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, B, C's (and D)'s for Understanding VARs 1 1 6 453 4 5 14 1,153
A, B, C’s (And D’s) For Understanding VARS 0 0 2 1,081 0 1 6 2,498
A, B, C’s, (and D’s) for understanding VARs 1 1 2 241 3 3 5 642
A,B,C's (and D's)'s for Understanding VARS 1 1 3 736 1 1 5 1,168
A,B,C's (and D's)'s for Understanding VARS 0 0 0 266 2 2 4 600
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 1 26 2 3 7 51
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 2 17 0 0 3 43
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 0 3 22
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 1 2 4 235
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 1 31 0 1 3 103
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 75 0 0 1 200
Cointegrated TFP processes and international business cycles 0 0 0 81 0 0 0 193
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 0 1 1 108
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 404 0 2 6 750
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 367 0 0 1 1,019
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 434 0 0 4 825
Comparing dynamic equilibrium economies to data 0 0 0 93 0 1 2 493
Comparing solution methods for dynamic equilibrium economies 2 3 6 789 3 4 7 1,742
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 1 1 168
Computing DSGE Models with Recursive Preferences 0 1 2 230 0 2 5 774
Computing DSGE Models with Recursive Preferences 0 0 0 135 0 1 1 324
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 1 3 6 423
Computing Models with Recursive Preferences 0 0 0 0 1 2 4 94
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 0 2 2 382
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 0 0 1 333
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 1 1 2 375
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 0 1 1 284
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 1 1 68
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 1 26 0 2 5 35
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 109 0 1 6 39
Does the Liquidity Trap Exist? 0 0 2 26 3 5 13 53
Does the Liquidity Trap Exist? 0 0 0 15 1 1 5 55
Does the liquidity trap exist? 0 0 1 59 1 4 10 141
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 0 0 590
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 0 1 2 188
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 1 4 187 0 4 11 743
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 116 0 0 3 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 1 3 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 0 1 80
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 0 1 243
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 84 0 1 3 77
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 1 2 63
Estimating Hysteresis Effects 0 1 2 22 0 1 12 114
Estimating Hysteresis Effects 0 0 5 25 0 3 20 71
Estimating Hysteresis Effects 0 0 2 13 0 1 5 30
Estimating Macroeconomic Models: A Likelihood Approach 0 1 2 424 0 2 10 1,318
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 1 2 5 633
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 106 0 0 1 364
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 1 1 272 0 1 1 616
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 164 0 0 3 610
Estimating dynamic equilibrium models with stochastic volatility 0 1 2 74 1 2 5 102
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 0 1 1 224
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 0 0 0 309
Fiscal Volatility Shocks and Economic Activity 0 0 2 110 0 2 6 402
Fiscal Volatility Shocks and Economic Activity 0 0 1 369 0 2 13 1,051
Fiscal Volatility Shocks and Economic Activity 0 1 1 34 0 1 1 238
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 0 1 1 273
Fiscal volatility shocks and economic activity 0 0 2 89 0 0 6 498
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 25 2 3 9 151
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 1 2 118
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 3 109 0 1 7 387
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 0 2 6 246
How Structural Are Structural Parameters? 0 0 0 282 1 2 2 891
How Structural Are Structural Parameters? 0 0 0 108 0 0 1 319
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 3 3 1 2 10 10
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 2 72 0 0 3 164
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 1 5 78 0 5 40 262
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 47 0 1 2 230
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 3 104 4 6 17 394
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 2 107 1 2 7 236
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 3 9 505 6 16 35 1,556
