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The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models Author info | Abstract | Publisher info | Download info | Related research | Statistics Jesus Fernandez-Villaverde (Duke University)
Juan F. Rubio-Ramirez (Duke University)
Additional information is available for the following
registered author(s):
Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez are both Associate Professors of Economics at Duke University. They have written several papers about how to take dynamic general equilibrium models to the data.
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Article provided by Review of Economic Dynamics in its journal EconomicDynamics Newsletter .
Volume (Year): 8 (2006)
Issue (Month): 1 (November)
Pages:
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Handle: RePEc:red:ecodyn:v:8:y:2006:i:1:agendaContact details of provider: Postal: Review of Economic Dynamics Academic Press Editorial Office 525 "B" Street, Suite 1900 San Diego, CA 92101 Fax: 1-860-486-4463 Email: Web page: http://www.EconomicDynamics.org/review.htm More information through EDIRC
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For technical questions regarding this item, or to correct its listing, contact: (Christian Zimmermann).
Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Greenwood, J. & Hercowitz, Z. & Krusell, P., 1998.
"The Role of Investment-Specific Technological Change in the Business Cycle ,"
RCER Working Papers
449, University of Rochester - Center for Economic Research (RCER).
Other versions: Martin Browning & Lars Peter Hansen & James J. Heckman, 1999.
"Micro Data and General Equilibrium Models ,"
Discussion Papers
99-10, University of Copenhagen. Department of Economics.
Other versions:
Browning, Martin & Hansen, Lars Peter & Heckman, James J., 1999.
"Micro data and general equilibrium models ,"
Handbook of Macroeconomics ,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 8, pages 543-633
Elsevier.
[Downloadable!] (restricted) Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005.
"A, B, C’s (And D’s) For Understanding VARS ,"
PIER Working Paper Archive
05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions:
Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005.
"A,B,C's (and D's)'s for Understanding VARS ,"
Levine's Bibliography
172782000000000096, UCLA Department of Economics.
[Downloadable!] Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez & Thomas Sargent, 2005.
"A, B, C’s, (and D’s) for understanding VARs ,"
Working Paper
2005-09, Federal Reserve Bank of Atlanta.
[Downloadable!] Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005.
"A, B, C's (and D)'s for Understanding VARs ,"
NBER Technical Working Papers
0308, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006.
"A,B,C's (and D's)'s for Understanding VARS ,"
Levine's Bibliography
321307000000000646, UCLA Department of Economics.
[Downloadable!] Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007.
"ABCs (and Ds) of Understanding VARs ,"
American Economic Review ,
American Economic Association, vol. 97(3), pages 1021-1026, June.
[Downloadable!] Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Solving DSGE models with perturbation methods and a change of variables ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(12), pages 2509-2531, December.
[Downloadable!] (restricted)
Gianni Amisano & Oreste Tristani, 2006.
"Euro area inflation persistence in an estimated nonlinear ,"
Computing in Economics and Finance 2006
347, Society for Computational Economics.
[Downloadable!]
S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing Solution Methods for Dynamic Equilibrium Economies ,"
PIER Working Paper Archive
04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions:
S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005.
"Comparing Solution Methods for Dynamic Equilibrium Economies ,"
Levine's Bibliography
122247000000000855, UCLA Department of Economics.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies ,"
Working Paper
2003-27, Federal Reserve Bank of Atlanta.
[Downloadable!] Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(12), pages 2477-2508, December.
[Downloadable!] (restricted) Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005.
"Convergence Properties of the Likelihood of Computed Dynamic Models ,"
Levine's Bibliography
122247000000000822, UCLA Department of Economics.
[Downloadable!]
Other versions:
Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos, 2005.
"Convergence Properties of the Likelihood of Computed Dynamic Models ,"
NBER Technical Working Papers
0315, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2004.
"Convergence Properties of the Likelihood of Computed Dynamic Models ,"
PIER Working Paper Archive
04-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez & Manuel Santos, 2004.
"Convergence properties of the likelihood of computed dynamic models ,"
Working Paper
2004-27, Federal Reserve Bank of Atlanta.
[Downloadable!] Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006.
"Convergence Properties of the Likelihood of Computed Dynamic Models ,"
Econometrica ,
Econometric Society, vol. 74(1), pages 93-119, 01.
[Downloadable!] (restricted) Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005.
"Estimating dynamic equilibrium economies: linear versus nonlinear likelihood ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
[Downloadable!]
Other versions: Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
Levine's Bibliography
122247000000000849, UCLA Department of Economics.
[Downloadable!]
Other versions:
Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
CEPR Discussion Papers
5513, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
NBER Technical Working Papers
0321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 74(4), pages 1059-1087, October.
[Downloadable!] (restricted) repec:cup:etheor:v:10:y:1994:i:3-4:p:609-32 is not listed on IDEAS
Greenwood, Jeremy & Hercowitz, Zvi & Krusell, Per, 1997.
"Long-Run Implications of Investment-Specific Technological Change ,"
American Economic Review ,
American Economic Association, vol. 87(3), pages 342-62, June.
[Downloadable!] (restricted)
Other versions:
Greenwood, J. & Hercowitz, Z. & Krusell, P., 1996.
"Long-Run Implications of Investment-Specific Technological Change ,"
RCER Working Papers
420, University of Rochester - Center for Economic Research (RCER).
Greenwood, J. & Hercowitz, Z. & Krusell, P., 1995.
"Long-Run Implications of Investment-Specific Technological Change ,"
UWO Department of Economics Working Papers
9510, University of Western Ontario, Department of Economics.
Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004.
"Comparing dynamic equilibrium models to data: a Bayesian approach ,"
Journal of Econometrics ,
Elsevier, vol. 123(1), pages 153-187, November.
[Downloadable!] (restricted)
Geweke, John, 1994.
"Priors for Macroeconomic Time Series and Their Application ,"
Econometric Theory ,
Cambridge University Press, vol. 10(3-4), pages 609-632, August.
[Downloadable!]
Other versions: Geweke, J, 1993.
"Bayesian Treatment of the Independent Student- t Linear Model ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 8(S), pages S19-40, Suppl. De.
[Downloadable!] (restricted)
George W. Evans & Seppo Honkapohja, 2005.
"An Interview with Thomas J. Sargent ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
George W. Evans & Seppo Honkapohja, 2005.
"An Interview with Thomas J. Sargent ,"
University of Oregon Economics Department Working Papers
2005-2, University of Oregon Economics Department, revised 11 Jan 2005.
[Downloadable!] Evans, George W. & Honkapohja, Seppo, 2005.
"An Interview With Thomas J. Sargent ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 9(04), pages 561-583, September.
[Downloadable!]
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