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 Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs 0 0 70 70 1 2 20 20
A, B, C's (and D)'s for Understanding VARs 1 1 3 457 3 14 27 1,182
A, B, C’s (And D’s) For Understanding VARS 0 0 5 1,086 0 5 17 2,515
A, B, C’s, (and D’s) for understanding VARs 0 0 1 242 0 7 15 657
A,B,C's (and D's)'s for Understanding VARS 0 0 0 736 1 9 19 1,188
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 0 1 6 607
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 5 10 61
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 2 2 2 19 5 12 17 60
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 1 3 13 36
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 4 17 22 257
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 0 4 7 82
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 1 7 17 121
Cointegrated TFP Processes and International Business Cycles 0 0 1 76 0 5 9 209
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 1 2 7 181
Cointegrated TFP processes and international business cycles 0 0 1 82 2 12 19 212
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 0 2 5 113
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 405 0 11 17 767
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 435 0 3 15 841
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 368 0 9 52 1,073
Comparing dynamic equilibrium economies to data 0 0 0 93 1 17 26 519
Comparing solution methods for dynamic equilibrium economies 0 0 0 789 2 11 19 1,761
Computing DSGE Models with Recursive Preferences 0 0 1 231 3 9 16 790
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 3 5 173
Computing DSGE Models with Recursive Preferences 0 0 0 135 1 2 4 328
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 0 5 14 437
Computing Models with Recursive Preferences 0 0 0 0 1 7 13 107
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 1 3 9 384
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 2 5 8 390
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 6 32 35 368
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 2 7 14 299
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 0 5 73
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 1 110 1 3 9 49
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 29 4 12 18 53
Does the Liquidity Trap Exist? 0 0 0 26 0 12 21 75
Does the Liquidity Trap Exist? 0 0 0 15 1 6 7 62
Does the liquidity trap exist? 0 0 1 60 1 16 25 167
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 3 10 600
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 0 4 5 193
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 0 187 0 3 10 754
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 1 4 12 89
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 2 5 8 251
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 5 8 71
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 6 11 94
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 117 1 2 7 91
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 4 7 87
Estimating Hysteresis Effects 0 0 1 26 1 7 19 92
Estimating Hysteresis Effects 0 0 0 13 1 3 16 46
Estimating Hysteresis Effects 2 2 2 24 5 6 10 124
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 2 19 47 681
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 1 9 15 1,335
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 2 5 12 376
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 1 4 11 627
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 165 1 12 20 630
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 1 5 10 112
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 0 3 6 230
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 3 10 17 326
Fiscal Volatility Shocks and Economic Activity 0 0 2 36 1 5 11 249
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 3 4 16 1,068
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 3 8 25 427
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 0 4 6 279
Fiscal volatility shocks and economic activity 0 0 0 89 3 8 13 511
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 1 15 20 171
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 1 13 16 403
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 1 18 20 138
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 4 8 203
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 2 7 10 256
How Structural Are Structural Parameters? 0 0 0 108 0 2 6 325
How Structural Are Structural Parameters? 0 0 0 283 1 5 13 908
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 0 5 12 24
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 1 7 20 185
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 3 5 83 0 7 24 286
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 1 1 48 0 5 10 240
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 3 6 111 3 18 45 444
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 6 511 3 7 43 1,605
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 0 3 12 166
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 3 5 131 0 4 29 387
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 5 21 257
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 0 4 16 43
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 2 1 4 10 16
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 3 12 77
Inference in Bayesian Proxy-SVARs 0 1 1 8 2 7 13 66
Inference in Bayesian Proxy-SVARs 0 0 0 91 3 10 19 271
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 7 12 197
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 2 13 15 479
Large SVARs 0 30 30 30 1 5 5 5
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 1 125 3 11 15 357
Los Ingresos Públicos en España 0 0 0 101 0 2 5 185
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 12 59 65 409
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 1 4 13 354
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 0 4 9 377
Macroeconomic Effects of Taxes on Banking 0 1 1 65 1 10 21 233
Macroeconomic Effects of Taxes on Banking 0 1 3 31 0 4 12 78
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 1 14 25 138
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 35 0 1 8 213
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 275 0 4 13 817
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 1 7 16 577
Markov-switching structural vector autoregressions: theory and application 0 0 1 557 1 7 20 1,093
Narrative Sign Restrictions for SVARs 1 2 2 148 4 9 22 273
Narrative Sign Restrictions for SVARs 1 2 4 111 2 9 17 224
Narrative Sign Restrictions for SVARs 0 1 10 107 1 14 43 251
Nominal versus real wage rigidities: A Bayesian approach 0 0 2 283 1 7 11 927
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 2 6 10 555
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 0 15 54 242
Nonlinear adventures at the zero lower bound 0 0 1 133 1 3 13 375
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 0 0 1 55
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 0 1 5 21
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 0 3 4 41
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 1 2 0 1 3 13
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 2 2 19
On the solution of the growth model with investment-specific technological change 0 0 0 116 0 2 5 278
Optimal Minimum Wage 0 0 0 0 1 2 6 425
Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach 0 0 0 3 1 1 1 26
Optimal minimum wage in a competitive economy 0 0 0 60 1 5 9 340
