Access Statistics for Juan F Rubio-Ramirez

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs 1 70 70 70 1 3 3 3
A, B, C's (and D)'s for Understanding VARs 0 0 6 455 0 1 14 1,158
A, B, C’s (And D’s) For Understanding VARS 2 2 4 1,083 2 2 8 2,501
A, B, C’s, (and D’s) for understanding VARs 0 0 2 242 0 2 7 646
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 0 0 6 603
A,B,C's (and D's)'s for Understanding VARS 0 0 1 736 0 1 5 1,171
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 0 4 51
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 0 1 1 44
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 0 3 23
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 2 2 6 237
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 0 0 1 75
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 2 4 6 108
Cointegrated TFP Processes and International Business Cycles 0 0 0 75 0 0 0 200
Cointegrated TFP Processes and International Business Cycles 0 0 2 41 0 0 2 174
Cointegrated TFP processes and international business cycles 0 0 0 81 0 0 1 194
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 1 1 2 109
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 1 2 405 0 1 5 751
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 435 0 1 6 830
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 367 0 0 2 1,021
Comparing dynamic equilibrium economies to data 0 0 0 93 0 0 1 493
Comparing solution methods for dynamic equilibrium economies 0 0 4 789 0 3 8 1,745
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 0 1 168
Computing DSGE Models with Recursive Preferences 0 0 0 135 0 0 1 324
Computing DSGE Models with Recursive Preferences 0 0 1 230 0 0 2 774
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 1 2 8 425
Computing Models with Recursive Preferences 0 0 0 0 0 0 3 94
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 0 0 3 376
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 0 1 2 334
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 0 0 2 382
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 1 1 3 286
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 3 4 71
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 3 28 0 1 7 38
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 109 0 0 6 40
Does the Liquidity Trap Exist? 0 0 0 26 1 3 13 58
Does the Liquidity Trap Exist? 0 0 0 15 0 0 3 55
Does the liquidity trap exist? 0 0 0 59 3 4 13 147
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 1 3 593
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 0 0 1 188
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 1 187 2 2 12 749
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 1 2 2 82
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 1 2 85
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 0 1 63
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 0 0 243
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 0 1 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 1 1 85 1 2 3 79
Estimating Hysteresis Effects 0 0 2 22 0 1 7 115
Estimating Hysteresis Effects 0 0 1 13 0 0 4 31
Estimating Hysteresis Effects 0 0 3 25 0 1 17 78
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 2 2 8 636
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 106 0 0 1 364
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 424 0 2 9 1,322
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 1 272 0 0 1 616
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 165 1 1 2 612
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 74 0 0 2 102
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 0 0 1 224
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 0 1 1 310
Fiscal Volatility Shocks and Economic Activity 0 1 2 35 0 2 3 240
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 0 1 5 405
Fiscal Volatility Shocks and Economic Activity 0 0 1 369 1 4 13 1,056
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 0 0 1 273
Fiscal volatility shocks and economic activity 0 0 1 89 1 2 4 500
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 1 1 1 26 1 3 8 154
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 1 109 0 1 4 388
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 0 1 195
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 0 2 118
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 0 0 5 246
How Structural Are Structural Parameters? 0 0 0 108 0 0 0 319
How Structural Are Structural Parameters? 0 0 1 283 2 2 9 898
Inference Based On Time-Varying SVARs Identified with Time Restrictions 1 1 2 4 1 1 8 13
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 1 1 73 0 2 3 167
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 78 5 6 28 269
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 0 47 0 0 1 230
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 1 2 7 238
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 3 9 510 2 7 38 1,574
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 2 4 128 1 5 13 365
