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

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

80

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11,511

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1,468

CROSSREF CITATIONS

1,294

Scholarly Papers (80)

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1.

Was Malthus Right? Economic Growth and Population Dynamics

Number of pages: 45 Posted: 16 Dec 2001
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 1,237 (23,439)
Citation 48

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2.

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

Downloads 1,175 ( 25,208)
Citation 49

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 1,103 (27,279)
Citation 12

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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 Last Revised: 03 Jun 2022
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 68 (455,730)

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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 (872,857)
Citation 9
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DSGE models, Epstein-Zin Preferences, Likelihood Estimation

3.

Central Bank Digital Currency: When Price and Bank Stability Collide

Downloads 685 ( 53,405)
Citation 5

Central Bank Digital Currency: When Price and Bank Stability Collide

Number of pages: 48 Posted: 15 Jun 2020 Last Revised: 06 Dec 2021
Linda Schilling, Jesús Fernández-Villaverde and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 560 (68,170)
Citation 4

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currency crises, monetary policy, bank runs, financial intermediation, central bank digital currency, inflation targeting

Central Bank Digital Currency: When Price and Bank Stability Collide

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-180
Number of pages: 47 Posted: 17 Dec 2020
Linda Schilling, Jesús Fernández-Villaverde and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 67 (459,382)

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central bank digital currency, monetary policy, bank runs, financial inter- mediation, inflation targeting, CBDC trilemma

Central Bank Digital Currency: When Price and Bank Stability Collide

CESifo Working Paper No. 8773
Number of pages: 48 Posted: 28 Dec 2020
Linda Schilling, Jesús Fernández-Villaverde and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 50 (529,039)

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Central Bank Digital Currency: When Price and Bank Stability Collide

NBER Working Paper No. w28237
Number of pages: 47 Posted: 21 Dec 2020 Last Revised: 26 Feb 2022
Linda Schilling, Jesús Fernández-Villaverde and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 8 (829,865)
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Central Bank Digital Currency: When Price and Bank Stability Collide

CEPR Discussion Paper No. DP15555
Number of pages: 49 Posted: 23 Dec 2020
Jesús Fernández-Villaverde, Linda Schilling and Harald Uhlig
University of Pennsylvania - Department of Economics, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
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4.

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

Downloads 532 ( 73,502)
Citation 8

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 484 (81,706)

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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 33 (620,516)
Citation 2

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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 Last Revised: 04 May 2022
Jesús Fernández-Villaverde, Jeremy Greenwood and Nezih Guner
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and ICREA-MOVE
Downloads 15 (760,778)

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5.

Can We Really Observe Hyperbolic Discounting?

Number of pages: 24 Posted: 17 Apr 2002
Jesús Fernández-Villaverde and Arijit Mukherji
University of Pennsylvania - Department of Economics and Deceased
Downloads 478 (83,727)
Citation 17

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6.

On the Economics of Digital Currencies

FRB of Philadelphia Working Paper No. 18-7
Number of pages: 43 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 469 (85,926)
Citation 1

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Currency competition, cryptocurrencies, monetary policy

7.

The Econometrics of DSGE Models

Downloads 394 (104,882)
Citation 47

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 290 (145,512)
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: 07 Feb 2022
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 101 (359,527)

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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 (885,106)
Citation 15
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Bayesian Methods, DSGE Models, Likelihood Estimation

8.

Central Bank Digital Currency: Central Banking For All?

Downloads 341 (123,346)
Citation 14

Central Bank Digital Currency: Central Banking For All?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-04
Number of pages: 36 Posted: 27 Jan 2020 Last Revised: 28 Dec 2020
Jesús Fernández-Villaverde, Daniel R. Sanches, Linda Schilling and Harald Uhlig
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 320 (131,134)
Citation 2

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central bank digital currency, central banking, intermediation, maturity transformation, bank runs, lender of last resort

Central Bank Digital Currency: Central Banking for All?

