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A, B, C's (and D)'s for Understanding VARs

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J Fernandez-Villaverde, J Rubio-Ramirez… - 2005 - nber.org
The dynamics of a linear (or linearized) dynamic stochastic economic model can be
expressed in terms of matrices (A, B, C, D) that define a state space system. An associated
state space system (A, K, C, Sigma) determines a vector autoregression for observables ...
Cited by 198 - Related articles - Library Search - BL Direct - All 87 versions

[PDF] Consumption and saving over the life cycle: How important are consumer durables?

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J Fernandez-Villaverde… - Proceedings of the 2002 North …, 2002 - ssc.upenn.edu
Abstract Micro data show two key patterns of consumption and asset holdings over the life
cycle. First, consumption expenditures on both durable and nondurable goods are hump-
shaped. Second, young households keep very few liquid assets and hold most of their ...
Cited by 177 - Related articles - View as HTML - All 22 versions

Estimating macroeconomic models: A likelihood approach

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J Fernández-Villaverde… - 2006 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES ESTIMATING MACROECONOMIC MODELS:
A LIKELIHOOD APPROACH Jesus Fernandez-Villaverde Juan F. Rubio-Ramirez ... 2006 by Jesus
Fernandez-Villaverde and Juan F. Rubio-Ramirez. All rights reserved. ...
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Comparing dynamic equilibrium models to data: a Bayesian approach

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J Fernández-Villaverde… - Journal of …, 2004 - Elsevier
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Consumption over the life cycle: Facts from consumer expenditure survey data

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J Fernandez-Villaverde… - 2002 - nber.org
This paper uses a seminonparametric model and Consumer Expenditure Survey data to
estimate life cycle profiles of consumption, controlling for demographics, cohort and time e.
ects. In addition to documenting profiles for total and nondurable consumption, we devote ...
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Comparing solution methods for dynamic equilibrium economies

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SB Aruoba, J Fernandez-Villaverde… - Journal of Economic …, 2006 - Elsevier
This paper compares solution methods for dynamic equilibrium economies. We compute
and simulate the stochastic neoclassical growth model with leisure choice using first,
second, and fifth order perturbations in levels and in logs, the finite elements method, ...
Cited by 163 - Related articles - Library Search - All 47 versions

The econometrics of DSGE models

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J Fernández-Villaverde - SERIES: Journal of the Spanish Economic …, 2010 - Springer
Page 1. SERIEs (2010) 1:3–49 DOI 10.1007/s13209-009-0014-7 ORIGINAL ARTICLE The
econometrics of DSGE models Jesús Fernández-Villaverde Received: 24 January 2009 / Accepted:
22 October 2009 / Published online: 19 February 2010 © The Author(s) 2010. ...
Cited by 112 - Related articles - Library Search - All 27 versions

Estimating dynamic equilibrium economies: linear versus nonlinear likelihood

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J Fernández‐Villaverde… - Journal of Applied …, 2005 - Wiley Online Library
Skip to Main Content. ...
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Was Malthus right? Economic growth and population dynamics

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J Fernandez-Villaverde - PIER Working Paper No. 01-046, 2001 - papers.ssrn.com
Abstract: This paper studies the relationship between population dynamics and economic
growth. Prior to the Industrial Revolution increases in total output were roughly matched by
increases in population. In contrast, during the last 150 years, increments in per capita ...
Cited by 71 - Related articles - Library Search - All 15 versions

Evaluating labor market reforms: a general equilibrium approach

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C Alonso-Borrego, J Fernández-Villaverde… - 2005 - nber.org
Page 1. NBER WORKING PAPER SERIES EVALUATING LABOR MARKET REFORMS: A
GENERAL EQUILIBRIUM APPROACH César Alonso-Borrego Jesús Fernández-Villaverde José
E. Galdón-Sánchez Working Paper 11519 http://www.nber.org/papers/w11519 ...
Cited by 52 - Related articles - Library Search - BL Direct - All 55 versions

