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 7 12 12
A, B, C's (and D)'s for Understanding VARs 0 0 3 455 4 8 18 1,166
A, B, C’s (And D’s) For Understanding VARS 0 2 5 1,086 2 7 12 2,509
A, B, C’s, (and D’s) for understanding VARs 0 0 2 242 3 3 10 649
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 0 2 7 605
A,B,C's (and D's)'s for Understanding VARS 0 0 1 736 5 6 11 1,178
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 0 0 3 46
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 2 2 6 54
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 1 4 7 29
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 3 3 7 240
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 1 1 1 76
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 3 4 11 113
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 3 4 4 178
Cointegrated TFP Processes and International Business Cycles 1 1 1 76 1 4 4 204
Cointegrated TFP processes and international business cycles 1 1 1 82 2 2 4 197
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 2 2 4 111
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 405 2 3 6 754
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 435 1 7 13 838
Comparing Solution Methods for Dynamic Equilibrium Economies 1 1 1 368 3 5 11 1,030
Comparing dynamic equilibrium economies to data 0 0 0 93 3 4 7 499
Comparing solution methods for dynamic equilibrium economies 0 0 3 789 1 3 11 1,749
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 2 3 170
Computing DSGE Models with Recursive Preferences 0 0 0 135 0 1 2 325
Computing DSGE Models with Recursive Preferences 1 1 2 231 5 5 7 779
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 4 5 10 430
Computing Models with Recursive Preferences 0 0 0 0 2 3 7 99
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 1 2 4 384
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 2 3 5 379
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 0 2 3 336
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 5 6 9 292
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 1 1 5 72
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 1 3 5 43
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 3 28 0 0 6 39
Does the Liquidity Trap Exist? 0 0 0 15 0 0 2 56
Does the Liquidity Trap Exist? 0 0 0 26 3 4 14 62
Does the liquidity trap exist? 0 1 1 60 0 1 11 148
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 2 5 595
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 1 11 750
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 1 1 3 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 4 4 7 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 2 2 3 65
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 3 5 6 88
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 3 5 88
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 1 1 244
Estimating Hysteresis Effects 0 0 0 13 6 7 9 38
Estimating Hysteresis Effects 0 0 1 22 2 2 4 117
Estimating Hysteresis Effects 0 0 1 26 1 1 12 80
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 4 5 5 369
Estimating Macroeconomic Models: A Likelihood Approach 0 0 1 424 0 2 8 1,324
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 3 4 9 640
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 1 272 1 4 5 620
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 165 2 2 4 614
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 74 1 2 4 104
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 2 2 3 226
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 2 3 4 313
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 5 8 14 414
Fiscal Volatility Shocks and Economic Activity 0 0 2 35 1 1 5 242
Fiscal Volatility Shocks and Economic Activity 0 1 1 370 2 6 14 1,063
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 1 1 2 274
Fiscal volatility shocks and economic activity 0 0 0 89 1 1 5 503
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 1 1 7 155
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 1 2 119
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 1 2 2 197
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 0 1 4 390
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 2 2 4 248
How Structural Are Structural Parameters? 0 0 1 283 1 2 12 901
How Structural Are Structural Parameters? 0 0 0 108 0 3 3 322
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 1 2 5 2 3 9 17
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 2 7 10 174
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 2 79 1 8 21 278
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 0 47 1 2 3 232
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 3 7 10 162
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 128 2 13 25 378
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 9 511 4 17 55 1,595
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 1 9 13 247
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 5 108 5 12 34 422
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 5 6 14 37
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 0 1 8 9
Inference in Bayesian Proxy-SVARs 0 0 0 7 3 5 5 58
Inference in Bayesian Proxy-SVARs 0 0 0 7 3 6 8 72
Inference in Bayesian Proxy-SVARs 0 0 0 91 2 5 8 260
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 2 3 5 190
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 0 1 2 466
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 3 125 0 1 9 346
Los Ingresos Públicos en España 0 0 0 101 1 2 4 182
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 1 4 8 347
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 3 5 7 350
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 3 3 5 372
Macroeconomic Effects of Taxes on Banking 0 1 2 30 1 3 6 71
Macroeconomic Effects of Taxes on Banking 0 0 3 64 1 3 16 221
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 5 6 10 121
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 1 5 11 812
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 1 2 9 209
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 1 1 15 570
Markov-switching structural vector autoregressions: theory and application 0 0 4 557 3 3 14 1,081
Narrative Sign Restrictions for SVARs 0 0 4 146 0 8 18 262
Narrative Sign Restrictions for SVARs 0 0 12 106 2 10 34 231
Narrative Sign Restrictions for SVARs 0 0 4 109 1 2 13 212
Nominal versus real wage rigidities: A Bayesian approach 0 0 2 283 0 0 3 918
Nonlinear Adventures at the Zero Lower Bound 1 1 1 51 3 3 5 191
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 1 3 6 549
Nonlinear adventures at the zero lower bound 0 0 0 132 3 4 5 366
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 0 1 2 55
Observatorio Fiscal y Financiero de las CC.AA. Previsiones de cierre para 2019 0 0 0 2 3 3 4 19
Observatorio Fiscal y Financiero de las CC.AA. Proyección de cierre de 2018 0 0 0 4 0 1 3 38
Observatorio Fiscal y Financiero de las CC.AA.. Previsiones de cierre 2021 0 0 1 2 0 0 3 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 5 276
Optimal Minimum Wage 0 0 0 0 0 0 2 419
Optimal minimum wage in a competitive economy 0 0 0 60 1 3 4 334
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 1 96 0 1 3 265
