Access Statistics for Pablo A. Guerron

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear Dynamic Factor Model for Financial and Macroeconomic Data 18 18 18 18 22 22 22 22
Bargaining Shocks and Aggregate Fluctuations 0 0 1 40 10 18 21 79
Bargaining Shocks and Aggregate Fluctuations 0 0 0 30 3 4 5 52
Bargaining Shocks and Aggregate Fluctuations 0 0 0 10 1 7 11 29
Bayesian Estimation of DSGE Models 0 0 1 227 3 8 13 312
Bayesian estimation of DSGE models 0 1 1 379 9 18 34 943
Bayesian estimation of DSGE models: An update 0 2 34 34 9 16 23 23
Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence 0 0 0 25 6 7 10 61
Bubbles, Crashes, and Economic Growth: Theory and Evidence 0 2 6 20 2 7 22 53
Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence 0 0 2 9 4 8 13 24
Chronos-2: From Univariate to Universal Forecasting 8 14 14 14 10 21 21 21
Common and idiosyncratic disturbances in developed small open economies 0 1 1 47 5 8 11 140
Common factors in small open economies: inference and consequences 0 1 1 45 4 7 8 159
Do uncertainty and technology drive exchange rates? 0 0 0 41 2 6 8 113
Dynamics of investment, debt, and default 1 2 3 113 7 9 14 197
Endogenous Productivity, Exchange Rates, and Sudden Stops 0 0 0 0 2 4 7 140
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 2 99 6 12 24 158
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 2 4 5 248
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 5 8 10 93
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 3 7 90
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 5 8 8 71
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 2 8 10 87
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 1 2 4 84
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 3 7 9 110
Exchange Rate Disconnect Revisited 0 1 2 43 8 18 35 172
Exchange Rate Disconnect Revisited 0 1 3 9 3 8 16 29
Exchange Rates and Endogenous Productivity 0 0 1 34 3 9 14 85
Filtering with Limited Information 0 0 1 1 2 4 8 18
Filtering with Limited Information 0 0 0 0 4 5 8 9
Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model 0 0 2 24 7 10 17 41
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 1 4 14 1,065
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 5 15 22 424
Fiscal Volatility Shocks and Economic Activity 0 1 2 36 3 6 9 247
Fiscal volatility shocks and economic activity 0 0 0 89 4 5 9 507
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 7 9 14 163
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 6 6 9 396
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 4 7 8 203
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 11 12 13 131
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 4 7 7 253
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 4 6 7 135
Frequentist inference in weakly identified DSGE models 0 1 1 110 2 7 11 241
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 3 4 9 165
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 2 2 2 69
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 3 7 16 112
Impulse response matching estimators for DSGE models 0 0 1 95 3 5 6 173
Impulse response matching estimators for DSGE models 0 0 2 34 3 5 10 74
Interest rates and prices in an inventory model of money with credit 0 0 0 14 4 6 7 70
Liquidity Shocks and Asset Prices 0 0 1 163 4 7 10 341
Liquidity, Trends and the Great Recession 1 1 1 30 6 11 15 85
Liquidity, Trends, and the Great Recession 0 0 0 14 4 5 8 75
Lliquidity, trends, and the great recession 1 1 2 114 2 6 11 203
Lopsided Interest Rates in International Borrowing Markets 0 0 10 10 3 10 29 29
Macroeconomic Forecasting in Times of Crises 0 0 0 82 1 2 3 169
Municipal Bonds, Default, and Migration in General Equilibrium 0 0 0 43 3 5 7 126
Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle 0 0 0 79 3 6 6 267
Nonlinear Adventures at the Zero Lower Bound 0 1 1 51 8 47 49 235
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 4 5 8 553
Nonlinear adventures at the zero lower bound 0 1 1 133 2 11 12 374
On Liquidity Shocks and Asset Prices 0 0 0 44 2 4 5 72
On Regional Borrowing, Default, and Migration 0 0 0 28 3 5 5 50
On Regional Borrowing, Migration, and Default 0 0 0 22 1 6 7 93
Political Distribution Risk and Aggregate Fluctuations 0 0 0 27 4 5 8 85
Political Distribution Risk and Aggregate Fluctuations 0 1 1 43 4 12 14 63
Political Distribution Risk and Business Cycles 0 0 0 60 6 8 11 101
Public Debt, Private Pain: Regional Borrowing, Default, and Migration 0 1 2 19 7 9 12 34
