Search Results

Optimal minimum wage in a competitive economy: An alternative modelling approach,
Arantza Gorostiaga and Juan F Rubio-Ramirez, in Economic Modelling (2007)

Can international macroeconomic models explain low-frequency movements of real exchange rates?,
Pau Rabanal and Juan F Rubio-Ramirez, in Journal of International Economics (2015)
Keywords: International business cycles; Spectrum; Real exchange rates; Cointegration;

Inflation persistence: how much can we explain?,
Pau Rabanal and Juan F Rubio-Ramirez, in Economic Review (2003)
Keywords: Inflation (Finance); Econometric models

Optimal minimum wage in a competitive economy,
Arantza Gorostiaga and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2004)

Fiscal policy and minimum wage for redistribution: an equivalence result,
Arantza Gorostiaga and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2005)

Nominal versus real wage rigidities: A Bayesian approach,
Pau Rabanal and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2001)
Keywords: Wages; Econometric models

Comparing New Keynesian models in the Euro area: a Bayesian approach,
Pau Rabanal and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2003)

Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?,
Pau Rabanal and Juan F Rubio-Ramirez, from International Monetary Fund (2012)
Keywords: WP;U.S. dollar;standard deviation;cost function; International Business Cycles; Spectrum; Real Exchange Rates; Cointegration; adjustment cost; RER volatility; RER fluctuation; U.S. dollar RER; RER spectrum; Total factor productivity; Production growth; Consumption

Comparing new Keynesian models in the Euro area: a Bayesian approach,
Pau Rabanal and Juan F Rubio-Ramirez, in Spanish Economic Review (2008)
Keywords: Nominal rigidities, Indexation, Bayesian econometrics, Model comparison, C11, C15, E31, E32,

The Macroeconomics of Latin America,
Juan F Rubio-Ramirez and Diego Vilan, from Society for Computational Economics (2006)

Narrative Sign Restrictions for SVARs,
Juan Antolin-Diaz and Juan F Rubio-Ramirez, from FEDEA (2017)

Structural scenario analysis with SVARs,
Juan Antolin-Diaz, Ivan Petrella and Juan F Rubio-Ramirez, in Journal of Monetary Economics (2021)
Keywords: Conditional forecasts; SVARs; Bayesian methods; Forward guidance; Stress testing;

Narrative Sign Restrictions for SVARs,
Juan Antolin-Diaz and Juan F Rubio-Ramirez, in American Economic Review (2018)

Narrative Sign Restrictions for SVARs,
Juan Antolin-Diaz and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2016)
Keywords: narrative information; SVARs; Bayesian approach; sign restrictions; oil market; monetary policy

Dividend Momentum and Stock Return Predictability: A Bayesian Approach,
Juan Antolin-Diaz, Ivan Petrella and Juan F Rubio-Ramirez, from FEDEA (2021)

Dividend Momentum and Stock Return Predictability: A Bayesian Approach,
Juan Antolin-Diaz, Ivan Petrella and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2021)
Keywords: CS restrictions; Bayesian VARs; optimal allocation

Supply-Side Policies and the Zero Lower Bound,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, in IMF Economic Review (2014)

Does the Liquidity Trap Exist?,
Stéphane Lhuissier, Benoit Mojon and Juan F Rubio-Ramirez, from FEDEA (2020)

Inference in Bayesian Proxy-SVARs,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from FEDEA (2018)

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure,
Jonas E. Arias, Dario Caldara and Juan F Rubio-Ramirez, from FEDEA (2014)

Estimating Dynamic Equilibrium Models with Stochastic Volatility,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from FEDEA (2014)

Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from FEDEA (2013)

Estimating Dynamic Equilibrium Models with Stochastic Volatility,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from FEDEA (2013)

MEDEA: A DSGE Model for the Spanish Economy,
Pablo Burriel, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from FEDEA (2009)

Estimating Dynamic Equilibrium Models with Stochastic Volatility,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from BBVA Bank, Economic Research Department (2014)
Keywords: Dynamic equilibrium models,Stochastic volatility,Parameter drifting,Bayesian methods

Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,
Juan F Rubio-Ramirez, Jonas E. Arias and Daniel Waggoner, from BBVA Bank, Economic Research Department (2013)
Keywords: Sign and Zero Restrictions,Optimism and Fiscal Shocks,SVARs

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from CEPREMAP (2014)

