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 3 6 455 2 8 14 1,157
A, B, C’s (And D’s) For Understanding VARS 0 0 2 1,081 1 1 7 2,499
A, B, C’s, (and D’s) for understanding VARs 1 2 3 242 2 5 6 644
A,B,C's (and D's)'s for Understanding VARS 1 1 1 267 2 5 6 603
A,B,C's (and D's)'s for Understanding VARS 0 1 2 736 1 3 6 1,170
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 2 5 51
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 1 17 0 0 1 43
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 1 4 23
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 0 1 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 3 104
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 1 1 1 194
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 0 0 1 108
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 404 0 0 5 750
Comparing Solution Methods for Dynamic Equilibrium Economies 0 1 2 435 3 4 7 829
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 367 0 2 3 1,021
Comparing dynamic equilibrium economies to data 0 0 0 93 0 0 2 493
Comparing solution methods for dynamic equilibrium economies 0 2 4 789 0 3 5 1,742
Computing DSGE Models with Recursive Preferences 0 0 1 230 0 0 3 774
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 0 1 168
Computing DSGE Models with Recursive Preferences 0 0 0 135 0 0 1 324
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 0 1 6 423
Computing Models with Recursive Preferences 0 0 0 0 0 1 4 94
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 1 2 3 376
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 72 0 0 2 382
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 0 1 2 285
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 0 1 68
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 2 27 2 2 6 37
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 109 0 1 6 40
Does the Liquidity Trap Exist? 0 0 1 26 1 5 12 55
Does the Liquidity Trap Exist? 0 0 0 15 0 1 4 55
Does the liquidity trap exist? 0 0 0 59 1 3 10 143
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 2 2 2 592
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 0 0 2 188
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 3 187 3 4 13 747
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 0 2 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 1 1 117 0 1 3 84
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 84 0 0 2 77
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 0 1 243
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 0 2 63
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 0 1 80
Estimating Hysteresis Effects 0 0 2 13 1 1 6 31
Estimating Hysteresis Effects 0 0 2 22 0 0 10 114
Estimating Hysteresis Effects 0 0 4 25 4 6 21 77
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 424 0 2 9 1,320
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 0 2 6 634
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 106 0 0 1 364
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 1 272 0 0 1 616
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 1 1 1 165 1 1 1 611
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 74 0 1 3 102
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 0 0 1 224
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 0 0 0 309
Fiscal Volatility Shocks and Economic Activity 1 1 1 111 2 2 4 404
Fiscal Volatility Shocks and Economic Activity 0 0 1 34 0 0 1 238
Fiscal Volatility Shocks and Economic Activity 0 0 1 369 0 1 14 1,052
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 0 0 1 273
Fiscal volatility shocks and economic activity 0 0 2 89 0 0 4 498
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 0 25 0 2 7 151
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 0 7 387
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 0 2 118
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 0 0 5 246
How Structural Are Structural Parameters? 0 0 0 108 0 0 0 319
How Structural Are Structural Parameters? 0 1 1 283 1 6 7 896
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 3 0 3 10 12
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 72 0 1 2 165
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 0 47 0 0 1 230
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 78 1 1 32 263
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 2 3 9 507 5 17 40 1,567
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 6 126 2 4 14 360
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 2 3 6 107 5 14 26 404
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 2 63 0 2 4 154
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 1 5 236
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 2 15 2 2 11 29
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 0 3 6 6
Inference in Bayesian Proxy-SVARs 0 0 0 7 1 1 5 66
Inference in Bayesian Proxy-SVARs 0 0 1 91 1 1 4 253
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 1 53
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 3 125 1 4 11 343
Los Ingresos Públicos en España 0 0 4 101 0 0 7 180
MEDEA: A DSGE Model for the Spanish Economy 0 0 1 133 0 1 3 344
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 0 2 2 341
MEDEA: A DSGE Model for the Spanish Economy 0 0 1 189 0 0 3 368
Macroeconomic Effects of Taxes on Banking 0 0 0 28 0 0 5 66
Macroeconomic Effects of Taxes on Banking 0 3 4 64 1 6 14 213
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 0 2 113
Macroeconomics and Volatility: Data, Models, and Estimation 0 2 3 35 1 4 9 206
Macroeconomics and Volatility: Data, Models, and Estimation 0 1 1 275 1 3 9 805
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 2 5 16 563
Markov-switching structural vector autoregressions: theory and application 1 1 5 557 1 2 11 1,074
Narrative Sign Restrictions for SVARs 0 1 3 107 0 4 10 207
Narrative Sign Restrictions for SVARs 0 0 6 146 0 0 10 251
Narrative Sign Restrictions for SVARs 1 3 7 98 1 8 20 209
Nominal versus real wage rigidities: A Bayesian approach 1 1 1 282 1 2 2 917
Nonlinear Adventures at the Zero Lower Bound 0 0 0 50 0 2 3 188
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 0 0 5 545
Nonlinear adventures at the zero lower bound 0 0 0 132 0 0 3 362
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 0 0 1 54
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 0 0 2 16
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 0 1 3 37
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 1 1 0 2 3 10
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 1 2 17
On the solution of the growth model with investment-specific technological change 0 0 1 116 0 1 2 273
Optimal Minimum Wage 0 0 0 0 0 0 4 419
Optimal minimum wage in a competitive economy 0 0 0 60 0 0 2 331
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 0 0 1 70
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 95 0 1 2 263
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 48 0 1 7 150
