NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jesus Fernandez-Villaverde

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

June 2014A Comparison of Programming Languages in Economics
with S. Borağan Aruoba: w20263
May 2013Optimal Capital Versus Labor Taxation with Innovation-Led Growth
with Philippe Aghion, Ufuk Akcigit: w19086
April 2013The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
with Martin M. Andreasen, Juan Rubio-Ramírez: w18983
March 2013Political Credit Cycles: The Case of the Euro Zone
with Luis Garicano, Tano Santos: w18899

Published: Jesús Fernández-Villaverde & Luis Garicano & Tano Santos, 2013. "Political Credit Cycles: The Case of the Eurozone," Journal of Economic Perspectives, American Economic Association, vol. 27(3), pages 145-66, Summer. citation courtesy of

September 2012Estimating Dynamic Equilibrium Models with Stochastic Volatility
with Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez: w18399
May 2012Nonlinear Adventures at the Zero Lower Bound
with Grey Gordon, Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez: w18058
October 2011Supply-Side Policies and the Zero Lower Bound
with Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez: w17543

\Supply-Side Policies and the Zero Lower Bound." Joint with Pablo Guerron (Philadelphia Fed) and Juan F. Rubio-Ramrez (Duke University). IMF Economic Review, forthcoming.

August 2011Fiscal Volatility Shocks and Economic Activity
with Pablo A. Guerrón-Quintana, Keith Kuester, Juan Rubio-Ramírez: w17317
December 2010Macroeconomics and Volatility: Data, Models, and Estimation
with Juan Rubio-Ramírez: w16618

Published: (2013) \Macroeconomics and Volatility: Data, Models, and Methods." Joint with Juan F. Rubio-Ramrez (Duke University). In Advances in Economics and Econo- metrics: Theory and Applications, Tenth World Congress of the Econometric So- ciety , Cambridge University Press.

April 2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
with Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez: w15928
Reading the Recent Monetary History of the U.S., 1959-2007
with Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez: w15929

Published: (2010) \Reading the Recent Monetary History of the U.S., 1959-2007." Joint with Pablo Guerron (Philadelphia Fed) and Juan F. Rubio-Ramrez (Duke University). Federal Reserve Bank of St. Louis Review 92, 311-338.

Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
with Eric M. Aldrich, A. Ronald Gallant, Juan F. Rubio-Ramírez: w15909

Published: Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F., 2011. "Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 386-393, March. citation courtesy of

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
with Jules van Binsbergen, Ralph S.J. Koijen, Juan F. Rubio-Ramírez: w15890

Published: van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012. "The term structure of interest rates in a DSGE model with recursive preferences," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648. citation courtesy of

January 2010From Shame to Game in One Hundred Years: An Economic Model of the Rise in Premarital Sex and its De-Stigmatization
with Jeremy Greenwood, Nezih Guner: w15677

Published: Jesús Fernández-Villaverde & Jeremy Greenwood & Nezih Guner, 2014. "From Shame To Game In One Hundred Years: An Economic Model Of The Rise In Premarital Sex And Its De-Stigmatization," Journal of the European Economic Association, European Economic Association, vol. 12(1), pages 25-61, 02. citation courtesy of

June 2009Computing DSGE Models with Recursive Preferences
with Dario Caldara, Juan F. Rubio-Ramírez, Wen Yao: w15026

Published: Review of Economic Dynamics Volume 15, Issue 2, April 2012, Pages 188–206 Cover image Computing DSGE models with recursive preferences and stochastic volatility ☆ Dario Caldaraa, E-mail the corresponding author, Jesús Fernández-Villaverdeb, c, d, e, Corresponding author contact information, E-mail the corresponding author, Juan F. Rubio-Ramírezf, g, e, E-mail the corresponding author, Wen

April 2009Risk Matters: The Real Effects of Volatility Shocks
with Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez, Martín Uribe: w14875

Published: Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011. "Risk Matters: The Real Effects of Volatility Shocks," American Economic Review, American Economic Association, vol. 101(6), pages 2530-61, October. citation courtesy of

January 2009The Econometrics of DSGE Models
w14677

Published:

  • Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," International Review of Economics, Springer, vol. 1(1), pages 3-49, March.
  • Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs, Spanish Economic Association, vol. 1(1), pages 3-49, March. citation courtesy of

June 2008How Structural Are Structural Parameters?
with Juan F. Rubio-Ramírez
in NBER Macroeconomics Annual 2007, Volume 22, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
June 2007How Structural Are Structural Parameters?
with Juan F. Rubio-Ramírez: w13166

Published: How Structural Are Structural Parameters?, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez. in NBER Macroeconomics Annual 2007, Volume 22, Acemoglu, Rogoff, and Woodford. 2008

February 2006Estimating Macroeconomic Models: A Likelihood Approach
with Juan F. Rubio-Ramirez: t0321
October 2005Convergence Properties of the Likelihood of Computed Dynamic Models
with Juan Rubio, Manuel Santos: t0315

Published: Fernández-Villaverde, Jesus, Juan F. Rubio-Ramírez, and Manuel S. Santos. "Convergence Properties of the Likelihood of Computed Dynamic Models." Econometrica 74, 1 (2006): 93-119.

August 2005Evaluating Labor Market Reforms: A General Equilibrium Approach
with César Alonso-Borrego, José E. Galdón-Sánchez: w11519
June 2005A, B, C's (and D)'s for Understanding VARs
with Juan Rubio-Ramirez, Thomas J. Sargent: t0308

Published: Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Thomas J. Sargent, and Mark W. Watson, 2007. "ABCs (and Ds) of Understanding VARs," American Economic Review, vol. 97(3), pages 1021-1026.

December 2002Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
with Dirk Krueger: w9382

Published: Jesus Fernández-Villaverde & Dirk Krueger, 2007. "Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 552-565, 06. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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