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Pablo A. Guerron

Personal Details

First Name:Pablo
Middle Name:A.
Last Name:Guerron
Suffix:
RePEc Short-ID:pgu174
[This author has chosen not to make the email address public]
https://sites.google.com/site/pabloaguerronquintana/

Affiliation

(90%) Department of Economics
Boston College

Chestnut Hill, Massachusetts (United States)
http://www.bc.edu/economics/

: 617-552-3670
617-552-2308
Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467
RePEc:edi:debocus (more details at EDIRC)

(10%) Facultad de Ciencias Sociales y Humanísticas
Escuela Superior Politécnica del Litoral (ESPOL)

Guayaquil, Ecuador
http://www.fcsh.espol.edu.ec/

:


RePEc:edi:feespec (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
  2. Grey Gordon & Pablo Guerron-Quintana, 2019. "On Regional Borrowing, Default, and Migration," Working Paper 19-4, Federal Reserve Bank of Richmond, revised 12 Feb 2019.
  3. Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2019. "Recurrent Bubbles and Economic Growth," CARF F-Series CARF-F-457, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  4. Grey Gordon & Pablo Guerron-Quintana, 2018. "On Regional Borrowing, Migration, and Default," 2018 Meeting Papers 305, Society for Economic Dynamics.
  5. Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2018. "Recurrent Bubbles, Economic Fluctuations, and Growth," Bank of Japan Working Paper Series 18-E-5, Bank of Japan.
  6. Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2017. "Political Distribution Risk and Aggregate Fluctuations," Working Papers 17-25, Federal Reserve Bank of Philadelphia, revised 21 Aug 2017.
  7. Pablo Guerron-Quintana & Jesus Fernandez-Villaverde & Thorsten Drautzburg, 2017. "Political Distribution Risk and Business Cycles," 2017 Meeting Papers 1201, Society for Economic Dynamics.
  8. Pablo Guerron-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jan 2017.
  9. Pablo Guerron-Quintana & Felipe Saffie & Nils Mattis Gornemann, 2016. "Endogenous Productivity, Exchange Rates, and Sudden Stops," 2016 Meeting Papers 1490, Society for Economic Dynamics.
  10. GUERRON-QUINTANA, Pablo A. & JINNAI, Ryo, 2015. "Financial Frictions, Trends, and the Great Recession," Discussion paper series HIAS-E-14, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  11. GUERRON-QUINTANA, Pablo A. & JINNAI, Ryo, 2015. "Liquidity Shocks and Asset Prices," Discussion paper series HIAS-E-17, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  12. Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014. "Impulse response matching estimators for DSGE models," CFS Working Paper Series 498, Center for Financial Studies (CFS).
  13. Pablo Guerron-Quintana & Grey Gordon, 2014. "Municipal Bonds, Default, and Migration in General Equilibrium," 2014 Meeting Papers 868, Society for Economic Dynamics.
  14. Pablo A. Guerron-Quintana & Ryo Jinnai, 2013. "Liquidity, Trends and the Great Recession," UTokyo Price Project Working Paper Series 015, University of Tokyo, Graduate School of Economics.
  15. Grey Gordon & Pablo Guerron-Quintana, 2013. "Dynamics of investment, debt, and default," Working Papers 13-18, Federal Reserve Bank of Philadelphia, revised 2013.
  16. Michael Dotsey & Pablo Guerron-Quintana, 2012. "Interest rates and prices in an inventory model of money with credit," Working Papers 13-05, Federal Reserve Bank of Philadelphia, revised 2012.
  17. 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.
  18. Pablo Guerron-Quintana, 2012. "Common and idiosyncratic disturbances in developed small open economies," Working Papers 12-3, Federal Reserve Bank of Philadelphia, revised 2012.
  19. Pablo Guerron-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
  20. 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.
  21. 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.
  22. Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2011. "Supply-side policies and the zero lower bound," Working Papers 11-47, Federal Reserve Bank of Philadelphia, revised 2011.
  23. Pablo Guerron-Quintana, 2010. "The implications of inflation in an estimated New-Keynesian model," Working Papers 10-2, Federal Reserve Bank of Philadelphia, revised 2010.
  24. Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2010. "Fortune or virtue: time-variant volatilities versus parameter drifting," Working Papers 10-14, Federal Reserve Bank of Philadelphia, revised 2010.
  25. 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.
  26. Pablo Guerron-Quintana, 2010. "Common factors in small open economies: inference and consequences," Working Papers 10-4, Federal Reserve Bank of Philadelphia, revised 2010.
  27. 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.
  28. 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.
  29. Pablo Guerron-Quintana, 2009. "Do uncertainty and technology drive exchange rates?," Working Papers 09-20, Federal Reserve Bank of Philadelphia, revised 2009.
  30. Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2009. "Frequentist inference in weakly identified DSGE models," Working Papers 09-13, Federal Reserve Bank of Philadelphia, revised 2009.
  31. Pablo A. Guerron-Quintana, 2008. "What you match does matter: The effect of observables on DSGE," 2008 Meeting Papers 1101, Society for Economic Dynamics.
  32. Pablo A. Guerron, 2007. "What You Match Does Matter: The Effects of Data on DSGE Estimation," Working Paper Series 012, North Carolina State University, Department of Economics.
  33. Pablo A. Guerron, 2007. "The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model," Working Paper Series 013, North Carolina State University, Department of Economics.
  34. Pablo A. Guerron, 2006. "Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle," Working Paper Series 005, North Carolina State University, Department of Economics, revised Aug 2006.
  35. Pablo A. Guerron, 2006. "Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics," Working Paper Series 006, North Carolina State University, Department of Economics, revised Aug 2006.
  36. Pablo A. Guerron, 2006. "Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory," Working Paper Series 007, North Carolina State University, Department of Economics, revised Aug 2006.

