Jesus Fernandez-Villaverde
Personal Details
First Name: Jesus
Middle Name:
Last Name: Fernandez-Villaverde
Suffix:
RePEc Short-ID: pfe14
Email:
Homepage:
http://www.econ.upenn.edu/~jesusfv
Postal Address: Department of Economics, University of Pennsylvania 160 McNeil Building 3718 Locust Walk Philaldelphia, PA 19104
Phone: 1-215-8981504
Affiliation
- Department of Economics
University of Pennsylvania - Location: Philadelphia, Pennsylvania (United States)
Homepage: http://www.econ.upenn.edu/
Email:
Phone: 215-898-7701
Fax: 215-573-2057
Postal: 160 McNeil Building, 3718 Locust Walk, Philadelphia, PA 19104-6297
Handle: RePEc:edi:deupaus (more details at EDIRC)
Lists
This author is featured on the following reading lists, publication compilations or Wikipedia entries:Works
Working papers
- Jesus Fernandez-Villaverde & Luis Garicano & Tano Santos, 2013.
"Political Credit Cycles: The Case of the Euro Zone,"
NBER Working Papers
18899, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Garicano, Luis & Santos, Tano, 2013. "Political Credit Cycles: The Case of the Euro Zone," CEPR Discussion Papers 9404, C.E.P.R. Discussion Papers.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013.
"The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,"
NBER Working Papers
18983, National Bureau of Economic Research, Inc.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, School of Economics and Management, University of Aarhus.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2012.
"Nonlinear adventures at the zero lower bound,"
Working Papers
12-10, Federal Reserve Bank of Philadelphia.
- Fernández-Villaverde, Jesús & Gordon, Grey & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2012. "Nonlinear Adventures at the Zero Lower Bound," CEPR Discussion Papers 8972, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Nonlinear Adventures at the Zero Lower Bound," NBER Working Papers 18058, National Bureau of Economic Research, Inc.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Yao Wen, 2012.
"Computing DSGE models with recursive preferences and stochastic volatility,"
Finance and Economics Discussion Series
2012-04, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
- Jesus Fernandez-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012.
"Estimating Dynamic Equilibrium Models with Stochastic Volatility,"
NBER Working Papers
18399, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2012. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," CEPR Discussion Papers 9130, C.E.P.R. Discussion Papers.
- Fernández-Villaverde, Jesús & Greenwood, Jeremy & Guner, Nezih, 2011. "From Shame to Game in One Hundred Years: The Rise in Premarital Sex and its Destigmitization," CEPR Discussion Papers 8667, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011.
"Fiscal Volatility Shocks and Economic Activity,"
PIER Working Paper Archive
11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Kuester, Keith & Rubio-Ramírez, Juan Francisco, 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Jeremy Greenwood & Nezih Guner, 2011.
"From Shame to Game in One Hundred Years: A Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization,"
RCER Working Papers
569, University of Rochester - Center for Economic Research (RCER).
- Jes�s Fern�ndez-Villaverde & Jeremy Greenwood & Nezih Guner, 2012. "From Shame to Game in One Hundred Years: A Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization," Working Papers 671, Barcelona Graduate School of Economics.
- Nezih Guner & Jeremy Greenwood & Jesus Fernandez-Villaverde, 2012. "From Shame to Game in One Hundred Years: A Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization," 2012 Meeting Papers 95, Society for Economic Dynamics.
- Olaf Posch & Juan F. Rubio-Ramírez & Jesús Fernández-Villaverde, 2011. "Solving the new Keynesian model in continuous time," 2011 Meeting Papers 829, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2011.
"Supply-Side Policies and the Zero Lower Bound,"
NBER Working Papers
17543, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2011. "Supply-side policies and the zero lower bound," Working Papers 11-47, Federal Reserve Bank of Philadelphia.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2011. "Supply-Side Policies and the Zero Lower Bound," CEPR Discussion Papers 8642, C.E.P.R. Discussion Papers.
- Pablo Guerron-Quintana & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2012. "Supply-Side Policies and the Zero Lower Bound," 2012 Meeting Papers 104, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010.
"Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data,"
NBER Working Papers
15928, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers 7813, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," PIER Working Paper Archive 10-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Juan Rubio-Ramirez & Jesus Fernandez-Villaverde & Pablo A. Guerron-Quintana, 2010. "Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data," 2010 Meeting Papers 270, Society for Economic Dynamics.
- Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010.
"Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors,"
NBER Working Papers
15909, National Bureau of Economic Research, Inc.
- Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F., 2011. "Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 386-393, March.
- Eric M. Aldrich & Jesús Fernández-Villaverde & Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," PIER Working Paper Archive 10-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Eric M. Aldrich & Jesus Fernandez-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramirez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," Working Papers 10-89, Duke University, Department of Economics.
- Mario Alloza & Jesús Fernández-Villaverde, 2010. "Una Propuesta para el Seguimiento Puntual de la Coyuntura de la Economía de Madrid," Economic Reports 07-2010, FEDEA.
- Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010.
"Macroeconomics and Volatility: Data, Models, and Estimation,"
NBER Working Papers
16618, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," CEPR Discussion Papers 8169, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Jeremy Greenwood & Nezih Guner, 2010.
"From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization,"
NBER Working Papers
15677, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Greenwood, Jeremy & Guner, Nezih, 2010. "From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization," IZA Discussion Papers 4708, Institute for the Study of Labor (IZA).
- Jesús Fernández-Villaverde, 2009. "From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization," 2009 Meeting Papers 155, Society for Economic Dynamics.
- Jesus Fernandez-Villaverde & Jeremy Greenwood & Nezih Guner, 2010. "From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization," Economie d'Avant Garde Research Reports 16, Economie d'Avant Garde.
- Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010.
"The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences,"
NBER Working Papers
15890, National Bureau of Economic Research, Inc.
- van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012. "The term structure of interest rates in a DSGE model with recursive preferences," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.
- Fernández-Villaverde, Jesús & Koijen, Ralph & Rubio-Ramírez, Juan Francisco & van Binsbergen, Jules H., 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
- Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Lee Ohanian, 2010. "The Spanish Crisis from a Global Perspective," Working Papers 2010-03, FEDEA.
- Jesus Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010. "Fortune or virtue: time-variant volatilities versus parameter drifting," Working Papers 10-14, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2010.
"Reading the Recent Monetary History of the U.S., 1959-2007,"
NBER Working Papers
15929, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010. "Reading the Recent Monetary History of the U.S., 1959-2007," PIER Working Paper Archive 10-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesus Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez., 2010. "Reading the recent monetary history of the U.S., 1959-2007," Working Papers 10-15, Federal Reserve Bank of Philadelphia.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2010. "Reading the Recent Monetary History of the U.S., 1959-2007," CEPR Discussion Papers 7812, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009.
"Risk Matters: The Real Effects of Volatility Shocks,"
NBER Working Papers
14875, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011. "Risk Matters: The Real Effects of Volatility Shocks," American Economic Review, American Economic Association, vol. 101(6), pages 2530-61, October.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín, 2009. "Risk Matters: The Real Effects of Volatility Shocks," CEPR Discussion Papers 7264, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," PIER Working Paper Archive 09-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2010. "Risk Matters: The Real Effects of Volatility Shocks," 2010 Meeting Papers 281, Society for Economic Dynamics.
- Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde, 2009. "Risk Matters: The Real E¤ects of Volatility Shocks," 2009 Meeting Papers 237, Society for Economic Dynamics.
- Jesús Fernández-Villaverde, 2009.
"The Econometrics of DSGE Models,"
NBER Working Papers
14677, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs, Spanish Economic Association, vol. 1(1), pages 3-49, March.
- Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara, 2009. "Computing Models with Recursive Preferences," 2009 Meeting Papers 1162, Society for Economic Dynamics.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences,"
NBER Working Papers
15026, National Bureau of Economic Research, Inc.
- Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive 09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009.
"MEDEA: A DSGE Model for the Spanish Economy,"
Working Papers
2009-17, FEDEA.
- Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs, Spanish Economic Association, vol. 1(1), pages 175-243, March.
- Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2009. "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers 7297, C.E.P.R. Discussion Papers.
- Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde, 2008. "Likelihood Estimation of DSGE Models with Epstein-Zin Preferences," 2008 Meeting Papers 1099, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters?,"
NBER Working Papers
13166, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2008. "How Structural Are Structural Parameters?," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 83-137 National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," Levine's Bibliography 843644000000000057, UCLA Department of Economics.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Levine's Bibliography
122247000000000849, UCLA Department of Economics.
- Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers 5513, C.E.P.R. Discussion Papers.