NBER Working Paper No. w26753
Number of pages: 34 Posted: 18 Feb 2020 Last Revised: 06 Feb 2022
Jesús Fernández-Villaverde, Daniel R. Sanches, Linda Schilling and Harald Uhlig
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 20 (716,847)

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Central Bank Digital Currency: Central Banking for All?

CEPR Discussion Paper No. DP14337
Number of pages: 36 Posted: 29 Jan 2020
Jesús Fernández-Villaverde, Daniel R. Sanches, Linda Schilling and Harald Uhlig
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 1 (915,283)
Citation 12
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bank runs, Central bank digital currency, central banking, intermediation, lender of last resort, maturity transformation

9.

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

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 339 (124,181)
Citation 57

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

10.

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 325 (129,795)
Citation 13

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

11.

Some Results on the Solution of the Neoclassical Growth Model

Downloads 270 (157,234)
Citation 1

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 143 (278,908)
Citation 1

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

Some Results on the Solution of the Neoclassical Growth Model

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 127 (305,627)
Citation 1

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Dynamic Equilibrium Economies, Computational Methods, Changes

12.

Can Currency Competition Work?

Downloads 259 (163,919)
Citation 21

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 231 (182,686)

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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 Last Revised: 16 Jan 2022
Jesús Fernández-Villaverde and Daniel R. Sanches
University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 27 (661,341)

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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 (915,283)
Citation 22
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cryptocurrencies, currency competition, Monetary policy, Private money

13.

Solution and Estimation Methods for DSGE Models

Downloads 245 (173,027)
Citation 49

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 183 (226,594)
Citation 1

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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 Last Revised: 28 Mar 2021
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 62 (478,143)
Citation 27

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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.

Comparing Solution Methods for Dynamic Equilibrium Economies

Downloads 245 (173,027)
Citation 78

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 125 (309,269)
Citation 87

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

Comparing Solution Methods for Dynamic Equilibrium Economies

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 120 (318,795)
Citation 7

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

15.

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

Downloads 241 (175,799)
Citation 10

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 206 (203,721)
Citation 10

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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 Last Revised: 22 Jun 2022
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 35 (608,231)

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16.

The Fractured-Land Hypothesis

Downloads 232 (182,294)

The Fractured-Land Hypothesis

Number of pages: 63 Posted: 28 Oct 2020
Jesús Fernández-Villaverde, Mark Koyama, Youhong Lin and Tuan-Hwee Sng
University of Pennsylvania - Department of Economics, George Mason University - Department of Economics, Guangdong University of Foreign Studies - China Center for Cliometrics Studies and National University of Singapore (NUS) - Department of Economics
Downloads 223 (188,916)

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China, Europe, Great Divergence, State Capacity, Political Fragmentation, Political Centralization

The Fractured-Land Hypothesis

NBER Working Paper No. w27774
Number of pages: 64 Posted: 11 Sep 2020 Last Revised: 18 Nov 2021
Jesús Fernández-Villaverde, Mark Koyama, Youhong Lin and Tuan-Hwee Sng
University of Pennsylvania - Department of Economics, George Mason University - Department of Economics, Guangdong University of Foreign Studies - China Center for Cliometrics Studies and National University of Singapore (NUS) - Department of Economics
Downloads 8 (829,865)
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The Fractured-Land Hypothesis

CEPR Discussion Paper No. DP15209
Number of pages: 66 Posted: 12 Sep 2020
Jesús Fernández-Villaverde, Mark Koyama, Youhong Lin and Tuan-Hwee Sng
University of Pennsylvania - Department of Economics, George Mason University - Department of Economics, Guangdong University of Foreign Studies - China Center for Cliometrics Studies and National University of Singapore (NUS) - Department of Economics
Downloads 1 (914,944)
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China, Europe, Great Divergence, Political Centralization, Political Fragmentation, state capacity

17.

Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach

Downloads 217 (194,263)
Citation 14

Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach

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 154 (262,541)
Citation 5

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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 63 (474,280)
Citation 17

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dynamic equilibrium economies, likelihood function, nonlinear solution methods

18.

