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
Bargaining Shocks and Aggregate Fluctuations 0 0 1 40 5 7 9 66
Bargaining Shocks and Aggregate Fluctuations 0 0 0 10 3 4 7 25
Bargaining Shocks and Aggregate Fluctuations 0 0 0 30 0 0 2 48
Bayesian Estimation of DSGE Models 0 1 1 227 2 4 8 306
Bayesian estimation of DSGE models 1 1 1 379 2 7 21 927
Bayesian estimation of DSGE models: An update 2 34 34 34 5 12 12 12
Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence 0 0 0 25 1 2 4 55
Bubbles, Crashes, and Economic Growth: Theory and Evidence 1 1 6 19 3 4 19 49
Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence 0 1 2 9 2 5 7 18
Common and idiosyncratic disturbances in developed small open economies 0 0 0 46 1 1 4 133
Common factors in small open economies: inference and consequences 0 0 0 44 1 2 2 153
Do uncertainty and technology drive exchange rates? 0 0 0 41 1 2 3 108
Dynamics of investment, debt, and default 0 0 1 111 0 3 5 188
Endogenous Productivity, Exchange Rates, and Sudden Stops 0 0 0 0 1 2 4 137
Estimating DSGE Models: Recent Advances and Future Challenges 0 1 2 99 3 6 15 149
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 4 4 7 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 2 2 3 65
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 3 5 6 88
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 3 5 88
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 1 1 244
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 1 1 3 83
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 74 1 2 4 104
Exchange Rate Disconnect Revisited 1 1 3 9 3 5 11 24
Exchange Rate Disconnect Revisited 1 1 2 43 5 10 25 159
Exchange Rates and Endogenous Productivity 0 0 1 34 4 5 11 80
Filtering with Limited Information 0 0 1 1 1 2 5 15
Filtering with Limited Information 0 0 0 0 0 3 3 4
Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model 0 0 2 24 2 4 10 33
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 5 8 14 414
Fiscal Volatility Shocks and Economic Activity 0 0 2 35 1 1 5 242
Fiscal Volatility Shocks and Economic Activity 0 1 1 370 2 6 14 1,063
Fiscal volatility shocks and economic activity 0 0 0 89 1 1 5 503
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 1 1 7 155
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 1 2 2 197
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 0 1 4 390
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 1 2 119
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 2 2 4 248
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 1 129
Frequentist inference in weakly identified DSGE models 0 0 0 109 1 3 6 235
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 2 6 161
Impulse Response Matching Estimators for DSGE Models 0 3 4 63 0 7 11 105
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse response matching estimators for DSGE models 0 0 2 34 2 3 7 71
Impulse response matching estimators for DSGE models 0 0 1 95 1 1 2 169
Interest rates and prices in an inventory model of money with credit 0 0 0 14 0 0 1 64
Liquidity Shocks and Asset Prices 0 0 1 163 1 1 4 335
Liquidity, Trends and the Great Recession 0 0 0 29 1 1 8 75
Liquidity, Trends, and the Great Recession 0 0 0 14 0 2 4 70
Lliquidity, trends, and the great recession 0 0 1 113 2 5 8 199
Lopsided Interest Rates in International Borrowing Markets 0 0 10 10 2 7 21 21
Macroeconomic Forecasting in Times of Crises 0 0 0 82 0 1 1 167
Municipal Bonds, Default, and Migration in General Equilibrium 0 0 0 43 0 0 2 121
Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle 0 0 0 79 1 1 1 262
Nonlinear Adventures at the Zero Lower Bound 1 1 1 51 3 3 5 191
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 1 3 6 549
Nonlinear adventures at the zero lower bound 0 0 0 132 3 4 5 366
On Liquidity Shocks and Asset Prices 0 0 0 44 1 1 2 69
On Regional Borrowing, Default, and Migration 0 0 0 28 2 2 2 47
On Regional Borrowing, Migration, and Default 0 0 0 22 4 5 5 91
Political Distribution Risk and Aggregate Fluctuations 0 0 0 42 3 4 5 54
Political Distribution Risk and Aggregate Fluctuations 0 0 0 27 0 2 3 80
Political Distribution Risk and Business Cycles 0 0 0 60 0 1 3 93
Public Debt, Private Pain: Regional Borrowing, Default, and Migration 0 0 1 18 1 1 4 26
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 1 1 3 142