- 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.
- Francisco Barillas & Jesús Fernández-Villaverde, 2006.
"A Generalization of the Endogenous Grid Method,"
Levine's Bibliography
122247000000001200, UCLA Department of Economics.
- Barillas, Francisco & Fernandez-Villaverde, Jesus, 2007. "A generalization of the endogenous grid method," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2698-2712, August.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramíre & Thomas J. Sargent, 2006.
"Economic and VAR Shocks: What Can Go Wrong?,"
Levine's Bibliography
122247000000000990, UCLA Department of Economics.
- Jes�s Fernández-Villaverde & Juan F. Rubio-Ramírez, 2006. "Economic and VAR Shocks: What Can Go Wrong?," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 466-474, 04-05.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Dirk Krueger & Jesus Fernandez-Villaverde, 2005. "Borrowing Constraints, Durables, and the Business Cycle," 2005 Meeting Papers 178, Society for Economic Dynamics.
- 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.
- Jes�s 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood," 2004 Meeting Papers 59, Society for Economic Dynamics.
- Dirk Krueger & Jesus Fernandez-Villaverde, 2004.
"Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data,"
2004 Meeting Papers
173, Society for Economic Dynamics.
- Jesus Fernandez-Villaverde & Dirk Krueger, 2002. "Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data," Centro de AltiÂsimos Estudios RiÂos Pe©rez(CAERP) 7, Centro de Altisimos Estudios Rios Perez (CAERP).
- Jesús Fernández-Villaverde & Dirk Krueger, 2003. "Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data," Levine's Working Paper Archive 506439000000000304, David K. Levine.
- Jesus Fernandez-Villaverde & Dirk Krueger, 2004.
"Consumption and Saving over the Life Cycle: How Important are Consumer Durables?,"
2004 Meeting Papers
357b, Society for Economic Dynamics.
- Fernández-Villaverde, Jesús & Krueger, Dirk, 2011. "Consumption And Saving Over The Life Cycle: How Important Are Consumer Durables?," Macroeconomic Dynamics, Cambridge University Press, vol. 15(05), pages 725-770, November.
- Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004.
"Estimating nonlinear dynamic equilibrium economies: a likelihood approach,"
Working Paper
2004-1, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- César Alonso-Borrego & Jesús Fernández-Villaverde & José E. Galdón-Sánchez, 2004.
"Evaluating Labor Market Reforms: A General Equilibrium Approach,"
Economics Working Papers
we042307, Universidad Carlos III, Departamento de Economía.
- César Alonso-Borrego & Jesús Fernández-Villaverde & José E. Galdón-Sánchez, 2005. "Evaluating Labor Market Reforms: A General Equilibrium Approach," NBER Working Papers 11519, National Bureau of Economic Research, Inc.
- César Alonso-Borrego & Jesús Fernández-Villaverde & José E. Galdón-Sánchez, 2004. "Evaluating Labor Market Reforms: A General Equilibrium Approach," PIER Working Paper Archive 04-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Alonso-Borrego, César & Fernández-Villaverde, Jesús & Galdon-Sanchez, Jose Enrique, 2004. "Evaluating Labor Market Reforms: A General Equilibrium Approach," IZA Discussion Papers 1129, Institute for the Study of Labor (IZA).
- C¨¦sar Alonso-Borrego & Jes¨²s Fern¨¢ndez-Villaverde & Jos¨¦ E. Gald¨®n-S¨¢nchez, 2004. "Evaluating Labor Market Reforms: A General Equilibrium Approach," Working Papers 10, Princeton University, Department of Economics, Industrial Relations Section..
- Cesar Alonso-Borrego & Jesus Fernandez-Villaverde & Jose Galdon-Sanchez, 2004. "Evaluating Labor Market Reforms: A General Equilibrium Approach," Working Papers 866, Princeton University, Department of Economics, Industrial Relations Section..
- Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004.
"On the solution of the growth model with investment-specific technological change,"
Working Paper
2004-39, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007. "On the solution of the growth model with investment-specific technological change," Applied Economics Letters, Taylor and Francis Journals, vol. 14(8), pages 549-553.
- Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004.
"Estimating dynamic equilibrium economies: linear versus nonlinear likelihood,"
Working Paper
2004-3, Federal Reserve Bank of Atlanta.
