuations, strategic complementarities, macroeconomic volatility, government spending

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

NBER Working Paper No. w26210
Number of pages: 82 Posted: 03 Sep 2019
Jesús Fernández-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta, Shanghai University of Finance and Economics - School of Economics and University of Oxford
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

CEPR Discussion Paper No. DP13950
Number of pages: 84 Posted: 07 Oct 2019
Jesús Fernández-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta, Shanghai University of Finance and Economics - School of Economics and University of Oxford
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Aggregate fluctuations, government spending, Macroeconomic volatility, strategic complementarities

49.

A Practical Guide to Parallelization in Economics

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Citation 1

A Practical Guide to Parallelization in Economics

NBER Working Paper No. w24561
Number of pages: 66 Posted: 02 May 2018
Jesús Fernández-Villaverde and David Zarruk-Valencia
University of Pennsylvania - Department of Economics and University of Pennsylvania
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A Practical Guide to Parallelization in Economics

CEPR Discussion Paper No. DP12890
Number of pages: 68 Posted: 01 May 2018
Jesús Fernández-Villaverde and David Zarruk-Valencia
University of Pennsylvania - Department of Economics and University of Pennsylvania
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Citation 2
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Computational Methods, Parallel Computing, Programming Languages

50.

Financial Frictions and the Wealth Distribution

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Citation 1

Financial Frictions and the Wealth Distribution

PIER Working Paper No. 19-015, September 2019
Number of pages: 70 Posted: 18 Sep 2019
Jesús Fernández-Villaverde, Samuel Hurtado and Galo Nuño
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 15 (590,296)

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heterogeneous agents; aggregate shocks; continuous-time; machine learning; neural networks; structural estimation; likelihood functions

Financial Frictions and the Wealth Distribution

NBER Working Paper No. w26302
Number of pages: 70 Posted: 23 Sep 2019
Jesús Fernández-Villaverde, Samuel Hurtado and Galo Nuno
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
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Financial Frictions and the Wealth Distribution

CEPR Discussion Paper No. DP14002
Number of pages: 72 Posted: 07 Oct 2019
Jesús Fernández-Villaverde, Samuel Hurtado and Galo Nuno
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
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Citation 1
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Aggregate shocks, continuous-time, Heterogeneous Agents, Machine Learning, structural estimation

51.

How Structural are Structural Parameters?

NBER Working Paper No. w13166
Number of pages: 50 Posted: 23 Jun 2012
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 17 (556,277)
Citation 1

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52.

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

NBER Working Paper No. w18983
Number of pages: 65 Posted: 20 Apr 2013
Martin M. Andreasen, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
Aarhus University, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 13 (581,174)
Citation 8

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53.

Solution Methods for Models with Rare Disasters

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Citation 7

Solution Methods for Models with Rare Disasters

NBER Working Paper No. w21997
Number of pages: 38 Posted: 15 Feb 2016
Jesús Fernández-Villaverde and Oren Levintal
University of Pennsylvania - Department of Economics and Interdisciplinary Center (IDC) Herzliyah
Downloads 6 (655,030)
Citation 1

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Solution Methods for Models with Rare Disasters

CEPR Discussion Paper No. DP11115
Number of pages: 39 Posted: 17 Feb 2016
Jesús Fernández-Villaverde and Oren Levintal
University of Pennsylvania - Department of Economics and Interdisciplinary Center (IDC) Herzliyah
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Citation 2
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DSGE models, perturbation, rare disasters, Smolyak, solution methods, Taylor projection

54.

From Shame to Game in One Hundred Years: The Rise in Premarital Sex and its Destigmitization

CEPR Discussion Paper No. DP8667
Number of pages: 61 Posted: 24 Nov 2011
Jesús Fernández-Villaverde, Jeremy Greenwood and Nezih Guner
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and ICREA-MOVE
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Add Health, children, church and state, contraception, culture, out-of-wedlock births, parents, peer- group effects, premarital sex, shame, socialization, stigmatization, technological progress

55.

Central Bank Digital Currency: Central Banking for All?

Number of pages: 33
Linda Schilling, Harald Uhlig, Jesús Fernández-Villaverde and Daniel R. Sanches
Ecole Polytechnique- CREST, University of Chicago - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
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central bank digital currency, central banking, intermediation, maturity transformation, bank runs, lender of last resort

56.

Central Bank Digital Currency: Central Banking For All?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-04
Number of pages: 34
Becker Friedman RPS Institute, Jesús Fernández-Villaverde, Daniel R. Sanches, Linda Schilling and Harald Uhlig
University of Chicago - Becker Friedman Institute for Economics, University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Ecole Polytechnique- CREST and University of Chicago - Department of Economics
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central bank digital currency, central banking, intermediation, maturity transformation, bank runs, lender of last resort