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Juan F Rubio-Ramirez

Personal Details

First Name:Juan F
Middle Name:
Last Name:Rubio-Ramirez
Suffix:
RePEc Short-ID:pru25
https://sites.google.com/site/juanfrubioramirez/
Emory University Department of Economics Rich Memorial Building, Room 306 Atlanta, Georgia 30322-2240
+ 1 404-727-6364
Terminal Degree:2001 Department of Economics; University of Minnesota (from RePEc Genealogy)

Affiliation

(82%) Department of Economics
Emory University

Atlanta, Georgia (United States)
http://www.economics.emory.edu/
RePEc:edi:deemous (more details at EDIRC)

(18%) Federal Reserve Bank of Atlanta

Atlanta, Georgia (United States)
http://www.frbatlanta.org/
RePEc:edi:frbatus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2022. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," Working Papers 22-18, Federal Reserve Bank of Philadelphia.
  2. Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
  3. Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers 21-21, Federal Reserve Bank of Philadelphia.
  4. Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal, 2021. "Estimating Hysteresis Effects," Finance and Economics Discussion Series 2021-059, Board of Governors of the Federal Reserve System (U.S.).
  5. Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin, 2021. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," NBER Working Papers 28617, National Bureau of Economic Research, Inc.
  6. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 21-18, Federal Reserve Bank of Philadelphia.
  7. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2020. "Uniform Priors for Impulse Responses," Working Papers 22-30, Federal Reserve Bank of Philadelphia.
  8. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25/R, Federal Reserve Bank of Philadelphia.
  9. J. Ignacio Conde-Ruiz & Carmen Marín & Juan F. Rubio-Ramírez, 2016. "Observatorio Fiscal y Financiero de las CC.AA," Studies on the Spanish Economy eee2016-33, FEDEA.
  10. José Ignacio Conde-Ruiz & Manuel Díaz & Carmen Marín & Juan Rubio-Ramírez, 2016. "Sanidad, Educación y Protección Social: Recortes Durante la Crisis," Studies on the Spanish Economy eee2016-17, FEDEA.
  11. Rubio-Ramírez, Juan Francisco & Caldara, Dario & Arias, Jonas E., 2016. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi," CEPR Discussion Papers 11674, C.E.P.R. Discussion Papers.
  12. Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
  13. Rubio-Ramírez, Juan Francisco & Antolin-Diaz, Juan, 2016. "Narrative Sign Restrictions for SVARs," CEPR Discussion Papers 11517, C.E.P.R. Discussion Papers.
  14. Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez, 2015. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," International Finance Discussion Papers 1131, Board of Governors of the Federal Reserve System (U.S.).
  15. José Ignacio Conde-Ruiz & Manuel Díaz & Carmen Marín & Juan Rubio Ramírez, 2015. "Una Reforma Fiscal para España," Policy Papers 2015-02, FEDEA.
  16. Manuel Díaz Mendoza & Juan F. Rubio-Ramírez & Carmen Marín González & J. Ignacio Conde-Ruiz, 2015. "Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014," Studies on the Spanish Economy eee2015-22, FEDEA.
  17. Pau Rabanal & Juan F. Rubio-Ramirez, 2015. "Can international macroeconomic models explain low-frequency movements of real exchange rates?," Working Papers 1508, BBVA Bank, Economic Research Department.
  18. Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2014-16, Federal Reserve Bank of Atlanta.
  19. Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
  20. Xavier Ragot & Julien Matheron & Juan Rubio-Ramirez & Edouard Challe, 2013. "Precautionary Saving and Aggregate Demand," 2013 Meeting Papers 932, Society for Economic Dynamics.
  21. 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.
  22. 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.
  23. 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.
  24. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & 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.).
