Juan Francisco Rubio-Ramirez

Federal Reserve Bank of Atlanta - Research Department

Research Economist

1000 Peachtree Street, NE

Atlanta, GA 30309-4470

United States

http://www.econ.umn.edu/~rubio

  • Federal Reserve Bank of Atlanta - Research Department

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    • Tel: 404-498-8057
    • Fax: 404-498-8956
SCHOLARLY PAPERS

48

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1,164

Scholarly Papers (48)

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1.

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

Downloads 1,227 (28,612)
Citation 66

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 1,138 (31,488)
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 Last Revised: 03 Jun 2023
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 85 (488,477)

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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 (1,037,522)
Citation 6
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DSGE models, Epstein-Zin Preferences, Likelihood Estimation

2.

Markov-Switching Structural Vector Autoregressions: Theory and Application

FRB of Atlanta Working Paper No. 2005-27
Number of pages: 48 Posted: 19 Dec 2005
Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 824 (50,167)
Citation 32

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Markov switching, regime changes, volatility, identification

3.

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 365 (137,205)
Citation 57

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

4.

Solution and Estimation Methods for DSGE Models

Downloads 211 (163,409)
Citation 59

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 211 (238,876)
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

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

5.

Some Results on the Solution of the Neoclassical Growth Model

Downloads 292 (174,107)
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 154 (315,947)
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 138 (345,424)
Citation 1

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Dynamic Equilibrium Economies, Computational Methods, Changes

6.

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

Downloads 288 (176,668)
Citation 14

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 238 (212,802)
Citation 9

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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 2023
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 50 (649,884)

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7.

Comparing Solution Methods for Dynamic Equilibrium Economies

Downloads 264 (192,947)
Citation 87

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 135 (351,554)
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 129 (364,099)
Citation 7

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

8.

Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach

FRB of Atlanta Working Paper No. 2001-22b
Number of pages: 36 Posted: 06 Dec 2001
Pau Rabanal and Juan Francisco Rubio-Ramirez
La Caixa and Federal Reserve Bank of Atlanta - Research Department
Downloads 260 (195,895)
Citation 62

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nominal rigidities, indexation, Bayesian econometrics, model comparison

9.

Does the Liquidity Trap Exist?

Downloads 203 (196,644)
Citation 1

Does the Liquidity Trap Exist?

Banque de France Working Paper No. 762, April 2020
Number of pages: 40 Posted: 12 May 2020
Stéphane Lhuissier, Benoît Mojon and Juan Francisco Rubio-Ramirez
Banque de France, Bank for International Settlements (BIS) and Federal Reserve Bank of Atlanta - Research Department
Downloads 203 (247,596)
Citation 3

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Liquidity Trap, Effective Lower Bound, Monetary Transmission

10.

Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach

Downloads 236 (215,359)
Citation 12

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 161 (304,096)
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 75 (526,806)
Citation 17

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dynamic equilibrium economies, likelihood function, nonlinear solution methods

11.

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

FRB Atlanta Working Paper No. 2014-1
Number of pages: 71 Posted: 30 Mar 2015
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 204 (246,890)
Citation 86

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identification, sign restrictions, simulation

12.

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

Federal Reserve Bank of Atlanta Working Paper No. 2008-18
Number of pages: 69 Posted: 16 Nov 2008
Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 187 (267,224)
Citation 115

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linear and nonlinear restrictions, global identification, almost everywhere, rank conditions, orthogonal rotation, transformation, simultaneity

13.

Perturbation Methods for Markov-Switching DSGE Models

Downloads 183 (272,354)
Citation 11

Perturbation Methods for Markov-Switching DSGE Models

Federal Reserve Bank of Kansas City Working Paper No. RWP 13-01
Number of pages: 35 Posted: 08 Mar 2013 Last Revised: 21 Nov 2015
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 130 (362,015)
Citation 5

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Perturbation Methods for Markov-Switching DSGE Models

FRB Atlanta Working Paper No. 2014-16
Number of pages: 39 Posted: 04 Apr 2015
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 30 (789,896)

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partition principle, naive perturbation, uncertainty, Taylor series, high-order expansion, time-varying coefficients, nonlinearity, Gröbner bases

Perturbation Methods for Markov-Switching DSGE Models

NBER Working Paper No. w20390
Number of pages: 39 Posted: 25 Aug 2014 Last Revised: 15 Aug 2022
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 19 (888,642)
Citation 3

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Perturbation Methods for Markov-Switching DSGE Models

CEPR Discussion Paper No. DP9464
Number of pages: 88 Posted: 08 May 2013
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 4 (1,037,522)
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DSGE, Markov-Switching, Perturbation

14.

Comparing New Keynesian Models in the Euro Area: A Bayesian Approach

FRB of Atlanta Working Paper No. 2003-30a
Number of pages: 23 Posted: 02 Dec 2003
Pau Rabanal and Juan Francisco Rubio-Ramirez
La Caixa and Federal Reserve Bank of Atlanta - Research Department
Downloads 170 (290,368)
Citation 5

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nominal rigidities, indexation, Bayesian econometrics, model comparison

15.