Simple Rules for a Complex World with Artificial Intelligence

PIER Working Paper No. 20-010
Number of pages: 20 Posted: 24 Mar 2020
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 177 (233,071)
Citation 1

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Artificial intelligence, machine learning, economics, law, rule of law

19.

Evaluating Labor Market Reforms: A General Equilibrium Approach

Downloads 177 (233,071)
Citation 1

Evaluating Labor Market Reforms: A General Equilibrium Approach

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 137 (288,450)

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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 2022
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 40 (579,625)
Citation 1

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20.

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 172 (238,759)
Citation 1

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

21.

Safe Assets

Downloads 82 (246,046)
Citation 11

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 82 (409,860)
Citation 3

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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 4
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22.

Cryptocurrencies and All That: Two Ideas from Monetary Economics

PIER Working Paper No. 21-009
Number of pages: 11 Posted: 25 Feb 2021
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 165 (247,294)

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23.

Cryptocurrencies: A Crash Course in Digital Monetary Economics

Downloads 149 (268,929)

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 147 (272,825)
Citation 1

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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
Downloads 2 (898,697)

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24.

Comparing Dynamic Equilibrium Models to Data

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 147 (271,911)
Citation 11

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25.

Risk Matters: The Real Effects of Volatility Shocks

Downloads 142 (279,370)
Citation 191

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 108 (343,439)
Citation 3

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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: 23 Feb 2022
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 33 (620,516)

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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 (915,283)
Citation 69
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DSGE Models, Small Open Economy, Stochastic Volatility

26.

Estimating Dynamic Equilibrium Economies: Linear Versus Nonlinear Likelihood

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 127 (304,244)
Citation 31

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

27.

Financial Frictions and the Wealth Distribution

Downloads 123 (311,446)
Citation 2

Financial Frictions and the Wealth Distribution

Banco de Espana Working Paper No. 2013
Number of pages: 73 Posted: 02 Jun 2020
Jesús Fernández-Villaverde, Samuel Hurtado and Galo Nuno
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 60 (486,114)
Citation 1

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heterogeneous agents, wealth distribution, financial frictions, continuoustime, machine learning, neural networks, structural estimation, likelihood function

Financial Frictions and the Wealth Distribution

PIER Working Paper No. 19-015, September 2019, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 64 Posted: 18 Sep 2019 Last Revised: 11 Sep 2020
Jesús Fernández-Villaverde, Samuel Hurtado and Galo Nuno
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 46 (548,171)

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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 Last Revised: 15 May 2022
Jesús Fernández-Villaverde, Samuel Hurtado and Galo Nuno
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
Downloads 17 (742,726)

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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

28.

Estimating and Simulating a Sird Model of Covid-19 for Many Countries, States, and Cities

Downloads 115 (326,666)
Citation 12

Estimating and Simulating a Sird Model of Covid-19 for Many Countries, States, and Cities

NBER Working Paper No. w27128
Number of pages: 60 Posted: 12 May 2020 Last Revised: 14 Feb 2022
Jesús Fernández-Villaverde and Charles I. Jones
University of Pennsylvania - Department of Economics and Stanford Graduate School of Business
Downloads 113 (332,633)
Citation 13

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Estimating and Simulating a Sird Model of Covid-19 for Many Countries, States, and Cities

CEPR Discussion Paper No. DP14711
Number of pages: 47 Posted: 08 May 2020
Jesús Fernández-Villaverde and Charles M. Jones
University of Pennsylvania - Department of Economics and Columbia University
Downloads 2 (898,697)
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COVID-19, estimation, SIRD model

29.

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

Downloads 112 (332,782)
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 77 (425,339)

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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
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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
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

30.

MEDEA: A DSGE Model for the Spanish Economy

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Citation 15

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 111 (336,970)
Citation 6

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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 (915,283)
Citation 5
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Bayesian Methods, DSGE Models, Likelihood Estimation

31.

Computing DSGE Models with Recursive Preferences

Downloads 109 (341,131)
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
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 72 (441,818)
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: 22 Jan 2022
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
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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
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
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DSGE models, perturbation, recursive preferences

32.