Perturbation Methods for Markov-Switching DSGE Models 0 1 1 93 5 7 15 199
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 49 4 5 14 158
Perturbation Methods for Markov-Switching Models 0 0 0 0 3 4 5 205
Perturbation methods for Markov-switching DSGE model 0 0 1 207 2 11 16 625
Perturbation methods for Markov-switching DSGE models 0 0 0 50 1 3 8 163
Perturbation methods for Markov-switching DSGE models 0 0 0 77 3 3 5 202
Precautionary Saving and Aggregate Demand 0 0 0 37 1 1 3 72
Precautionary Saving and Aggregate Demand 0 0 0 53 0 0 5 222
Precautionary Saving and Aggregate Demand 0 0 0 152 7 10 13 317
Precautionary saving and aggregate demand 0 0 0 55 4 4 7 110
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 2 2 2 145
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 1 1 3 142
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 93 0 4 5 148
Redistribution and fiscal policy 0 0 0 134 0 0 0 470
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 1 9 12 1,265
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 0 1 4 194
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 6 7 14 396
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 2 6 7 367
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 0 1 4 231
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 1 4 146
Solution and Estimation Methods for DSGE Models 0 0 0 211 3 7 12 304
Solution and Estimation Methods for DSGE Models 0 0 1 30 0 2 13 191
Solution and Estimation Methods for DSGE Models 0 3 13 308 7 13 50 705
Solving the new Keynesian model in continuous time 2 3 12 584 4 10 34 1,178
Some Results on the Solution of the Neoclassical Growth Model 1 1 1 171 2 3 5 475
Some results on the solution of the neoclassical growth model 0 0 0 323 0 0 0 804
Structural vector autoregressions: theory of identification and algorithms for inference 0 0 3 530 3 19 27 1,038
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 0 7 315
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 2 5 130
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 2 3 6 129
Supply-side policies and the zero lower bound 0 0 0 70 0 1 1 191
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 0 134 0 2 4 258
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 2 357 1 4 10 488
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 2 4 16
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 5 8 60
The Macroeconomics of Latin America 0 0 0 0 1 1 1 278
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 1 88 1 3 6 125
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 3 5 10 505
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 3 5 8 84
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 2 5 9 194
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 1 56 1 1 3 93
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 4 6 10 123
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 9 13 19 135
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 1 5 8 173
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 84 5 6 12 276
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 1 1 3 215
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 2 76 0 1 3 246
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 0 1 6 409
Una Reforma Fiscal para España 0 0 6 204 2 2 13 462
Uniform Priors for Impulse Responses 0 0 0 8 2 2 2 10
Uniform Priors for Impulse Responses 0 0 0 5 0 0 4 30
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 2 3 1,339
Total Working Papers 9 20 232 21,558 290 596 1,359 57,820
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 1 1 7 998 2 9 26 2,583
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 1 45 1 3 10 178
Cointegrated TFP processes and international business cycles 0 0 1 125 3 6 11 443
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 1 7 0 1 2 18
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 6 594 0 0 10 1,209
Comparing dynamic equilibrium models to data: a Bayesian approach 0 1 3 266 2 4 7 633
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 1 1 3 261
Comparing solution methods for dynamic equilibrium economies 1 4 17 900 9 24 63 2,034
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 1 2 3 712 2 5 14 1,827
Convergence Properties of the Likelihood of Computed Dynamic Models 1 1 1 92 3 6 9 391
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 1 2 5 260
Estimating Macroeconomic Models: A Likelihood Approach 2 4 10 385 8 12 36 943
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 180 1 2 7 637
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 1 4 8 293
Fiscal Volatility Shocks and Economic Activity 0 0 6 211 9 11 33 900
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 1 2 3 157
Inference in Bayesian Proxy-SVARs 0 4 8 49 2 9 37 167
Inflation persistence: how much can we explain? 0 0 1 47 3 3 9 181
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 2 2 9 924
MEDEA: a DSGE model for the Spanish economy 0 1 2 95 0 2 13 302
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 4 1 2 10 19
Narrative Sign Restrictions for SVARs 2 5 20 146 10 20 83 711
Nonlinear adventures at the zero lower bound 0 0 4 173 2 6 19 548
On the solution of the growth model with investment-specific technological change 0 0 1 35 2 2 4 111
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 2 3 5 115
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 3 62 0 7 15 204
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 0 0 3 342
Risk Matters: The Real Effects of Volatility Shocks 0 0 5 418 0 8 24 1,509
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 0 35 2 2 2 98
Solving DSGE models with perturbation methods and a change of variables 0 0 4 224 0 5 18 655
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 5 14 73 1,136 19 59 212 2,564
Structural scenario analysis with SVARs 5 20 66 301 21 56 171 845
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 0 3 139
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 4 190 4 9 21 650
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 3 18 2 2 12 44
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 1 3 5 86 4 10 22 357
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 0 3 11 1,205
The systematic component of monetary policy in SVARs: An agnostic identification procedure 0 0 14 316 4 14 67 855
The term structure of interest rates in a DSGE model with recursive preferences 0 1 3 256 7 15 52 905
Two Books on the New Macroeconometrics 0 0 3 205 4 4 15 562
Total Journal Articles 19 61 282 9,264 135 335 1,084 26,779

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 1 125 3 4 6 468
Total Chapters 0 0 1 125 3 4 6 468

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 1 3 1,582 2 7 14 4,935
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 1 2 308 5 6 9 590
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 2 3 7 1,244 2 10 25 1,972
Finite Elements Method 0 0 4 658 6 8 18 2,410
Linear and Log-Linear Approximation 0 0 1 1,713 2 2 11 5,562
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 1 1 1 1,116 1 2 4 2,901
Perturbation (2nd and 5th order) 0 0 3 385 1 2 7 1,066
Value Function Iteration 0 0 2 2,611 4 10 19 5,356
Total Software Items 3 6 23 9,617 23 47 107 24,792

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