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Downloads 96 (293,302)
Citation 38

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

FRB International Finance Discussion Paper No. 1131
Number of pages: 44 Posted: 25 Apr 2015
Jonas Arias, Dario Caldara and Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta - Research Department
Downloads 96 (451,469)
Citation 40

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SVARs; Monetary policy shocks; Systematic component of monetary policy

16.

Risk Matters: The Real Effects of Volatility Shocks

Downloads 164 (299,291)
Citation 233

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 118 (389,459)
Citation 1

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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 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 45 (680,569)

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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 (1,063,377)
Citation 69
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DSGE Models, Small Open Economy, Stochastic Volatility

17.

Precautionary Saving and Aggregate Demand

Banque de France Working Paper No. 535
Number of pages: 49 Posted: 21 Jan 2015
Edouard Challe, Julien Matheron, Xavier Ragot and Juan Francisco Rubio-Ramirez
Ecole Polytechnique, Banque de France, National Center for Scientific Research (CNRS) and Federal Reserve Bank of Atlanta - Research Department
Downloads 155 (313,862)
Citation 32

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Incomplete markets, DSGE model, Bayesian estimation, Great Recession

18.

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 154 (315,623)
Citation 11

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19.

Computing DSGE Models with Recursive Preferences

Downloads 143 (335,103)
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 94 (457,925)
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 2023
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 45 (680,569)

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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
Downloads 4 (1,037,522)
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DSGE models, perturbation, recursive preferences

20.

MEDEA: A DSGE Model for the Spanish Economy

Downloads 137 (346,598)
Citation 18

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 136 (349,499)
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 (1,063,377)
Citation 8
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Bayesian Methods, DSGE Models, Likelihood Estimation

21.

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 137 (346,598)
Citation 31

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

22.

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

Downloads 132 (356,617)
Citation 5

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 88 (477,909)

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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 2023
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 41 (706,979)
Citation 4

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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 (1,045,805)
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

23.

Inference in Bayesian Proxy-Svars

Downloads 61 (380,725)
Citation 12

Inference in Bayesian Proxy-Svars

FRB of Philadelphia Working Paper No. 18-25/R
Number of pages: 52 Posted: 27 Nov 2018 Last Revised: 29 Apr 2020
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 61 (590,092)

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24.

Fiscal Volatility Shocks and Economic Activity

Downloads 119 (385,306)
Citation 82

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 87 (481,266)
Citation 34

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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 2023
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 32 (773,556)
Citation 53

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25.

Redistribution and Fiscal Policy

FRB of Atlanta Working Paper No. 2002-32
Number of pages: 29 Posted: 18 Apr 2003
Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Atlanta - Research Department
Downloads 118 (387,685)
Citation 1

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optimal taxation, income distribution

26.

Convergence Properties of the Likelihood of Computed Dynamic Models

Downloads 115 (394,935)
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 76 (522,754)
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 2023
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 39 (720,940)
Citation 5

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27.

Cointegrated TFP Processes and International Business Cycles

Economic Research Initiatives at Duke (ERID) Working Paper No. 25, "la Caixa" Working Paper No. 03/2008
Number of pages: 54 Posted: 05 Aug 2008
Pau Rabanal, Juan Francisco Rubio-Ramirez and Vicente Tuesta Reátegui
La Caixa, Federal Reserve Bank of Atlanta - Research Department and Banco Central de Reserva del Peru
Downloads 112 (402,589)

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International Business Cycles, Real Exchange Rates, Cointegration

28.

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
Downloads 104 (424,430)
Citation 36

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DSGE models, recursive preferences, perturbation

29.

Cointegrated TFP Processes and International Business Cycles

Downloads 103 (427,343)
Citation 12

Cointegrated TFP Processes and International Business Cycles

IMF Working Paper No. 09/212
Number of pages: 54 Posted: 13 Oct 2009
Pau Rabanal, Vicente Tuesta and Juan Francisco Rubio-Ramirez
International Monetary Fund, Deutsche Bank AG and Federal Reserve Bank of Atlanta - Research Department
Downloads 55 (621,382)

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Business cycles, Consumer goods, Demand, Economic models, Exchange rates, External shocks, Industrial production, International trade, Price elasticity, Prices, Private consumption, Productivity, Real effective exchange rates, Spillovers

Cointegrated TFP Processes and International Business Cycles

Federal Reserve Bank of Atlanta Working Paper Series No. 2009-23
Number of pages: 44 Posted: 04 Oct 2009
Pau Rabanal, Juan Francisco Rubio-Ramirez and Vicente Tuesta Reátegui
International Monetary Fund, Federal Reserve Bank of Atlanta - Research Department and Banco Central de Reserva del Peru
Downloads 48 (661,959)
Citation 11

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international business cycles, real exchange rates, cointegration

30.