Risk matters: The real effects of volatility shocks

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J Fernández-Villaverde, PA Guerrón-Quintana… - 2009 - nber.org
Page 1. NBER WORKING PAPER SERIES RISK MATTERS: THE REAL EFFECTS OF VOLATILITY
SHOCKS Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana Juan Rubio-Ramírez Martín
Uribe Working Paper 14875 http://www.nber.org/papers/w14875 ...
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Fortune or virtue: Time-variant volatilities versus parameter drifting in us data

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J Fernández-Villaverde, P Guerrón-Quintana… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES FORTUNE OR VIRTUE: TIME-VARIANT
VOLATILITIES VERSUS PARAMETER DRIFTING IN US DATA Jesús Fernández-
Villaverde Pablo Guerrón-Quintana Juan F. Rubio-Ramírez ...
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Estimating nonlinear dynamic equilibrium economies: a likelihood approach

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J Fernández-Villaverde… - 2004 - papers.ssrn.com
Page 1. by http://ssrn.com/abstract=486083 Jesús Fernández-Villaverde and Juan
F. Rubio-Ramírez “Estimating Nonlinear Dynamic Equilibrium Economies: A
Likelihood Approach” PIER Working Paper 04-001 Penn Institute ...
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[BOOK] Can we really observe hyperbolic discounting?

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J Fernandez-Villaverde, A Mukherji… - 2002 - ssc.upenn.edu
Abstract This paper proposes a new, more robust, experiment to test for the presence of
hyperbolic discounting. Recently, a growing literature has studied intertemporal choice
when individuals discount the future hyperbolically. These preferences generate ...
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Comparing dynamic equilibrium economies to data

[PDF] from psu.edu
J Fernandez-Villaverde… - 2001 - papers.ssrn.com
Abstract: This paper studies the properties of the Bayesian approach to estimation and
comparison of dynamic equilibrium economies. Both tasks can be performed even if the
models are nonnested, misspecified, and nonlinear. First, the authors show that Bayesian ...
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Risk matters: The real effects of volatility shocks

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J Fernández-Villaverde… - The American …, 2011 - ingentaconnect.com
Page 1. American Economic Review 101 (October 2011): 2530–2561 http://www.
aeaweb.org/articles.php?doi=10.1257/aer.101.6.2530 2530 This paper shows how
changes in the volatility of the real interest rate at which emerging ...
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A generalization of the endogenous grid method

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F Barillas… - Journal of Economic Dynamics and …, 2007 - Elsevier
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Consumption and saving over the life cycle: How important are consumer durables?

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J Fernandez-Villaverde… - Macroeconomic …, 2011 - Cambridge Univ Press
In this paper we investigate whether a standard life-cycle model in which households
purchase nondurable consumption and consumer durables and face idiosyncratic income
and mortality risk as well as endogenous borrowing constraints can account for two key ...
Cited by 21 - Related articles - All 7 versions

Solving DSGE models with perturbation methods and a change of variables

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J Fernández-Villaverde… - Journal of Economic …, 2006 - Elsevier
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Macroeconomics and volatility: Data, models, and estimation

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J Fernández-Villaverde… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES MACROECONOMICS AND VOLATILITY:
DATA, MODELS, AND ESTIMATION Jesús Fernández-Villaverde Juan Rubio-Ramírez
Working Paper 16618 http://www.nber.org/papers/w16618 ...
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The term structure of interest rates in a DSGE model with recursive preferences

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J Van Binsbergen, J Fernández-Villaverde… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES THE TERM STRUCTURE OF INTEREST RATES
IN A DSGE MODEL WITH RECURSIVE PREFERENCES Jules van Binsbergen Jesús
Fernández-Villaverde Ralph SJ Koijen Juan F. Rubio-Ramírez ...
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[PDF] Optimal fiscal policy in a business cycle model without commitment

