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 2 4 36 36 3 8 57 57
Bargaining Shocks and Aggregate Fluctuations 0 0 0 30 0 0 7 55
Bargaining Shocks and Aggregate Fluctuations 0 0 1 41 0 1 24 83
Bargaining Shocks and Aggregate Fluctuations 0 0 0 10 1 1 15 36
Bayesian Estimation of DSGE Models 1 1 1 228 1 2 17 321
Bayesian estimation of DSGE models 0 0 2 380 0 2 32 954
Bayesian estimation of DSGE models: An update 1 1 37 37 1 1 39 39
Bounded Rationality as Limited Optimization: Stochastic Gradient Descent Agents in Macroeconomic Models 0 2 15 15 7 14 25 25
Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence 0 0 0 25 2 3 23 76
Bubbles, Crashes, and Economic Growth: Theory and Evidence 0 0 5 23 0 0 20 65
Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence 0 0 0 9 2 2 15 30
Chronos-2: From Univariate to Universal Forecasting 0 2 20 20 3 10 70 70
Common and idiosyncratic disturbances in developed small open economies 0 0 1 47 0 0 14 146
Common factors in small open economies: inference and consequences 0 0 1 45 0 1 12 163
Do uncertainty and technology drive exchange rates? 0 0 0 41 0 0 11 117
Dynamics of investment, debt, and default 0 0 3 114 2 3 18 204
Endogenous Productivity, Exchange Rates, and Sudden Stops 0 0 0 0 0 0 10 146
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 0 99 2 8 32 176
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 1 12 255
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 117 0 0 8 94
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 0 13 96
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 85 0 1 14 93
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 2 3 10 92
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 0 11 74
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 1 1 13 115
Exchange Rate Disconnect Revisited 0 0 1 9 1 5 18 38
Exchange Rate Disconnect Revisited 1 1 3 45 2 7 44 195
Exchange Rates and Endogenous Productivity 0 1 1 35 0 2 19 94
Filtering with Limited Information 13 13 13 13 4 5 18 21
Filtering with Limited Information 0 0 0 1 0 1 10 23
Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model 0 0 0 24 0 0 20 50
Fiscal Volatility Shocks and Economic Activity 0 0 0 370 1 1 12 1,072
Fiscal Volatility Shocks and Economic Activity 0 0 1 36 0 3 14 255
Fiscal Volatility Shocks and Economic Activity 0 0 0 111 3 4 28 435
Fiscal volatility shocks and economic activity 0 0 0 89 0 1 13 515
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 0 26 0 0 21 175
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 2 12 207
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 0 22 140
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 0 1 17 406
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 1 60 0 0 14 260
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 13 142
Frequentist inference in weakly identified DSGE models 0 0 1 110 0 0 11 244
Impulse Response Matching Estimators for DSGE Models 0 0 1 46 1 5 18 177
Impulse Response Matching Estimators for DSGE Models 0 0 0 63 0 1 15 116
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 1 5 72
Impulse response matching estimators for DSGE models 0 0 0 34 0 1 10 79
Impulse response matching estimators for DSGE models 0 0 0 95 0 2 11 179
Interest rates and prices in an inventory model of money with credit 0 0 0 14 0 1 11 75
Liquidity Shocks and Asset Prices 0 0 0 163 1 1 11 345
Liquidity, Trends and the Great Recession 0 0 1 30 0 1 19 93
Liquidity, Trends, and the Great Recession 0 0 0 14 0 1 15 83
Lliquidity, trends, and the great recession 0 0 1 114 0 1 15 210
Lopsided Interest Rates in International Borrowing Markets 0 0 1 11 0 2 22 39
Macroeconomic Forecasting in Times of Crises 0 0 0 82 0 0 11 177
Municipal Bonds, Default, and Migration in General Equilibrium 0 0 1 44 0 0 10 131
Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle 0 0 0 79 2 3 13 274
Nonlinear Adventures at the Zero Lower Bound 0 0 1 160 1 4 17 564
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 0 0 55 243
Nonlinear adventures at the zero lower bound 0 0 1 133 1 1 18 380
On Liquidity Shocks and Asset Prices 0 0 0 44 0 0 7 75
On Regional Borrowing, Default, and Migration 0 0 0 28 0 0 9 54
On Regional Borrowing, Migration, and Default 0 0 0 22 0 0 15 101
Political Distribution Risk and Aggregate Fluctuations 0 0 0 27 0 1 13 91
Political Distribution Risk and Aggregate Fluctuations 0 0 1 43 0 0 19 69
Political Distribution Risk and Business Cycles 0 0 0 60 1 1 18 110