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2010. "Fortune or virtue: time-variant volatilities versus parameter drifting," Working Papers 10-14, Federal Reserve Bank of Philadelphia.
  30. 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.
  31. Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," NBER Working Papers 16618, National Bureau of Economic Research, Inc.
  32. Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
  33. Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.
  34. 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.
  35. 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.
  36. Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara, 2009. "Computing Models with Recursive Preferences," 2009 Meeting Papers 1162, Society for Economic Dynamics.
  37. 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.
  38. 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.
  39. 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.
  40. Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009. "Cointegrated TFP processes and international business cycles," FRB Atlanta Working Paper 2009-23, Federal Reserve Bank of Atlanta.
  41. Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper 2008-18, Federal Reserve Bank of Atlanta.
  42. 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.
  43. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," NBER Working Papers 13166, National Bureau of Economic Research, Inc.
  44. 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.
  45. Juan F. Rubio-Ramirez & Diego Vilan, 2006. "The Macroeconomics of Latin America," Computing in Economics and Finance 2006 153, Society for Computational Economics.
  46. Juan F. Rubio-Ramirez & Daniel Waggoner & Tao Zha, 2006. "Markov-Switching Structural Vector Autoregressions: Theory and Application," Computing in Economics and Finance 2006 69, Society for Computational Economics.
  47. 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.
  48. Arantza Gorostiaga & Juan F. Rubio-Ramirez, 2005. "Fiscal policy and minimum wage for redistribution: an equivalence result," FRB Atlanta Working Paper 2005-08, Federal Reserve Bank of Atlanta.
  49. Arantza Gorostiaga & Juan F Rubio-Ramirez, 2004. "Optimal Minimum Wage," 2004 Meeting Papers 302, Society for Economic Dynamics.
  50. Arantza Gorostiaga & Juan F. Rubio-Ramirez, 2004. "Optimal minimum wage in a competitive economy," FRB Atlanta Working Paper 2004-30, Federal Reserve Bank of Atlanta.
  51. 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.
  52. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood," 2004 Meeting Papers 59, Society for Economic Dynamics.
  53. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "On the solution of the growth model with investment-specific technological change," FRB Atlanta Working Paper 2004-39, Federal Reserve Bank of Atlanta.
  54. 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.
  55. Tao Zha & Juan Rubio & Daniel Waggoner, 2004. "Effects of monetary policy regime changes in the Euro Economy," 2004 Meeting Papers 459, Society for Economic Dynamics.
  56. 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.
  57. Pau Rabanal & Juan F. Rubio-Ramirez, 2003. "Comparing New Keynesian models in the Euro area: a Bayesian approach," FRB Atlanta Working Paper 2003-30, Federal Reserve Bank of Atlanta.
  58. 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.
  59. 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.
  60. Andrew Bauer & Nicholas Haltom & Juan F. Rubio-Ramirez, 2003. "Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model," FRB Atlanta Working Paper 2003-32, Federal Reserve Bank of Atlanta.
  61. 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.
  62. Juan F. Rubio-Ramirez, 2002. "Redistribution and fiscal policy," FRB Atlanta Working Paper 2002-32, Federal Reserve Bank of Atlanta.
  63. Pau Rabanal & Juan F. Rubio-Ramirez, 2001. "Nominal versus real wage rigidities: A Bayesian approach," FRB Atlanta Working Paper 2001-22, Federal Reserve Bank of Atlanta.
  64. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2001. "Comparing dynamic equilibrium economies to data," FRB Atlanta Working Paper 2001-23, Federal Reserve Bank of Atlanta.