- 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.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive 04-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2003. "Estimating nonlinear dynamic economies: A likelihood approach," Computing in Economics and Finance 2003 91, Society for Computational Economics.
- Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramírez, 2003.
"Some results on the solution of the neoclassical growth model,"
Working Paper
2003-34, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive 04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Juan F. Rubio-Ramirez, 2003. "Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model," QM&RBC Codes 92, Quantitative Macroeconomics & Real Business Cycles.
- Boragan Aruoba & Jesus Fernandez-Villaverde, 2003. "Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies," Computing in Economics and Finance 2003 133, Society for Computational Economics.
- Jesus Fernandez-Villaverde & Arijit Mukherji, 2002.
"Can We Really Observe Hyperbolic Discounting?,"
NajEcon Working Paper Reviews
391749000000000478, www.najecon.org.
- Jesus Fernandez-Villaverde & Arijit Mukherji, 2003. "Can We Really Observe Hyperbolic Discounting," Levine's Working Paper Archive 618897000000000779, David K. Levine.
- Jesus Fernandez-Villaverde & Arijit Mukherji, 2002. "Can We Really Observe Hyperbolic Discounting?," Levine's Working Paper Archive 391749000000000478, David K. Levine.
- Jesus Fernandez-Villaverde & Dirk Krueger, 2002.
"Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data,"
NBER Working Papers
9382, National Bureau of Economic Research, Inc.
- Jesus Fernández-Villaverde & Dirk Krueger, 2007. "Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 552-565, August.
- Jesus Fernández-Villaverde & Juan F. Rubio-Ramírez, 2001.
"Comparing dynamic equilibrium economies to data,"
Working Paper
2001-23, Federal Reserve Bank of Atlanta.
- Jesús Fernández-Villaverde & Juan F. Rubio, 2003. "Comparing Dynamic Equilibrium Economies to Data," Levine's Working Paper Archive 506439000000000309, David K. Levine.
Articles
- van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012.
"The term structure of interest rates in a DSGE model with recursive preferences,"
Journal of Monetary Economics,
Elsevier, vol. 59(7), pages 634-648.
- Fernández-Villaverde, Jesús & Koijen, Ralph & Rubio-Ramírez, Juan Francisco & van Binsbergen, Jules H., 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
- Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," NBER Working Papers 15890, National Bureau of Economic Research, Inc.
- Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012.
"Computing DSGE Models with Recursive Preferences and Stochastic Volatility,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011. "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes 11-123, Review of Economic Dynamics.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011.
"Risk Matters: The Real Effects of Volatility Shocks,"
American Economic Review,
American Economic Association, vol. 101(6), pages 2530-61, October.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín, 2009. "Risk Matters: The Real Effects of Volatility Shocks," CEPR Discussion Papers 7264, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," PIER Working Paper Archive 09-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2010. "Risk Matters: The Real Effects of Volatility Shocks," 2010 Meeting Papers 281, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," NBER Working Papers 14875, National Bureau of Economic Research, Inc.
- Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde, 2009. "Risk Matters: The Real E¤ects of Volatility Shocks," 2009 Meeting Papers 237, Society for Economic Dynamics.
- Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F., 2011.
"Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(3), pages 386-393, March.
- Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," NBER Working Papers 15909, National Bureau of Economic Research, Inc.
- Eric M. Aldrich & Jesús Fernández-Villaverde & Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," PIER Working Paper Archive 10-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Eric M. Aldrich & Jesus Fernandez-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramirez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," Working Papers 10-89, Duke University, Department of Economics.
- Fernández-Villaverde, Jesús & Krueger, Dirk, 2011.
"Consumption And Saving Over The Life Cycle: How Important Are Consumer Durables?,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 15(05), pages 725-770, November.
- Jesus Fernandez-Villaverde & Dirk Krueger, 2004. "Consumption and Saving over the Life Cycle: How Important are Consumer Durables?," 2004 Meeting Papers 357b, Society for Economic Dynamics.
- Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010.
"MEDEA: a DSGE model for the Spanish economy,"
SERIEs,
Spanish Economic Association, vol. 1(1), pages 175-243, March.
- Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," Working Papers 2009-17, FEDEA.
- Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2009. "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers 7297, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde, 2010. "Fiscal Policy in a Model with Financial Frictions," American Economic Review, American Economic Association, vol. 100(2), pages 35-40, May.
- Jesús Fernández-Villaverde, 2010.
