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 70 70 70 2 5 5 5
A, B, C's (and D)'s for Understanding VARs 0 0 6 455 0 0 14 1,158
A, B, C’s (And D’s) For Understanding VARS 1 3 4 1,084 1 3 8 2,502
A, B, C’s, (and D’s) for understanding VARs 0 0 2 242 0 1 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 1 1 6 1,172
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 2 3 3 46
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 1 1 5 52
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 2 2 5 25
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 0 2 6 237
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 0 31 1 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 1 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 2 405 0 0 4 751
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 435 1 1 7 831
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 367 4 4 6 1,025
Comparing dynamic equilibrium economies to data 0 0 0 93 2 2 3 495
Comparing solution methods for dynamic equilibrium economies 0 0 4 789 1 3 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 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 2 8 425
Computing Models with Recursive Preferences 0 0 0 0 2 2 5 96
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 0 0 2 334
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 72 0 0 2 382
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 1 4 71
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 28 1 1 7 39
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 1 109 0 0 5 40
Does the Liquidity Trap Exist? 0 0 0 15 1 1 4 56
Does the Liquidity Trap Exist? 0 0 0 26 0 2 13 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 0 2 12 749
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 Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 0 1 83
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 50 0 2 2 82
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 0 1 2 85
Estimating Hysteresis Effects 0 0 2 22 0 1 5 115
Estimating Hysteresis Effects 0 0 1 13 0 0 4 31
Estimating Hysteresis Effects 1 1 2 26 1 1 15 79
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 0 0 0 364
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 424 0 1 8 1,322
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 0 2 7 636
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 1 2 35 1 3 4 241
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 1 2 6 406
Fiscal Volatility Shocks and Economic Activity 0 0 1 369 1 3 12 1,057
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 2 4 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 1 109 1 1 4 389
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 0 82 0 0 0 195
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 0 1 283 1 3 10 899
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 1 2 4 1 2 8 14
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 0 1 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 1 1 4 79 1 7 26 270
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 1 64 0 1 3 155
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 3 10 511 4 8 41 1,578
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 4 128 0 3 13 365
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 5 107 1 3 26 410
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 1 6 238
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 1 2 8 8
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 15 0 1 11 31
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 3 66
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 2 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 1 2 2 187
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 1 1 1 465
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 3 125 0 1 10 345
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 0 189 0 0 3 369
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 1 1 4 343
Macroeconomic Effects of Taxes on Banking 0 0 4 64 1 5 16 218
Macroeconomic Effects of Taxes on Banking 1 1 1 29 1 2 3 68
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 1 2 4 115
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 1 2 8 807
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 0 0 7 207
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 3 4 18 569
Markov-switching structural vector autoregressions: theory and application 0 0 4 557 1 3 13 1,078
Narrative Sign Restrictions for SVARs 0 0 6 146 0 2 13 254
Narrative Sign Restrictions for SVARs 4 6 15 106 4 9 30 221
Narrative Sign Restrictions for SVARs 1 2 4 109 1 3 12 210
Nominal versus real wage rigidities: A Bayesian approach 1 1 2 283 1 1 3 918
Nonlinear Adventures at the Zero Lower Bound 0 0 0 50 0 0 3 188
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 0 1 6 546
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 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 1 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 2 49 1 2 10 153
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 96 0 0 3 264
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 92 2 4 9 192
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 2 201
Perturbation methods for Markov-switching DSGE model 0 0 2 207 0 1 9 614
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 3 4 5 160
Precautionary Saving and Aggregate Demand 0 0 1 53 1 1 6 222
Precautionary Saving and Aggregate Demand 0 0 0 152 1 2 5 307
Precautionary Saving and Aggregate Demand 0 0 0 37 0 1 3 71
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 44 0 1 2 141
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 0 101 0 0 1 143
Reading the recent monetary history of the U.S., 1959-2007 0 0 1 93 0 1 2 144
Redistribution and fiscal policy 0 0 0 134 0 0 1 470
