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 8 19 19
A, B, C's (and D)'s for Understanding VARs 0 1 4 456 9 15 28 1,177
A, B, C’s (And D’s) For Understanding VARS 0 0 5 1,086 4 7 16 2,514
A, B, C’s, (and D’s) for understanding VARs 0 0 2 242 6 10 17 656
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 1 2 9 607
A,B,C's (and D's)'s for Understanding VARS 0 0 1 736 7 13 19 1,186
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 1 5 8 57
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 4 6 9 52
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 1 6 12 34
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 3 6 6 81
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 12 15 18 252
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 5 9 16 119
Cointegrated TFP Processes and International Business Cycles 0 1 1 76 4 5 8 208
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 1 5 6 180
Cointegrated TFP processes and international business cycles 0 1 1 82 5 10 12 205
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 1 3 4 112
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 405 7 11 13 763
Comparing Solution Methods for Dynamic Equilibrium Economies 0 1 1 368 7 44 52 1,071
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 435 3 4 16 841
Comparing dynamic equilibrium economies to data 0 0 0 93 10 16 19 512
Comparing solution methods for dynamic equilibrium economies 0 0 2 789 6 8 17 1,756
Computing DSGE Models with Recursive Preferences 0 0 0 135 1 2 3 327
Computing DSGE Models with Recursive Preferences 0 1 1 231 6 13 13 787
Computing DSGE Models with Recursive Preferences 0 0 0 41 2 2 4 172
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 4 10 14 436
Computing Models with Recursive Preferences 0 0 0 0 2 5 9 102
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 3 5 6 388
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 15 15 18 351
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 2 6 9 383
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 4 9 12 296
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 2 5 73
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 2 6 9 48
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 3 29 5 7 11 46
Does the Liquidity Trap Exist? 0 0 0 15 5 5 7 61
Does the Liquidity Trap Exist? 0 0 0 26 6 10 19 69
Does the liquidity trap exist? 0 0 1 60 10 13 21 161
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 3 5 10 600
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 2 3 3 191
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 0 187 1 2 9 752
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 2 8 10 87
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 1 2 4 84
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 5 8 10 93
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 3 7 90
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 5 8 8 71
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 2 4 5 248
Estimating Hysteresis Effects 0 0 1 26 5 11 19 90
Estimating Hysteresis Effects 0 0 0 22 1 4 5 119
Estimating Hysteresis Effects 0 0 0 13 2 13 15 45
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 1 7 8 372
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 17 42 47 679
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 6 8 14 1,332
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 2 6 9 625
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 165 10 16 18 628
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 3 7 9 110
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 2 5 5 229
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 6 11 13 322
Fiscal Volatility Shocks and Economic Activity 0 1 2 36 3 6 9 247
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 1 4 14 1,065
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 5 15 22 424
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 3 5 5 278
Fiscal volatility shocks and economic activity 0 0 0 89 4 5 9 507
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 7 9 14 163
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 4 7 8 203
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 6 6 9 396
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 11 12 13 131
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 4 7 7 253
How Structural Are Structural Parameters? 0 0 1 283 2 5 15 905
How Structural Are Structural Parameters? 0 0 0 108 2 3 6 325
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 4 8 14 23
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 5 11 19 183
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 3 4 5 83 5 7 22 284
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 1 1 1 48 5 9 10 240
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 7 511 4 11 52 1,602
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 2 6 13 165
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 4 108 3 12 39 429
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 3 3 6 131 4 11 31 387
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 3 9 20 255
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 3 10 15 42
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 1 2 5 11 14
Inference in Bayesian Proxy-SVARs 0 0 0 7 2 7 11 76
Inference in Bayesian Proxy-SVARs 0 0 0 91 7 10 16 268
Inference in Bayesian Proxy-SVARs 0 0 0 7 4 8 10 63
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 6 8 11 196
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 3 3 5 469
Large SVARs 0 0 0 0 1 1 1 1
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 2 125 5 5 12 351
Los Ingresos Públicos en España 0 0 0 101 1 3 4 184
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 3 7 14 353
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 3 7 8 376
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 26 29 33 376
Macroeconomic Effects of Taxes on Banking 1 1 4 65 8 11 24 231
Macroeconomic Effects of Taxes on Banking 1 1 3 31 2 6 10 76
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 7 15 18 131
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 1 5 11 213
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 3 5 14 816
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 3 4 15 573
Markov-switching structural vector autoregressions: theory and application 0 0 1 557 6 14 20 1,092
Narrative Sign Restrictions for SVARs 1 1 1 147 4 6 17 268
Narrative Sign Restrictions for SVARs 1 1 12 107 9 17 45 246
Narrative Sign Restrictions for SVARs 0 0 3 109 3 7 15 218
Nominal versus real wage rigidities: A Bayesian approach 0 0 2 283 3 5 8 923
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 4 5 8 553
Nonlinear Adventures at the Zero Lower Bound 0 1 1 51 8 47 49 235
Nonlinear adventures at the zero lower bound 0 1 1 133 2 11 12 374
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 1 5 5 21
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 3 3 5 41
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 1 2 1 2 5 13
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 2 2 3 19
On the solution of the growth model with investment-specific technological change 0 0 0 116 2 2 6 278
Optimal Minimum Wage 0 0 0 0 1 5 5 424
Optimal minimum wage in a competitive economy 0 0 0 60 3 5 7 338
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 3 4 4 74
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 49 9 13 18 167
