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 10 28 28 28 8 30 30 30
Bargaining Shocks and Aggregate Fluctuations 0 0 0 10 1 5 10 30
Bargaining Shocks and Aggregate Fluctuations 0 0 1 40 0 13 21 79
Bargaining Shocks and Aggregate Fluctuations 0 0 0 30 0 4 5 52
Bayesian Estimation of DSGE Models 0 0 1 227 1 7 14 313
Bayesian estimation of DSGE models 0 0 1 379 4 20 35 947
Bayesian estimation of DSGE models: An update 0 0 34 34 3 14 26 26
Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence 0 0 0 25 8 14 18 69
Bubbles, Crashes, and Economic Growth: Theory and Evidence 2 3 8 22 5 9 27 58
Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence 0 0 1 9 1 7 13 25
Chronos-2: From Univariate to Universal Forecasting 0 14 14 14 8 29 29 29
Common and idiosyncratic disturbances in developed small open economies 0 1 1 47 3 10 14 143
Common factors in small open economies: inference and consequences 0 1 1 45 2 8 10 161
Do uncertainty and technology drive exchange rates? 0 0 0 41 3 8 11 116
Dynamics of investment, debt, and default 0 2 3 113 0 9 14 197
Endogenous Productivity, Exchange Rates, and Sudden Stops 0 0 0 0 0 3 6 140
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 2 99 4 13 28 162
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 6 8 71
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 1 6 11 94
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 1 5 6 249
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 1 5 11 88
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 0 2 7 90
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 3 4 7 87
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 1 7 9 111
Exchange Rate Disconnect Revisited 0 0 2 9 0 5 14 29
Exchange Rate Disconnect Revisited 0 0 2 43 5 18 38 177
Exchange Rates and Endogenous Productivity 0 0 1 34 3 8 16 88
Filtering with Limited Information 0 0 0 0 3 8 11 12
Filtering with Limited Information 0 0 1 1 1 4 9 19
Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model 0 0 2 24 2 10 19 43
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 0 10 22 424
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 0 2 14 1,065
Fiscal Volatility Shocks and Economic Activity 0 1 2 36 1 6 10 248
Fiscal volatility shocks and economic activity 0 0 0 89 1 5 10 508
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 7 15 19 170
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 6 18 19 137
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 6 12 15 402
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 6 8 203
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 1 6 8 254
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 2 8 8 137
Frequentist inference in weakly identified DSGE models 0 1 1 110 0 6 11 241
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 0 7 15 112
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 1 3 3 70
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 4 8 165
Impulse response matching estimators for DSGE models 0 0 1 95 2 6 8 175
Impulse response matching estimators for DSGE models 0 0 2 34 0 3 10 74
Interest rates and prices in an inventory model of money with credit 0 0 0 14 0 6 7 70
Liquidity Shocks and Asset Prices 0 0 0 163 0 6 9 341
Liquidity, Trends and the Great Recession 0 1 1 30 3 13 17 88
Liquidity, Trends, and the Great Recession 0 0 0 14 1 6 9 76
Lliquidity, trends, and the great recession 0 1 2 114 3 7 14 206
Lopsided Interest Rates in International Borrowing Markets 0 0 10 10 0 8 29 29
Macroeconomic Forecasting in Times of Crises 0 0 0 82 2 4 5 171
Municipal Bonds, Default, and Migration in General Equilibrium 1 1 1 44 2 7 9 128
Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle 0 0 0 79 3 8 9 270
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 0 4 8 553
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 7 51 55 242
Nonlinear adventures at the zero lower bound 0 1 1 133 0 8 12 374
On Liquidity Shocks and Asset Prices 0 0 0 44 1 4 6 73
On Regional Borrowing, Default, and Migration 0 0 0 28 0 3 5 50
On Regional Borrowing, Migration, and Default 0 0 0 22 2 4 9 95
Political Distribution Risk and Aggregate Fluctuations 0 1 1 43 0 9 13 63
Political Distribution Risk and Aggregate Fluctuations 0 0 0 27 1 6 9 86
Political Distribution Risk and Business Cycles 0 0 0 60 0 8 10 101
Public Debt, Private Pain: Regional Borrowing, Default, and Migration 0 1 2 19 3 11 15 37