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 92 1 4 6 188
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 1 2 201
Perturbation methods for Markov-switching DSGE model 0 0 5 207 0 2 13 612
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 1 1 156
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 0 3 199
Precautionary Saving and Aggregate Demand 0 0 2 152 0 1 8 305
Precautionary Saving and Aggregate Demand 0 0 1 53 1 2 4 220
Precautionary Saving and Aggregate Demand 0 0 0 37 0 0 1 69
Precautionary saving and aggregate demand 0 0 1 55 0 2 4 105
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 0 2 140
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 1 1 3 89
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 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 1 1 1 362 1 2 8 1,256
Risk Matters: The Real Effects of Volatility Shocks 0 0 2 132 2 3 11 385
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 2 2 3 193
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 0 2 361
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 1 15 0 0 2 227
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 1 1 4 145
Solution and Estimation Methods for DSGE Models 1 2 9 301 10 14 40 678
Solution and Estimation Methods for DSGE Models 0 0 1 29 0 2 16 184
Solution and Estimation Methods for DSGE Models 0 0 1 211 1 1 5 295
Solving the new Keynesian model in continuous time 0 4 14 578 0 9 38 1,158
Some Results on the Solution of the Neoclassical Growth Model 0 0 2 170 0 0 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 0 1 8 530 1 4 24 1,019
Supply-Side Policies and the Zero Lower Bound 1 1 1 43 1 1 2 125
Supply-Side Policies and the Zero Lower Bound 0 0 0 36 1 1 2 127
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 0 4 312
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 0 0 21 0 0 3 155
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 2 357 0 3 8 484
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 2 134 0 1 4 256
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 1 4 14
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 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 1 5 498
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 0 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 0 2 88 0 0 4 121
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 1 1 56 0 2 3 92
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 2 2 72 0 2 7 120
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 41 0 0 4 165
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 1 2 83 0 1 4 266
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 86 0 1 6 116
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 159 0 1 3 405
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 1 2 214
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 1 1 75 0 1 2 244
Una Reforma Fiscal para España 1 5 8 204 1 10 19 460
Uniform Priors for Impulse Responses 0 0 0 8 0 0 0 8
Uniform Priors for Impulse Responses 0 0 0 5 2 2 7 29
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 0 3 1,336
Total Working Papers 18 55 209 21,421 83 267 931 56,935
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 1 6 9 997 2 11 25 2,571
Can international macroeconomic models explain low-frequency movements of real exchange rates? 1 1 3 45 1 3 8 171
Cointegrated TFP processes and international business cycles 0 0 0 124 0 2 7 434
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 1 1 7 0 1 2 17
Comparing New Keynesian models of the business cycle: A Bayesian approach 2 3 8 593 3 6 18 1,207
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 4 265 0 0 8 629
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 0 1 2 259
Comparing solution methods for dynamic equilibrium economies 1 3 24 890 7 14 61 1,995
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 4 709 1 3 28 1,819
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 91 0 0 3 383
Economic and VAR Shocks: What Can Go Wrong? 0 0 1 73 0 0 4 257
Estimating Macroeconomic Models: A Likelihood Approach 0 1 8 378 2 7 24 919
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 3 180 1 1 10 635
Estimating dynamic equilibrium models with stochastic volatility 0 1 4 110 1 2 9 287
Fiscal Volatility Shocks and Economic Activity 2 3 10 208 4 11 30 880
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 0 1 155
Inference in Bayesian Proxy-SVARs 0 1 12 44 2 9 41 146
Inflation persistence: how much can we explain? 0 0 0 46 0 2 5 176
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 262 1 2 6 918
MEDEA: a DSGE model for the Spanish economy 0 0 1 93 1 4 11 295
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 1 2 3 0 2 5 12
Narrative Sign Restrictions for SVARs 1 7 17 134 7 19 68 665
Nonlinear adventures at the zero lower bound 0 2 6 172 2 5 17 536
On the solution of the growth model with investment-specific technological change 0 0 3 35 0 0 5 108
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 0 3 111
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 1 1 3 61 1 2 8 193
Reading the recent monetary history of the United States, 1959-2007 0 0 1 56 0 1 6 341
Risk Matters: The Real Effects of Volatility Shocks 1 1 6 416 3 7 22 1,497
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 1 1 7 223 1 5 24 646
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 10 21 83 1,099 21 53 195 2,439
Structural scenario analysis with SVARs 8 21 73 264 16 45 205 743
Supply-Side Policies and the Zero Lower Bound 1 1 2 37 1 2 8 138
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 1 1 4 187 1 2 13 636
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 7 18 0 1 17 39
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 1 1 6 83 2 4 19 342
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 1 1 2 263 1 1 9 1,197
The systematic component of monetary policy in SVARs: An agnostic identification procedure 2 7 27 311 3 18 77 818
The term structure of interest rates in a DSGE model with recursive preferences 0 2 2 255 3 8 19 866
Two Books on the New Macroeconometrics 0 0 4 203 0 2 11 551
Total Journal Articles 35 88 348 9,121 88 256 1,036 26,127

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 1 124 1 1 9 463
Total Chapters 0 0 1 124 1 1 9 463

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 1 4 1,580 0 3 9 4,924
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 2 307 1 2 7 584
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 2 2 12 1,239 2 3 20 1,954
Finite Elements Method 0 0 7 657 1 2 12 2,398
Linear and Log-Linear Approximation 0 0 2 1,713 1 4 8 5,557
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 2 1,115 0 1 5 2,899
Perturbation (2nd and 5th order) 0 0 2 384 0 0 3 1,061
Value Function Iteration 0 0 1 2,609 0 2 7 5,342
Total Software Items 2 3 32 9,604 5 17 71 24,719

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Statistics updated 2025-05-12