[PDF] from upenn.edu
J Fernandez-Villaverde… - University of Pennsylvania, …, 2002 - econ.upenn.edu
Abstract This paper studies optimal taxation in the stochastic growh model when the
goverment cannot commit. We use recursive game theory to characterize the set of
Sustainable Equilibria and to build strategies that support equilibrium payoffs. We ...
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MEDEA: a DSGE model for the Spanish economy

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P Burriel, J Fernández-Villaverde… - SERIEs: Journal of the …, 2010 - Springer
Page 1. SERIEs (2010) 1:175–243 DOI 10.1007/s13209-009-0011-x ORIGINAL
ARTICLE MEDEA: a DSGE model for the Spanish economy Pablo Burriel · Jesús
Fernández-Villaverde · Juan F. Rubio-Ramírez Received: 6 May ...
Cited by 17 - Related articles - Library Search - All 34 versions

[PDF] Fiscal policy in a model with financial frictions

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J Fernández-Villaverde - American Economic Review Papers and …, 2010 - cenet.org.cn
Page 1. 1 American Economic Review: Papers & Proceedings 2010, 100:2, 1–9
http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.1 What are the effects
of fiscal policy in the presence of financial frictions? This question ...
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The term structure of interest rates in a DSGE model with recursive preferences

J Binsbergen, J Fernandez-Villaverde… - NBER Working …, 2010 - econpapers.repec.org
We solve a dynamic stochastic general equilibrium (DSGE) model in which the
representative household has Epstein and Zin recursive preferences. The parameters
governing preferences and technology are estimated by means of maximum likelihood ...
Cited by 12 - Related articles - Cached - All 2 versions

Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors

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EM Aldrich, J Fernández-Villaverde… - Journal of Economic …, 2011 - Elsevier
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Fiscal volatility shocks and economic activity

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J Fernández-Villaverde, PA Guerrón-Quintana… - 2011 - nber.org
Page 1. NBER WORKING PAPER SERIES FISCAL VOLATILITY SHOCKS AND ECONOMIC
ACTIVITY Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana Keith Kuester Juan
Rubio-Ramírez Working Paper 17317 http://www.nber.org/papers/w17317 ...
Cited by 13 - Related articles - Library Search - All 31 versions

[PDF] Entrepreneurship, financial intermediation and aggregate activity

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J Fernández-Villaverde, JE Galdón-Sánchez… - 2003 - Citeseer
Page 1. Entrepreneurship, Financial Intermediation and Aggregate Activity∗ Jesús
Fernández-Villaverde University of Pennsylvania José Enrique Galdón-Sánchez Universidad
Pública de Navarra Luis Carranza Universidad de Navarra August 7, 2003 ...
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Computing DSGE models with recursive preferences

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D Caldara, J Fernandez-Villaverde… - 2009 - nber.org
This paper compares different solution methods for computing the equilibrium of dynamic
stochastic general equilibrium (DSGE) models with recursive preferences such as those in
Epstein and Zin (1989 and 1991). Models with these preferences have recently become ...
Cited by 9 - Related articles - Library Search - All 24 versions

[PDF] Consumption and Saving over the Life Cycle: How Important are Consumer Durables?

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D Krueger… - U. Penn. Working Paper, 2001 - econ.upenn.edu
Page 1. Consumption and Saving over the Life Cycle: How Important are Consumer Durables?*
Jesús Fernández%Villaverde University of Pennsylvania, CEPR and NBER Dirk Krueger
University of Pennsylvania, CEPR and NBER November 5, 2009 ...
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[CITATION] Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data

D Krueger… - NBER Working Paper No. 9382, December …, 2004
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Reading the recent monetary history of the US, 1959-2007

[PDF] from psu.edu
J Fernández-Villaverde, PA Guerrón-Quintana… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES READING THE RECENT MONETARY HISTORY
OF THE US, 1959-2007 Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana Juan
Rubio-Ramírez Working Paper 15929 http://www.nber.org/papers/w15929 ...
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[PDF] Working with Epstein# Zin Preferences: Computation and Likelihood Estimation of DSGE Models with Recursive Preferences