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 1 10 11 81
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 4 7 21 208
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 96 1 5 7 270
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 49 0 12 20 170
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 8 12 213
Perturbation methods for Markov-switching DSGE model 0 0 0 207 1 5 21 633
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 2 9 165
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 5 11 210
Precautionary Saving and Aggregate Demand 0 0 0 37 1 7 11 80
Precautionary Saving and Aggregate Demand 0 0 0 152 0 5 18 323
Precautionary Saving and Aggregate Demand 0 0 0 53 2 13 19 238
Precautionary saving and aggregate demand 0 0 0 55 1 28 35 140
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 3 5 145
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 2 7 10 153
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 0 6 9 97
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 0 7 14 157
Redistribution and fiscal policy 0 0 1 135 1 12 14 484
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 2 18 34 417
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 2 5 9 200
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 1 18 53 414
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 2 9 22 1,277
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 1 3 10 237
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 2 6 150
Solution and Estimation Methods for DSGE Models 0 0 1 30 2 6 14 198
Solution and Estimation Methods for DSGE Models 0 3 11 311 36 160 214 882
Solution and Estimation Methods for DSGE Models 0 0 0 211 1 13 25 319
Solving the new Keynesian model in continuous time 0 1 7 585 0 8 33 1,191
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 171 2 6 14 485
Some results on the solution of the neoclassical growth model 0 0 0 323 0 7 9 813
Structural vector autoregressions: theory of identification and algorithms for inference 0 3 4 534 3 9 33 1,051
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 1 5 9 321
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 1 5 10 134
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 1 2 10 136
Supply-side policies and the zero lower bound 0 0 0 70 1 5 9 199
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 0 5 6 161
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 357 0 4 8 492
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 1 10 12 268
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 2 4 18
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 11 18 71
The Macroeconomics of Latin America 0 0 0 0 0 5 7 284
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 4 14 90
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 3 14 200
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 1 89 2 5 10 131
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 3 11 18 516
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 0 56 2 8 10 102
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 84 0 4 16 282
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 0 4 13 178
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 1 1 1 73 3 22 40 160
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 3 26 35 151
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 1 18 23 428
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 76 0 9 12 256
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 4 6 220
Una Reforma Fiscal para España 0 0 1 204 2 5 8 467
Uniform Priors for Impulse Responses 0 0 0 8 2 7 9 17
Uniform Priors for Impulse Responses 0 0 0 5 2 6 10 37
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 3 6 1,342
Total Working Papers 9 64 226 21,632 227 1,412 2,793 59,670
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
ABCs (and Ds) of Understanding VARs 0 0 3 999 1 14 32 2,601
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 1 45 3 6 14 184
Cointegrated TFP processes and international business cycles 0 0 1 125 1 17 27 461
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 0 7 0 0 1 18
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 3 594 0 6 13 1,217
Comparing dynamic equilibrium models to data: a Bayesian approach 0 1 2 267 3 27 32 661
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 1 5 8 267
Comparing solution methods for dynamic equilibrium economies 3 6 17 906 8 30 81 2,069
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 3 712 4 13 25 1,843
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 1 92 0 0 8 391
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 2 4 8 265
Estimating Macroeconomic Models: A Likelihood Approach 0 0 7 385 3 9 36 953
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 1 7 11 645
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 0 3 10 296
Fiscal Volatility Shocks and Economic Activity 0 0 6 212 1 10 39 915
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 2 5 160
Inference in Bayesian Proxy-SVARs 0 3 8 52 3 15 44 188
Inflation persistence: how much can we explain? 0 0 1 47 0 3 9 185
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 0 7 16 933
MEDEA: a DSGE model for the Spanish economy 0 0 2 95 1 6 16 310
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 1 1 2 5 4 7 16 28
Narrative Sign Restrictions for SVARs 0 1 14 147 3 11 69 727
Nonlinear adventures at the zero lower bound 0 0 1 173 1 7 21 555
On the solution of the growth model with investment-specific technological change 0 0 0 35 0 2 6 114
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 1 11 17 128
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 2 62 1 6 19 211
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 0 6 9 350
Risk Matters: The Real Effects of Volatility Shocks 1 1 4 419 1 7 25 1,519
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 0 35 0 2 5 101
Solving DSGE models with perturbation methods and a change of variables 0 0 2 224 1 8 19 664
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 4 18 69 1,158 11 57 220 2,638
Structural scenario analysis with SVARs 3 13 64 320 7 32 169 896
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 6 10 147
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 4 190 1 4 23 658
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 6 11 50
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 2 3 7 89 4 16 35 375
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 3 9 21 1,217
The systematic component of monetary policy in SVARs: An agnostic identification procedure 1 3 10 319 5 16 67 882
The term structure of interest rates in a DSGE model with recursive preferences 1 1 2 257 3 13 56 919
Two Books on the New Macroeconometrics 0 2 4 207 0 4 16 567
Total Journal Articles 16 53 243 9,329 78 414 1,269 27,308

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 2 126 3 7 15 477
Total Chapters 0 0 2 126 3 7 15 477

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 0 2 1,582 2 10 26 4,950
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 1 308 2 9 16 599
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 1 3 10 1,247 3 12 35 1,987
Finite Elements Method 0 0 1 658 0 8 23 2,420
Linear and Log-Linear Approximation 0 0 0 1,713 0 6 14 5,570
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 1 1,116 0 7 13 2,912
Perturbation (2nd and 5th order) 0 1 2 386 1 5 11 1,072
Value Function Iteration 0 0 2 2,611 0 8 28 5,370
Total Software Items 1 4 19 9,621 8 65 166 24,880

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