Pablo Guerrón-Quintana

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

23

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1,984

SSRN CITATIONS
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Top 1,125

in Total Papers Citations

415

CROSSREF CITATIONS

571

Scholarly Papers (23)

1.
Downloads 329 (100,106)
Citation 7

Liquidity, Trends, and the Great Recession

FRB of Philadelphia Working Paper No. 14-24
Number of pages: 56 Posted: 12 Sep 2014
Pablo Guerrón-Quintana and Ryo Jinnai
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Hitotsubashi University
Downloads 169 (193,057)
Citation 9

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Liquidity, Economic Growth

Liquidity, Trends and the Great Recession

Tokyo Center for Economic Research (TCER) Paper No. E-66
Number of pages: 49 Posted: 04 Jan 2014 Last Revised: 16 Apr 2014
Pablo Guerrón-Quintana and Ryo Jinnai
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Hitotsubashi University
Downloads 160 (202,415)

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2.
Downloads 269 (124,259)
Citation 1

Bayesian Estimation of DSGE Models

FRB of Philadelphia Working Paper No. 12-4
Number of pages: 30 Posted: 17 Feb 2012
Pablo Guerrón-Quintana and James M. Nason
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and North Carolina State University - Department of Economics
Downloads 223 (149,520)
Citation 1

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dynamic stochastic general equilibrium, Bayesian, Metropolis-Hastings, Markov chain Monte Carlo, Kalman filter, likelihood

Bayesian Estimation of DSGE Models

CAMA Working Paper 10/2012
Number of pages: 30 Posted: 01 Mar 2012
Pablo Guerrón-Quintana and James M. Nason
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and North Carolina State University - Department of Economics
Downloads 46 (444,982)
Citation 2

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dynamic stochastic general equilibrium, Bayesian, Metropolis-Hastings, Markov chain Monte Carlo, Kalman filter, likelihood

3.
Downloads 147 (216,917)
Citation 5

Impulse Response Matching Estimators for DSGE Models

CFS Working Paper No. 498
Number of pages: 56 Posted: 05 Dec 2014
Pablo Guerrón-Quintana, Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 117 (260,063)
Citation 1

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Structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identi cation, robust inference

Impulse Response Matching Estimators for DSGE Models

CESifo Working Paper Series No. 5730
Number of pages: 55 Posted: 10 Mar 2016
Pablo Guerrón-Quintana, Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 30 (521,233)

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structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identification, robust inference

Impulse Response Matching Estimators for DSGE Models

CEPR Discussion Paper No. DP10298
Number of pages: 55 Posted: 23 Jan 2015
Pablo Guerrón-Quintana, Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0
Citation 3
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bootstrap, DSGE, impulse response, nonstandard asymptotics, robust inference, structual estimation, VAR, weak identification

4.
Downloads 145 (219,389)
Citation 58

Fiscal Volatility Shocks and Economic Activity

FRB of Philadelphia Working Paper No. 11-32
Number of pages: 53 Posted: 11 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 65 (377,161)
Citation 26

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DSGE models, Uncertainty, Fiscal Policy, Monetary Policy

Fiscal Volatility Shocks and Economic Activity

PIER Working Paper No. 11-022
Number of pages: 47 Posted: 12 Aug 2011
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 59 (396,588)
Citation 35

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 21 (579,171)

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 71 (359,405)

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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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

FRB of Philadelphia Working Paper No. 10-15
Number of pages: 41 Posted: 06 May 2010
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 34 (499,698)

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 32 (510,267)

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 3 (716,504)
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

6.
Downloads 131 (237,792)
Citation 160

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 101 (288,706)
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 2010
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 29 (526,948)

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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
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 (742,165)
Citation 43
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DSGE Models, Small Open Economy, Stochastic Volatility

7.

Financial Innovations: An Alternative Explanation to the Great Moderation

Number of pages: 37 Posted: 05 Jul 2007
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 118 (257,355)
Citation 2

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Great Moderation, Financial Innovation, Sluggish Portfolio Adjustment, Monetary and Technology Shocks

Macroeconomic Forecasting in Times of Crises

FEDS Working Paper No. 2017-018
Number of pages: 45 Posted: 21 Feb 2017
Pablo Guerrón-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 69 (365,188)

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Forecasting, Great Recession, Nearest neighbor, Semiparametric methods

Macroeconomic Forecasting in Times of Crises

Number of pages: 29 Posted: 25 Sep 2016
Pablo Guerrón-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 35 (494,605)

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Nonparametric forecasting, Great Recession, Nearest neighbor

9.