Fiscal Volatility Shocks and Economic Activity

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Citation 53

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 71 (445,207)
Citation 41

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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 Last Revised: 27 Apr 2022
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
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Citation 19

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33.

Convergence Properties of the Likelihood of Computed Dynamic Models

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Citation 31

Convergence Properties of the Likelihood of Computed Dynamic Models

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 65 (466,624)
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: 14 May 2022
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 (646,971)
Citation 5

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34.

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 91 (381,010)
Citation 1

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

35.

Optimal Capital Versus Labor Taxation with Innovation-Led Growth

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Citation 4

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 65 (466,624)

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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: 25 Feb 2022
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 23 (692,201)
Citation 2

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36.

A Comparison of Programming Languages in Economics

NBER Working Paper No. w20263
Number of pages: 20 Posted: 30 Jun 2014 Last Revised: 15 May 2022
S. Borağan Aruoba and Jesús Fernández-Villaverde
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 84 (399,922)
Citation 1

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37.

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
Downloads 82 (405,666)
Citation 1

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Productivity growth, Europe's economic performance, economic policy

38.

Central Bank Digital Currency: Central Banking for All?

FRB of Philadelphia Working Paper No. 20-19
Number of pages: 34 Posted: 01 Jun 2020
Jesús Fernández-Villaverde, Daniel R. Sanches, Linda Schilling and Harald Uhlig
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 81 (408,562)

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central bank digital currency, central banking, intermediation, maturity transformation, bank runs, lenders of last resort

39.

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 78 (417,450)
Citation 3

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Bayesian inference, asymptotics, cattle cycle

40.

Institutions and Political Party Systems: The Euro Case

Downloads 72 (436,422)
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 64 (470,376)

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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 Last Revised: 26 Jun 2022
Jesús Fernández-Villaverde and Tano Santos
University of Pennsylvania - Department of Economics and Columbia Business School
Downloads 8 (829,865)
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

41.

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
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
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Citation 33

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DSGE models, recursive preferences, perturbation

42.

Macroeconomic Outcomes and Covid-19: A Progress Report

Downloads 68 (449,799)
Citation 3

Macroeconomic Outcomes and Covid-19: A Progress Report

NBER Working Paper No. w28004
Number of pages: 42 Posted: 27 Oct 2020 Last Revised: 07 Jan 2022
Jesús Fernández-Villaverde and Charles I. Jones
University of Pennsylvania - Department of Economics and Stanford Graduate School of Business
Downloads 68 (455,730)

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Macroeconomic Outcomes and COVID-19: A Progress Report

CEPR Discussion Paper No. DP15393
Number of pages: 44 Posted: 03 Nov 2020
Jesús Fernández-Villaverde and Charles M. Jones
University of Pennsylvania - Department of Economics and Columbia University
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COVID-19, Macroeconomic outcomes, Mobility Reports, Mortality

43.

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
Downloads 68 (449,799)

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Growth model with investment-specific technological change, closed-form solution, long-run growth, business cycle fluctuations

44.

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
Downloads 67 (453,319)
Citation 1

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GPU computing, Dynamic Equilibrium models

45.

Has Machine Learning Rendered Simple Rules Obsolete?

PIER Working Paper No. 21-008
Number of pages: 19 Posted: 25 Feb 2021
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
Downloads 59 (482,704)

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Artificial intelligence, machine learning, economics, simple rules

46.

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

NBER Working Paper No. t0308
Number of pages: 49 Posted: 06 Jul 2005 Last Revised: 07 May 2022
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 57 (490,491)

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47.

Macroeconomics and Volatility: Data, Models, and Estimation

Downloads 55 (498,447)
Citation 24

Macroeconomics and Volatility: Data, Models, and Estimation

NBER Working Paper No. w16618
Number of pages: 46 Posted: 18 Dec 2010 Last Revised: 30 May 2021
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 53 (515,337)
Citation 5

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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
Downloads 2 (899,061)
Citation 6
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Bayesian methods, DSGE models, Stochastic volatility

48.

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: 20 Feb 2022
Jesús Fernández-Villaverde and Dirk Krueger
University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 55 (498,447)
Citation 18

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49.