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 3 5 6 94
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 3 6 6 149
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 1 2 142
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 2 4 9 152
Recurrent Bubbles and Economic Growth 0 1 1 2 2 5 6 10
Recurrent Bubbles and Economic Growth 0 0 0 22 3 4 5 47
Recurrent Bubbles and Economic Growth 0 2 3 21 5 12 16 78
Recurrent Bubbles, Economic Fluctuations, and Growth 0 0 0 80 6 8 12 224
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 10 19 27 409
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 2 3 6 197
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 17 48 52 413
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 3 7 17 1,271
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 2 5 9 236
Sovereign Default Intensity and Noise Bargaining 0 0 0 0 1 4 4 4
Sovereign default intensity and noise bargaining 0 7 7 7 3 11 11 11
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 1 5 9 135
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 3 5 8 132
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 4 5 8 320
Supply-side policies and the zero lower bound 0 0 0 70 4 7 8 198
The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model 0 0 0 153 5 15 16 299
The implications of inflation in an estimated New-Keynesian model 0 0 0 58 6 9 12 134
The macroeconomic implications of the Gen-AI economy 2 2 7 32 11 21 47 89
Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics 0 0 0 49 4 7 11 286
Uncertainty Shocks and Business Cycle Research 0 0 1 77 4 7 11 148
What You Match Does Matter: The Effects of Data on DSGE Estimation 0 0 0 237 1 4 7 514
What you match does matter: The effect of observables on DSGE 0 0 0 0 3 5 7 42
Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory 0 0 0 191 1 6 7 806
fev-bench: A Realistic Benchmark for Time Series Forecasting 0 0 0 0 9 13 13 13
Total Working Papers 31 63 149 6,211 405 804 1,163 17,599
1 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
Asymmetric business cycles and sovereign default 0 0 0 12 6 10 14 56
Bargaining shocks and aggregate fluctuations 0 0 1 10 7 8 15 62
Bubbles, Crashes, and Economic Growth: Theory and Evidence 0 0 0 14 4 8 17 77
Common and idiosyncratic disturbances in developed small open economies 0 0 1 24 1 3 10 170
Dynamics of Investment, Debt, and Default 0 1 4 144 5 9 25 434
Economic Development and Heterogeneity in the Great Moderation among the States 0 0 0 27 6 8 12 123
Economic Development and Volatility among the States 0 0 0 31 4 7 8 111
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 2 39 6 11 27 148
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 2 3 10 295
Financial frictions, trends, and the great recession 0 0 3 10 4 6 10 55
Fiscal Volatility Shocks and Economic Activity 0 1 7 212 6 20 42 911
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 3 4 6 73
How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults? 0 0 1 8 2 3 8 25
Impulse response matching estimators for DSGE models 0 0 1 36 4 4 11 157
Interest rates and prices in an inventory model of money with credit 0 0 0 15 4 11 16 77
Money demand heterogeneity and the great moderation 0 0 0 76 3 5 8 245
Nonlinear adventures at the zero lower bound 0 0 3 173 5 7 22 553
On regional borrowing, default, and migration 0 0 3 7 8 10 17 25
Parallel Computation of Sovereign Default Models 0 0 0 1 3 7 11 20
Politics and Income Distribution 0 0 0 5 1 4 7 18
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 5 7 9 349
Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply 0 0 0 63 2 5 11 185
Risk Matters: The Real Effects of Volatility Shocks 0 0 3 418 6 9 28 1,518
Risk and uncertainty 0 0 2 499 2 7 18 1,293
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 5 7 10 146
The economics of small open economies 0 1 1 76 5 13 19 349
The implications of inflation in an estimated new Keynesian model 0 0 0 49 2 5 9 186
Uncertainty Shocks and Business Cycle Research 0 0 8 156 4 7 37 564
What you match does matter: the effects of data on DSGE estimation 0 0 1 189 6 10 20 466
Total Journal Articles 0 3 43 2,523 121 218 457 8,691


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian estimation of DSGE models 0 1 4 77 6 11 18 189
Total Chapters 0 1 4 77 6 11 18 189


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Dynamics of Investment, Debt, and Default" 4 6 22 323 25 31 54 521
Total Software Items 4 6 22 323 25 31 54 521


Statistics updated 2026-02-12