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 1 70 70 1 4 6 6
A, B, C's (and D)'s for Understanding VARs 0 0 6 455 1 1 15 1,159
A, B, C’s (And D’s) For Understanding VARS 1 4 4 1,085 1 4 8 2,503
A, B, C’s, (and D’s) for understanding VARs 0 0 2 242 0 0 7 646
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 0 0 5 603
A,B,C's (and D's)'s for Understanding VARS 0 0 1 736 0 1 6 1,172
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 1 4 52
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 0 2 3 46
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 2 4 25
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 0 0 0 75
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 0 2 4 237
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 0 3 7 109
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 0 200
Cointegrated TFP processes and international business cycles 0 0 0 81 0 1 2 195
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 0 1 2 109
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 405 0 0 3 751
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 435 0 1 7 831
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 367 0 4 6 1,025
Comparing dynamic equilibrium economies to data 0 0 0 93 0 2 3 495
Comparing solution methods for dynamic equilibrium economies 0 0 4 789 0 1 9 1,746
Computing DSGE Models with Recursive Preferences 0 0 1 230 0 0 2 774
Computing DSGE Models with Recursive Preferences 0 0 0 135 0 0 1 324
Computing DSGE Models with Recursive Preferences 0 0 0 41 1 1 2 169
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 1 2 8 426
Computing Models with Recursive Preferences 0 0 0 0 1 3 5 97
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 79 0 0 2 376
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 0 0 1 334
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 0 1 3 286
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 0 4 71
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 1 1 3 41
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 28 0 1 6 39
Does the Liquidity Trap Exist? 0 0 0 15 0 1 4 56
Does the Liquidity Trap Exist? 0 0 0 26 0 1 12 58
Does the liquidity trap exist? 0 0 0 59 0 3 12 147
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 0 3 593
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 0 0 1 188
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 1 187 1 3 12 750
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 2 3 86
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 0 1 63
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 0 1 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 1 2 82
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 0 1 3 79
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 0 0 243
Estimating Hysteresis Effects 0 1 2 26 0 1 15 79
Estimating Hysteresis Effects 0 0 0 13 0 0 3 31
Estimating Hysteresis Effects 0 0 1 22 0 0 4 115
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 0 2 6 636
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 0 0 0 364
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 424 1 1 9 1,323
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 1 272 0 0 1 616
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 165 0 1 2 612
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 74 0 0 2 102
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 1 310
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 1 2 7 407
Fiscal Volatility Shocks and Economic Activity 1 1 2 370 3 5 15 1,060
Fiscal Volatility Shocks and Economic Activity 0 0 2 35 0 1 4 241
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 1 89 0 3 6 502
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 1 1 26 0 1 7 154
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 0 0 195
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 0 1 118
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 1 109 0 1 4 389
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 0 0 4 246
How Structural Are Structural Parameters? 0 0 0 108 0 0 0 319
How Structural Are Structural Parameters? 0 0 1 283 0 3 10 899
Inference Based On Time-Varying SVARs Identified with Time Restrictions 1 2 3 5 1 3 9 15
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 0 0 3 167
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 1 2 79 0 6 19 270
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 5 107 2 4 27 412
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 1 6 238
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 128 0 1 13 365
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 10 511 3 9 43 1,581
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 0 0 3 155
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 0 1 8 8
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 0 0 9 31
Inference in Bayesian Proxy-SVARs 0 0 0 7 1 1 4 67
Inference in Bayesian Proxy-SVARs 0 0 0 91 0 1 3 255
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 0 53
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 2 2 187
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 0 1 1 465
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 3 125 0 0 9 345
Los Ingresos Públicos en España 0 0 1 101 0 0 3 180
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 0 0 3 345
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 0 1 4 343
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 0 0 2 369
Macroeconomic Effects of Taxes on Banking 1 2 2 30 1 3 4 69
Macroeconomic Effects of Taxes on Banking 0 0 4 64 1 3 17 219
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 2 4 115
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 2 3 10 809
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 1 1 8 208
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 4 18 569
Markov-switching structural vector autoregressions: theory and application 0 0 4 557 0 3 13 1,078
Narrative Sign Restrictions for SVARs 0 5 15 106 1 7 30 222
Narrative Sign Restrictions for SVARs 0 0 6 146 0 2 13 254
Narrative Sign Restrictions for SVARs 0 2 4 109 0 3 11 210
Nominal versus real wage rigidities: A Bayesian approach 0 1 2 283 0 1 3 918
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 1 1 6 547
Nonlinear Adventures at the Zero Lower Bound 0 0 0 50 0 0 2 188
Nonlinear adventures at the zero lower bound 0 0 0 132 0 0 2 362
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 1 16
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 0 0 3 37
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 1 2 2 0 1 4 11
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 0 2 17
On the solution of the growth model with investment-specific technological change 0 0 1 116 0 0 4 275
Optimal Minimum Wage 0 0 0 0 0 0 3 419
Optimal minimum wage in a competitive economy 0 0 0 60 0 0 1 331
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 0 92 0 4 8 192
