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 0 1 71 3 3 20 31
A, B, C's (and D)'s for Understanding VARs 0 0 2 457 4 5 34 1,196
A, B, C’s (And D’s) For Understanding VARS 0 0 0 1,086 2 4 19 2,526
A, B, C’s, (and D’s) for understanding VARs 0 1 1 243 3 5 20 666
A,B,C's (and D's)'s for Understanding VARS 0 0 0 267 3 5 18 623
A,B,C's (and D's)'s for Understanding VARS 0 0 0 736 4 7 31 1,204
Are Fiscal Transfers Inflationary? 0 0 0 0 6 7 9 9
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 2 19 0 1 27 73
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 2 12 64
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 2 6 15 43
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 3 6 31 268
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 6 9 18 93
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 2 10 27 137
Cointegrated TFP Processes and International Business Cycles 0 0 1 76 3 5 12 215
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 3 5 12 187
Cointegrated TFP processes and international business cycles 0 0 1 82 5 6 31 226
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 1 4 15 124
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 0 405 1 2 24 776
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 435 2 4 19 856
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 368 3 6 59 1,086
Comparing dynamic equilibrium economies to data 0 0 0 93 2 3 31 527
Comparing solution methods for dynamic equilibrium economies 0 0 0 789 1 2 17 1,765
Computing DSGE Models with Recursive Preferences 0 0 0 135 8 8 14 339
Computing DSGE Models with Recursive Preferences 0 0 1 231 2 4 25 799
Computing DSGE Models with Recursive Preferences 0 0 0 41 3 5 8 178
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 3 5 19 445
Computing Models with Recursive Preferences 0 0 0 0 1 1 12 109
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 3 4 18 395
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 3 3 22 405
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 1 2 42 378
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 1 1 19 306
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 1 1 1 18 4 4 8 79
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 30 1 1 19 58
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 111 1 6 20 62
Does the Liquidity Trap Exist? 1 1 3 18 3 4 15 71
Does the Liquidity Trap Exist? 0 0 1 27 0 0 22 81
Does the liquidity trap exist? 0 0 0 60 0 1 24 172
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 0 7 602
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 2 2 11 199
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 1 1 188 1 5 14 764
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 117 2 2 9 96
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 3 4 14 258
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 3 3 14 77
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 2 5 12 94
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 2 2 13 98
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 85 4 5 18 97
Estimating Hysteresis Effects 0 0 2 24 0 2 18 133
Estimating Hysteresis Effects 0 0 0 26 3 4 22 101
Estimating Hysteresis Effects 0 0 0 13 1 3 19 51
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 1 1 21 386
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 3 5 26 1,350
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 3 6 57 694
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 3 5 18 637
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 1 1 166 1 3 26 638
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 1 2 13 116
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 4 5 14 238
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 3 4 20 331
Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy 0 0 0 46 3 3 17 87
Fiscal Volatility Shocks and Economic Activity 0 0 0 111 5 9 31 440
Fiscal Volatility Shocks and Economic Activity 0 0 0 370 6 7 17 1,078
Fiscal Volatility Shocks and Economic Activity 0 0 1 36 3 6 17 258
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 5 7 16 289
Fiscal volatility shocks and economic activity 0 0 0 89 0 1 13 515
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 0 26 2 2 23 177
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 5 5 26 145
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 1 2 12 208
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 4 4 20 410
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 1 60 0 0 14 260
How Structural Are Structural Parameters? 0 1 1 284 2 4 17 917
How Structural Are Structural Parameters? 0 0 0 108 2 7 14 336
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 0 5 0 0 12 27
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 73 0 1 17 189
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 2 6 85 3 7 20 297
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 1 3 14 245
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 2 2 18 264
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 5 112 1 4 40 457