Convergence Properties of the Likelihood of Computed Dynamic Models,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Manuel Santos, in Econometrica (2006)

Solving DSGE models with perturbation methods and a change of variables,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in Journal of Economic Dynamics and Control (2006)

Comparing dynamic equilibrium models to data: a Bayesian approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in Journal of Econometrics (2004)

Estimating dynamic equilibrium models with stochastic volatility,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, in Journal of Econometrics (2015)
Keywords: Dynamic equilibrium models; Stochastic volatility; Parameter drifting; Bayesian methods;

Inference in Bayesian Proxy-SVARs,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, in Journal of Econometrics (2021)
Keywords: SVARs; External instruments; Importance sampler;

Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models,
Jonas E. Arias, Juan F Rubio-Ramirez and Minchul Shin, in Journal of Econometrics (2023)
Keywords: Vector autoregressions; Time-varying parameters; Stochastic volatility; Variable ordering; Cholesky decomposition; Wishart process; Dynamic conditional correlation; Out-of-sample forecasting evaluation;

Cointegrated TFP processes and international business cycles,
Pau Rabanal, Juan F Rubio-Ramirez and Vicente Tuesta, in Journal of Monetary Economics (2011)

The systematic component of monetary policy in SVARs: An agnostic identification procedure,
Jonas E. Arias, Dario Caldara and Juan F Rubio-Ramirez, in Journal of Monetary Economics (2019)
Keywords: SVARs; Monetary policy shocks; Systematic component of monetary policy;

Estimating dynamic equilibrium economies: linear versus nonlinear likelihood,
Juan F Rubio-Ramirez and Jesus Fernandez-Villaverde, in Journal of Applied Econometrics (2005)

Estimating Macroeconomic Models: A Likelihood Approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in The Review of Economic Studies (2007)

The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in EconomicDynamics Newsletter (2006)

Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Society for Economic Dynamics (2004)
Keywords: Econometrics, Simulation Methods

Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data,
Juan F Rubio-Ramirez, Jesus Fernandez-Villaverde and Pablo Guerron, from Society for Economic Dynamics (2010)

Solving the new Keynesian model in continuous time,
Olaf Posch, Juan F Rubio-Ramirez and Jesus Fernandez-Villaverde, from Society for Economic Dynamics (2011)

Supply-Side Policies and the Zero Lower Bound,
Pablo Guerron, Juan F Rubio-Ramirez and Jesus Fernandez-Villaverde, from Society for Economic Dynamics (2012)

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,
Juan F Rubio-Ramirez, Daniel Waggoner and Jonas Arias, from Society for Economic Dynamics (2014)

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure,
Juan F Rubio-Ramirez, Dario Caldara and Jonas Arias, from Society for Economic Dynamics (2015)

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,
Juan F Rubio-Ramirez, Daniel Waggoner and Jonas Arias, from Society for Economic Dynamics (2016)

Estimating nonlinear dynamic economies: A likelihood approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Society for Computational Economics (2003)
Keywords: likelihood function, nonlinear models

On the solution of the growth model with investment-specific technological change,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in Applied Economics Letters (2007)

Two Books on the New Macroeconometrics,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in Econometric Reviews (2009)
Keywords: Bayesian econometrics, Dynamic macroeconomic models, Likelihood function, Monte Carlo methods, New macroeconometrics,

Economic and VAR Shocks: What Can Go Wrong?,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in Journal of the European Economic Association (2006)

Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications,
Jonas E. Arias, Juan F. Rubio‐Ramírez and Daniel Waggoner, in Econometrica (2018)

MEDEA: a DSGE model for the Spanish economy,
Pablo Burriel, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, in SERIEs: Journal of the Spanish Economic Association (2010)
Keywords: DSGE models, Likelihood estimation, Bayesian methods, C11, C13, E30,

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2010)

Macroeconomics and Volatility: Data, Models, and Estimation,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2010)

Supply-Side Policies and the Zero Lower Bound,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2011)

Estimating Dynamic Equilibrium Models with Stochastic Volatility,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2012)

The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,
Martin Andreasen, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2013)

Solution and Estimation Methods for DSGE Models,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Frank Schorfheide, from National Bureau of Economic Research, Inc (2016)

How Structural Are Structural Parameters?,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2007)

How Structural Are Structural Parameters?,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2008)

A, B, C's (and D)'s for Understanding VARs,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Thomas Sargent, from National Bureau of Economic Research, Inc (2005)

