Access Statistics for Juan F Rubio-Ramirez

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 Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs 0 1 71 71 0 5 24 24
A, B, C's (and D)'s for Understanding VARs 0 1 2 457 0 11 32 1,190
A, B, C’s (And D’s) For Understanding VARS 0 0 5 1,086 0 6 22 2,521
A, B, C’s, (and D’s) for understanding VARs 0 0 0 242 0 4 16 661
A,B,C's (and D's)'s for Understanding VARS 0 0 0 736 1 8 24 1,195
A,B,C's (and D's)'s for Understanding VARS 0 0 0 267 1 9 13 616
Are Fiscal Transfers Inflationary? 0 0 0 0 2 2 2 2
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 2 2 19 2 17 29 72
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 1 11 62
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 2 14 37
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 1 7 25 260
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 0 2 9 84
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 2 5 19 125
Cointegrated TFP Processes and International Business Cycles 0 0 1 76 0 0 9 209
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 0 2 8 182
Cointegrated TFP processes and international business cycles 0 0 1 82 1 8 24 218
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 1 6 11 119
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 0 405 1 7 23 774
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 435 0 8 19 849
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 368 0 6 58 1,079
Comparing dynamic equilibrium economies to data 0 0 0 93 0 5 30 523
Comparing solution methods for dynamic equilibrium economies 0 0 0 789 0 4 20 1,763
Computing DSGE Models with Recursive Preferences 0 0 0 135 1 3 6 330
Computing DSGE Models with Recursive Preferences 0 0 1 231 0 7 20 794
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 0 5 173
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 1 3 17 440
Computing Models with Recursive Preferences 0 0 0 0 0 2 14 108
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 2 12 18 400
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 1 13 41 375
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 1 7 14 390
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 0 7 19 304
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 1 2 5 75
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 2 2 111 1 5 13 53
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 2 30 0 8 19 57
Does the Liquidity Trap Exist? 2 2 2 17 2 5 11 66
Does the Liquidity Trap Exist? 1 1 1 27 2 6 25 81
Does the liquidity trap exist? 0 0 1 60 0 3 25 169
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 1 8 601
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 1 3 8 196
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 0 187 1 5 12 759
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 2 13 96
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 3 11 74
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 5 11 254
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 85 1 4 14 92
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 117 0 4 10 94
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 2 9 89
Estimating Hysteresis Effects 0 0 1 26 1 4 17 95
Estimating Hysteresis Effects 0 2 2 24 0 11 16 130
Estimating Hysteresis Effects 0 0 0 13 0 2 16 47
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 1 7 52 686
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 0 10 20 384
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 1 10 23 1,344
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 1 4 14 630
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 165 2 6 24 635
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 0 3 12 114
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 0 2 8 232
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 0 4 17 327
Fiscal Volatility Shocks and Economic Activity 0 0 2 36 0 3 13 251
Fiscal Volatility Shocks and Economic Activity 0 0 0 111 1 5 25 429
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 1 5 16 1,070
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 0 3 9 282
Fiscal volatility shocks and economic activity 0 0 0 89 1 5 15 513
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 2 5 22 175
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 1 2 10 205
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 1 3 17 405
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 2 3 22 140
Fortune or virtue: time-variant volatilities versus parameter drifting 0 1 1 60 1 6 14 260
How Structural Are Structural Parameters? 0 0 0 283 1 5 16 912
How Structural Are Structural Parameters? 0 0 0 108 1 3 9 328
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 0 2 14 26
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 73 0 4 22 188
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 0 1 11 241
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 83 1 2 25 288
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 1 4 24 261
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 0 1 13 167
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 111 1 11 45 452
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 4 512 0 12 44 1,614
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 131 1 5 30 392
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 16 0 5 18 48
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 2 0 3 12 18
Inference in Bayesian Proxy-SVARs 0 0 0 91 2 9 24 277
Inference in Bayesian Proxy-SVARs 0 0 1 8 0 4 15 68
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 3 14 80
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 0 12 197
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 0 4 17 481
Large SVARs 0 1 31 31 2 6 10 10
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 0 125 0 5 15 359
Los Ingresos Públicos en España 0 0 0 101 1 2 7 187
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 3 16 68 413
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 0 2 10 379
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 0 2 13 355
Macroeconomic Effects of Taxes on Banking 0 0 3 31 0 4 16 82
Macroeconomic Effects of Taxes on Banking 0 0 1 65 2 8 27 240
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 1 25 138
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 35 0 2 8 215
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 275 1 4 16 821
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 6 17 582
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 0 6 23 1,098
Narrative Sign Restrictions for SVARs 0 1 2 148 0 5 22 274
Narrative Sign Restrictions for SVARs 0 1 4 111 0 7 22 229
Narrative Sign Restrictions for SVARs 0 0 7 107 0 5 43 255
Nominal versus real wage rigidities: A Bayesian approach 0 0 1 283 0 2 11 928
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 0 5 13 558
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 0 1 55 243
Nonlinear adventures at the zero lower bound 0 0 1 133 0 4 16 378
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 1 3 4 58
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 0 0 5 21
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 0 0 4 41
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 1 2 0 1 4 14
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 2 2 4 21
On the solution of the growth model with investment-specific technological change 0 0 0 116 0 1 5 279
Optimal Minimum Wage 0 0 0 0 1 3 8 427
Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach 0 0 0 3 0 2 2 27
