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 69 69 69 69 2 2 2 2
A, B, C's (and D)'s for Understanding VARs 0 1 6 455 0 3 15 1,158
A, B, C’s (And D’s) For Understanding VARS 0 0 2 1,081 0 1 6 2,499
A, B, C’s, (and D’s) for understanding VARs 0 1 3 242 1 4 8 646
A,B,C's (and D's)'s for Understanding VARS 0 1 1 267 0 2 6 603
A,B,C's (and D's)'s for Understanding VARS 0 0 1 736 0 2 5 1,171
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 0 4 51
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 1 17 1 1 2 44
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 0 3 23
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 82 0 0 4 235
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 0 2 4 106
Cointegrated TFP Processes and International Business Cycles 0 0 0 75 0 0 0 200
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 81 0 1 1 194
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 0 0 1 108
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 1 2 405 0 1 5 751
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 367 0 0 2 1,021
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 2 435 0 4 7 830
Comparing dynamic equilibrium economies to data 0 0 0 93 0 0 2 493
Comparing solution methods for dynamic equilibrium economies 0 0 4 789 2 3 8 1,745
Computing DSGE Models with Recursive Preferences 0 0 0 135 0 0 1 324
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 and stochastic volatility 0 0 0 308 1 1 7 424
Computing Models with Recursive Preferences 0 0 0 0 0 0 3 94
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 68 0 1 2 334
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 0 1 3 376
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 0 0 2 285
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 1 3 4 71
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 2 109 0 0 6 40
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 2 3 28 0 3 7 38
Does the Liquidity Trap Exist? 0 0 1 26 1 3 13 57
Does the Liquidity Trap Exist? 0 0 0 15 0 0 3 55
Does the liquidity trap exist? 0 0 0 59 0 2 10 144
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 3 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 3 10 747
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 0 1 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 1 1 85 0 1 2 78
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 1 1 1 81
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 0 0 1 84
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 33 0 0 1 63
Estimating Hysteresis Effects 0 0 1 13 0 1 4 31
Estimating Hysteresis Effects 0 0 3 25 0 5 17 78
Estimating Hysteresis Effects 0 0 2 22 1 1 9 115
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 0 0 6 634
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 424 1 2 10 1,322
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 106 0 0 1 364
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 1 1 165 0 1 1 611
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 1 1 310
Fiscal Volatility Shocks and Economic Activity 0 0 1 369 1 3 13 1,055
Fiscal Volatility Shocks and Economic Activity 0 1 1 111 1 3 5 405
Fiscal Volatility Shocks and Economic Activity 1 1 2 35 2 2 3 240
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 2 89 1 1 5 499
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 0 25 0 2 7 153
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 0 1 195
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 1 109 0 1 5 388
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 0 2 118
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 0 0 5 246
How Structural Are Structural Parameters? 0 0 1 283 0 1 7 896
How Structural Are Structural Parameters? 0 0 0 108 0 0 0 319
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 1 3 0 0 8 12
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 1 1 73 1 2 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 0 0 5 78 1 2 24 264
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 1 6 237
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 2 6 107 1 9 28 408
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 1 64 1 1 3 155
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 2 5 10 510 2 10 37 1,572
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 2 5 128 2 6 13 364
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 15 1 4 12 31
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 1 1 7 7
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 2 3 254
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 1 3 66
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 0 0 0 185
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 0 0 0 464
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 1 3 125 1 3 12 345
Los Ingresos Públicos en España 0 0 1 101 0 0 4 180
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 0 1 3 342
MEDEA: A DSGE Model for the Spanish Economy 0 0 1 189 0 1 4 369
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 0 1 3 345
Macroeconomic Effects of Taxes on Banking 0 0 4 64 3 4 15 216
Macroeconomic Effects of Taxes on Banking 0 0 0 28 0 0 1 66
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 0 2 113
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 1 2 8 806
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 0 2 8 207
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 4 15 565
Markov-switching structural vector autoregressions: theory and application 0 1 4 557 0 2 10 1,075
Narrative Sign Restrictions for SVARs 0 0 3 107 0 0 10 207
Narrative Sign Restrictions for SVARs 0 0 6 146 0 1 11 252
Narrative Sign Restrictions for SVARs 1 4 10 101 3 7 25 215
Nominal versus real wage rigidities: A Bayesian approach 0 1 1 282 0 1 2 917
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 1 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 0 1 1 0 0 3 10
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 1 2 4 275
Optimal Minimum Wage 0 0 0 0 0 0 4 419
Optimal minimum wage in a competitive economy 0 0 0 60 0 0 2 331
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 1 2 49 1 2 9 152
Perturbation Methods for Markov-Switching DSGE Models 0 1 2 96 0 1 3 264
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 92 0 1 5 188
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 2 201
Perturbation methods for Markov-switching DSGE model 0 0 3 207 0 1 10 613