Public Debt, Private Pain: Regional Borrowing, Default, and Migration 0 0 1 19 1 1 21 46
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 0 0 16 159
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 4 9 150
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 1 2 13 102
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 1 1 12 159
Recurrent Bubbles and Economic Growth 0 0 2 21 2 2 24 90
Recurrent Bubbles and Economic Growth 0 0 1 2 0 0 7 12
Recurrent Bubbles and Economic Growth 0 0 0 22 0 0 8 51
Recurrent Bubbles, Economic Fluctuations, and Growth 0 0 0 80 1 1 16 231
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 362 0 0 30 1,286
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 0 16 209
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 3 60 423
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 133 0 1 41 430
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 1 2 16 246
Sovereign Default Intensity and Noise Bargaining 0 0 0 0 1 1 12 12
Sovereign default intensity and noise bargaining 0 0 7 7 3 3 21 21
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 0 11 326
Supply-Side Policies and the Zero Lower Bound 0 0 0 43 0 1 8 135
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 1 1 9 138
Supply-side policies and the zero lower bound 0 0 0 70 0 0 14 204
The Health Channel of Business Cycles 0 7 7 7 1 6 6 6
The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model 0 0 0 153 2 2 17 301
The implications of inflation in an estimated New-Keynesian model 0 0 0 58 1 1 17 140
The macroeconomic implications of the Gen-AI economy 1 1 7 37 1 3 42 108
Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics 0 0 0 49 1 2 15 292
Uncertainty Shocks and Business Cycle Research 0 0 2 79 0 2 19 160
What You Match Does Matter: The Effects of Data on DSGE Estimation 0 0 1 238 2 4 12 522
What you match does matter: The effect of observables on DSGE 0 0 0 0 0 0 6 43
Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory 0 0 0 191 1 1 19 818
fev-bench: A Realistic Benchmark for Time Series Forecasting 0 0 0 0 3 11 45 45
Total Working Papers 19 33 180 6,296 69 176 1,747 18,456
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 0 14 59
Bargaining shocks and aggregate fluctuations 0 0 0 10 1 1 16 69
Bubbles, Crashes, and Economic Growth: Theory and Evidence 0 0 3 17 0 6 23 92
Common and idiosyncratic disturbances in developed small open economies 0 0 0 24 1 1 12 177
Dynamics of Investment, Debt, and Default 0 1 6 147 0 3 32 453
Economic Development and Heterogeneity in the Great Moderation among the States 0 0 0 27 0 1 13 128
Economic Development and Volatility among the States 0 0 0 31 1 1 16 120
Estimating DSGE Models: Recent Advances and Future Challenges 0 0 0 39 1 2 28 163
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 0 0 12 302
Financial frictions, trends, and the great recession 0 0 0 10 1 2 12 61
Fiscal Volatility Shocks and Economic Activity 0 0 2 213 1 7 40 930
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 2 2 7 76
How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults? 0 0 1 9 0 0 6 27
Impulse response matching estimators for DSGE models 1 1 2 38 1 2 12 164
Interest rates and prices in an inventory model of money with credit 0 0 0 15 0 3 22 85
Money demand heterogeneity and the great moderation 0 0 0 76 0 0 14 253
Nonlinear adventures at the zero lower bound 0 0 1 174 0 3 20 564
On regional borrowing, default, and migration 0 1 1 8 1 4 19 33
Parallel Computation of Sovereign Default Models 1 1 1 2 1 2 17 29
Politics and Income Distribution 0 0 0 5 0 0 8 21
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 0 3 12 354
Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply 0 0 0 63 0 0 12 189
Risk Matters: The Real Effects of Volatility Shocks 0 0 3 421 1 2 31 1,533
Risk and uncertainty 0 0 2 501 0 0 17 1,302
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 0 1 12 151
The economics of small open economies 1 1 4 79 2 5 30 365
The implications of inflation in an estimated new Keynesian model 0 0 0 49 0 0 10 190
Uncertainty Shocks and Business Cycle Research 0 1 4 160 2 8 35 591
What you match does matter: the effects of data on DSGE estimation 0 0 1 189 1 4 37 490
Total Journal Articles 3 6 31 2,548 17 63 539 8,971

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 1 77 0 3 19 197
Total Chapters 0 0 1 77 0 3 19 197

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" 1 2 14 331 2 3 46 536
Total Software Items 1 2 14 331 2 3 46 536

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11