Optimal minimum wage in a competitive economy 0 0 0 60 0 8 16 347
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 0 4 14 84
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 1 5 21 209
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 96 1 2 7 271
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 49 0 1 20 171
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 3 15 216
Perturbation methods for Markov-switching DSGE model 0 0 0 207 1 3 22 635
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 5 14 170
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 2 13 212
Precautionary Saving and Aggregate Demand 0 0 0 53 1 3 18 239
Precautionary Saving and Aggregate Demand 0 0 0 152 0 4 22 327
Precautionary Saving and Aggregate Demand 0 0 0 37 0 5 14 84
Precautionary saving and aggregate demand 0 0 0 55 0 3 36 142
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 0 3 11 100
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 1 8 16 159
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 1 6 146
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 0 1 15 158
Redistribution and fiscal policy 0 0 1 135 0 1 14 484
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 133 3 13 41 428
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 3 10 15 208
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 362 2 11 30 1,286
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 3 7 59 420
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 0 7 16 243
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 1 6 151
Solution and Estimation Methods for DSGE Models 0 0 0 211 1 7 29 325
Solution and Estimation Methods for DSGE Models 1 2 10 313 7 53 215 899
Solution and Estimation Methods for DSGE Models 0 0 0 30 2 5 15 201
Solving the new Keynesian model in continuous time 1 1 8 586 2 6 39 1,197
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 171 0 5 17 488
Some results on the solution of the neoclassical growth model 0 0 0 323 0 2 11 815
Structural vector autoregressions: theory of identification and algorithms for inference 1 2 6 536 2 11 40 1,059
Supply-Side Policies and the Zero Lower Bound 0 0 0 43 0 1 9 134
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 1 6 14 326
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 1 2 10 137
Supply-side policies and the zero lower bound 0 0 0 70 0 6 14 204
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 0 1 12 268
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 357 0 2 10 494
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 1 2 8 163
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 1 5 19
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 6 21 74
The Macroeconomics of Latin America 0 0 0 0 1 5 12 289
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 4 18 204
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 5 20 518
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 1 15 91
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 1 89 0 3 11 132
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 0 56 0 4 12 104
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 1 1 73 2 6 43 163
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 84 1 5 21 287
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 0 2 13 180
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 1 5 37 153
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 76 0 2 14 258
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 0 3 25 430
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 1 1 7 221
Una Reforma Fiscal para España 0 0 0 204 0 3 8 468
Uniform Priors for Impulse Responses 0 0 0 5 0 7 13 42
Uniform Priors for Impulse Responses 0 0 0 8 1 7 14 22
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 3 9 1,345
Total Working Papers 6 24 209 21,647 104 816 3,232 60,259
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 2 999 2 8 37 2,608
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 45 1 9 18 190
Cointegrated TFP processes and international business cycles 0 0 1 125 1 3 29 463
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 0 7 0 2 3 20
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 1 594 1 1 11 1,218
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 2 267 0 4 33 662
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 1 5 11 271
Comparing solution methods for dynamic equilibrium economies 0 3 15 906 2 17 80 2,078
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 3 712 2 12 31 1,851
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 1 92 1 8 16 399
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 0 2 8 265
Estimating Macroeconomic Models: A Likelihood Approach 0 0 7 385 1 5 35 955
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 0 3 12 647
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 1 6 15 302
Fiscal Volatility Shocks and Economic Activity 1 1 4 213 3 8 41 922
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 2 7 162
Inference in Bayesian Proxy-SVARs 1 1 8 53 2 6 41 191
Inflation persistence: how much can we explain? 0 0 1 47 1 2 10 187
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 1 3 17 936
MEDEA: a DSGE model for the Spanish economy 0 0 2 95 1 4 17 313
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 1 2 3 6 3 9 18 33
Narrative Sign Restrictions for SVARs 1 1 13 148 2 6 63 730
Nonlinear adventures at the zero lower bound 0 1 2 174 1 7 25 561
On the solution of the growth model with investment-specific technological change 0 0 0 35 0 1 6 115
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 4 20 131
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 0 62 0 2 17 212
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 0 1 9 351
Risk Matters: The Real Effects of Volatility Shocks 1 2 3 420 6 11 31 1,529
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 0 35 0 0 5 101
Solving DSGE models with perturbation methods and a change of variables 0 0 1 224 2 8 24 671
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 7 19 65 1,173 14 39 202 2,666
Structural scenario analysis with SVARs 2 8 55 325 5 28 160 917
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 1 3 12 150
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 2 190 1 5 25 662
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 3 14 53
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 2 6 89 2 10 39 381
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 0 263 0 5 22 1,219
The systematic component of monetary policy in SVARs: An agnostic identification procedure 0 1 8 319 1 8 64 885
The term structure of interest rates in a DSGE model with recursive preferences 1 2 3 258 2 5 41 921
Two Books on the New Macroeconometrics 0 0 4 207 0 1 16 568
Total Journal Articles 15 43 213 9,356 61 266 1,285 27,496

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 2 8 19 482
Total Chapters 0 0 2 126 2 8 19 482

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 0 11 35 4,959
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 1 308 0 4 17 601
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 1 6 1,247 2 8 35 1,992
Finite Elements Method 2 2 3 660 2 7 29 2,427
Linear and Log-Linear Approximation 0 0 0 1,713 0 8 20 5,578
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 1 1,116 0 4 17 2,916
Perturbation (2nd and 5th order) 0 0 2 386 0 7 17 1,078
Value Function Iteration 0 0 1 2,611 1 9 36 5,379
Total Software Items 2 3 16 9,623 5 58 206 24,930

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 2026-06-04