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 1 2 71 2 6 24 26
A, B, C's (and D)'s for Understanding VARs 0 0 2 457 1 9 33 1,191
A, B, C’s (And D’s) For Understanding VARS 0 0 5 1,086 1 7 23 2,522
A, B, C’s, (and D’s) for understanding VARs 0 0 0 242 0 4 15 661
A,B,C's (and D's)'s for Understanding VARS 0 0 0 736 1 8 25 1,196
A,B,C's (and D's)'s for Understanding VARS 0 0 0 267 2 11 15 618
Are Fiscal Transfers Inflationary? 0 0 0 0 0 2 2 2
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 2 19 0 12 28 72
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 1 11 62
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 1 14 37
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 460 0 2 9 84
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? 0 0 0 82 2 5 27 262
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 31 1 5 20 126
Cointegrated TFP Processes and International Business Cycles 0 0 0 41 0 1 8 182
Cointegrated TFP Processes and International Business Cycles 0 0 1 76 1 1 10 210
Cointegrated TFP processes and international business cycles 0 0 1 82 1 7 25 219
Comparing Dynamic Equilibrium Economies to Data 0 0 0 35 1 7 12 120
Comparing New Keynesian models in the Euro area: a Bayesian approach 0 0 0 405 0 7 23 774
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 0 435 1 9 20 850
Comparing Solution Methods for Dynamic Equilibrium Economies 0 0 1 368 1 7 59 1,080
Comparing dynamic equilibrium economies to data 0 0 0 93 0 4 30 523
Comparing solution methods for dynamic equilibrium economies 0 0 0 789 0 2 18 1,763
Computing DSGE Models with Recursive Preferences 0 0 0 41 0 0 5 173
Computing DSGE Models with Recursive Preferences 0 0 0 135 1 3 7 331
Computing DSGE Models with Recursive Preferences 0 0 1 231 1 5 21 795
Computing DSGE models with recursive preferences and stochastic volatility 0 0 0 308 0 3 16 440
Computing Models with Recursive Preferences 0 0 0 0 0 1 14 108
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 72 2 12 20 402
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 79 1 7 15 391
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 0 68 0 7 41 375
Convergence properties of the likelihood of computed dynamic models 0 0 0 59 1 6 20 305
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 0 0 0 17 0 2 4 75
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 2 111 3 7 16 56
Dividend Momentum and Stock Return Predictability: A Bayesian Approach 0 1 2 30 0 4 19 57
Does the Liquidity Trap Exist? 0 2 2 17 1 5 12 67
Does the Liquidity Trap Exist? 0 1 1 27 0 6 24 81
Does the liquidity trap exist? 0 0 1 60 2 4 27 171
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 1 2 9 602
Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood 0 0 0 0 1 4 9 197
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood 0 0 0 187 0 5 12 759
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 20 0 2 13 96
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 50 0 2 8 89
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 117 0 3 10 94
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 85 0 3 14 92
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 162 0 3 11 254
Estimating Dynamic Equilibrium Models with Stochastic Volatility 0 0 0 33 0 3 11 74
Estimating Hysteresis Effects 0 0 2 24 1 7 16 131
Estimating Hysteresis Effects 0 0 1 26 2 5 19 97
Estimating Hysteresis Effects 0 0 0 13 1 2 17 48
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 106 1 9 21 385
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 424 0 9 22 1,344
Estimating Macroeconomic Models: A Likelihood Approach 0 0 0 330 2 7 54 688
Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach 0 0 0 272 2 5 16 632
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 165 0 5 24 635
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 74 0 2 12 114
Estimating nonlinear dynamic economies: A likelihood approach 0 0 0 1 1 3 9 233
Estimating nonlinear dynamic equilibrium economies: a likelihood approach 0 0 0 126 0 1 17 327
Fiscal Volatility Shocks and Economic Activity 0 0 0 111 2 4 26 431
Fiscal Volatility Shocks and Economic Activity 0 0 1 36 1 3 12 252
Fiscal Volatility Shocks and Economic Activity 0 0 1 370 1 3 16 1,071
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 51 0 3 9 282
Fiscal volatility shocks and economic activity 0 0 0 89 1 3 15 514
Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data 0 0 1 26 0 4 22 175
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 16 0 2 22 140
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 82 0 2 10 205
Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 0 0 0 109 0 2 17 405
Fortune or virtue: time-variant volatilities versus parameter drifting 0 1 1 60 0 4 14 260
How Structural Are Structural Parameters? 0 0 0 108 1 4 10 329
How Structural Are Structural Parameters? 0 0 0 283 1 5 17 913
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 0 2 14 26
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 73 0 3 21 188
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 83 1 3 25 289
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 1 2 12 242
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 111 0 8 44 452
