Juan Rubio-Ramírez
Juan Rubio-Ramírez
Economics Professor at Emory University
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Zitiert von
Zitiert von
Structural vector autoregressions: Theory of identification and algorithms for inference
JF Rubio-Ramirez, DF Waggoner, T Zha
The Review of Economic Studies 77 (2), 665-696, 2010
Fiscal volatility shocks and economic activity
J Fernández-Villaverde, P Guerrón-Quintana, K Kuester, J Rubio-Ramírez
American Economic Review 105 (11), 3352-3384, 2015
Risk matters: The real effects of volatility shocks
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramirez, M Uribe
American Economic Review 101 (6), 2530-2561, 2011
Estimating macroeconomic models: A likelihood approach
J Fernández-Villaverde, JF Rubio-Ramírez
The Review of Economic Studies 74 (4), 1059-1087, 2007
Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications
JE Arias, JF Rubio‐Ramírez, DF Waggoner
Econometrica 86 (2), 685-720, 2018
ABCs (and Ds) of understanding VARs
J Fernández-Villaverde, JF Rubio-Ramírez, TJ Sargent, MW Watson
American economic review 97 (3), 1021-1026, 2007
Comparing solution methods for dynamic equilibrium economies
SB Aruoba, J Fernández-Villaverde, JF Rubio-Ramirez
Journal of Economic dynamics and Control 30 (12), 2477-2508, 2006
Comparing New Keynesian models of the business cycle: A Bayesian approach
P Rabanal, JF Rubio-Ramírez
Journal of Monetary Economics 52 (6), 1151-1166, 2005
Comparing dynamic equilibrium models to data: a Bayesian approach
J Fernández-Villaverde, JF Rubio-Ramı́rez
Journal of Econometrics 123 (1), 153-187, 2004
Nonlinear adventures at the zero lower bound
J Fernández-Villaverde, G Gordon, P Guerrón-Quintana, ...
Journal of Economic Dynamics and Control 57, 182-204, 2015
The term structure of interest rates in a DSGE model with recursive preferences
JH Van Binsbergen, J Fernández-Villaverde, RSJ Koijen, ...
Journal of Monetary Economics 59 (7), 634-648, 2012
Narrative sign restrictions for SVARs
J Antolín-Díaz, JF Rubio-Ramírez
American Economic Review 108 (10), 2802-2829, 2018
The pruned state-space system for non-linear DSGE models: Theory and empirical applications
MM Andreasen, J Fernández-Villaverde, JF Rubio-Ramírez
The Review of Economic Studies 85 (1), 1-49, 2018
Solution and estimation methods for DSGE models
J Fernández-Villaverde, JF Rubio-Ramírez, F Schorfheide
Handbook of macroeconomics 2, 527-724, 2016
How structural are structural parameters?[with comments and discussion]
J Fernández-Villaverde, JF Rubio-Ramírez, T Cogley, F Schorfheide
NBER macroeconomics Annual 22, 83-167, 2007
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
J Fernández‐Villaverde, JF Rubio‐Ramírez
Journal of Applied Econometrics 20 (7), 891-910, 2005
Estimating dynamic equilibrium models with stochastic volatility
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez
Journal of Econometrics 185 (1), 216-229, 2015
The systematic component of monetary policy in SVARs: An agnostic identification procedure
JE Arias, D Caldara, JF Rubio-Ramirez
Journal of Monetary Economics 101, 1-13, 2019
Computing DSGE models with recursive preferences and stochastic volatility
D Caldara, J Fernandez-Villaverde, JF Rubio-Ramirez, W Yao
Review of Economic Dynamics 15 (2), 188-206, 2012
Macroeconomics and volatility: Data, models, and estimation
J Fernández-Villaverde, J Rubio-Ramírez
National Bureau of Economic Research, 2010
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