Pablo Guerrón-Quintana

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

17

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1,430

SSRN CITATIONS
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Top 1,216

in Total Papers Citations

448

CROSSREF CITATIONS

567

Scholarly Papers (17)

1.
Downloads 289 (133,322)
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 238 (161,515)

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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 51 (483,166)
Citation 2

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

2.

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 (231,797)

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3.
Downloads 152 (241,984)
Citation 8

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 120 (291,759)
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 32 (578,913)

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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
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Citation 6
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bootstrap, DSGE, impulse response, nonstandard asymptotics, robust inference, structual estimation, VAR, weak identification

4.
Downloads 135 (265,931)
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 (327,129)
Citation 3

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Small Open Economy, DSGE Models, Stochastic Volatility

Risk Matters: The Real Effects of Volatility Shocks

NBER Working Paper No. w14875
Number of pages: 55 Posted: 13 Apr 2009 Last Revised: 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 (578,913)

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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 (829,326)
Citation 69
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DSGE Models, Small Open Economy, Stochastic Volatility

5.

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 121 (288,645)
Citation 2

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

6.
Downloads 118 (293,844)
Citation 2

Macroeconomic Forecasting in Times of Crises

FEDS Working Paper No. 2017-18
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 78 (387,507)
Citation 1

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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 40 (534,584)
Citation 1

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Nonparametric forecasting, Great Recession, Nearest neighbor

7.

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 111 (306,745)
Citation 20

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DSGE Models, Bayesian Estimation, Data, Entropy

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 72 (405,892)

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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 (578,913)

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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 (805,436)
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

9.
Downloads 83 (369,827)
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 (447,355)
Citation 40

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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: 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 (640,108)
Citation 19

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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 31 (584,930)

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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 (711,331)

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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 (816,076)
Citation 1
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Bayesian methods, DSGE models, Parameter drifting, Stochastic volatility

Political Distribution Risk and Aggregate Fluctuations

PIER Working Paper No. 17-016
Number of pages: 110 Posted: 28 Jul 2017
Thorsten Drautzburg, Jesús Fernández-Villaverde and Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 18 (678,874)

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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 (754,046)

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Political Distribution Risk and Aggregate Fluctuations

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

12.
Downloads 24 (614,139)
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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 20 (663,053)

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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 (796,636)
Citation 4
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New Keynesian models, supply-side policies, zero lower bound

13.

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 (641,940)
Citation 25

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14.

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 18 (656,352)

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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
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta - Research Department
Downloads 13 (719,814)

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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 (816,076)
Citation 16
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Bayesian methods., Dynamic equilibrium models, Parameter drifting, Stochastic volatility

16.

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 (772,181)
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Bayes factor, Bayesian estimation, Confidence set, DSGE models, Identification, Inference, Likelihood ratio

17.

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