Estimating Macroeconomic Models: A Likelihood Approach

Downloads 51 (515,194)
Citation 139

Estimating Macroeconomic Models: A Likelihood Approach

NBER Working Paper No. t0321
Number of pages: 55 Posted: 27 Apr 2006 Last Revised: 20 May 2022
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 29 (646,971)
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 26
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Dynamic macroeconomic models, particle filtering, nonlinear and/or non-normal models, business cycle, stochastic volatility

50.

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

Downloads 49 (524,051)
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
Downloads 33 (620,516)

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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: 09 Jan 2022
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 14 (770,250)

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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
Downloads 2 (899,061)
Citation 1
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

51.

Exploiting Symmetry in High-Dimensional Dynamic Programming

Downloads 42 (557,067)

Exploiting Symmetry in High-Dimensional Dynamic Programming

CESifo Working Paper No. 9161
Number of pages: 50 Posted: 01 Jul 2021
Mahdi Ebrahimi Kahou, Jesús Fernández-Villaverde, Jesse Perla and Arnav Sood
University of British Columbia (UBC), University of Pennsylvania - Department of Economics, University of British Columbia (UBC) and Carnegie Mellon University
Downloads 42 (568,719)

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Exploiting Symmetry in High-Dimensional Dynamic Programming

CEPR Discussion Paper No. DP16285
Number of pages: 51 Posted: 14 Jul 2021
Mahdi Ebrahimi Kahou, Jesús Fernández-Villaverde, Jesse Perla and Arnav Sood
University of British Columbia (UBC), University of Pennsylvania - Department of Economics, University of British Columbia (UBC) and Carnegie Mellon University
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52.

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 42 (557,067)

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Private money, Currency competition, Cryptocurrencies, Monetary policy

53.

The 'Matthew Effect' and Market Concentration: Search Complementarities and Monopsony Power

CAMA Working Paper No. 22/2021
Number of pages: 58 Posted: 18 Feb 2021
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
Downloads 39 (572,316)

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Market concentration, superstar firms, search complementarities, monopsony power in the labor market

54.

The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

Downloads 34 (599,444)
Citation 1

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: 13 Mar 2022
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and University of Illinois
Downloads 21 (708,604)

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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 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 12 (789,709)

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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
Jonas Arias, Jesús Fernández-Villaverde, Juan 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
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55.

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 34 (599,444)
Citation 12

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Bayesian inference, asymptotics, cattle cycle

56.

A Practical Guide to Parallelization in Economics

Downloads 32 (611,249)
Citation 1

A Practical Guide to Parallelization in Economics

NBER Working Paper No. w24561
Number of pages: 66 Posted: 02 May 2018 Last Revised: 10 Feb 2022
Jesús Fernández-Villaverde and David Zarruk-Valencia
University of Pennsylvania - Department of Economics and University of Pennsylvania
Downloads 32 (626,818)

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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

57.

Political Distribution Risk and Aggregate Fluctuations

Downloads 31 (617,299)

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 18 (733,941)

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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 (819,442)

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Bargaining Shocks and Aggregate Fluctuations

NBER Working Paper No. w23647
Number of pages: 113 Posted: 11 Aug 2017 Last Revised: 11 Feb 2022
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 4 (872,516)

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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

58.

Bargaining Shocks and Aggregate Fluctuations

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Citation 3

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 15 (760,778)

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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 Guerron
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and affiliation not provided to SSRN
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59.

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

FRB Atlanta Working Paper No. 2019-9
Number of pages: 78 Posted: 04 May 2019 Last Revised: 29 Apr 2020
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
Downloads 14 (770,250)

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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
Downloads 13 (779,952)

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aggregate fluctuations, strategic complementarities, macroeconomic volatility, government spending

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

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

NBER Working Paper No. w26210
Number of pages: 78 Posted: 03 Sep 2019 Last Revised: 30 Apr 2022
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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60.