[PDF] from upenn.edu
J Van Binsbergen… - University of …, 2008 - economics.sas.upenn.edu
Abstract This paper illustrates how to effi ciently compute and how to perform likelihood#
based inference in dynamic stochastic general equilibrium (DSGE) models with Epstein# Zin
preferences. This class of preferences has recently become a popular device to account ...
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From shame to game in one hundred years: an economic model of the rise in premarital sex and its de-stigmatization

[PDF] from iza.org
J Fernández-Villaverde, J Greenwood… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES FROM SHAME TO GAME IN ONE HUNDRED YEARS:
AN ECONOMIC MODEL OF THE RISE IN PREMARITAL SEX AND ITS DE-STIGMATIZATION
Jesús Fernández-Villaverde Jeremy Greenwood Nezih Guner ...
Cited by 7 - Related articles - Library Search - All 19 versions

[CITATION] JF Rubio-Ra mirez (2004),“Comparing dynamic equilibrium models to data: a Bayesian approach”

J Fernandez-Villaverde - Journal of Econometrics
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[PDF] Likelihood estimation of DSGE models with Epstein-Zin preferences

[PDF] from psu.edu
JH van Binsbergen, J Fernandez-Villaverde… - manuscript, March, 2008 - Citeseer
Abstract This paper illustrates how to perform likelihood# based inference in dynamic
stochastic general equilibrium (DSGE) models with Epstein# Zin preferences. This class of
preferences has recently become a popular device to account for asset pricing ...
Cited by 6 - Related articles - View as HTML - All 19 versions

[CITATION] Consumption and Saving over the Life-Cycle: How Important are Consumer Durables?, in Proceedingof the 2002 North American Summer Meetings of the …

J Fernandez-Villaverde… - 2002
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Two books on the new macroeconometrics

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J Fernandez-Villaverde… - Econometric Reviews, 2009 - Taylor & Francis
Methods for Applied Macroeconomics Research by Fabio Canova, and Structural
Macroeconometrics by David N. DeJong and Chetan Dave are two outstanding new books
that provide an excellent introduction to what is sometimes called the New ...
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Consumption over the life cycle: Some facts from the cex data

J Fernández-Villaverde… - 2002 - en.scientificcommons.org
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[BOOK] The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

J Fernandez-Villaverde, R Koijen, J Rubio-Ramirez… - 2010 - papers.ssrn.com
Abstract: We solve a dynamic stochastic general equilibrium (DSGE) model in which the
representative household has Epstein and Zin recursive preferences. The parameters
governing preferences and technology are estimated by means of maximum likelihood ...
Cited by 3 - Related articles - Get it from MIT Libraries - Library Search - All 5 versions

[CITATION] A general dynamic equilibrium model of temporary contracts

C Alonso-Borrego, J Fernandez-Villaverde… - Federal Reserve Bank of …, 1999
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[CITATION] Some explorations on entrepeneurship and financial intermediation

L Carranza, JE Galdon-Sanchez… - 2003 - Working paper, University of …
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Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works

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J Fernández-Villaverde - Journal of Economic Literature, 2008 - ingentaconnect.com
Page 1. Journal of Economic Literature 2008, 46:3, 685–703 http:www.aeaweb.org/
articles.php?doi=10.1257/jel.46.3.685 685 1 Introduction James C. Scott, in his
fascinating book Seeing Like a State, remarks that a perva- sive ...
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[CITATION] Consumption over the life cycle: Facts from the consumer expenditure survey

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D Krueger… - Review of Economics and Statistics, 2006
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The Spanish crisis from a global perspective