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 6 107 1 5 29 409
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 1 64 0 1 3 155
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 0 1 7 7
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 15 0 2 11 31
Inference in Bayesian Proxy-SVARs 0 0 0 91 0 1 2 254
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 0 53
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 3 66
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 1 1 1 186
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 0 0 0 464
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 3 125 0 2 12 345
Los Ingresos Públicos en España 0 0 1 101 0 0 4 180
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 0 1 3 342
MEDEA: A DSGE Model for the Spanish Economy 0 0 1 189 0 1 4 369
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 0 1 3 345
Macroeconomic Effects of Taxes on Banking 0 0 4 64 1 4 16 217
Macroeconomic Effects of Taxes on Banking 0 0 0 28 1 1 2 67
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 1 1 3 114
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 0 1 7 207
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 0 1 8 806
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 1 3 16 566
Markov-switching structural vector autoregressions: theory and application 0 0 4 557 2 3 12 1,077
Narrative Sign Restrictions for SVARs 1 1 3 108 2 2 11 209
Narrative Sign Restrictions for SVARs 1 4 11 102 2 8 27 217
Narrative Sign Restrictions for SVARs 0 0 6 146 2 3 13 254
Nominal versus real wage rigidities: A Bayesian approach 0 0 1 282 0 0 2 917
Nonlinear Adventures at the Zero Lower Bound 0 0 0 50 0 0 3 188
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 0 1 6 546
Nonlinear adventures at the zero lower bound 0 0 0 132 0 0 3 362
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 0 0 1 54
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 0 0 1 16
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 0 0 3 37
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 1 1 2 2 1 1 4 11
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 0 2 17
On the solution of the growth model with investment-specific technological change 0 0 1 116 0 2 4 275
Optimal Minimum Wage 0 0 0 0 0 0 3 419
Optimal minimum wage in a competitive economy 0 0 0 60 0 0 2 331
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 0 0 1 70
Perturbation Methods for Markov-Switching DSGE Models 0 1 2 49 0 2 9 152
Perturbation Methods for Markov-Switching DSGE Models 0 1 2 96 0 1 3 264
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 92 2 2 7 190
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 2 201
Perturbation methods for Markov-switching DSGE model 0 0 2 207 1 2 10 614
Perturbation methods for Markov-switching DSGE models 0 0 0 50 1 1 2 157
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 0 2 199
Precautionary Saving and Aggregate Demand 0 0 0 37 0 2 3 71
Precautionary Saving and Aggregate Demand 0 0 1 53 0 1 5 221
Precautionary Saving and Aggregate Demand 0 0 0 152 1 1 5 306
Precautionary saving and aggregate demand 0 0 0 55 0 1 4 106
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 0 0 1 143
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 1 3 141
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 0 0 2 89
Reading the recent monetary history of the U.S., 1959-2007 0 0 1 93 1 1 2 144
Redistribution and fiscal policy 0 0 0 134 0 0 2 470
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 0 1 361
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 0 0 4 1,256
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 0 3 193
Risk Matters: The Real Effects of Volatility Shocks 0 1 2 133 1 3 12 388
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 1 15 2 2 3 229
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 0 4 145
Solution and Estimation Methods for DSGE Models 0 1 2 30 0 4 16 188
Solution and Estimation Methods for DSGE Models 1 3 10 304 1 11 47 689
Solution and Estimation Methods for DSGE Models 0 0 1 211 1 2 6 297
Solving the new Keynesian model in continuous time 2 3 11 581 4 9 32 1,167
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 170 0 0 4 471
Some results on the solution of the neoclassical growth model 0 0 0 323 0 0 1 804
Structural vector autoregressions: theory of identification and algorithms for inference 0 0 3 530 0 0 17 1,019
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 1 1 3 126
Supply-Side Policies and the Zero Lower Bound 1 1 1 37 1 1 3 128
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 2 3 7 315
Supply-side policies and the zero lower bound 0 0 0 70 0 0 0 190
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 2 357 0 0 8 484
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 0 0 3 155
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 1 134 0 0 3 256
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 0 4 14
