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

SCHOLARLY PAPERS

48

DOWNLOADS
Rank 9,240

SSRN RANKINGS

Top 9,240

in Total Papers Downloads

6,497

SSRN CITATIONS
Rank 426

SSRN RANKINGS

Top 426

in Total Papers Citations

1,088

CROSSREF CITATIONS

1,164

Scholarly Papers (48)

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
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 1,066 (25,509)
Citation 12

Abstract:

Loading...

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 2021
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 53 (473,756)

Abstract:

Loading...

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
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 (795,565)
Citation 9
  • Add to Cart

Abstract:

Loading...

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 706 (45,901)
Citation 31

Abstract:

Loading...

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 335 (113,589)
Citation 57

Abstract:

Loading...

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

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 139 (260,348)
Citation 1

Abstract:

Loading...

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 125 (282,498)
Citation 1

Abstract:

Loading...

Dynamic Equilibrium Economies, Computational Methods, Changes

5.

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 242 (159,053)
Citation 52

Abstract:

Loading...

nominal rigidities, indexation, Bayesian econometrics, model comparison

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 123 (285,954)
Citation 87

Abstract:

Loading...

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 117 (296,463)

Abstract:

Loading...

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

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
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University and Federal Reserve Bank of Atlanta - Research Department
Downloads 201 (189,546)
Citation 10

Abstract:

Loading...

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: 21 Jun 2021
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University and Federal Reserve Bank of Atlanta - Research Department
Downloads 34 (566,189)

Abstract:

Loading...

8.
Downloads 176 (175,077)
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 176 (213,463)
Citation 1

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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

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 152 (242,130)
Citation 5

Abstract:

Loading...

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 59 (450,341)
Citation 17

Abstract:

Loading...

dynamic equilibrium economies, likelihood function, nonlinear solution methods

10.

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 155 (237,636)
Citation 115

Abstract:

Loading...

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

11.

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 155 (237,636)
Citation 5

Abstract:

Loading...

nominal rigidities, indexation, Bayesian econometrics, model comparison

12.

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 142 (255,082)
Citation 11

Abstract:

Loading...

13.
Downloads 106 (260,880)
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 106 (318,110)
Citation 1

Abstract:

Loading...

Liquidity Trap, Effective Lower Bound, Monetary Transmission

14.
Downloads 136 (263,957)
Citation 12

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 101 (328,676)
Citation 5

Abstract:

Loading...

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 20 (661,903)

Abstract:

Loading...

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: 19 Sep 2021
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 11 (735,825)
Citation 3

Abstract:

Loading...

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 (795,565)
  • Add to Cart

Abstract:

Loading...

DSGE, Markov-Switching, Perturbation

15.
Downloads 135 (265,440)
Citation 191

Risk Matters: The Real Effects of Volatility Shocks

PIER Working Paper No. 09-013
Number of pages: 56 Posted: 06 Apr 2009
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 102 (326,547)
Citation 3

Abstract:

Loading...

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 2021
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 32 (577,866)

Abstract:

Loading...

Risk Matters: The Real Effects of Volatility Shocks

CEPR Discussion Paper No. DP7264
Number of pages: 57 Posted: 19 May 2009
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 (828,222)
Citation 69
  • Add to Cart

Abstract:

Loading...

DSGE Models, Small Open Economy, Stochastic Volatility

16.

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 134 (266,974)
Citation 32

Abstract:

Loading...

Incomplete markets, DSGE model, Bayesian estimation, Great Recession

17.

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 125 (281,254)
Citation 31

Abstract:

Loading...

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

18.

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 120 (289,803)
Citation 74

Abstract:

Loading...

identification, sign restrictions, simulation

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 62 (439,138)
Citation 28

Abstract:

Loading...

SVARs; Monetary policy shocks; Systematic component of monetary policy

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 72 (405,033)

Abstract:

Loading...

DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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

NBER Working Paper No. w15929
Number of pages: 40 Posted: 26 Apr 2010 Last Revised: 12 Jul 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 32 (577,866)

Abstract:

Loading...

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 (804,358)
  • Add to Cart

Abstract:

Loading...

Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

21.
Downloads 105 (318,108)
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 69 (414,857)
Citation 1

Abstract:

Loading...

DSGE Models, Recursive Preferences, Perturbation

Computing DSGE Models with Recursive Preferences

NBER Working Paper No. w15026
Number of pages: 41 Posted: 03 Jun 2009 Last Revised: 24 Jul 2021
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 32 (577,866)

Abstract:

Loading...

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 (795,565)
  • Add to Cart

Abstract:

Loading...

DSGE models, perturbation, recursive preferences

22.
Downloads 103 (322,207)
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 102 (326,547)
Citation 6

Abstract:

Loading...