Articles

  1. Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016. "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models," Quantitative Economics, Econometric Society, vol. 7(2), pages 637-669, July.
  2. 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.
  3. 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.
  4. Rabanal, Pau & Rubio-Ramírez, Juan F., 2015. "Can international macroeconomic models explain low-frequency movements of real exchange rates?," Journal of International Economics, Elsevier, vol. 96(1), pages 199-211.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2011. "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 136-155, January.
  10. 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.
  11. 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.
  12. Rabanal, Pau & Rubio-Ramírez, Juan F. & Tuesta, Vicente, 2011. "Cointegrated TFP processes and international business cycles," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 156-171, March.
  13. Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
  14. Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010. "Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference," Review of Economic Studies, Oxford University Press, vol. 77(2), pages 665-696.
  15. Jesús Fernández-Villaverde & Pablo Guerrón-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.
  16. Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2009. "Two Books on the New Macroeconometrics," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 376-387.
  17. Arantza Gorostiaga & Rubio-Ramírez Juan F., 2008. "Fiscal policy and minimum wage for redistribution: an equivalence result," Economics Bulletin, AccessEcon, vol. 5(11), pages 1-8.
  18. Pau Rabanal & Juan Rubio-Ramírez, 2008. "Comparing new Keynesian models in the Euro area: a Bayesian approach," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(1), pages 23-40, March.
  19. Gorostiaga, Arantza & Rubio-Ramirez, Juan F., 2007. "Optimal minimum wage in a competitive economy: An alternative modelling approach," Economic Modelling, Elsevier, vol. 24(5), pages 778-796, September.
  20. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1059-1087.
  21. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007. "On the solution of the growth model with investment-specific technological change," Applied Economics Letters, Taylor & Francis Journals, vol. 14(8), pages 549-553.
  22. 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.
  23. 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.
  24. 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, January.
  25. Jesús 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.
  26. 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.
  27. 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.
  28. 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.
  29. Rabanal, Pau & Rubio-Ramirez, Juan F., 2005. "Comparing New Keynesian models of the business cycle: A Bayesian approach," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1151-1166, September.
  30. Andrew Bauer & Nicholas Haltom & Juan F. Rubio-Ramirez, 2005. "Smoothing the shocks of a dynamic stochastic general equilibrium model," Economic Review, Federal Reserve Bank of Atlanta, vol. 90(Q 2), pages 35-47.
  31. 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.
  32. Pau Rabanal & Juan F. Rubio-Ramirez, 2003. "Inflation persistence: how much can we explain?," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q2), pages 43-55.

Software components

  1. 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.
  2. Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2010. "Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"," Computer Codes 09-242, Review of Economic Dynamics.
  3. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Chebyshev Polynomials," QM&RBC Codes 119, Quantitative Macroeconomics & Real Business Cycles.
  4. 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.
  5. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Finite Elements Method," QM&RBC Codes 118, Quantitative Macroeconomics & Real Business Cycles.
  6. 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.
  7. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Value Function Iteration," QM&RBC Codes 121, Quantitative Macroeconomics & Real Business Cycles.
  8. 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.

Chapters

  1. 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.