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J Fernández Villaverde… - Documentos de trabajo ( …, 2010 - dialnet.unirioja.es
Page 1. The Spanish Crisis from a Global Perspective by Jesús Fernández-Villaverde * Lee
Ohanian ** Documento de Trabajo 2010-03 CÁTEDRA Fedea – Caja Madrid February 2010 *
University of Pennsylvania, NBER, CEPR, and FEDEA. ** UCLA. ...
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[CITATION] rWorking with Epstein'Zin Preferences: Computation and Likelihood Estimation of DSGE Models with Recursive Preferences. sMimeo

JH Binsbergen, J Fernández'Villaverde, RSJ Koijen… - University of Pennsylvania, 2008
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[CITATION] Was Malthus Right? Economic Growth and Population Dynamics. Federal Reserve Bank of Minneapolis, Research Department Sta¤ Report

J Fernandez-Villaverde - 1999 - October
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[CITATION] Consumption over the Life

J Fernández-Villaverde… - 2005
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[CITATION] Macroeconomics and Volatility: Data, Models

J Fernandez-Villaverde… - 2011 - and Estimation, working paper, …
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[PDF] A theory of growth cycles

[PDF] from micheleboldrin.com
M Boldrin… - November, unpublished, 2005 - micheleboldrin.com
Page 1. A Theory of Growth Cycles Michele Boldrin University of Minnesota, Federal
Reserve Bank of Minneapolis, and CEPR Jesús Fernández-Villaverde University of
Pennsylvania, CEPR, and NBER November 3, 2005 Abstract ...
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[CITATION] Life-Cycle Consumption, Debt Constraints and Durable Goods

J Fernández-Villaverde… - 2006 - Working Paper, University of …
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[CITATION] The Pruned State Space System for Non-Linear DSGE Models: Asset Pricing Applications to GMM and SMM

MM Andreasen, J Fernández-Villaverde… - Unpublished manuscript, 2010
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[CITATION] Mark Wat& son (2007): VA

J Fernandez&Villaverde, JF Rubio&Ramirez… - B, Cns (and Dns) for …
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Fortune or virtue: time-variant volatilities versus parameter drifting

J Fernández-Villaverde, P Guerrón-Quintana… - Working …, 2010 - ideas.repec.org
Downloadable! This paper compares the role of stochastic volatility versus changes in monetary
policy rules in accounting for the time-varying volatility of US aggregate data. Of special interest
to the authors is understanding the sources of the great moderation of business cycle ...
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[CITATION] Forthcoming.“Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data.”

J Fernández-Villaverde… - Review of Economics and Statistics
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[CITATION] qWorking with Epstein'Zin Preferences: Computation and Likelihood Estimation of DSGE Models with Recursive Preferencesr

J Fernandez'Villaverde, R Koijen, JF Rubio'Ramirez… - 2008 - Mimeo
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The research agenda: Jesus fernandez-villaverde and juan f. rubio-ramirez on estimating dsge models

J Fernandez-Villaverde… - EconomicDynamics …, 2006 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to view
it first. Information about this may be contained in the File-Format links below. In case of further
problems read the IDEAS help page. Note that these files are not on the IDEAS site. ...
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[CITATION] June.“A, B, C's (and D)'s for Understanding VARs.”

J Fernandez-Villaverde, J Rubio-Ramirez… - 2005 - Technical Working Paper 0308, …
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[CITATION] Estimating Dynamic Equilibrium Economies: A Likelihood Approach

J Fernandez Villaverde… - Federal Reserve of Atlanta, manuscript, 2003
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[CITATION] Consumption and Saving over the Life Cycle: How Important are Consumer Durables. Macroeconomic Dynamics, forthcoming

J Fernandez-Villaverde… - 2011
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[CITATION] Nonlinear and Non-Gaussian Methods in DSGE Models

J Fernandez-Villaverde - Manuscript, Department of Economics, Duke University, 2006
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Economic and VAR Shocks: What Can Go Wrong?