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 0 101 2 2 2 145
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 0 4 5 148
Recurrent Bubbles and Economic Growth 0 0 0 1 1 1 2 6
Recurrent Bubbles and Economic Growth 0 0 0 22 1 1 2 44
Recurrent Bubbles and Economic Growth 0 0 1 19 4 5 8 70
Recurrent Bubbles, Economic Fluctuations, and Growth 0 0 0 80 0 1 5 216
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 6 7 14 396
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 2 6 7 367
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 1 9 12 1,265
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 1 4 194
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 0 1 4 231
Sovereign Default Intensity and Noise Bargaining 0 0 0 0 2 2 2 2
Sovereign default intensity and noise bargaining 7 7 7 7 2 2 2 2
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 2 3 6 129
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 0 7 315
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 2 5 130
Supply-side policies and the zero lower bound 0 0 0 70 0 1 1 191
The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model 0 0 0 153 1 1 2 285
The implications of inflation in an estimated New-Keynesian model 0 0 0 58 1 3 5 126
The macroeconomic implications of the Gen-AI economy 0 0 6 30 4 9 35 72
Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics 0 0 0 49 0 2 4 279
Uncertainty Shocks and Business Cycle Research 0 0 1 77 1 3 7 142
What You Match Does Matter: The Effects of Data on DSGE Estimation 0 0 0 237 2 2 5 512
What you match does matter: The effect of observables on DSGE 0 0 0 0 0 0 2 37
Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory 0 0 0 191 1 2 2 801
fev-bench: A Realistic Benchmark for Time Series Forecasting 0 0 0 0 0 0 0 0
Total Working Papers 14 53 105 6,162 133 262 551 16,928
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 2 3 6 48
Bargaining shocks and aggregate fluctuations 0 0 1 10 1 2 8 55
Bubbles, Crashes, and Economic Growth: Theory and Evidence 0 0 0 14 1 2 12 70
Common and idiosyncratic disturbances in developed small open economies 0 0 1 24 2 4 11 169
Dynamics of Investment, Debt, and Default 1 3 6 144 4 8 25 429
Economic Development and Heterogeneity in the Great Moderation among the States 0 0 0 27 0 0 4 115
Economic Development and Volatility among the States 0 0 0 31 2 2 3 106
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 3 39 2 4 20 139
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 1 4 8 293
Financial frictions, trends, and the great recession 0 0 3 10 1 1 5 50
Fiscal Volatility Shocks and Economic Activity 0 0 6 211 9 11 33 900
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 1 1 3 70
How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults? 0 0 1 8 0 1 5 22
Impulse response matching estimators for DSGE models 0 1 1 36 0 2 8 153
Interest rates and prices in an inventory model of money with credit 0 0 0 15 5 8 10 71
Money demand heterogeneity and the great moderation 0 0 0 76 2 3 5 242
Nonlinear adventures at the zero lower bound 0 0 4 173 2 6 19 548
On regional borrowing, default, and migration 0 0 3 7 0 2 8 15
Parallel Computation of Sovereign Default Models 0 0 1 1 2 5 7 15
Politics and Income Distribution 0 0 0 5 1 3 4 15
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 0 0 3 342
Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply 0 0 0 63 3 8 9 183
Risk Matters: The Real Effects of Volatility Shocks 0 0 5 418 0 8 24 1,509
Risk and uncertainty 0 0 2 499 0 2 12 1,286
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 0 3 139
The economics of small open economies 0 0 0 75 3 6 9 339
The implications of inflation in an estimated new Keynesian model 0 0 0 49 1 3 6 182
Uncertainty Shocks and Business Cycle Research 0 1 12 156 1 7 39 558
What you match does matter: the effects of data on DSGE estimation 0 1 1 189 4 9 14 460
Total Journal Articles 1 6 52 2,521 50 115 323 8,523

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian estimation of DSGE models 1 2 5 77 1 3 10 179
Total Chapters 1 2 5 77 1 3 10 179

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" 0 2 18 317 3 7 33 493
Total Software Items 0 2 18 317 3 7 33 493

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Statistics updated 2025-12-06