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 6 12 18 18
A, B, C's (and D)'s for Understanding VARs 1 1 4 456 2 9 20 1,168
A, B, C’s (And D’s) For Understanding VARS 0 1 5 1,086 1 7 13 2,510
A, B, C’s, (and D’s) for understanding VARs 0 0 2 242 1 4 11 650
A,B,C's (and D's)'s for Understanding VARS 0 0 1 736 1 7 12 1,179
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 1 3 8 606
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 2 4 8 56
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 2 2 5 48
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 4 8 11 33
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 2 3 3 78
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 0 3 7 240
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 1 5 12 114
Cointegrated TFP Processes and International Business Cycles 0 1 1 76 0 4 4 204
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 1 5 5 179
Cointegrated TFP processes and international business cycles 0 1 1 82 3 5 7 200
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 0 2 4 111
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 1 405 2 5 7 756
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 435 0 7 13 838
Comparing Solution Methods for Dynamic Equilibrium Economies 0 1 1 368 34 39 45 1,064
Comparing dynamic equilibrium economies to data 0 0 0 93 3 7 10 502
Comparing solution methods for dynamic equilibrium economies 0 0 3 789 1 4 12 1,750
Computing DSGE Models with Recursive Preferences 0 1 2 231 2 7 9 781
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 1 3 170
Computing DSGE Models with Recursive Preferences 0 0 0 135 1 2 3 326
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 2 6 12 432
Computing Models with Recursive Preferences 0 0 0 0 1 3 8 100
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 2 5 7 381
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 1 3 5 385
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 0 6 9 292
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 1 2 6 73
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 0 0 109 3 5 8 46
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 1 1 3 29 2 2 7 41
Does the Liquidity Trap Exist? 0 0 0 15 0 0 2 56
Does the Liquidity Trap Exist? 0 0 0 26 1 5 14 63
Does the liquidity trap exist? 0 1 1 60 3 4 13 151
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 2 4 7 597
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 1 1 2 189
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 1 187 1 1 9 751
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 85 2 6 9 85
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 1 3 83
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 5 6 88
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 1 3 3 66
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 1 117 1 3 6 89
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 2 3 3 246
Estimating Hysteresis Effects 0 0 0 13 5 12 14 43
Estimating Hysteresis Effects 0 0 0 22 1 3 4 118
Estimating Hysteresis Effects 0 0 1 26 5 6 15 85
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 2 7 7 371
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 2 3 8 1,326
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 22 26 30 662
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 3 7 7 623
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 1 165 4 6 8 618
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 3 5 6 107
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 1 3 4 227
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 3 6 7 316
Fiscal Volatility Shocks and Economic Activity 0 0 1 111 5 12 19 419
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 1 4 14 1,064
Fiscal Volatility Shocks and Economic Activity 1 1 3 36 2 3 7 244
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 1 2 3 275
Fiscal volatility shocks and economic activity 0 0 0 89 0 1 5 503
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 1 2 8 156
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 1 2 3 120
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 2 4 4 199
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 0 1 3 390
Fortune or virtue: time-variant volatilities versus parameter drifting 0 0 0 59 1 3 5 249
How Structural Are Structural Parameters? 0 0 1 283 2 4 14 903
How Structural Are Structural Parameters? 0 0 0 108 1 4 4 323
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 2 4 11 19
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 4 11 14 178
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 0 47 3 5 6 235
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 1 1 3 80 1 9 18 279
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 128 5 18 29 383
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 4 108 4 14 37 426
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 1 8 11 163
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 5 14 17 252
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 8 511 3 17 54 1,598
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 3 4 10 12
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 2 8 14 39
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 6 9 261
Inference in Bayesian Proxy-SVARs 0 0 0 7 2 7 9 74
Inference in Bayesian Proxy-SVARs 0 0 0 7 1 6 6 59
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 0 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 2 125 0 1 8 346
Los Ingresos Públicos en España 0 0 0 101 1 3 4 183
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 1 4 6 373
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 0 5 7 350
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 3 7 11 350
Macroeconomic Effects of Taxes on Banking 0 0 2 30 3 5 9 74
Macroeconomic Effects of Taxes on Banking 0 0 3 64 2 4 17 223
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 3 9 13 124
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 1 275 1 4 12 813
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 2 35 3 4 11 212
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 1 14 570
Markov-switching structural vector autoregressions: theory and application 0 0 2 557 5 8 17 1,086
Narrative Sign Restrictions for SVARs 0 0 12 106 6 15 40 237
Narrative Sign Restrictions for SVARs 0 0 4 109 3 5 14 215
Narrative Sign Restrictions for SVARs 0 0 2 146 2 10 17 264
Nominal versus real wage rigidities: A Bayesian approach 0 0 2 283 2 2 5 920
Nonlinear Adventures at the Zero Lower Bound 0 1 1 51 36 39 41 227
Nonlinear Adventures at the Zero Lower Bound 0 0 0 159 0 2 6 549
Nonlinear adventures at the zero lower bound 1 1 1 133 6 10 11 372
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 1 4 5 20
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 1 1 4 12
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 4 4 5 423
Optimal minimum wage in a competitive economy 0 0 0 60 1 4 5 335
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 1 1 2 71
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 49 0 5 13 158
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 96 0 0 3 265
Perturbation Methods for Markov-Switching DSGE Models 0 1 1 93 2 9 17 201