Articles

  1. Pablo A. Guerron‐Quintana & Ryo Jinnai, 2019. "Financial frictions, trends, and the great recession," Quantitative Economics, Econometric Society, vol. 10(2), pages 735-773, May.
  2. Grey Gordon & Pablo Guerron-Quintana, 2018. "Dynamics of Investment, Debt, and Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 71-95, April.
  3. Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017. "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 144-155.
  4. Gordon, Grey & Guerron-Quintana, Pablo A., 2017. "Asymmetric business cycles and sovereign default," Economics Letters, Elsevier, vol. 161(C), pages 116-119.
  5. Dotsey, Michael & Guerron-Quintana, Pablo A., 2016. "Interest rates and prices in an inventory model of money with credit," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 71-89.
  6. Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Nonlinear adventures at the zero lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 182-204.
  7. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015. "Fiscal Volatility Shocks and Economic Activity," American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
  8. Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Estimating dynamic equilibrium models with stochastic volatility," Journal of Econometrics, Elsevier, vol. 185(1), pages 216-229.
  9. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F Rubio-Ramírez, 2014. "Supply-Side Policies and the Zero Lower Bound," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(2), pages 248-260, June.
  10. Guerron-Quintana, Pablo A., 2013. "Common and idiosyncratic disturbances in developed small open economies," Journal of International Economics, Elsevier, vol. 90(1), pages 33-49.
  11. Pablo Guerron‐Quintana & Atsushi Inoue & Lutz Kilian, 2013. "Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes," Quantitative Economics, Econometric Society, vol. 4(2), pages 197-229, July.
  12. Pablo Guerron-Quintana, 2013. "The economics of small open economies," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 9-18.
  13. Pablo Guerron-Quintana, 2012. "Risk and uncertainty," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 9-18.
  14. Guerron-Quintana, Pablo A., 2011. "The implications of inflation in an estimated new Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
  15. Guerron Pablo A & Grennes Thomas J & Leblebicioglu Asli, 2011. "Economic Development and Heterogeneity in the Great Moderation among the States," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-21, July.
  16. 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 2530-2561, October.
  17. Pablo A. Guerron-Quintana, 2010. "What you match does matter: the effects of data on DSGE estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 774-804.
  18. Thomas Grennes & Pablo Guerron-quintana & Asli Leblebicioglu, 2010. "Economic Development and Volatility among the States," Economics Bulletin, AccessEcon, vol. 30(3), pages 1963-1976.
  19. Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2010. "Reading the recent monetary history of the United States, 1959-2007," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 311-338.
  20. Guerron-Quintana, Pablo A., 2009. "Money demand heterogeneity and the great moderation," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 255-266, March.
  21. Guerron-Quintana, Pablo A., 2008. "Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3613-3630, November.