"The econometrics of DSGE models,"
SERIEs,
Spanish Economic Association, vol. 1(1), pages 3-49, March.
- Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010. "Reading the recent monetary history of the United States, 1959-2007," Review, Federal Reserve Bank of St. Louis, issue May, pages 311-338.
- Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2009. "Two Books on the New Macroeconometrics," Econometric Reviews, Taylor and Francis Journals, vol. 28(4), pages 376-387.
- Jesús Fernández-Villaverde, 2008. "Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works," Journal of Economic Literature, American Economic Association, vol. 46(3), pages 685-703, September.
- Barillas, Francisco & Fernandez-Villaverde, Jesus, 2007.
"A generalization of the endogenous grid method,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 31(8), pages 2698-2712, August.
- Francisco Barillas & Jesús Fernández-Villaverde, 2006. "A Generalization of the Endogenous Grid Method," Levine's Bibliography 122247000000001200, UCLA Department of Economics.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007.
"On the solution of the growth model with investment-specific technological change,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 14(8), pages 549-553.
- Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "On the solution of the growth model with investment-specific technological change," Working Paper 2004-39, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," Review of Economic Studies, Wiley Blackwell, vol. 74(4), pages 1059-1087, October.
- Jesus Fernández-Villaverde & Dirk Krueger, 2007.
"Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data,"
The Review of Economics and Statistics,
MIT Press, vol. 89(3), pages 552-565, August.
- Jesus Fernandez-Villaverde & Dirk Krueger, 2002. "Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data," NBER Working Papers 9382, National Bureau of Economic Research, Inc.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Jes�s 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.
- 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.
- 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.
- 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.
- 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.
- Jes�s Fernández-Villaverde & Juan F. Rubio-Ramírez, 2006.
"Economic and VAR Shocks: What Can Go Wrong?,"
Journal of the European Economic Association,
MIT Press, vol. 4(2-3), pages 466-474, 04-05.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramíre & Thomas J. Sargent, 2006. "Economic and VAR Shocks: What Can Go Wrong?," Levine's Bibliography 122247000000000990, UCLA Department of Economics.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 8(1), November.
- 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.
- 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.
- 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.
- 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.
- 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.
- Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Working Paper 2004-3, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive 04-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
Software components
- Jesus Fernandez-Villaverde, 2011. "Example code for projection method," QM&RBC Codes 189, Quantitative Macroeconomics & Real Business Cycles.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011.
"Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility","
Computer Codes
11-123, Review of Economic Dynamics.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
- Jesus Fernandez-Villaverde, 2011. "Example code for perturbation method," QM&RBC Codes 188, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Chebyshev Polynomials,"
QM&RBC Codes
119, Quantitative Macroeconomics & Real Business Cycles.
- 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.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Finite Elements Method,"
QM&RBC Codes
118, Quantitative Macroeconomics & Real Business Cycles.
- 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.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Linear and Log-Linear Approximation,"
QM&RBC Codes
117, Quantitative Macroeconomics & Real Business Cycles.
- 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.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Value Function Iteration,"
QM&RBC Codes
121, Quantitative Macroeconomics & Real Business Cycles.
- 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.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Perturbation (2nd and 5th order),"
QM&RBC Codes
120, Quantitative Macroeconomics & Real Business Cycles.
- 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.
Chapters
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2008.
"How Structural Are Structural Parameters?,"
NBER Chapters,
in: NBER Macroeconomics Annual 2007, Volume 22, pages 83-137
National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," NBER Working Papers 13166, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," Levine's Bibliography 843644000000000057, UCLA Department of Economics.