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 1 2 54
The Macroeconomics of Latin America 0 0 0 0 0 0 1 277
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 1 1 1 77
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 2 88 0 1 5 122
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 1 1 3 187
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 1 5 499
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 1 56 0 0 2 92
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 1 2 84 0 2 5 268
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 1 1 87 0 1 4 117
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 0 1 5 121
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 41 0 3 5 168
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 1 1 2 76 1 1 2 245
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 2 2 4 407
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 0 2 214
Una Reforma Fiscal para España 0 0 6 204 0 0 13 460
Uniform Priors for Impulse Responses 0 0 0 8 0 0 0 8
Uniform Priors for Impulse Responses 0 0 0 5 0 1 7 30
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 0 2 1,336
Total Working Papers 13 105 253 21,526 76 205 936 57,140
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ABCs (and Ds) of Understanding VARs 0 0 7 997 2 3 22 2,574
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 2 45 3 4 9 175
Cointegrated TFP processes and international business cycles 0 0 0 124 2 2 8 436
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 1 7 0 0 2 17
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 7 593 1 1 15 1,208
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 2 265 0 0 6 629
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 0 1 3 260
Comparing solution methods for dynamic equilibrium economies 0 4 23 894 2 10 60 2,005
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 1 5 710 0 3 24 1,822
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 91 0 0 3 383
Economic and VAR Shocks: What Can Go Wrong? 0 0 1 73 0 0 4 257
Estimating Macroeconomic Models: A Likelihood Approach 2 3 11 381 7 11 33 930
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 2 180 0 0 9 635
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 2 2 6 289
Fiscal Volatility Shocks and Economic Activity 0 3 10 211 2 8 32 888
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 0 1 155
Inference in Bayesian Proxy-SVARs 0 1 9 45 3 9 41 155
Inflation persistence: how much can we explain? 0 0 0 46 0 1 6 177
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 262 2 3 8 921
MEDEA: a DSGE model for the Spanish economy 1 1 1 94 3 4 13 299
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 1 3 1 4 7 16
Narrative Sign Restrictions for SVARs 2 4 19 138 7 16 74 681
Nonlinear adventures at the zero lower bound 0 1 7 173 1 2 17 538
On the solution of the growth model with investment-specific technological change 0 0 3 35 0 1 6 109
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 1 3 112
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 1 3 62 1 3 7 196
Reading the recent monetary history of the United States, 1959-2007 0 0 1 56 0 1 7 342
Risk Matters: The Real Effects of Volatility Shocks 0 2 6 418 1 3 18 1,500
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 1 35 0 0 2 96
Solving DSGE models with perturbation methods and a change of variables 0 1 5 224 0 3 19 649
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 8 21 79 1,120 16 57 196 2,496
Structural scenario analysis with SVARs 4 12 68 276 14 34 184 777
Supply-Side Policies and the Zero Lower Bound 0 0 2 37 0 1 6 139
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 1 3 6 190 1 3 14 639
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 7 18 0 1 15 40
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 3 83 2 4 17 346
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 3 3 10 1,200
The systematic component of monetary policy in SVARs: An agnostic identification procedure 3 5 20 316 9 21 74 839
The term structure of interest rates in a DSGE model with recursive preferences 0 0 2 255 4 23 41 889
Two Books on the New Macroeconometrics 1 2 4 205 3 6 13 557
Total Journal Articles 22 65 320 9,186 92 249 1,035 26,376

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Structural Are Structural Parameters? 0 0 0 124 0 0 6 463
Total Chapters 0 0 0 124 0 0 6 463

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 1 5 1,581 2 4 12 4,928
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 2 307 0 0 6 584
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 2 11 1,241 2 7 23 1,961
Finite Elements Method 0 0 5 657 1 2 11 2,400
Linear and Log-Linear Approximation 0 0 2 1,713 2 3 11 5,560
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 0 1,115 0 0 2 2,899
Perturbation (2nd and 5th order) 0 1 3 385 1 2 5 1,063
Value Function Iteration 0 2 2 2,611 0 3 8 5,345
Total Software Items 0 6 30 9,610 8 21 78 24,740

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