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 131 1 4 22 398
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 2 513 1 4 30 1,621
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 1 65 2 2 11 170
Inference Based on Scale, Label, and Economic Restrictions 0 7 7 7 0 6 6 6
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 2 3 3 13 22
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 16 0 2 19 51
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 3 23 281
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 11 80
Inference in Bayesian Proxy-SVARs 0 0 1 8 3 3 16 71
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 2 12 200
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 4 5 23 489
Large SVARs 0 0 31 31 3 3 16 16
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 0 125 4 4 17 363
Los Ingresos Públicos en España 0 1 1 102 1 4 10 191
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 2 4 73 420
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 1 1 10 356
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 2 3 13 382
Macroeconomic Effects of Taxes on Banking 0 0 1 31 10 11 24 94
Macroeconomic Effects of Taxes on Banking 0 0 1 65 6 8 28 248
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 1 1 1 63 1 4 26 142
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 275 2 4 15 826
Macroeconomics and Volatility: Data, Models, and Estimation 1 2 2 37 2 3 11 219
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 1 2 15 584
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 1 2 23 1,101
Narrative Sign Restrictions for SVARs 0 0 2 148 4 9 23 285
Narrative Sign Restrictions for SVARs 0 0 2 108 3 7 35 264
Narrative Sign Restrictions for SVARs 0 2 5 114 1 5 26 237
Nominal versus real wage rigidities: A Bayesian approach 0 0 0 283 0 1 12 930
Nonlinear Adventures at the Zero Lower Bound 0 0 1 160 5 9 21 569
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 2 2 57 245
Nonlinear adventures at the zero lower bound 0 0 1 133 1 2 18 381
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 1 1 4 59
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 1 1 6 22
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 2 2 5 43
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 0 2 1 1 4 15
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 2 2 6 23
On the solution of the growth model with investment-specific technological change 0 0 0 116 1 1 4 280
Optimal Minimum Wage 0 0 0 0 2 3 11 430
Optimal minimum wage in a competitive economy 0 0 0 60 0 1 15 348
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 49 3 3 20 174
Perturbation Methods for Markov-Switching DSGE Models 1 1 1 94 5 7 23 217
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 96 4 4 10 275
Perturbation Methods for Markov-Switching Models 0 0 0 0 3 3 17 219
Perturbation methods for Markov-switching DSGE model 0 0 0 207 4 5 18 641
Perturbation methods for Markov-switching DSGE models 0 0 0 50 2 3 11 173
Perturbation methods for Markov-switching DSGE models 0 0 0 77 3 5 18 217
Precautionary Saving and Aggregate Demand 0 1 1 153 1 4 22 332
Precautionary Saving and Aggregate Demand 0 0 0 37 5 5 18 89
Precautionary Saving and Aggregate Demand 0 0 0 53 6 7 24 246
Precautionary saving and aggregate demand 0 0 0 55 2 2 39 145
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 2 4 15 104
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 1 1 17 160
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 4 9 150
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 2 3 13 161
Redistribution and fiscal policy 0 0 1 135 1 2 18 488
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 3 5 61 426
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 362 2 2 24 1,288
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 133 3 3 43 433
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 4 4 19 213
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 4 6 19 250
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 1 1 6 152
Solution and Estimation Methods for DSGE Models 1 2 8 316 7 13 218 916
Solution and Estimation Methods for DSGE Models 0 0 0 211 1 2 29 330
Solution and Estimation Methods for DSGE Models 0 0 0 30 1 5 18 209
Solving the new Keynesian model in continuous time 0 2 6 588 4 14 37 1,211
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 171 3 4 20 493
Some results on the solution of the neoclassical growth model 0 0 0 323 3 4 16 820
Structural vector autoregressions: theory of identification and algorithms for inference 0 2 8 538 5 11 36 1,071
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 0 11 326
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 2 3 10 140
Supply-Side Policies and the Zero Lower Bound 0 0 0 43 2 3 10 137
Supply-side policies and the zero lower bound 0 0 0 70 4 4 17 208
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 357 4 6 14 501
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 1 1 22 4 5 13 168