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J Fernández‐Villaverde… - Journal of the …, 2006 - Wiley Online Library
Page 1. “zwu002060332” — 2006/6/27 — page 466 — #1 ECONOMIC AND VAR
SHOCKS: WHAT CAN GO WRONG? Jesús Fernández-Villaverde University of
Pennsylvania Juan F. Rubio-Ramírez Federal Reserve Bank of Atlanta ...
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[CITATION] The Econometrics of DSGE Models

FV Jesus - NBER Working Paper, 2009
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[CITATION] VA, B, Cs (and Ds) of Understanding VARsV

FV Jesus, J Rubio&Ramirez, TJ Sargent… - American Economic Review, 2007
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On the solution of the growth model with investment-specific technological change

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J Fernández-Villaverde… - Applied Economics …, 2007 - Taylor & Francis
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[PDF] Measuring the Effects of Fiscal Policy in a Model With Financial Frictions

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J Fernández-Villaverde - 2010 - econ.upenn.edu
Page 1. Measuring the Effects of Fiscal Policy in a Model with Financial Frictions∗ Jesús
Fernández-Villaverde† April 26, 2010 Abstract In these notes, I explain in further detail
the model in my paper “Fiscal Policy with Financial Frictions.” ...
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Some results on the solution of the neoclassical growth model

[PDF] from upenn.edu
J Fernández-Villaverde… - 2004 - papers.ssrn.com
Page 1. Working Paper Series Some Results on the Solution of the Neoclassical Growth
Model Jesus Fernandez-Villaverde and Juan Francisco Rubio-Ramírez Working Paper
2003-34 December 2003 Page 2. The authors gratefully ...
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A, B, C's (and D)'s for Understanding VARs

[TXT] from duke.edu
JF Rubio-Ramírez, J Fernandez-Villaverde… - 2005 - dukespace.lib.duke.edu
The dynamics of a linear (or linearized) dynamic stochastic economic model can be
expressed in terms of matrices (A, B, C, D) that define a state space system. An associated
state space system (A, K, C, Sigma) determines a vector autoregression for observables ...
Cited by 1 - Related articles - Get it from MIT Libraries - All 2 versions

[PDF] A Dynamic General Equilibrium Model of Temporary Contracts

[PDF] from crei.eu
C Alonso-Borrego, J Fernández-Villaverde… - 2001 - crei.eu
Page 1. A Dynamic General Equilibrium Model of Temporary Contracts∗ César Alonso-Borrego
Universidad Carlos III de Madrid Jesús Fernández-Villaverde University of Pennsylvania José
E. Galdón-Sánchez Universidad Pública de Navarra Preliminary and Incomplete. ...
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[Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model]: Comment

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J Fernández-Villaverde - NBER Macroeconomics Annual, 2005 - JSTOR
Page 1. Comment Jestis Fernindez-Villaverde, University of Pennsylvania, NBER,
and CEPR Introduction This paper is an ambitious and engaging project. It aims
to answer one of the basic questions in macroeconomics: How ...
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[CITATION] Comments on “Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model” by Stephanie Schmitt-Grohé and Martín Uribe

J Fernández-Villaverde - 2005
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[PDF] Technical Appendix to:“Risk Matters: The Real Effects of Volatility Shocks”

[PDF] from aeaweb.org
J Fernández-Villaverde, P Guerrón-Quintana… - 2010 - aeaweb.org
Page 1. Technical Appendix to: “Risk Matters: The Real Effects of Volatility Shocks” Jesús
Fernández-Villaverde University of Pennsylvania, NBER, and CEPR Pablo Guerrón-Quintana
Federal Reserve Bank of Philadelphia Juan F. Rubio-Ramírez ...
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From Shame to Game in One Hundred Years: An Macroeconomic Model of the Rise in Premarital Sex and its De-Stigmatization

[PDF] from upenn.edu
J Fernandez-Villaverde, J Greenwood… - 2008 - papers.ssrn.com
Abstract: Societies socialize children about sex. This is done in the presence of peer-group
effects, which may encourage undesirable behavior. Parents want the best for their children.
Still, they weigh the marginal gains from socializing their children against its costs. ...
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Supply-side policies and the zero lower bound