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 2 8 126 2 5 17 358
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 63 0 0 4 152
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 15 15 0 4 26 27
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 1 2 4 5 5
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 1 53
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 1 4 65
Inference in Bayesian Proxy-SVARs 0 0 1 91 0 0 3 252
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 0 0 185
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 1 2 3 124 2 4 13 341
Los Ingresos Públicos en España 0 0 5 101 0 2 8 180
MEDEA: A DSGE Model for the Spanish Economy 0 0 1 133 1 1 3 344
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 2 2 2 341
MEDEA: A DSGE Model for the Spanish Economy 0 0 1 189 0 1 3 368
Macroeconomic Effects of Taxes on Banking 0 0 0 28 0 1 5 66
Macroeconomic Effects of Taxes on Banking 3 3 5 64 4 6 15 211
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 2 3 113
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 274 0 1 6 802
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 33 1 3 6 203
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 3 6 17 561
Markov-switching structural vector autoregressions: theory and application 0 3 4 556 0 5 10 1,072
Narrative Sign Restrictions for SVARs 0 1 2 106 3 7 11 206
Narrative Sign Restrictions for SVARs 0 4 6 146 0 7 11 251
Narrative Sign Restrictions for SVARs 0 1 4 95 2 6 14 203
Nominal versus real wage rigidities: A Bayesian approach 0 0 0 281 1 1 3 916
Nonlinear Adventures at the Zero Lower Bound 0 0 0 50 1 1 2 187
Nonlinear Adventures at the Zero Lower Bound 0 0 1 159 0 2 7 545
Nonlinear adventures at the zero lower bound 0 0 0 132 0 1 3 362
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 0 1 1 54
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 0 1 2 16
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 1 2 3 37
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 1 1 1 1 3 9
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 1 1 16
On the solution of the growth model with investment-specific technological change 0 1 1 116 1 2 2 273
Optimal Minimum Wage 0 0 0 0 0 2 4 419
Optimal minimum wage in a competitive economy 0 0 0 60 0 1 2 331
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 0 1 1 70
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 95 1 1 3 263
Perturbation Methods for Markov-Switching DSGE Models 0 1 1 48 1 6 7 150
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 92 2 2 6 186
Perturbation Methods for Markov-Switching Models 0 0 0 0 1 1 2 201
Perturbation methods for Markov-switching DSGE model 0 1 7 207 1 2 16 611
Perturbation methods for Markov-switching DSGE models 0 0 0 50 1 1 1 156
Perturbation methods for Markov-switching DSGE models 0 0 1 77 0 2 4 199
Precautionary Saving and Aggregate Demand 0 0 2 152 1 1 9 305
Precautionary Saving and Aggregate Demand 0 0 1 53 1 2 4 219
Precautionary Saving and Aggregate Demand 0 0 0 37 0 0 1 69
Precautionary saving and aggregate demand 0 0 1 55 1 1 3 104
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 0 1 2 88
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 2 140
Reading the recent monetary history of the U.S., 1959-2007 0 0 1 93 0 0 1 143
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 1 4 361
Risk Matters: The Real Effects of Volatility Shocks 0 0 3 132 0 0 9 382
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 1 1 191
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 361 0 1 7 1,254
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 1 15 0 0 3 227
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 1 58 0 2 4 144
Solution and Estimation Methods for DSGE Models 0 0 2 29 1 5 18 183
Solution and Estimation Methods for DSGE Models 0 0 2 211 0 2 5 294
Solution and Estimation Methods for DSGE Models 0 4 11 299 2 11 34 666
Solving the new Keynesian model in continuous time 3 5 17 577 5 10 41 1,154
Some Results on the Solution of the Neoclassical Growth Model 0 0 2 170 0 1 5 471
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 1 3 10 530 2 6 25 1,017
Supply-Side Policies and the Zero Lower Bound 0 0 0 42 0 1 1 124
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 4 4 312
Supply-Side Policies and the Zero Lower Bound 0 0 0 36 0 1 1 126
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 2 2 357 1 4 7 482
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 2 134 1 2 4 256
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 0 3 3 155
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 1 2 4 14
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 1 1 1 53
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 0 180 0 2 4 497