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 4 5 205
Perturbation methods for Markov-switching DSGE model 0 0 0 207 3 13 18 628
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 3 8 163
Perturbation methods for Markov-switching DSGE models 0 0 0 77 3 6 8 205
Precautionary Saving and Aggregate Demand 0 0 0 152 1 10 14 318
Precautionary Saving and Aggregate Demand 0 0 0 53 3 3 8 225
Precautionary Saving and Aggregate Demand 0 0 0 37 1 2 4 73
Precautionary saving and aggregate demand 0 0 0 55 2 6 9 112
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 1 3 3 146
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 2 2 4 91
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 1 3 142
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 2 3 7 150
Redistribution and fiscal policy 1 1 1 135 2 2 2 472
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 362 3 12 14 1,268
Risk Matters: The Real Effects of Volatility Shocks 0 0 1 133 3 10 17 399
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 29 33 35 396
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 1 2 5 195
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 3 4 7 234
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 2 2 6 148
Solution and Estimation Methods for DSGE Models 0 0 0 211 2 9 13 306
Solution and Estimation Methods for DSGE Models 0 0 1 30 1 3 13 192
Solution and Estimation Methods for DSGE Models 0 3 12 308 17 29 65 722
Solving the new Keynesian model in continuous time 0 2 10 584 5 13 35 1,183
Some Results on the Solution of the Neoclassical Growth Model 0 1 1 171 4 7 8 479
Some results on the solution of the neoclassical growth model 0 0 0 323 2 2 2 806
Structural vector autoregressions: theory of identification and algorithms for inference 1 1 3 531 4 22 28 1,042
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 1 1 5 316
Supply-Side Policies and the Zero Lower Bound 0 0 1 43 0 2 6 129
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 4 5 9 134
Supply-side policies and the zero lower bound 0 0 0 70 3 4 4 194
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 0 1 4 258
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 1 1 4 156
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 1 357 0 3 9 488
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 0 5 8 60
The Macroeconomics of Latin America 0 0 0 0 1 2 2 279
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 3 8 12 197
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 2 7 10 86
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 5 9 505
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 88 1 4 6 126
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 1 56 1 2 4 94
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 87 2 8 12 125
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 84 2 8 14 278
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 1 6 9 174
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 2 72 3 14 22 138
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 1 2 7 410
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 1 2 4 216
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 2 76 1 2 4 247
Una Reforma Fiscal para España 0 0 6 204 0 2 13 462
Uniform Priors for Impulse Responses 0 0 0 5 1 1 4 31
Uniform Priors for Impulse Responses 0 0 0 8 0 2 2 10
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 1 3 1,339
Total Working Papers 7 22 219 21,565 413 961 1,703 58,233
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 2 8 999 4 11 30 2,587
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 1 45 0 2 10 178
Cointegrated TFP processes and international business cycles 0 0 1 125 1 7 12 444
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 4 594 2 2 10 1,211
Comparing dynamic equilibrium models to data: a Bayesian approach 0 1 1 266 1 4 6 634
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 1 2 4 262
Comparing solution methods for dynamic equilibrium economies 0 2 13 900 5 26 62 2,039
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 2 3 712 3 7 16 1,830
Convergence Properties of the Likelihood of Computed Dynamic Models 0 1 1 92 0 6 9 391
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 1 3 6 261
Estimating Macroeconomic Models: A Likelihood Approach 0 2 9 385 1 9 34 944
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 1 2 5 638
Estimating dynamic equilibrium models with stochastic volatility 0 0 1 110 0 3 8 293
Fiscal Volatility Shocks and Economic Activity 1 1 7 212 5 15 36 905
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 1 2 4 158
Inference in Bayesian Proxy-SVARs 0 1 7 49 6 11 41 173
Inflation persistence: how much can we explain? 0 0 1 47 1 4 9 182
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 2 4 11 926
MEDEA: a DSGE model for the Spanish economy 0 0 2 95 2 3 15 304
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 4 2 4 12 21
Narrative Sign Restrictions for SVARs 0 5 19 146 5 23 82 716
Nonlinear adventures at the zero lower bound 0 0 3 173 0 4 17 548
On the solution of the growth model with investment-specific technological change 0 0 1 35 1 3 5 112
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 2 5 7 117
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 2 62 1 7 15 205
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 2 2 4 344
Risk Matters: The Real Effects of Volatility Shocks 0 0 5 418 3 10 27 1,512
Smoothing the shocks of a dynamic stochastic general equilibrium model 0 0 0 35 1 3 3 99
Solving DSGE models with perturbation methods and a change of variables 0 0 3 224 1 6 18 656
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 4 16 66 1,140 17 61 207 2,581
Structural scenario analysis with SVARs 6 18 70 307 19 59 179 864
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 2 2 5 141
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 4 190 4 11 23 654
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 1 18 0 2 9 44
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 3 4 86 2 11 22 359
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 1 263 3 6 13 1,208
The systematic component of monetary policy in SVARs: An agnostic identification procedure 0 0 14 316 11 20 74 866
The term structure of interest rates in a DSGE model with recursive preferences 0 1 3 256 1 13 53 906
Two Books on the New Macroeconometrics 0 0 3 205 1 5 16 563
Total Journal Articles 12 55 263 9,276 115 381 1,121 26,894

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 2 126 2 5 8 470
Total Chapters 1 1 2 126 2 5 8 470

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 5 12 19 4,940
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 1 308 0 5 8 590
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 3 7 1,244 3 13 27 1,975
Finite Elements Method 0 0 3 658 2 10 19 2,412
Linear and Log-Linear Approximation 0 0 1 1,713 2 4 13 5,564
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 1 1 1,116 4 6 8 2,905
Perturbation (2nd and 5th order) 0 0 2 385 1 3 7 1,067
Value Function Iteration 0 0 2 2,611 6 16 22 5,362
Total Software Items 0 5 20 9,617 23 69 123 24,815

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Statistics updated 2026-01-09