Risk Matters: The Real Effects of Volatility Shocks 0 0 2 133 1 2 13 389
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 0 3 193
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 0 0 4 1,256
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 0 1 361
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 1 15 1 3 4 230
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 0 4 145
Solution and Estimation Methods for DSGE Models 1 2 11 305 3 8 46 692
Solution and Estimation Methods for DSGE Models 0 0 1 211 0 1 6 297
Solution and Estimation Methods for DSGE Models 0 0 2 30 1 3 16 189
Solving the new Keynesian model in continuous time 0 3 10 581 1 10 31 1,168
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 170 1 1 5 472
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 0 3 530 0 0 13 1,019
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 3 7 315
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 0 1 3 126
Supply-Side Policies and the Zero Lower Bound 0 1 1 37 0 1 3 128
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 2 357 0 0 8 484
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 1 134 0 0 3 256
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 0 0 3 155
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 0 4 14
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 1 2 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 0 180 1 2 5 500
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 2 3 3 79
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 2 3 5 189
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 2 88 0 1 5 122
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 1 1 87 0 1 4 117
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 1 2 6 122
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 41 0 1 5 168
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 1 2 84 2 4 7 270
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 1 3 5 408
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 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 1 6 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 1 2 1,337
Total Working Papers 12 103 255 21,538 84 222 962 57,224
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 7 997 0 3 22 2,574
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 2 45 0 3 9 175
Cointegrated TFP processes and international business cycles 1 1 1 125 1 3 8 437
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 1 7 0 0 2 17
Comparing New Keynesian models of the business cycle: A Bayesian approach 1 1 8 594 1 2 14 1,209
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 2 265 0 0 6 629
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 0 0 3 260
Comparing solution methods for dynamic equilibrium economies 2 5 23 896 5 12 61 2,010
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 1 5 710 0 2 22 1,822
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 91 2 2 4 385
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 1 1 4 258
Estimating Macroeconomic Models: A Likelihood Approach 0 3 9 381 1 11 32 931
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 2 180 0 0 9 635
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 0 2 6 289
Fiscal Volatility Shocks and Economic Activity 0 2 7 211 1 8 28 889
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 0 1 155
Inference in Bayesian Proxy-SVARs 0 0 9 45 3 8 43 158
Inflation persistence: how much can we explain? 1 1 1 47 1 1 7 178
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 1 1 1 263 1 3 9 922
MEDEA: a DSGE model for the Spanish economy 0 1 1 94 1 4 12 300
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 1 1 2 4 1 2 8 17
Narrative Sign Restrictions for SVARs 3 6 22 141 10 24 82 691
Nonlinear adventures at the zero lower bound 0 1 7 173 4 6 21 542
On the solution of the growth model with investment-specific technological change 0 0 2 35 0 0 5 109
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 1 2 112
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 3 62 1 2 8 197
Reading the recent monetary history of the United States, 1959-2007 0 0 1 56 0 0 7 342
Risk Matters: The Real Effects of Volatility Shocks 0 1 6 418 1 3 19 1,501
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 1 4 224 1 3 18 650
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 2 14 77 1,122 9 41 196 2,505
Structural scenario analysis with SVARs 5 11 68 281 12 32 179 789
Supply-Side Policies and the Zero Lower Bound 0 0 2 37 0 1 6 139
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 2 5 190 2 4 14 641
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 6 18 2 3 16 42
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 3 83 1 5 16 347
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 2 5 11 1,202
The systematic component of monetary policy in SVARs: An agnostic identification procedure 0 5 18 316 2 20 72 841
The term structure of interest rates in a DSGE model with recursive preferences 0 0 2 255 1 10 41 890
Two Books on the New Macroeconometrics 0 2 4 205 1 6 13 558
Total Journal Articles 17 60 314 9,203 68 233 1,038 26,444

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Structural Are Structural Parameters? 1 1 1 125 1 1 6 464
Total Chapters 1 1 1 125 1 1 6 464

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 1 5 1,581 0 4 12 4,928
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 2 307 0 0 6 584
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 0 9 1,241 1 5 22 1,962
Finite Elements Method 1 1 6 658 2 4 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 1 3 385 1 3 5 1,064
Value Function Iteration 0 1 2 2,611 1 3 9 5,346
Total Software Items 1 4 29 9,611 5 21 79 24,745

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Statistics updated 2025-09-05