Convergence Properties of the Likelihood of Computed Dynamic Models,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Manuel Santos, from National Bureau of Economic Research, Inc (2005)

Estimating Macroeconomic Models: A Likelihood Approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2006)

Reading the Recent Monetary History of the U.S., 1959-2007,
Jesus Fernandez-Villaverde, Pablo Guerron and Juan F Rubio-Ramirez, from National Bureau of Economic Research, Inc (2010)

Smoothing the shocks of a dynamic stochastic general equilibrium model,
Andrew Bauer, Nicholas Haltom and Juan F Rubio-Ramirez, in Economic Review (2005)
Keywords: Business cycles; Econometric models

Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model,
Andrew Bauer, Nicholas Haltom and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2003)

Uniform Priors for Impulse Responses,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from Federal Reserve Bank of Atlanta (2023)
Keywords: Bayesian; SVARs; uniform prior; sign restrictions

A, B, C’s, (and D’s) for understanding VARs,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Thomas Sargent, from Federal Reserve Bank of Atlanta (2005)

Structural vector autoregressions: theory of identification and algorithms for inference,
Juan F Rubio-Ramirez, Daniel Waggoner and Tao Zha, from Federal Reserve Bank of Atlanta (2008)
Keywords: Vector autoregression

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from Federal Reserve Bank of Atlanta (2014)
Keywords: identification; sign restrictions; simulation

Markov-switching structural vector autoregressions: theory and application,
Juan F Rubio-Ramirez, Daniel Waggoner and Tao Zha, from Federal Reserve Bank of Atlanta (2005)

Inference in Bayesian Proxy-SVARs,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from Federal Reserve Bank of Atlanta (2018)
Keywords: SVARs; external instruments; importance sampler

Convergence properties of the likelihood of computed dynamic models,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Manuel Santos, from Federal Reserve Bank of Atlanta (2004)

Comparing dynamic equilibrium economies to data,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2001)
Keywords: Econometric models

On the solution of the growth model with investment-specific technological change,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2004)

Estimating nonlinear dynamic equilibrium economies: a likelihood approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2004)

Some results on the solution of the neoclassical growth model,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2003)

Cointegrated TFP processes and international business cycles,
Pau Rabanal, Juan F Rubio-Ramirez and Vicente Tuesta, from Federal Reserve Bank of Atlanta (2009)

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure,
Jonas E. Arias, Dario Caldara and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2016)
Keywords: SVARs; monetary policy shocks; systematic component of monetary policy

Estimating dynamic equilibrium economies: linear versus nonlinear likelihood,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Federal Reserve Bank of Atlanta (2004)

Cointegrated TFP Processes and International Business Cycles,
Vicente Tuesta, Juan F Rubio-Ramirez and Pau Rabanal, from International Monetary Fund (2009)
Keywords: WP;exchange rate;standard deviation

Cointegrated TFP Processes and International Business Cycles,
Pau Rabanal, Juan F Rubio-Ramirez and Vicente Tuesta, from Duke University, Department of Economics (2010)
Keywords: International Business Cycles, Real Exchange Rates, Cointegration

Comparing Dynamic Equilibrium Economies to Data,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from David K. Levine (2003)

How Structural Are Structural Parameters?,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from UCLA Department of Economics (2007)

Estimating Macroeconomic Models: A Likelihood Approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from UCLA Department of Economics (2006)

A,B,C's (and D's)'s for Understanding VARS,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Thomas Sargent, from UCLA Department of Economics (2005)

Convergence Properties of the Likelihood of Computed Dynamic Models,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Manuel Santos, from UCLA Department of Economics (2005)

Does the liquidity trap exist?,
Stéphane Lhuissier, Benoit Mojon and Juan F Rubio-Ramirez, from Bank for International Settlements (2020)
Keywords: liquidity trap, effective lower bound, monetary transmission

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,
Juan F Rubio-Ramirez, Daniel Waggoner and Tao Zha, in The Review of Economic Studies (2010)

Effects of monetary policy regime changes in the Euro Economy,
Tao Zha, Juan F Rubio-Ramirez and Daniel Waggoner, from Society for Economic Dynamics (2004)
Keywords: regime change; identification; monetary policy

Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach,
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004)
Keywords: Likelihood-Based Inference, Dynamic Equilibrium Economies, Nonlinear Filtering, Sequential Monte Carlo)