NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Juan Rubio-Ramírez

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

Working Papers and Chapters

August 2014Perturbation Methods for Markov-Switching DSGE Models
with Andrew Foerster, Daniel F. Waggoner, Tao Zha: w20390
April 2013The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
with Martin M. Andreasen, Jesús Fernández-Villaverde: w18983
September 2012Estimating Dynamic Equilibrium Models with Stochastic Volatility
with Jesus Fernandez-Villaverde, Pablo A. Guerrón-Quintana: w18399
May 2012Nonlinear Adventures at the Zero Lower Bound
with Jesús Fernández-Villaverde, Grey Gordon, Pablo A. Guerrón-Quintana: w18058
October 2011Supply-Side Policies and the Zero Lower Bound
with Jesús Fernández-Villaverde, Pablo A. Guerrón-Quintana: 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 Jesús Fernández-Villaverde, Pablo A. Guerrón-Quintana, Keith Kuester: w17317
December 2010Macroeconomics and Volatility: Data, Models, and Estimation
with Jesús Fernández-Villaverde: 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 Jesús Fernández-Villaverde, Pablo Guerrón-Quintana: w15928
Reading the Recent Monetary History of the U.S., 1959-2007
with Jesús Fernández-Villaverde, Pablo A. Guerrón-Quintana: 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, Jesús Fernández-Villaverde, A. Ronald Gallant: 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, Jesús Fernández-Villaverde, Ralph S.J. Koijen: 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

June 2009Computing DSGE Models with Recursive Preferences
with Dario Caldara, Jesús Fernández-Villaverde, 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 Jesús Fernández-Villaverde, Pablo A. Guerrón-Quintana, 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

June 2008How Structural Are Structural Parameters?
with Jesús Fernández-Villaverde
in NBER Macroeconomics Annual 2007, Volume 22, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
June 2007How Structural Are Structural Parameters?
with Jesús Fernández-Villaverde: 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 Jesus Fernandez-Villaverde: t0321
June 2005A, B, C's (and D)'s for Understanding VARs
with Jesus Fernandez-Villaverde, 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.

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

 
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