What You Match Does Matter: The Effects of Data on DSGE Estimation

Number of pages: 46 Posted: 05 Jul 2007
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 103 (283,098)
Citation 20

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DSGE Models, Bayesian Estimation, Data, Entropy

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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 29 (526,948)

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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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

FRB of Philadelphia Working Paper No. 10-14
Number of pages: 73 Posted: 06 May 2010
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 29 (526,948)

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DSGE models, Stochastic volatility, Parameter drifting, Bayesian methods

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

NBER Working Paper No. w15928
Number of pages: 72 Posted: 26 Apr 2010 Last Revised: 11 Jul 2010
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 14 (629,546)

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 2 (728,017)
Citation 1
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

11.
Downloads 69 (360,937)
Citation 51

Nonlinear Adventures at the Zero Lower Bound

FRB of Philadelphia Working Paper No. 12-10
Number of pages: 47 Posted: 08 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 49 (433,021)
Citation 1

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Zero lower bound, New Keynesian models, Nonlinear solution methods

Nonlinear Adventures at the Zero Lower Bound

NBER Working Paper No. w18058
Number of pages: 46 Posted: 12 May 2012
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 (586,094)
Citation 18

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12.
Downloads 50 (421,859)
Citation 9

Supply-Side Policies and the Zero Lower Bound

FRB of Philadelphia Working Paper No. 11-47
Number of pages: 31 Posted: 28 Oct 2011
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 27 (539,029)

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

Supply-Side Policies and the Zero Lower Bound

NBER Working Paper No. w17543
Number of pages: 31 Posted: 29 Oct 2011 Last Revised: 01 Nov 2011
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 19 (593,275)

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 4 (707,274)
Citation 3
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New Keynesian models, supply-side policies, zero lower bound

13.
Downloads 46 (436,856)
Citation 10

Frequentist Inference in Weakly Identified DSGE Models

FRB of Philadelphia Working Paper No. 09-13
Number of pages: 42 Posted: 10 Aug 2009 Last Revised: 09 Oct 2009
Pablo Guerrón-Quintana, Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Southern Methodist University and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 43 (457,632)
Citation 7

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DSGE models, Bayesian estimation, identification, inference, confidence sets, Bayes factor

Frequentist Inference in Weakly Identified DSGE Models

CEPR Discussion Paper No. DP7447
Number of pages: 47 Posted: 07 Oct 2009
Pablo Guerrón-Quintana, Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Southern Methodist University and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 3 (716,504)
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Bayes factor, Bayesian estimation, Confidence set, DSGE models, Identification, Inference, Likelihood ratio

14.

Dynamics of Investment, Debt, and Default

FRB of Philadelphia Working Paper No. 13-18
Number of pages: 36 Posted: 13 May 2013
Grey Gordon and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 44 (444,629)
Citation 12

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Investment, Debt, Default, Long-Term Debt

15.

Do Uncertainty and Technology Drive Exchange Rates?

FRB of Philadelphia Working Paper No. 09-20
Number of pages: 43 Posted: 29 Jul 2010
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 41 (456,953)
Citation 2

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Estimating Dynamic Equilibrium Models with Stochastic Volatility

FRB of Philadelphia Working Paper No. 13-19
Number of pages: 72 Posted: 13 May 2013
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 24 (558,558)
Citation 1

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

Estimating Dynamic Equilibrium Models with Stochastic Volatility

NBER Working Paper No. w18399
Number of pages: 71 Posted: 15 Sep 2012
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 12 (644,790)

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Estimating Dynamic Equilibrium Models with Stochastic Volatility

CEPR Discussion Paper No. DP9130
Number of pages: 73 Posted: 28 Sep 2012
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 2 (728,017)
Citation 12
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Bayesian methods., Dynamic equilibrium models, Parameter drifting, Stochastic volatility

17.

Common Factors in Small Open Economies: Inference and Consequences

FRB of Philadelphia Working Paper No. 10-4
Number of pages: 39 Posted: 21 Jan 2010
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 31 (502,553)
Citation 2

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Political Distribution Risk and Aggregate Fluctuations

PIER Working Paper No. 17-016
Number of pages: 110 Posted: 28 Jul 2017
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 17 (607,544)

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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 (667,601)

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

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

19.

Common and Idiosyncratic Disturbances in Developed Small Open Economies

FRB of Philadelphia Working Paper No. 12-3
Number of pages: 46 Posted: 14 Jan 2012
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 25 (535,848)
Citation 4

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DSGE, dynamic stochastic general equilibrium model, international economics, idiosyncratic disturbances

20.

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

FRB of Philadelphia Working Paper No. 13-5
Number of pages: 43 Posted: 08 Feb 2013
Michael Dotsey and Pablo Guerrón-Quintana
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 23 (548,050)
Citation 3

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Segmented markets, Credit, Money

21.

The Implications of Inflation in an Estimated New-Keynesian Model

FRB of Philadelphia Working Paper No. 10-2
Number of pages: 32 Posted: 07 Jan 2010
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 23 (548,050)
Citation 6

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22.

On Regional Borrowing, Default, and Migration

FRB Richmond Working Paper No. 19-4
Number of pages: 67 Posted: 13 Feb 2019 Last Revised: 29 Apr 2020
Grey Gordon and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 8 (648,126)

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migration, cities

23.

Welfare Gains of Inflation Reduction in a Micro-Founded Macroeconometric Model

Posted: 13 Jul 2007
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia

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Welfare Cost, Inflation, Bayesian Estimation, Transitional Dynamics