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 1 2 186
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 0 0 76
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 3 88 0 2 5 121
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 1 1 1 56 1 1 2 91
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 1 1 3 83 1 2 5 266
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 86 0 2 11 115
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 2 2 2 72 2 4 10 120
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 3 41 0 0 5 165
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 1 1 1 75 1 1 2 244
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 1 2 2 214
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 159 1 2 3 405
Una Reforma Fiscal para España 4 5 12 203 9 10 25 459
Uniform Priors for Impulse Responses 0 0 0 8 0 0 0 8
Uniform Priors for Impulse Responses 0 0 0 5 0 1 6 27
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 0 4 1,336
Total Working Papers 24 64 254 21,390 108 315 954 56,776
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 4 4 10 995 8 11 27 2,568
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 2 44 2 2 8 170
Cointegrated TFP processes and international business cycles 0 0 0 124 2 2 7 434
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 1 6 0 0 2 16
Comparing New Keynesian models of the business cycle: A Bayesian approach 1 3 7 591 2 4 18 1,203
Comparing dynamic equilibrium models to data: a Bayesian approach 0 2 4 265 0 3 8 629
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 1 1 2 259
Comparing solution methods for dynamic equilibrium economies 1 5 31 888 3 13 77 1,984
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 5 709 2 5 29 1,818
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 91 0 1 3 383
Economic and VAR Shocks: What Can Go Wrong? 0 0 1 73 0 2 5 257
Estimating Macroeconomic Models: A Likelihood Approach 1 3 10 378 3 8 27 915
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 1 3 180 0 4 10 634
Estimating dynamic equilibrium models with stochastic volatility 1 1 5 110 1 1 12 286
Fiscal Volatility Shocks and Economic Activity 0 0 8 205 4 6 27 873
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 1 1 155
Inference in Bayesian Proxy-SVARs 0 2 14 43 4 11 41 141
Inflation persistence: how much can we explain? 0 0 0 46 2 4 5 176
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 262 1 2 7 917
MEDEA: a DSGE model for the Spanish economy 0 0 3 93 2 4 13 293
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 2 1 2 6 11
Narrative Sign Restrictions for SVARs 3 4 16 130 6 24 69 652
Nonlinear adventures at the zero lower bound 2 3 6 172 3 5 15 534
On the solution of the growth model with investment-specific technological change 0 1 4 35 0 1 6 108
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 1 5 111
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 1 4 60 1 3 10 192
Reading the recent monetary history of the United States, 1959-2007 0 0 1 56 1 2 6 341
Risk Matters: The Real Effects of Volatility Shocks 0 2 5 415 4 9 20 1,494
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 2 8 222 3 7 28 644
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 7 22 80 1,085 20 54 184 2,406
Structural scenario analysis with SVARs 6 14 73 249 13 37 210 711
Supply-Side Policies and the Zero Lower Bound 0 0 1 36 1 1 7 137
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 4 186 0 5 12 634
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 3 8 18 1 7 19 39
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 8 82 2 5 23 340
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 262 0 2 10 1,196
The systematic component of monetary policy in SVARs: An agnostic identification procedure 4 6 38 308 10 22 101 810
The term structure of interest rates in a DSGE model with recursive preferences 2 2 4 255 5 10 20 863
Two Books on the New Macroeconometrics 0 1 4 203 0 2 10 549
Total Journal Articles 32 83 372 9,065 108 284 1,092 25,979

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 2 124 0 0 10 462
Total Chapters 0 0 2 124 0 0 10 462

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 1 1 4 1,580 1 1 10 4,922
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 1 3 307 1 2 8 583
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 0 13 1,237 0 4 25 1,951
Finite Elements Method 0 3 7 657 0 4 12 2,396
Linear and Log-Linear Approximation 0 1 3 1,713 2 4 8 5,555
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 2 1,115 0 1 5 2,898
Perturbation (2nd and 5th order) 0 2 2 384 0 2 3 1,061
Value Function Iteration 0 0 3 2,609 1 4 8 5,341
Total Software Items 1 8 37 9,602 5 22 79 24,707

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Statistics updated 2025-03-03