NEP Fields
78 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (9) 2005-04-09 2005-05-23 2009-04-13 2010-04-17 2010-04-24 2010-05-08 2010-05-15 2011-08-22 2011-08-29. Author is listed
- NEP-CBA: Central Banking (23) 2007-06-18 2009-01-31 2009-02-22 2009-02-28 2009-04-13 2009-04-13 2009-04-25 2009-05-16 2009-05-23 2009-05-23 2010-04-24 2010-05-02 2010-05-08 2010-05-15 2010-05-15 2011-08-22 2011-08-22 2011-08-22 2011-08-29 2011-11-07 2011-11-07 2011-11-14 2012-02-15. Author is listed
- NEP-CMP: Computational Economics (15) 2004-05-16 2004-05-16 2005-01-02 2005-01-02 2005-01-02 2005-01-09 2005-01-23 2005-05-23 2009-05-16 2009-05-23 2009-06-17 2010-04-17 2010-04-24 2012-02-15 2012-09-22. Author is listed
- NEP-CWA: Central & Western Asia (1) 2012-02-15
- NEP-DEM: Demographic Economics (3) 2011-11-21 2011-12-13 2012-10-27
- NEP-DEV: Development (2) 2004-02-29 2005-05-23
- NEP-DGE: Dynamic General Equilibrium (47) 2002-02-15 2002-03-14 2002-12-17 2003-11-30 2004-02-29 2004-05-09 2004-05-16 2004-05-16 2004-08-02 2005-01-02 2005-01-02 2005-01-02 2005-01-02 2005-01-02 2005-01-02 2005-01-23 2005-01-23 2005-04-09 2005-05-23 2005-05-23 2005-08-13 2005-10-22 2006-01-24 2006-04-08 2007-06-18 2009-01-31 2009-02-22 2009-02-28 2009-04-13 2009-04-25 2009-05-16 2009-05-23 2009-06-17 2010-03-20 2010-04-17 2010-04-17 2010-04-24 2010-05-02 2010-05-08 2010-05-15 2010-05-15 2011-08-22 2011-08-29 2012-02-15 2012-09-22 2012-09-30 2013-04-20. Author is listed
- NEP-ECM: Econometrics (10) 2004-05-16 2004-05-16 2005-01-02 2005-04-09 2006-02-26 2009-01-31 2009-02-22 2010-04-24 2012-09-22 2013-04-20. Author is listed
- NEP-EEC: European Economics (4) 2009-05-23 2010-03-20 2013-03-30 2013-04-13
- NEP-ETS: Econometric Time Series (11) 2004-05-16 2004-05-16 2005-04-09 2005-05-23 2005-05-23 2006-01-24 2006-12-16 2010-05-08 2012-09-22 2012-09-30 2013-04-20. Author is listed
- NEP-EVO: Evolutionary Economics (2) 2010-02-13 2010-03-06
- NEP-FDG: Financial Development & Growth (1) 2012-02-15
- NEP-HIS: Business, Economic & Financial History (3) 2010-05-02 2010-05-15 2013-03-30
- NEP-HPE: History & Philosophy of Economics (1) 2010-05-02
- NEP-IAS: Insurance Economics (1) 2011-12-13
- NEP-LAB: Labour Economics (3) 2004-05-09 2005-01-02 2005-08-13
- NEP-LTV: Unemployment, Inequality & Poverty (2) 2002-03-04 2004-05-02
- NEP-MAC: Macroeconomics (43) 2003-05-15 2003-11-30 2004-02-29 2004-08-02 2005-01-02 2005-01-02 2005-01-02 2005-01-02 2005-01-23 2005-06-05 2005-08-13 2005-10-22 2006-01-24 2006-02-26 2006-04-08 2007-06-18 2009-01-31 2009-02-22 2009-02-28 2009-04-13 2009-04-13 2009-04-25 2009-05-16 2009-05-23 2009-05-23 2010-03-20 2010-04-17 2010-04-17 2010-04-17 2010-05-02 2010-05-08 2010-05-15 2010-05-15 2011-08-22 2011-08-22 2011-08-29 2011-11-07 2011-11-07 2011-11-14 2012-02-15 2012-05-15 2012-05-22 2012-05-29. Author is listed
- NEP-MON: Monetary Economics (2) 2010-05-02 2010-05-15
- NEP-OPM: Open Economy Macroeconomic (2) 2009-04-13 2013-03-30
- NEP-ORE: Operations Research (4) 2010-05-08 2012-02-15 2012-09-22 2013-04-20
- NEP-PBE: Public Economics (1) 2006-01-24
- NEP-PKE: Post Keynesian Economics (1) 2002-02-15
- NEP-POL: Positive Political Economics (1) 2013-04-13
- NEP-REG: Regulation (2) 2004-05-09 2004-05-09
- NEP-RMG: Risk Management (1) 2005-04-09
- NEP-UPT: Utility Models & Prospect Theory (3) 2010-04-17 2010-04-17 2012-02-15
Statistics
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Wu-Index
Most cited item
- 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.
Most downloaded item (past 12 months)
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011. "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes 11-123, Review of Economic Dynamics.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, Jesus Fernandez-Villaverde should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

