NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Jesús Fernández-Villaverde

University of Pennsylvania
160 McNeil Building
3718 Locust Walk
Philadelphia, PA 19104
Tel: 267/307-1068

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
WWW:
NBER Program Affiliations: EFG
NBER Affiliation: Research Associate

NBER Working Papers and Publications

August 2017Political Distribution Risk and Aggregate Fluctuations
with Thorsten Drautzburg, Pablo Guerrón-Quintana: w23647
July 2017Institutions and Political Party Systems: The Euro Case
with Tano Santos: w23599
April 2016Can Currency Competition Work?
with Daniel Sanches: w22157
February 2016Solution Methods for Models with Rare Disasters
with Oren Levintal: w21997
January 2016Solution and Estimation Methods for DSGE Models
with Juan F. Rubio Ramírez, Frank Schorfheide: w21862
October 2014Safe Assets
with Robert J. Barro, Oren Levintal, Andrew Mollerus: w20652
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

Published: Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Estimating dynamic equilibrium models with stochastic volatility," Journal of Econometrics, Elsevier, vol. 185(1), pages 216-229. citation courtesy of

May 2012Nonlinear Adventures at the Zero Lower Bound
with Grey Gordon, Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez: w18058

Published: Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Nonlinear adventures at the zero lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 182-204. citation courtesy of

October 2011Supply-Side Policies and the Zero Lower Bound
with Pablo A. Guerrón-Quintana, Juan Rubio-Ramírez: w17543

Published: IMF Economic Review (2014) 62, 248–260. doi:10.1057/imfer.2014.10; published online 15 July 2014 Supply-Side Policies and the Zero Lower Bound Jesús Fernández-Villaverde*, Pablo Guerrón-Quintana* and Juan F Rubio-Ramírez* citation courtesy of

August 2011Fiscal Volatility Shocks and Economic Activity
with Pablo A. Guerrón-Quintana, Keith Kuester, Juan Rubio-Ramírez: w17317

Published: Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015. "Fiscal Volatility Shocks and Economic Activity," American Economic Review, American Economic Association, vol. 105(11), pages 3352-84, November. citation courtesy of

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
  • Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;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

 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

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

Contact Us