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 0 1 156
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 0 2 199
Precautionary Saving and Aggregate Demand 0 0 1 53 0 2 5 221
Precautionary Saving and Aggregate Demand 0 0 0 152 0 0 4 305
Precautionary Saving and Aggregate Demand 0 0 0 37 1 2 3 71
Precautionary saving and aggregate demand 0 0 1 55 0 1 5 106
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 0 1 2 89
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 1 1 3 141
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 0 1 143
Redistribution and fiscal policy 0 0 0 134 0 0 2 470
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 0 2 361
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 2 3 193
Risk Matters: The Real Effects of Volatility Shocks 0 1 2 133 0 4 11 387
Risk Matters: The Real Effects of Volatility Shocks 0 1 1 362 0 1 7 1,256
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 1 15 0 0 1 227
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 1 4 145
Solution and Estimation Methods for DSGE Models 0 0 1 211 0 2 6 296
Solution and Estimation Methods for DSGE Models 0 1 2 30 2 4 17 188
Solution and Estimation Methods for DSGE Models 0 3 9 303 4 20 47 688
Solving the new Keynesian model in continuous time 1 1 12 579 5 5 34 1,163
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 170 0 0 4 471
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 4 530 0 1 18 1,019
Supply-Side Policies and the Zero Lower Bound 0 0 0 36 0 1 2 127
Supply-Side Policies and the Zero Lower Bound 0 1 1 43 0 1 2 125
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 1 1 5 313
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 0 21 0 0 3 155
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
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 1 2 54
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 1 5 499
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 0 0 76
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 2 88 1 1 5 122
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 0 2 186
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 1 1 2 84 2 2 5 268
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 1 1 5 121
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 41 1 3 5 168
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 1 1 1 87 1 1 4 117
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 0 2 214
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 159 0 0 3 405
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 75 0 0 1 244
Una Reforma Fiscal para España 0 1 6 204 0 1 15 460
Uniform Priors for Impulse Responses 0 0 0 8 0 0 0 8
Uniform Priors for Impulse Responses 0 0 0 5 1 3 7 30
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 0 2 1,336
Total Working Papers 78 110 255 21,513 62 212 901 57,064
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 1 7 997 1 3 21 2,572
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 1 3 45 0 2 8 172
Cointegrated TFP processes and international business cycles 0 0 0 124 0 0 6 434
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 0 2 7 593 0 3 15 1,207
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 1 3 260
Comparing solution methods for dynamic equilibrium economies 3 5 24 894 5 15 61 2,003
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 1 1 5 710 2 4 25 1,822
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 91 0 0 3 383
Economic and VAR Shocks: What Can Go Wrong? 0 0 1 73 0 0 4 257
Estimating Macroeconomic Models: A Likelihood Approach 1 1 9 379 3 6 26 923
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 3 180 0 1 10 635
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 0 1 5 287
Fiscal Volatility Shocks and Economic Activity 2 5 10 211 5 10 30 886
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 0 0 1 155
Inference in Bayesian Proxy-SVARs 0 1 11 45 2 8 41 152
Inflation persistence: how much can we explain? 0 0 0 46 0 1 6 177
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 262 0 2 6 919
MEDEA: a DSGE model for the Spanish economy 0 0 0 93 0 2 11 296
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 1 3 0 3 7 15
Narrative Sign Restrictions for SVARs 1 3 18 136 7 16 71 674
Nonlinear adventures at the zero lower bound 1 1 7 173 1 3 16 537
On the solution of the growth model with investment-specific technological change 0 0 3 35 0 1 6 109
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 1 1 3 112
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 2 3 62 0 3 6 195
Reading the recent monetary history of the United States, 1959-2007 0 0 1 56 0 1 7 342
Risk Matters: The Real Effects of Volatility Shocks 1 3 6 418 1 5 19 1,499
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 1 2 6 224 2 4 23 649
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 4 23 80 1,112 16 62 197 2,480
Structural scenario analysis with SVARs 2 16 67 272 6 36 188 763
Supply-Side Policies and the Zero Lower Bound 0 1 2 37 1 2 6 139
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 1 3 6 189 1 3 14 638
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 7 18 1 1 16 40
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 3 83 2 4 15 344
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 1 1 263 0 1 8 1,197
The systematic component of monetary policy in SVARs: An agnostic identification procedure 2 4 20 313 9 15 71 830
The term structure of interest rates in a DSGE model with recursive preferences 0 0 2 255 5 22 37 885
Two Books on the New Macroeconometrics 1 1 3 204 2 3 10 554
Total Journal Articles 21 78 321 9,164 73 245 1,012 26,284

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 0 124 0 1 6 463
Total Chapters 0 0 0 124 0 1 6 463

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 1 1 5 1,581 2 2 10 4,926
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 2 307 0 1 7 584
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 4 12 1,241 2 7 22 1,959
Finite Elements Method 0 0 5 657 1 2 10 2,399
Linear and Log-Linear Approximation 0 0 2 1,713 0 2 9 5,558
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 1 1,115 0 0 3 2,899
Perturbation (2nd and 5th order) 1 1 3 385 1 1 4 1,062
Value Function Iteration 1 2 2 2,611 2 3 8 5,345
Total Software Items 3 8 32 9,610 8 18 73 24,732

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