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 64 1 2 13 168
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 131 1 6 29 393
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 1 5 25 262
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 2 512 0 9 42 1,614
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 16 0 5 17 48
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 2 0 2 11 18
Inference in Bayesian Proxy-SVARs 0 0 0 91 0 6 23 277
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 3 14 80
Inference in Bayesian Proxy-SVARs 0 0 1 8 0 2 15 68
Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 0 12 1 1 13 198
Investment-specific technology shocks and international business cycles: an empirical assessment 0 0 0 184 3 5 20 484
Large SVARs 0 1 31 31 1 6 11 11
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 0 125 0 2 14 359
Los Ingresos Públicos en España 0 0 0 101 0 2 7 187
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 133 3 7 71 416
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 189 0 2 10 379
MEDEA: A DSGE Model for the Spanish Economy 0 0 0 95 0 1 13 355
Macroeconomic Effects of Taxes on Banking 0 0 1 65 0 7 24 240
Macroeconomic Effects of Taxes on Banking 0 0 3 31 0 4 16 82
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 0 25 138
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 275 1 5 16 822
Macroeconomics and Volatility: Data, Models, and Estimation 0 0 0 35 1 3 9 216
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 5 17 582
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 1 6 24 1,099
Narrative Sign Restrictions for SVARs 0 0 6 107 0 4 40 255
Narrative Sign Restrictions for SVARs 0 0 4 111 0 5 22 229
Narrative Sign Restrictions for SVARs 0 0 2 148 0 1 22 274
Nominal versus real wage rigidities: A Bayesian approach 0 0 1 283 1 2 12 929
Nonlinear Adventures at the Zero Lower Bound 1 1 1 160 2 5 14 560
Nonlinear Adventures at the Zero Lower Bound 0 0 1 51 0 1 55 243
Nonlinear adventures at the zero lower bound 0 0 1 133 1 4 17 379
Observatorio Fiscal y Financiero de las CC.AA 0 0 0 21 0 3 4 58
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 0 1 4 14
Observatorio Fiscal y Financiero de lasCC.AA. Previsiones de cierre 2020 0 0 0 3 0 2 4 21
On the solution of the growth model with investment-specific technological change 0 0 0 116 0 1 4 279
Optimal Minimum Wage 0 0 0 0 0 2 8 427
Optimal minimum wage in a competitive economy 0 0 0 60 0 7 16 347
Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española 0 0 0 46 0 3 14 84
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 49 0 1 19 171
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 96 0 1 7 271
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 1 2 22 210
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 3 15 216
Perturbation methods for Markov-switching DSGE model 0 0 0 207 0 2 22 635
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 2 13 212
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 5 14 170
Precautionary Saving and Aggregate Demand 0 0 0 53 0 1 18 239
Precautionary Saving and Aggregate Demand 0 0 0 152 1 5 23 328
Precautionary Saving and Aggregate Demand 0 0 0 37 0 4 13 84
Precautionary saving and aggregate demand 0 0 0 55 1 3 37 143
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 101 0 6 16 159
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 8 0 3 11 100
Reading the Recent Monetary History of the U.S., 1959-2007 0 0 0 44 0 1 5 146
Reading the recent monetary history of the U.S., 1959-2007 0 0 0 93 0 1 15 158
Redistribution and fiscal policy 0 0 1 135 1 1 15 485
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 0 1 9 16 209
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 133 1 12 42 429
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 362 0 9 30 1,286
Risk Matters: The Real Effects of Volatility Shocks 0 0 0 56 0 6 59 420
Risk Matters: The Real E¤ects of Volatility Shocks 0 0 0 15 1 7 17 244
Sanidad, Educación y Protección Social: Recortes Durante la Crisis 0 0 0 58 0 1 6 151
Solution and Estimation Methods for DSGE Models 0 0 0 30 2 5 15 203
Solution and Estimation Methods for DSGE Models 0 2 10 313 1 18 212 900
Solution and Estimation Methods for DSGE Models 0 0 0 211 2 8 31 327
Solving the new Keynesian model in continuous time 0 1 7 586 0 6 34 1,197
Some Results on the Solution of the Neoclassical Growth Model 0 0 1 171 1 4 18 489
Some results on the solution of the neoclassical growth model 0 0 0 323 1 3 12 816
Structural vector autoregressions: theory of identification and algorithms for inference 0 2 6 536 0 8 40 1,059
Supply-Side Policies and the Zero Lower Bound 0 0 0 82 0 5 13 326
Supply-Side Policies and the Zero Lower Bound 0 0 0 43 0 0 9 134
Supply-Side Policies and the Zero Lower Bound 0 0 1 37 0 1 10 137
Supply-side policies and the zero lower bound 0 0 0 70 0 5 14 204
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 0 2 8 163
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 134 0 0 12 268
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 357 1 3 11 495
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 2 3 7 21
