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 1 1 71 71 4 5 24 24
A, B, C's (and D)'s for Understanding VARs 0 1 2 457 8 13 33 1,190
A, B, C’s (And D’s) For Understanding VARS 0 0 5 1,086 6 7 22 2,521
A, B, C’s, (and D’s) for understanding VARs 0 0 0 242 4 5 17 661
A,B,C's (and D's)'s for Understanding VARS 0 0 0 736 6 8 24 1,194
A,B,C's (and D's)'s for Understanding VARS 0 0 0 267 8 8 12 615
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 2 2 19 10 18 27 70
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 1 5 11 62
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 1 3 14 37
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 2 3 9 84
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 2 7 24 259
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 2 4 19 123
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 1 2 8 182
Cointegrated TFP Processes and International Business Cycles 0 0 1 76 0 1 9 209
Cointegrated TFP processes and international business cycles 0 0 1 82 5 12 23 217
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 5 6 10 118
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 405 6 10 23 773
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 435 8 8 20 849
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 368 6 8 58 1,079
Comparing dynamic equilibrium economies to data 0 0 0 93 4 11 30 523
Comparing solution methods for dynamic equilibrium economies 0 0 0 789 2 7 21 1,763
Computing DSGE Models with Recursive Preferences 0 0 0 135 1 2 5 329
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 1 5 173
Computing DSGE Models with Recursive Preferences 0 0 1 231 4 7 20 794
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 2 3 16 439
Computing Models with Recursive Preferences 0 0 0 0 1 6 14 108
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 6 23 41 374
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 8 10 16 398
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 5 6 13 389
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 5 8 19 304
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 1 1 6 74
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 3 30 4 11 20 57
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 2 2 111 3 4 12 52
Does the Liquidity Trap Exist? 0 0 0 15 2 3 9 64
Does the Liquidity Trap Exist? 0 0 0 26 4 10 24 79
Does the liquidity trap exist? 0 0 1 60 2 8 26 169
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 1 1 9 601
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 2 4 7 195
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 0 187 4 6 11 758
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 3 6 11 254
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 2 5 9 89
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 2 4 14 91
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 3 3 11 74
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 2 3 13 96
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 117 3 4 10 94
Estimating Hysteresis Effects 0 0 1 26 2 4 17 94
Estimating Hysteresis Effects 0 2 2 24 6 11 16 130
Estimating Hysteresis Effects 0 0 0 13 1 2 16 47
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 8 12 20 384
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 8 11 23 1,343
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 4 6 51 685
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 2 4 13 629
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 165 3 5 22 633
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 2 4 12 114
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 2 3 8 232
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 1 5 18 327
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 1 4 17 1,069
Fiscal Volatility Shocks and Economic Activity 0 0 0 111 1 4 24 428
Fiscal Volatility Shocks and Economic Activity 0 0 2 36 2 4 13 251
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 3 4 9 282
Fiscal volatility shocks and economic activity 0 0 0 89 1 5 14 512
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 2 10 22 173
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 1 1 9 204
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 7 20 138
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 1 8 17 404
Fortune or virtue: time-variant volatilities versus parameter drifting 1 1 1 60 3 6 13 259
How Structural Are Structural Parameters? 0 0 0 108 2 2 8 327
How Structural Are Structural Parameters? 0 0 0 283 3 6 15 911
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 2 3 14 26
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 3 5 23 188
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 83 1 3 24 287
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 1 1 11 241
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 1 2 13 167
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 3 5 24 260
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 5 512 9 12 47 1,614
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 3 4 111 7 22 47 451
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 5 131 4 4 31 391
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 1 1 1 16 5 6 19 48
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 2 2 4 12 18
Inference in Bayesian Proxy-SVARs 0 0 0 7 3 4 14 80
Inference in Bayesian Proxy-SVARs 0 0 0 91 4 7 22 275
Inference in Bayesian Proxy-SVARs 0 1 1 8 2 5 15 68
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 1 12 197
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 2 12 17 481
Large SVARs 1 31 31 31 3 7 8 8
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 0 125 2 8 16 359
Los Ingresos Públicos en España 0 0 0 101 1 2 6 186
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 1 2 14 355
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 1 34 66 410
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 2 3 11 379
Macroeconomic Effects of Taxes on Banking 0 0 3 31 4 6 16 82
Macroeconomic Effects of Taxes on Banking 0 0 1 65 5 7 25 238
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 7 25 138
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 35 2 2 9 215
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 275 3 4 15 820
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 5 9 19 582
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 5 6 24 1,098
Narrative Sign Restrictions for SVARs 0 2 4 111 5 11 22 229
Narrative Sign Restrictions for SVARs 0 1 2 148 1 6 23 274
Narrative Sign Restrictions for SVARs 0 0 9 107 4 9 46 255
Nominal versus real wage rigidities: A Bayesian approach 0 0 1 283 1 5 11 928
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 1 8 55 243
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 3 5 13 558
Nonlinear adventures at the zero lower bound 0 0 1 133 3 4 16 378
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 2 2 3 57
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 1 1 4 14
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 0 2 19
On the solution of the growth model with investment-specific technological change 0 0 0 116 1 1 6 279
Optimal Minimum Wage 0 0 0 0 1 2 7 426
Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach 0 0 0 3 1 2 2 27
Optimal minimum wage in a competitive economy 0 0 0 60 7 9 16 347
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 3 10 14 84