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 1 8 18 202
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 96 1 1 4 266
Perturbation Methods for Markov-Switching Models 0 0 0 0 8 11 13 213
Perturbation methods for Markov-switching DSGE model 0 0 0 207 2 7 20 630
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 1 8 163
Perturbation methods for Markov-switching DSGE models 0 0 0 77 3 9 9 208
Precautionary Saving and Aggregate Demand 0 0 0 53 6 9 13 231
Precautionary Saving and Aggregate Demand 0 0 0 37 2 4 6 75
Precautionary Saving and Aggregate Demand 0 0 0 152 4 12 18 322
Precautionary saving and aggregate demand 0 0 0 55 13 19 22 125
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 1 2 142
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 3 5 6 94
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 3 6 6 149
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 2 4 9 152
Redistribution and fiscal policy 0 1 1 135 4 6 6 476
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 3 7 17 1,271
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 2 3 6 197
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 17 48 52 413
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 10 19 27 409
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 2 5 9 236
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 2 4 6 150
Solution and Estimation Methods for DSGE Models 0 0 9 308 79 103 137 801
Solution and Estimation Methods for DSGE Models 0 0 0 211 11 16 23 317
Solution and Estimation Methods for DSGE Models 0 0 1 30 4 5 14 196
Solving the new Keynesian model in continuous time 1 3 11 585 4 13 38 1,187
Some Results on the Solution of the Neoclassical Growth Model 0 1 1 171 4 10 12 483
Some results on the solution of the neoclassical growth model 0 0 0 323 6 8 8 812
Structural vector autoregressions: theory of identification and algorithms for inference 2 3 4 533 4 11 31 1,046
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 1 5 9 135
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 4 5 8 320
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 3 5 8 132
Supply-side policies and the zero lower bound 0 0 0 70 4 7 8 198
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 8 8 11 266
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 4 5 5 160
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 357 1 2 8 489
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 2 2 5 18
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 6 9 14 66
The Macroeconomics of Latin America 0 0 0 0 3 5 5 282
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 2 7 13 199
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 4 9 14 90
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 4 7 12 509
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 1 1 1 89 3 5 8 129
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 1 56 3 5 7 97
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 3 5 12 177
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 7 13 17 132
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 84 2 9 15 280
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 5 17 25 143
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 2 76 4 5 8 251
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 15 16 21 425
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 4 6 7 220
Una Reforma Fiscal para España 0 0 5 204 1 3 13 463
Uniform Priors for Impulse Responses 0 0 0 5 3 4 7 34
Uniform Priors for Impulse Responses 0 0 0 8 3 5 5 13
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 3 3 6 1,342
Total Working Papers 15 31 214 21,580 785 1,488 2,350 59,018
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 2 8 999 10 16 37 2,597
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 1 45 3 4 13 181
Cointegrated TFP processes and international business cycles 0 0 1 125 15 19 27 459
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 1 7 0 0 2 18
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 4 594 3 5 13 1,214
Comparing dynamic equilibrium models to data: a Bayesian approach 1 1 2 267 13 16 18 647
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 3 5 7 265
Comparing solution methods for dynamic equilibrium economies 2 3 15 902 10 24 68 2,049
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 1 3 712 8 13 22 1,838
Convergence Properties of the Likelihood of Computed Dynamic Models 0 1 1 92 0 3 8 391
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 1 3 5 262
Estimating Macroeconomic Models: A Likelihood Approach 0 2 8 385 1 10 33 945
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 3 5 7 641
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 2 3 10 295
Fiscal Volatility Shocks and Economic Activity 0 1 7 212 6 20 42 911
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 2 4 5 160
Inference in Bayesian Proxy-SVARs 1 1 7 50 6 14 42 179
Inflation persistence: how much can we explain? 0 0 1 47 3 7 11 185
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 4 8 14 930
MEDEA: a DSGE model for the Spanish economy 0 0 2 95 4 6 17 308
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 4 2 5 13 23
Narrative Sign Restrictions for SVARs 0 2 19 146 5 20 75 721
Nonlinear adventures at the zero lower bound 0 0 3 173 5 7 22 553
On the solution of the growth model with investment-specific technological change 0 0 0 35 2 5 6 114
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 8 12 14 125
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 2 62 5 6 19 210
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 5 7 9 349
Risk Matters: The Real Effects of Volatility Shocks 0 0 3 418 6 9 28 1,518
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 0 35 2 5 5 101
Solving DSGE models with perturbation methods and a change of variables 0 0 2 224 5 6 20 661
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 7 16 69 1,147 17 53 212 2,598
Structural scenario analysis with SVARs 6 17 70 313 16 56 182 880
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 5 7 10 146
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 4 190 3 11 23 657
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 6 8 12 50
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 4 86 10 16 31 369
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 2 5 14 1,210
The systematic component of monetary policy in SVARs: An agnostic identification procedure 2 2 14 318 9 24 75 875
The term structure of interest rates in a DSGE model with recursive preferences 0 0 3 256 6 14 54 912
Two Books on the New Macroeconometrics 1 1 3 206 2 7 16 565
Total Journal Articles 20 51 263 9,296 218 468 1,241 27,112

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 2 126 3 8 11 473
Total Chapters 0 1 2 126 3 8 11 473

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 0 3 1,582 6 13 25 4,946
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 1 308 6 11 14 596
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 2 4 9 1,246 7 12 31 1,982
Finite Elements Method 0 0 1 658 7 15 23 2,419
Linear and Log-Linear Approximation 0 0 0 1,713 5 9 16 5,569
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 1 1 1,116 6 11 13 2,911
Perturbation (2nd and 5th order) 1 1 2 386 3 5 9 1,070
Value Function Iteration 0 0 2 2,611 5 15 27 5,367
Total Software Items 3 6 19 9,620 45 91 158 24,860

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