Political Credit Cycles: The Case of the Euro Zone

Downloads 26 (650,012)
Citation 50

Political Credit Cycles: The Case of the Euro Zone

NBER Working Paper No. w18899
Number of pages: 45 Posted: 22 Mar 2013 Last Revised: 21 Feb 2021
Jesús Fernández-Villaverde, Luis Garicano, Luis Garicano and Tano Santos
University of Pennsylvania - Department of Economics, Centre for Economic Policy Research (CEPR)IE Business School and Columbia Business School
Downloads 22 (700,439)
Citation 7

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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, Luis Garicano and Tano Santos
University of Pennsylvania - Department of Economics, Centre for Economic Policy Research (CEPR)IE Business School and Columbia Business School
Downloads 4 (872,857)
Citation 18
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bubbles, Euro crisis, Financial crisis, political economy

61.

The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power

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The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power

CESifo Working Paper No. 8897
Number of pages: 58 Posted: 24 Feb 2021
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
Downloads 14 (770,250)

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The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power

FRB Atlanta Working Paper No. 2021-4
Number of pages: 57 Posted: 14 May 2021
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
Downloads 11 (799,456)

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62.

Supply-Side Policies and the Zero Lower Bound

Downloads 24 (664,113)
Citation 10

Supply-Side Policies and the Zero Lower Bound

NBER Working Paper No. w17543
Number of pages: 31 Posted: 29 Oct 2011 Last Revised: 09 Jun 2022
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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Citation 4
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New Keynesian models, supply-side policies, zero lower bound

63.

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 Last Revised: 16 May 2021
Martin M. Andreasen, Martin M. Andreasen, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
Aarhus UniversityCREATES, Aarhus University, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
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Citation 50

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64.

How Structural are Structural Parameters?

NBER Working Paper No. w13166
Number of pages: 50 Posted: 23 Jun 2012 Last Revised: 24 Jun 2022
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 10

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65.

Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

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Citation 12

Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

Banco de Espana Working Paper No. 2016
Number of pages: 43 Posted: 08 Jun 2020
Javier Andrés, Oscar Arce, Jesús Fernández-Villaverde and Samuel Hurtado
University of Valencia - Department of Economics, Banco de España, University of Pennsylvania - Department of Economics and Banco de España
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Citation 5

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monetary union, internal devaluation, structural reforms, zero lower bound, policy sequencing

Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

NBER Working Paper No. w27347
Number of pages: 38 Posted: 15 Jun 2020 Last Revised: 23 Mar 2022
Javier Andrés, Oscar Arce, Jesús Fernández-Villaverde and Samuel Hurtado
University of Valencia - Department of Economics, Banco de España, University of Pennsylvania - Department of Economics and Banco de España
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Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union

CEPR Discussion Paper No. DP14829
Number of pages: 40 Posted: 03 Jun 2020
Javier Andrés, Oscar Arce, Jesús Fernández-Villaverde and Samuel Hurtado
University of Valencia - Department of Economics, Banco de España, University of Pennsylvania - Department of Economics and Banco de España
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internal devaluation, monetary union, policy sequencing, Structural reforms, zero lower bound

66.

Nonlinear Adventures at the Zero Lower Bound

NBER Working Paper No. w18058
Number of pages: 46 Posted: 12 May 2012 Last Revised: 07 May 2022
Jesús Fernández-Villaverde, Grey Gordon, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
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Citation 25

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67.

Estimating Dynamic Equilibrium Models with Stochastic Volatility

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Citation 24

Estimating Dynamic Equilibrium Models with Stochastic Volatility

NBER Working Paper No. w18399
Number of pages: 71 Posted: 15 Sep 2012 Last Revised: 11 Apr 2021
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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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 16
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Bayesian methods., Dynamic equilibrium models, Parameter drifting, Stochastic volatility

68.

Estimating DSGE Models: Recent Advances and Future Challenges

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Citation 1

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 2022
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

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
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Citation 1
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Bayesian methods, DSGE models, estimation, MCMC, Variational Inference

69.

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 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
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Bayesian estimation, Epidemiological models, Causality, policy interventions

70.