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 49 1 4 21 171
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 96 0 4 7 270
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 0 6 20 208
Perturbation Methods for Markov-Switching Models 0 0 0 0 3 3 15 216
Perturbation methods for Markov-switching DSGE model 0 0 0 207 1 4 22 634
Perturbation methods for Markov-switching DSGE models 0 0 0 77 2 4 13 212
Perturbation methods for Markov-switching DSGE models 0 0 0 50 5 7 14 170
Precautionary Saving and Aggregate Demand 0 0 0 53 0 7 18 238
Precautionary Saving and Aggregate Demand 0 0 0 152 4 5 22 327
Precautionary Saving and Aggregate Demand 0 0 0 37 4 9 15 84
Precautionary saving and aggregate demand 0 0 0 55 2 17 37 142
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 1 4 6 146
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 3 6 11 100
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 5 9 15 158
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 1 6 15 158
Redistribution and fiscal policy 0 0 1 135 0 8 14 484
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 3 4 56 417
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 8 16 40 425
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 362 7 13 28 1,284
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 5 8 12 205
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 6 7 16 243
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 1 1 6 151
Solution and Estimation Methods for DSGE Models 0 0 1 30 1 3 15 199
Solution and Estimation Methods for DSGE Models 0 0 0 211 5 7 29 324
Solution and Estimation Methods for DSGE Models 1 4 11 312 10 91 214 892
Solving the new Keynesian model in continuous time 0 0 7 585 4 8 37 1,195
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 171 3 5 17 488
Some results on the solution of the neoclassical growth model 0 0 0 323 2 3 11 815
Structural vector autoregressions: theory of identification and algorithms for inference 1 2 5 535 6 11 38 1,057
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 4 5 13 325
Supply-Side Policies and the Zero Lower Bound 0 0 0 43 0 2 9 134
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 1 9 136
Supply-side policies and the zero lower bound 0 0 0 70 5 6 14 204
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 357 2 5 10 494
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 1 2 7 162
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 0 2 12 268
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 1 1 5 19
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 8 21 74
The Macroeconomics of Latin America 0 0 0 0 4 6 11 288
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 1 89 1 3 11 132
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 1 1 15 91
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 4 5 18 204
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 2 9 20 518
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 0 56 2 7 12 104
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 1 20 36 152
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 84 4 6 20 286
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 1 1 73 1 18 41 161
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 2 3 15 180
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 76 2 7 14 258
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 0 6 220
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 2 5 25 430
Una Reforma Fiscal para España 0 0 0 204 1 5 8 468
Uniform Priors for Impulse Responses 0 0 0 5 5 8 13 42
Uniform Priors for Impulse Responses 0 0 0 8 4 8 13 21
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 3 3 9 1,345
Total Working Papers 9 58 217 21,641 485 1,112 3,195 60,155
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 5 9 35 2,606
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 45 5 8 18 189
Cointegrated TFP processes and international business cycles 0 0 1 125 1 3 28 462
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 0 7 2 2 3 20
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 1 594 0 3 10 1,217
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 2 267 1 15 33 662
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 3 5 11 270
Comparing solution methods for dynamic equilibrium economies 0 4 16 906 7 27 81 2,076
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 3 712 6 11 30 1,849
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 1 92 7 7 15 398
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 0 3 8 265
Estimating Macroeconomic Models: A Likelihood Approach 0 0 7 385 1 9 35 954
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 2 6 12 647
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 5 6 14 301
Fiscal Volatility Shocks and Economic Activity 0 0 4 212 4 8 39 919
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 2 2 7 162
Inference in Bayesian Proxy-SVARs 0 2 8 52 1 10 43 189
Inflation persistence: how much can we explain? 0 0 1 47 1 1 10 186
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 2 5 17 935
MEDEA: a DSGE model for the Spanish economy 0 0 2 95 2 4 17 312
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 1 2 5 2 7 18 30
Narrative Sign Restrictions for SVARs 0 1 13 147 1 7 63 728
Nonlinear adventures at the zero lower bound 1 1 2 174 5 7 24 560
On the solution of the growth model with investment-specific technological change 0 0 0 35 1 1 7 115
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 3 6 20 131
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 1 62 1 2 19 212
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 1 2 10 351
Risk Matters: The Real Effects of Volatility Shocks 0 1 3 419 4 5 26 1,523
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 5 8 23 669
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 8 19 67 1,166 14 54 213 2,652
Structural scenario analysis with SVARs 3 10 59 323 16 32 169 912
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 2 3 11 149
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 3 190 3 4 25 661
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 3 14 53
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 3 6 89 4 10 37 379
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 0 263 2 9 22 1,219
The systematic component of monetary policy in SVARs: An agnostic identification procedure 0 1 8 319 2 9 66 884
The term structure of interest rates in a DSGE model with recursive preferences 0 1 2 257 0 7 53 919
Two Books on the New Macroeconometrics 0 1 4 207 1 3 17 568
Total Journal Articles 12 45 220 9,341 127 323 1,308 27,435

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 17 480
Total Chapters 0 0 2 126 3 7 17 480

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 9 13 35 4,959
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 1 308 2 5 17 601
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 1 8 1,247 3 8 36 1,990
Finite Elements Method 0 0 1 658 5 6 27 2,425
Linear and Log-Linear Approximation 0 0 0 1,713 8 9 21 5,578
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 1 1,116 4 5 17 2,916
Perturbation (2nd and 5th order) 0 0 2 386 6 8 17 1,078
Value Function Iteration 0 0 2 2,611 8 11 36 5,378
Total Software Items 0 1 17 9,621 45 65 206 24,925

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