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  34. Wu-Index
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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 97 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 (60) 2003-11-30 2004-02-29 2004-02-29 2005-01-02 2005-01-02 2005-01-02 2005-05-23 2005-06-05 2005-10-22 2006-01-01 2006-02-26 2006-04-08 2007-06-18 2009-04-13 2009-04-13 2009-04-25 2009-05-16 2009-05-23 2009-05-23 2010-04-11 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 2013-07-15 2013-12-29 2014-09-05 2014-09-29 2014-11-01 2014-11-07 2014-11-12 2014-11-12 2015-01-26 2015-03-13 2015-03-22 2015-05-09 2015-08-13 2015-08-25 2016-02-12 2016-03-23 2016-11-13 2016-12-11 2017-01-01 2017-01-01 2021-09-27 2022-01-03 2022-01-03. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (57) 2002-02-15 2002-02-15 2003-01-27 2003-11-30 2004-02-29 2004-02-29 2004-05-16 2004-05-16 2005-01-02 2005-01-02 2005-01-02 2005-01-02 2005-01-02 2005-05-23 2005-05-23 2005-10-22 2006-04-08 2007-06-18 2009-04-13 2009-04-25 2009-05-16 2009-05-23 2009-06-17 2009-10-31 2010-04-11 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 2013-04-06 2013-04-20 2013-04-27 2013-05-24 2013-07-15 2013-09-26 2013-12-29 2013-12-29 2014-09-05 2014-09-29 2014-11-07 2014-11-12 2015-01-26 2015-02-28 2015-03-13 2015-03-22 2015-08-25 2016-02-12 2016-03-23 2016-09-11. Author is listed
  3. NEP-CBA: Central Banking (26) 2007-06-18 2009-04-13 2009-04-13 2009-04-25 2009-05-16 2009-05-23 2009-05-23 2009-10-31 2010-04-11 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 2015-05-09 2015-08-13 2016-12-11 2017-01-01. Author is listed
  4. NEP-ETS: Econometric Time Series (23) 2004-02-29 2004-05-16 2004-05-16 2005-05-23 2005-05-23 2006-01-01 2008-10-07 2010-05-08 2012-09-22 2012-09-30 2013-04-20 2013-05-24 2013-12-29 2014-01-10 2014-11-07 2014-11-12 2015-02-28 2016-02-12 2016-09-11 2016-10-02 2017-01-01 2018-12-03 2021-06-14. Author is listed
  5. NEP-ECM: Econometrics (21) 2004-03-03 2004-05-16 2004-05-16 2005-01-02 2006-01-01 2006-02-26 2008-10-07 2010-04-24 2012-09-22 2013-04-06 2013-04-20 2013-12-20 2013-12-29 2014-01-10 2014-06-02 2016-02-12 2016-03-23 2016-09-11 2016-10-02 2018-12-03 2021-06-14. Author is listed
  6. NEP-CMP: Computational Economics (17) 2004-02-29 2004-05-16 2004-05-16 2005-01-02 2005-01-02 2005-01-02 2005-05-23 2009-05-16 2009-05-23 2009-06-17 2010-04-17 2010-04-24 2012-02-15 2012-09-22 2014-11-12 2016-02-12 2016-03-23. Author is listed
  7. NEP-ORE: Operations Research (17) 2010-05-08 2012-02-15 2012-09-22 2013-04-06 2013-04-20 2013-05-24 2013-07-15 2013-09-26 2014-09-05 2014-09-29 2014-11-12 2016-02-12 2016-03-23 2021-04-12 2021-05-24 2021-06-14 2022-01-03. Author is listed
  8. NEP-BEC: Business Economics (9) 2005-05-23 2009-04-13 2010-04-11 2010-04-17 2010-04-24 2010-05-08 2010-05-15 2011-08-22 2011-08-29. Author is listed
  9. NEP-MON: Monetary Economics (7) 2010-05-02 2010-05-15 2014-11-01 2015-05-09 2015-08-13 2016-12-11 2017-01-01. Author is listed
  10. NEP-CWA: Central & Western Asia (4) 2012-02-15 2021-04-12 2022-01-03 2022-01-03
  11. NEP-OPM: Open Economy Macroeconomics (4) 2009-04-13 2010-04-11 2015-03-13 2015-03-22
  12. NEP-UPT: Utility Models & Prospect Theory (4) 2010-04-17 2010-04-17 2012-02-15 2013-12-20
  13. NEP-LAB: Labour Economics (3) 2002-02-15 2005-05-23 2005-05-23
  14. NEP-DEV: Development (2) 2004-02-29 2005-05-23
  15. NEP-EEC: European Economics (2) 2003-11-30 2009-05-23
  16. NEP-FOR: Forecasting (2) 2021-06-14 2022-01-03
  17. NEP-HIS: Business, Economic & Financial History (2) 2010-05-02 2010-05-15
  18. NEP-PBE: Public Economics (2) 2005-05-23 2005-05-23
  19. NEP-PKE: Post Keynesian Economics (2) 2002-02-15 2002-02-15
  20. NEP-BAN: Banking (1) 2015-08-25
  21. NEP-FDG: Financial Development & Growth (1) 2012-02-15
  22. NEP-GER: German Papers (1) 2014-09-29
  23. NEP-HPE: History & Philosophy of Economics (1) 2010-05-02
  24. NEP-IAS: Insurance Economics (1) 2015-02-28
  25. NEP-ISF: Islamic Finance (1) 2021-09-27

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