Uncertainty Shocks and Business Cycle Research

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Citation 12

Uncertainty Shocks and Business Cycle Research

NBER Working Paper No. w26768
Number of pages: 53 Posted: 24 Feb 2020 Last Revised: 18 Nov 2021
Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
University of Pennsylvania - Department of Economics and Boston College - Department of Economics
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Citation 1
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Uncertainty Shocks and Business Cycle Research

CEPR Discussion Paper No. DP14398
Number of pages: 55 Posted: 03 Mar 2020
Jesús Fernández-Villaverde
University of Pennsylvania - Department of Economics
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Citation 11
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business cycles, Financial Frictions, Uncertainty shocks

71.

Solution Methods for Models with Rare Disasters

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Citation 12

Solution Methods for Models with Rare Disasters

NBER Working Paper No. w21997
Number of pages: 38 Posted: 15 Feb 2016 Last Revised: 07 Feb 2022
Jesús Fernández-Villaverde and Oren Levintal
University of Pennsylvania - Department of Economics and Interdisciplinary Center (IDC) Herzliyah
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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 5
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DSGE models, perturbation, rare disasters, Smolyak, solution methods, Taylor projection

72.

Demographic Transitions Across Time and Space

NBER Working Paper No. w29480
Number of pages: 74 Posted: 15 Nov 2021 Last Revised: 19 Jan 2022
Matt Delventhal, Jesús Fernández-Villaverde and Nezih Guner
Claremont McKenna College, University of Pennsylvania - Department of Economics and Centre for Monetary and Financial Studies (CEMFI)
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73.

Exploiting Symmetry in High-Dimensional Dynamic Programming

NBER Working Paper No. w28981
Number of pages: 52 Posted: 05 Jul 2021 Last Revised: 10 Mar 2022
Mahdi Ebrahimi Kahou, Jesús Fernández-Villaverde, Jesse Perla and Arnav Sood
University of British Columbia (UBC), University of Pennsylvania - Department of Economics, University of British Columbia (UBC) and Carnegie Mellon University
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74.

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

75.

The “Matthew Effect” and Market Concentration: Search Complementarities and Monopsony Power

NBER Working Paper No. w28495
Number of pages: 57 Posted: 01 Mar 2021 Last Revised: 12 May 2022
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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76.

Programming Fpgas for Economics: An Introduction to Electrical Engineering Economics

NBER Working Paper No. w29936
Number of pages: 41 Posted: 18 Apr 2022 Last Revised: 04 Jul 2022
Bhagath Cheela, André DeHon, Jesús Fernández-Villaverde and Alessandro Peri
University of Pennsylvania, University of Pennsylvania, University of Pennsylvania - Department of Economics and University of Colorado Boulder
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77.

Programming Fpgas for Economics: An Introduction to Electrical Engineering Economics

CEPR Discussion Paper No. DP17183
Number of pages: 43 Posted: 27 May 2022
Bhagath Cheela, Andre DeHon, Jesús Fernández-Villaverde and Alessandro Peri
University of Pennsylvania, University of Pennsylvania, University of Pennsylvania - Department of Economics and University of Colorado Boulder
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Electrical engineering economics, FPGA acceleration, FPGA HLS compilers, Heterogeneous Agents

78.

Demographic Transitions Across Time and Space

CEPR Discussion Paper No. DP16708
Number of pages: 76 Posted: 04 Feb 2022
Matt Delventhal, Jesús Fernández-Villaverde and Nezih Guner
Claremont McKenna College - Robert Day School of Economics and Finance, University of Pennsylvania - Department of Economics and Centre for Monetary and Financial Studies (CEMFI)
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demographic transition, Diffusion, skill-biased technological change

79.

The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power

CEPR Discussion Paper No. DP15788
Number of pages: 59 Posted: 11 Feb 2021
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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80.

Search Complementarities, Aggregate Fluctuations, and Fiscal Policy

Number of pages: 79
Jesús Fernández-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta, Shanghai Jiao Tong University (SJTU) - Shanghai Jiao Tong University, Antai College of Economics and Management and University of Oxford
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Search complementarities, aggregate fluctuations, macroeconomic volatility, government spending.