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 5 7 18 276
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 1 4 9 25
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 1 2 19 76
The Macroeconomics of Latin America 0 0 0 0 2 2 14 291
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 2 12 93
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 6 10 22 214
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 1 181 2 5 22 524
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 1 89 2 3 13 137
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 0 56 0 2 14 106
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 87 0 3 37 156
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 84 1 2 19 290
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 1 1 11 183
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 73 0 0 38 164
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 76 0 1 13 259
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 3 3 10 224
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 3 3 26 435
Una Reforma Fiscal para España 0 1 1 205 3 5 13 473
Uniform Priors for Impulse Responses 0 0 0 5 1 4 18 48
Uniform Priors for Impulse Responses 0 0 0 8 2 4 19 27
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 2 2 8 1,347
Total Working Papers 7 34 134 21,683 393 654 3,494 61,024
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 2 999 5 7 36 2,617
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 45 2 4 17 194
Cointegrated TFP processes and international business cycles 0 0 0 125 2 3 27 467
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 0 7 0 1 3 21
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 2 2 596 2 5 14 1,223
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 1 267 2 3 35 666
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 3 4 16 276
Comparing solution methods for dynamic equilibrium economies 0 0 7 906 7 12 70 2,095
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 1 2 713 2 6 33 1,858
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 1 92 1 2 14 402
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 1 1 7 266
Estimating Macroeconomic Models: A Likelihood Approach 0 0 2 385 6 6 27 962
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 1 4 17 653
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 5 5 15 307
Fiscal Volatility Shocks and Economic Activity 0 0 2 213 7 12 46 937
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 1 1 9 165
Inference in Bayesian Proxy-SVARs 1 1 5 54 6 11 40 205
Inflation persistence: how much can we explain? 0 0 0 47 0 1 10 188
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 263 3 4 20 942
MEDEA: a DSGE model for the Spanish economy 0 0 0 95 0 1 13 315
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 6 1 1 18 36
Narrative Sign Restrictions for SVARs 0 1 6 150 2 5 41 742
Nonlinear adventures at the zero lower bound 0 0 1 174 4 4 22 568
On the solution of the growth model with investment-specific technological change 0 0 0 35 1 2 9 118
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 1 20 133
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 0 62 6 6 14 218
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 1 4 13 355
Risk Matters: The Real Effects of Volatility Shocks 0 0 3 421 5 6 29 1,538
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 0 35 2 2 7 103
Solving DSGE models with perturbation methods and a change of variables 0 0 0 224 0 1 17 672
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 0 6 52 1,183 4 20 158 2,703
Structural scenario analysis with SVARs 3 6 42 338 13 28 139 963
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 2 2 14 153
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 1 1 1 191 4 4 21 667
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 1 1 19 2 4 16 58
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 5 90 2 5 37 390
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 0 263 2 4 19 1,224
The systematic component of monetary policy in SVARs: An agnostic identification procedure 2 3 11 327 7 12 54 905
The term structure of interest rates in a DSGE model with recursive preferences 2 2 4 260 6 8 31 929
Two Books on the New Macroeconometrics 0 0 2 207 0 4 16 574
Total Journal Articles 9 25 154 9,399 120 216 1,164 27,808


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 1 126 5 7 25 490
Total Chapters 0 0 1 126 5 7 25 490


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 0 0 1,582 4 4 31 4,964
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 0 308 2 3 20 605
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 0 5 1,247 3 5 28 1,998
Finite Elements Method 0 0 2 660 2 2 25 2,429
Linear and Log-Linear Approximation 0 0 0 1,713 5 6 24 5,584
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 1 1,116 3 5 22 2,922
Perturbation (2nd and 5th order) 0 0 1 386 1 2 16 1,081
Value Function Iteration 0 0 0 2,611 2 2 29 5,381
Total Software Items 0 0 9 9,623 22 29 195 24,964


Statistics updated 2026-11-12