Software components

  1. Grey Gordon & Pablo Guerron-Quintana, 2017. "Code and data files for "Dynamics of Investment, Debt, and Default"," Computer Codes 14-216, Review of Economic Dynamics.

Chapters

  1. Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works, Weighted by Simple Impact Factor
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  6. Number of Citations, Discounted by Citation Age
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  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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  16. Number of Abstract Views in RePEc Services over the past 12 months
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 58 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (43) 2006-08-26 2006-08-26 2006-08-26 2007-07-13 2007-07-13 2009-04-13 2009-04-13 2009-04-25 2009-08-22 2010-01-16 2010-01-30 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 2012-05-15 2012-05-22 2012-05-29 2013-07-15 2013-12-29 2014-09-29 2014-10-13 2014-11-07 2015-01-03 2015-01-26 2015-02-11 2015-12-08 2015-12-20 2016-07-02 2017-08-06 2017-08-13 2017-09-03 2018-01-15 2018-04-02 2019-02-18 2019-03-18 2020-03-16. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (41) 2006-08-26 2007-07-13 2007-07-13 2009-04-13 2009-04-25 2009-08-22 2009-11-27 2010-01-16 2010-05-02 2010-05-08 2010-05-15 2010-05-15 2011-08-22 2011-08-29 2012-02-01 2012-03-14 2012-03-21 2012-09-22 2012-09-30 2013-05-24 2013-05-24 2013-07-15 2013-12-29 2014-09-29 2014-10-13 2014-11-07 2015-01-03 2015-01-26 2015-02-05 2015-02-11 2015-12-20 2016-02-29 2016-07-02 2017-08-06 2017-08-13 2017-09-03 2018-01-15 2018-04-02 2018-08-27 2019-03-18 2020-03-16. Author is listed
  3. NEP-CBA: Central Banking (23) 2006-08-26 2006-08-26 2006-08-26 2007-07-13 2007-07-13 2009-04-13 2009-04-13 2009-04-25 2009-10-31 2010-01-16 2010-01-30 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 2012-02-01. Author is listed
  4. NEP-ETS: Econometric Time Series (11) 2009-08-22 2009-11-27 2010-05-08 2012-03-21 2012-09-22 2012-09-30 2013-05-24 2014-11-07 2015-01-03 2016-02-29 2016-07-02. Author is listed
  5. NEP-MON: Monetary Economics (7) 2006-08-26 2006-08-26 2006-08-26 2007-07-13 2010-01-16 2010-05-02 2010-05-15. Author is listed
  6. NEP-ORE: Operations Research (7) 2010-05-08 2012-09-22 2013-05-24 2013-07-15 2014-09-29 2015-01-03 2015-02-11. Author is listed
  7. NEP-ECM: Econometrics (6) 2009-08-22 2009-11-27 2012-03-14 2012-09-22 2015-01-03 2017-02-26. Author is listed
  8. NEP-BEC: Business Economics (5) 2009-04-13 2010-05-08 2010-05-15 2011-08-22 2011-08-29. Author is listed
  9. NEP-OPM: Open Economy Macroeconomics (5) 2009-04-13 2009-10-31 2010-01-30 2012-02-01 2013-05-24. Author is listed
  10. NEP-FDG: Financial Development & Growth (3) 2018-04-02 2019-03-18 2019-04-01
  11. NEP-FMK: Financial Markets (3) 2006-08-26 2006-08-26 2019-03-18
  12. NEP-URE: Urban & Real Estate Economics (3) 2015-02-05 2018-08-27 2019-02-18
  13. NEP-CMP: Computational Economics (2) 2012-03-14 2012-09-22
  14. NEP-HIS: Business, Economic & Financial History (2) 2010-05-02 2010-05-15
  15. NEP-IFN: International Finance (2) 2006-08-26 2009-10-31
  16. NEP-LMA: Labor Markets - Supply, Demand, & Wages (2) 2017-08-06 2017-09-03
  17. NEP-MIG: Economics of Human Migration (2) 2018-08-27 2019-02-18
  18. NEP-POL: Positive Political Economics (2) 2017-08-06 2018-01-15
  19. NEP-RMG: Risk Management (2) 2017-08-06 2017-08-13
  20. NEP-FOR: Forecasting (1) 2017-02-26
  21. NEP-GER: German Papers (1) 2014-09-29
  22. NEP-HPE: History & Philosophy of Economics (1) 2010-05-02

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