Optimal Minimum Wage in a Competitive Economy

FRB of Atlanta Working Paper No. 2004-30
Number of pages: 35 Posted: 04 Jan 2005
Arantza Gorostiaga and Juan Francisco Rubio-Ramirez
University of the Basque Country and Federal Reserve Bank of Atlanta - Research Department
Downloads 101 (433,316)
Citation 2

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minimum wage, optimal taxation, redistribution

31.

Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment

Downloads 100 (436,230)
Citation 21

Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment

Federal Reserve Bank of Atlanta Working Paper Series No. 2010-3
Number of pages: 50 Posted: 02 Mar 2010
Federico Mandelman, Pau Rabanal, Juan Francisco Rubio-Ramirez and Diego Vilán
Federal Reserve Bank of Atlanta, International Monetary Fund, Federal Reserve Bank of Atlanta - Research Department and University of Southern California - Department of Economics
Downloads 59 (600,068)
Citation 23

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international business cycles, cointegration, investment-specific technology shocks

Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment

IMF Working Paper No. 10/207
Number of pages: 44 Posted: 01 Feb 2011
Federico Mandelman, Pau Rabanal, Juan Francisco Rubio-Ramirez and Diego Vilán
Federal Reserve Bank of Atlanta, International Monetary Fund, Federal Reserve Bank of Atlanta - Research Department and University of Southern California - Department of Economics
Downloads 41 (706,979)
Citation 1

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Business cycles, Consumption, Cross country analysis, Demand, Economic models, External shocks, International trade, Investment, Productivity, United States

32.

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 87 (476,847)
Citation 3

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Bayesian inference, asymptotics, cattle cycle

33.

Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model

FRB Atlanta Working Paper No. 2003-32
Number of pages: 16 Posted: 23 Feb 2015
Andy Bauer, Nicholas Haltom and Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Richmond, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta - Research Department
Downloads 82 (494,311)
Citation 1

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dynamic equilibrium economies, the Kalman filter, smoothing

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
Downloads 79 (505,229)
Citation 1

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GPU computing, Dynamic Equilibrium models

35.

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 78 (508,963)

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

36.

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 2023
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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37.

Fiscal Policy and Minimum Wage for Redistribution: An Equivalence Result

FRB of Atlanta Working Paper No. 2005-8
Number of pages: 8 Posted: 07 Jun 2005
Arantza Gorostiaga and Juan Francisco Rubio-Ramirez
University of the Basque Country and Federal Reserve Bank of Atlanta - Research Department
Downloads 73 (528,554)
Citation 1

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Distribution policy, minimum wage, tax-transfer scheme, equivalence result

38.

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

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Citation 13

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

NBER Working Paper No. w15928
Number of pages: 72 Posted: 26 Apr 2010 Last Revised: 10 Jul 2023
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

39.

Macroeconomics and Volatility: Data, Models, and Estimation

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Citation 24

Macroeconomics and Volatility: Data, Models, and Estimation

NBER Working Paper No. w16618
Number of pages: 46 Posted: 18 Dec 2010 Last Revised: 29 May 2023
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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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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Citation 5
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Bayesian methods, DSGE models, Stochastic volatility

40.

Estimating Macroeconomic Models: A Likelihood Approach

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Citation 154

Estimating Macroeconomic Models: A Likelihood Approach

NBER Working Paper No. t0321
Number of pages: 55 Posted: 27 Apr 2006 Last Revised: 20 May 2023
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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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 23
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Dynamic macroeconomic models, particle filtering, nonlinear and/or non-normal models, business cycle, stochastic volatility

41.

Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?

IMF Working Paper No. NO.12/13
Number of pages: 42 Posted: 02 Feb 2012
Pau Rabanal and Juan Francisco Rubio-Ramirez
International Monetary Fund and Federal Reserve Bank of Atlanta - Research Department
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Citation 6

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International Business Cycles, Spectrum, Cointegration, Economic Models, Real Effective Exchange Rates

42.

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
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Citation 12

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Bayesian inference, asymptotics, cattle cycle

43.

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: 15 May 2023
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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44.

Nonlinear Adventures at the Zero Lower Bound

NBER Working Paper No. w18058
Number of pages: 46 Posted: 12 May 2012 Last Revised: 06 May 2023
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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45.

Supply-Side Policies and the Zero Lower Bound

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Citation 11

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 2023
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 5
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New Keynesian models, supply-side policies, zero lower bound

46.

How Structural are Structural Parameters?

NBER Working Paper No. w13166
Number of pages: 50 Posted: 23 Jun 2012 Last Revised: 24 Dec 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 16

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47.

Estimating Dynamic Equilibrium Models with Stochastic Volatility

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Citation 26

Estimating Dynamic Equilibrium Models with Stochastic Volatility

NBER Working Paper No. w18399
Number of pages: 71 Posted: 15 Sep 2012 Last Revised: 10 Apr 2023
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 18
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Bayesian methods., Dynamic equilibrium models, Parameter drifting, Stochastic volatility

48.

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications

CEPR Discussion Paper No. DP9796
Number of pages: 74 Posted: 02 Jun 2014
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
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Fiscal Shocks, Optimism, Sign and Zero Restrictions, SVARs