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 3 20 74
The Macroeconomics of Latin America 0 0 0 0 0 5 12 289
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 14 0 1 15 91
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 2 19 518
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 165 0 4 18 204
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 1 89 2 3 12 134
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi 0 0 0 56 0 2 12 104
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 84 0 5 19 287
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 87 0 2 36 153
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 1 73 0 3 42 163
The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure 0 0 0 41 2 4 14 182
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 76 0 2 14 258
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 1 7 221
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 1 3 26 431
Una Reforma Fiscal para España 0 0 0 204 0 1 8 468
Uniform Priors for Impulse Responses 0 0 0 5 1 6 13 43
Uniform Priors for Impulse Responses 0 0 0 8 1 6 15 23
Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model 0 0 0 529 0 3 9 1,345
Total Working Papers 1 16 132 21,645 90 678 3,258 60,322
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 2 9 38 2,610
Can international macroeconomic models explain low-frequency movements of real exchange rates? 0 0 0 45 0 6 18 190
Cointegrated TFP processes and international business cycles 0 0 1 125 1 3 30 464
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read 0 0 0 7 0 2 3 20
Comparing New Keynesian models of the business cycle: A Bayesian approach 0 0 1 594 0 1 11 1,218
Comparing dynamic equilibrium models to data: a Bayesian approach 0 0 2 267 0 1 33 662
Comparing new Keynesian models in the Euro area: a Bayesian approach 0 0 0 112 0 4 11 271
Comparing solution methods for dynamic equilibrium economies 0 0 12 906 4 13 79 2,082
Computing DSGE Models with Recursive Preferences and Stochastic Volatility 0 0 2 712 1 9 30 1,852
Convergence Properties of the Likelihood of Computed Dynamic Models 0 0 1 92 0 8 16 399
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 73 0 0 8 265
Estimating Macroeconomic Models: A Likelihood Approach 0 0 6 385 0 2 32 955
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood 0 0 0 180 1 3 13 648
Estimating dynamic equilibrium models with stochastic volatility 0 0 0 110 0 6 15 302
Fiscal Volatility Shocks and Economic Activity 0 1 2 213 1 8 37 923
Fiscal policy and minimum wage for redistribution: an equivalence result 0 0 0 13 1 3 8 163
Inference in Bayesian Proxy-SVARs 0 1 8 53 1 4 40 192
Inflation persistence: how much can we explain? 0 0 1 47 0 2 10 187
Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment 0 0 1 263 1 4 18 937
MEDEA: a DSGE model for the Spanish economy 0 0 2 95 0 3 17 313
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 1 3 6 1 6 19 34
Narrative Sign Restrictions for SVARs 1 2 13 149 3 6 59 733
Nonlinear adventures at the zero lower bound 0 1 1 174 0 6 24 561
On the solution of the growth model with investment-specific technological change 0 0 0 35 0 1 6 115
Optimal minimum wage in a competitive economy: An alternative modelling approach 0 0 0 26 0 3 19 131
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 0 62 0 1 17 212
Reading the recent monetary history of the United States, 1959-2007 0 0 0 56 0 1 9 351
Risk Matters: The Real Effects of Volatility Shocks 1 2 3 421 2 12 32 1,531
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 0 224 0 7 22 671
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 1 16 62 1,174 9 37 195 2,675
Structural scenario analysis with SVARs 4 9 57 329 11 32 165 928
Supply-Side Policies and the Zero Lower Bound 0 0 0 37 0 3 11 150
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 0 1 190 1 5 25 663
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 1 4 14 54
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 6 89 0 6 37 381
The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models 0 0 0 263 0 2 22 1,219
The systematic component of monetary policy in SVARs: An agnostic identification procedure 2 2 8 321 5 8 60 890
The term structure of interest rates in a DSGE model with recursive preferences 0 1 3 258 0 2 36 921
Two Books on the New Macroeconometrics 0 0 3 207 1 2 15 569
Total Journal Articles 9 36 201 9,365 47 235 1,259 27,543

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 1 6 20 483
Total Chapters 0 0 2 126 1 6 20 483

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chebyshev Polynomials 0 0 1 1,582 0 9 33 4,959
Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment" 0 0 1 308 1 3 18 602
Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility" 0 0 6 1,247 1 6 34 1,993
Finite Elements Method 0 2 3 660 0 7 28 2,427
Linear and Log-Linear Approximation 0 0 0 1,713 0 8 20 5,578
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model 0 0 1 1,116 0 4 17 2,916
Perturbation (2nd and 5th order) 0 0 1 386 1 7 17 1,079
Value Function Iteration 0 0 0 2,611 0 9 34 5,379
Total Software Items 0 2 13 9,623 3 53 201 24,933

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