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 (828,222)
Citation 5
  • Add to Cart

Abstract:

Loading...

Bayesian Methods, DSGE Models, Likelihood Estimation

23.

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 102 (324,269)
Citation 1

Abstract:

Loading...

optimal taxation, income distribution

24.

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 96 (337,291)

Abstract:

Loading...

International Business Cycles, Real Exchange Rates, Cointegration

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 63 (435,557)
Citation 2

Abstract:

Loading...

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 2021
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 (596,696)
Citation 5

Abstract:

Loading...

26.

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 88 (356,189)
Citation 2

Abstract:

Loading...

minimum wage, optimal taxation, redistribution

27.
Downloads 83 (369,108)
Citation 52

Fiscal Volatility Shocks and Economic Activity

PIER Working Paper No. 11-022
Number of pages: 47 Posted: 12 Aug 2011
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 60 (446,555)
Citation 40

Abstract:

Loading...

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: 30 Aug 2021
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 23 (639,144)
Citation 19

Abstract:

Loading...

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 43 (518,633)

Abstract:

Loading...

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 33 (572,155)
Citation 11

Abstract:

Loading...

international business cycles, real exchange rates, cointegration

29.

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 76 (388,514)
Citation 2

Abstract:

Loading...

Bayesian inference, asymptotics, cattle cycle

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 45 (509,245)
Citation 23

Abstract:

Loading...

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 26 (616,983)

Abstract:

Loading...

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

31.

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 (412,913)

Abstract:

Loading...

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

32.

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
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 66 (419,547)
Citation 1

Abstract:

Loading...

GPU computing, Dynamic Equilibrium models

33.
Downloads 35 (422,863)
Citation 2

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 35 (560,478)

Abstract:

Loading...

34.

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 65 (422,863)
Citation 33

Abstract:

Loading...

DSGE models, recursive preferences, perturbation

35.

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 60 (440,114)
Citation 1

Abstract:

Loading...

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

36.

A, B, C&Apos;S (and D)&Apos;S for Understanding Vars

NBER Working Paper No. t0308
Number of pages: 49 Posted: 06 Jul 2005 Last Revised: 07 May 2021
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 56 (454,752)

Abstract:

Loading...

37.
Downloads 51 (474,128)
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 2021
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 29 (596,696)
Citation 5

Abstract:

Loading...

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
Downloads 22 (646,744)
Citation 26
  • Add to Cart

Abstract:

Loading...

Dynamic macroeconomic models, particle filtering, nonlinear and/or non-normal models, business cycle, stochastic volatility

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 46 (504,493)
Citation 5

Abstract:

Loading...

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 (815,025)
Citation 6
  • Add to Cart

Abstract:

Loading...

Bayesian methods, DSGE models, Stochastic volatility

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 31 (583,862)

Abstract:

Loading...

DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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

NBER Working Paper No. w15928
Number of pages: 72 Posted: 26 Apr 2010 Last Revised: 11 Jul 2010
Jesús Fernández-Villaverde, Pablo Guerrón-Quintana and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 14 (710,271)

Abstract:

Loading...

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 (815,025)
Citation 1
  • Add to Cart

Abstract:

Loading...

Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

40.

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 43 (508,495)
Citation 1

Abstract:

Loading...

dynamic equilibrium economies, the Kalman filter, smoothing

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
Downloads 33 (558,368)
Citation 4

Abstract:

Loading...

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
Downloads 30 (575,070)
Citation 12

Abstract:

Loading...

Bayesian inference, asymptotics, cattle cycle

43.
Downloads 24 (613,051)
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 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
Downloads 20 (661,903)

Abstract:

Loading...

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
Downloads 4 (795,565)
Citation 4
  • Add to Cart

Abstract:

Loading...

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

44.

Nonlinear Adventures at the Zero Lower Bound

NBER Working Paper No. w18058
Number of pages: 46 Posted: 12 May 2012
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
Downloads 20 (640,803)
Citation 25

Abstract:

Loading...

45.

How Structural are Structural Parameters?

NBER Working Paper No. w13166
Number of pages: 50 Posted: 23 Jun 2012 Last Revised: 24 Jun 2021
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 19 (648,024)
Citation 10

Abstract:

Loading...

46.

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
Aarhus UniversityCREATES, Aarhus University, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 16 (669,604)
Citation 50

Abstract:

Loading...

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
Downloads 13 (718,735)

Abstract:

Loading...

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
Downloads 2 (815,025)
Citation 16
  • Add to Cart

Abstract:

Loading...

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
Downloads 0 (808,866)
  • Add to Cart

Abstract:

Loading...

Fiscal Shocks, Optimism, Sign and Zero Restrictions, SVARs