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 2 6 8 151
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 3 8 9 97
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 3 3 5 145
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 5 9 14 157
Recurrent Bubbles and Economic Growth 0 1 1 2 1 5 7 11
Recurrent Bubbles and Economic Growth 0 0 0 22 0 3 5 47
Recurrent Bubbles and Economic Growth 0 2 3 21 2 10 17 80
Recurrent Bubbles, Economic Fluctuations, and Growth 0 0 0 80 1 9 12 225
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 46 52 413
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 4 10 21 1,275
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 1 4 7 198
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 6 19 33 415
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 0 5 9 236
Sovereign Default Intensity and Noise Bargaining 0 0 0 0 2 4 6 6
Sovereign default intensity and noise bargaining 0 0 7 7 2 11 13 13
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 1 4 9 133
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 5 9 135
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 5 8 320
Supply-side policies and the zero lower bound 0 0 0 70 0 7 8 198
The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model 0 0 0 153 0 14 16 299
The implications of inflation in an estimated New-Keynesian model 0 0 0 58 0 8 12 134
The macroeconomic implications of the Gen-AI economy 1 3 5 33 7 24 49 96
Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics 0 0 0 49 0 7 9 286
Uncertainty Shocks and Business Cycle Research 0 0 1 77 0 6 11 148
What You Match Does Matter: The Effects of Data on DSGE Estimation 0 0 0 237 0 2 7 514
What you match does matter: The effect of observables on DSGE 0 0 0 0 0 5 7 42
Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory 0 0 0 191 4 9 11 810
fev-bench: A Realistic Benchmark for Time Series Forecasting 0 0 0 0 2 15 15 15
Total Working Papers 14 63 157 6,225 173 844 1,304 17,772
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 0 8 14 56
Bargaining shocks and aggregate fluctuations 0 0 1 10 1 8 15 63
Bubbles, Crashes, and Economic Growth: Theory and Evidence 2 2 2 16 3 10 19 80
Common and idiosyncratic disturbances in developed small open economies 0 0 1 24 0 1 10 170
Dynamics of Investment, Debt, and Default 1 1 4 145 6 11 29 440
Economic Development and Heterogeneity in the Great Moderation among the States 0 0 0 27 4 12 14 127
Economic Development and Volatility among the States 0 0 0 31 2 7 9 113
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 2 39 0 9 26 148
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 1 3 10 296
Financial frictions, trends, and the great recession 0 0 3 10 1 6 11 56
Fiscal Volatility Shocks and Economic Activity 0 1 7 212 3 14 41 914
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 0 3 6 73
How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults? 0 0 1 8 0 3 7 25
Impulse response matching estimators for DSGE models 0 0 1 36 2 6 13 159
Interest rates and prices in an inventory model of money with credit 0 0 0 15 2 8 18 79
Money demand heterogeneity and the great moderation 0 0 0 76 2 5 10 247
Nonlinear adventures at the zero lower bound 0 0 1 173 1 6 20 554
On regional borrowing, default, and migration 0 0 3 7 1 11 18 26
Parallel Computation of Sovereign Default Models 0 0 0 1 0 5 11 20
Politics and Income Distribution 0 0 0 5 1 4 8 19
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 1 8 9 350
Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply 0 0 0 63 1 3 12 186
Risk Matters: The Real Effects of Volatility Shocks 0 0 3 418 0 9 24 1,518
Risk and uncertainty 1 1 3 500 7 14 25 1,300
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 1 8 10 147
The economics of small open economies 1 2 2 77 3 13 22 352
The implications of inflation in an estimated new Keynesian model 0 0 0 49 1 5 10 187
Uncertainty Shocks and Business Cycle Research 0 0 6 156 2 8 33 566
What you match does matter: the effects of data on DSGE estimation 0 0 1 189 8 14 28 474
Total Journal Articles 5 7 42 2,528 54 222 482 8,745


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 0 4 77 0 10 17 189
Total Chapters 0 0 4 77 0 10 17 189


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 10 23 327 5 33 55 526
Total Software Items 4 10 23 327 5 33 55 526


Statistics updated 2026-03-04