NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Jesus Fernandez-Villaverde

Contact and additional information for this author • All publications • Working Papers only

Working Papers

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
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
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
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
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
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
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
June 2009Computing DSGE Models with Recursive Preferences
with Dario Caldara, Juan F. Rubio-Ramírez, Wen Yao: w15026
April 2009Risk Matters: The Real Effects of Volatility Shocks
with Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez, Martín Uribe: w14875
January 2009The Econometrics of DSGE Models
w14677
June 2007How Structural Are Structural Parameters?
with Juan F. Rubio-Ramírez: w13166
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
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
December 2002Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data
with Dirk Krueger: w9382

Contact and additional information for this author • All publications • Working Papers only

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us