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 49 0 1 9 153
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 96 1 1 4 265
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 2 201
Perturbation methods for Markov-switching DSGE model 0 0 1 207 1 2 9 615
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 0 2 199
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 4 5 160
Precautionary Saving and Aggregate Demand 0 0 0 152 1 3 5 308
Precautionary Saving and Aggregate Demand 0 0 0 37 0 0 3 71
Precautionary Saving and Aggregate Demand 0 0 0 53 0 1 5 222
Precautionary saving and aggregate demand 0 0 0 55 0 0 4 106
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 44 0 0 2 141
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 3 4 5 147
Redistribution and fiscal policy 0 0 0 134 0 0 0 470
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 2 2 3 363
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 0 2 11 389
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 0 0 3 1,256
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 0 3 193
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 0 3 3 230
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 1 1 5 146
Solution and Estimation Methods for DSGE Models 0 2 11 305 1 5 45 693
Solution and Estimation Methods for DSGE Models 0 0 2 30 0 1 15 189
Solution and Estimation Methods for DSGE Models 0 0 1 211 0 1 6 297
Solving the new Keynesian model in continuous time 1 3 10 582 2 7 30 1,170
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 170 0 1 5 472
Some results on the solution of the neoclassical growth model 0 0 0 323 0 0 0 804
Structural vector autoregressions: theory of identification and algorithms for inference 0 0 3 530 1 1 12 1,020
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 1 2 4 127
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 2 7 315
Supply-Side Policies and the Zero Lower Bound 0 1 1 37 1 2 4 129
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 1 1 8 485
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 1 134 1 1 4 257
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 0 3 14
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 1 3 55
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 2 88 0 0 4 122
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 3 3 79
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 3 5 189
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 1 5 500
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 1 56 0 0 2 92
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 84 0 2 6 270
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 0 0 4 117
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 41 0 0 5 168
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 2 3 8 124
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 1 2 76 0 1 2 245
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 0 3 5 408
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 0 2 214
Una Reforma Fiscal para España 0 0 6 204 0 0 13 460
Uniform Priors for Impulse Responses 0 0 0 5 0 0 4 30
Uniform Priors for Impulse Responses 0 0 0 8 0 0 0 8
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 1 2 3 1,338
Total Working Papers 5 30 247 21,543 48 208 947 57,272
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 0 0 6 997 2 4 20 2,576
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 2 45 1 4 9 176
Cointegrated TFP processes and international business cycles 0 1 1 125 0 3 6 437
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 1 7 0 0 1 17
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 1 6 594 0 2 11 1,209
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 2 265 1 1 6 630
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 0 0 2 260
Comparing solution methods for dynamic equilibrium economies 2 4 24 898 3 10 58 2,013
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 3 710 1 1 19 1,823
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 91 0 2 3 385
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 0 1 3 258
Estimating Macroeconomic Models: A Likelihood Approach 2 4 10 383 4 12 33 935
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 180 1 1 7 636
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 1 3 6 290
Fiscal Volatility Shocks and Economic Activity 0 0 6 211 1 4 25 890
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 1 1 2 156
Inference in Bayesian Proxy-SVARs 3 3 10 48 4 10 41 162
Inflation persistence: how much can we explain? 0 1 1 47 0 1 6 178
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 1 1 263 0 3 9 922
MEDEA: a DSGE model for the Spanish economy 1 2 2 95 1 5 13 301
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 1 2 4 0 2 8 17
Narrative Sign Restrictions for SVARs 0 5 19 141 2 19 79 693
Nonlinear adventures at the zero lower bound 0 0 5 173 2 7 19 544
On the solution of the growth model with investment-specific technological change 0 0 2 35 0 0 4 109
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 0 2 112
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 3 62 1 3 9 198
Reading the recent monetary history of the United States, 1959-2007 0 0 1 56 0 0 5 342
Risk Matters: The Real Effects of Volatility Shocks 0 0 6 418 1 3 18 1,502
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 0 0 4 224 0 1 16 650
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 2 12 74 1,124 15 40 196 2,520
Structural scenario analysis with SVARs 8 17 71 289 16 42 175 805
Supply-Side Policies and the Zero Lower Bound 0 0 2 37 0 0 5 139
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 1 5 190 2 5 15 643
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 4 18 0 2 11 42
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 3 83 1 4 16 348
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 0 5 9 1,202
The systematic component of monetary policy in SVARs: An agnostic identification procedure 0 3 16 316 5 16 67 846
The term structure of interest rates in a DSGE model with recursive preferences 0 0 2 255 3 8 43 893
Two Books on the New Macroeconometrics 0 1 3 205 0 4 11 558
Total Journal Articles 18 57 301 9,221 69 229 990 26,513

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 1 1 125 1 2 5 465
Total Chapters 0 1 1 125 1 2 5 465

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 0 4 1,581 0 2 10 4,928
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 1 1 2 308 1 1 6 585
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 0 8 1,241 0 3 19 1,962
Finite Elements Method 0 1 6 658 0 3 12 2,402
Linear and Log-Linear Approximation 0 0 2 1,713 0 2 11 5,560
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 0 1,115 0 0 2 2,899
Perturbation (2nd and 5th order) 0 0 3 385 0 2 5 1,064
Value Function Iteration 0 0 2 2,611 0 1 9 5,346
Total Software Items 1 2 27 9,612 1 14 74 24,746

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Statistics updated 2025-10-06