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J Fernández-Villaverde, PA Guerrón-Quintana… - 2011 - nber.org
Page 1. NBER WORKING PAPER SERIES SUPPLY-SIDE POLICIES AND THE ZERO
LOWER BOUND Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana Juan
Rubio-Ramírez Working Paper 17543 http://www.nber.org/papers/w17543 ...
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[PDF] Our Research Agenda: Estimating DSGE Models

[PDF] from upenn.edu
J Fernández-Villaverde… - 2006 - economics.sas.upenn.edu
Page 1. Our Research Agenda: Estimating DSGE Models Jesús Fernández-Villaverde
Duke University, NBER, and CEPR Juan F. Rubio-Ramírez Duke University and Federal
Reserve Bank of Atlanta October 5, 2006 1 Page 2. 1. Introduction ...
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DP7297 MEDEA: A DSGE Model for the Spanish Economy

P Burriel, J Fernández-Villaverde… - 2009 - cepr.org
DP7297 MEDEA: A DSGE Model for the Spanish Economy. ...
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Evaluating Labor Market Reforms: A General Equilibrium Approach PDF Logo

[PDF] from econstor.eu
JE Galdon-Sanchez, J Fernández-Villaverde… - 2004 - econstor.eu
Page 1. IZA DP No. 1129 Evaluating Labor Market Reforms: A General Equilibrium Approach
César Alonso-Borrego Jesús Fernández-Villaverde José E. Galdon-Sanchez DISCUSSION P
APER SERIES Forschungsinstitut zur Zukunft der Arbeit Institute for the Study of Labor ...
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[CITATION] ECON5984: Advanced Macroeconomics: Empirics and Theory–Spring 2010

S Beveridge, CR Nelson, JY Campbell, NG Mankiw
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Estimating macroeconomic models: a likelihood approach. Federal Reserve Bank of Atlanta Working Paper

J Fernández-villaverde, JF Rubio-ramírez… - 2004 - citeseer.ist.psu.edu
CiteSeerX - Document Details (Isaac Councill, Lee Giles): for comments. Jonas Fisher provided
us with his investment deflator. Mark Fisher's help with coding was priceless. Beyond the usual
disclaimer, we must note that any views expressed herein are those of the authors and ...
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Evaluating Labor Market Reforms: A General Equilibrium Approach

[PDF] from unirioja.es
J Fernández Villaverde… - … de trabajo. Economic …, 2004 - dialnet.unirioja.es
Page 1. Working paper 4-23 Departamento de Economía Economics Series 07 Universidad Carlos
III de Madrid April 2004 Calle Madrid, 126 28903 Getafe (Spain) Fax (34) 91 624 9875
EVALUATING LABOR MARKET REFORMS: A GENERAL EQUILIBRIUM APPROACH* ...
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[PDF] TECHNICAL WORKING PAPER SERIES

[PDF] from mecon.gov.ar
J Fernández-Villaverde, J Rubio-Ramírez… - 2005 - cdi.mecon.gov.ar
Page 1. TECHNICAL WORKING PAPER SERIES A, B, C's (AND D)'s FOR
UNDERSTANDING VARs Jesús Fernández-Villaverde Juan Rubio-Ramírez Thomas
J. Sargent Technical Working Paper 308 http://www.nber.org/papers/T0308 ...
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DP8642 Supply-Side Policies and the Zero Lower Bound

J Fernández-Villaverde, PA Guerron-Quintana… - 2011 - cepr.org
DP8642 Supply-Side Policies and the Zero Lower Bound. ...
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[CITATION] Estimating nonlinear dynamic economies: A likelihood approach

J Fernandez-Villaverde… - … in Economics and …, 2003 - econpapers.repec.org
By Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez; Estimating
nonlinear dynamic economies: A likelihood approach.
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DP5513 Estimating Macroeconomic Models: A Likelihood Approach

J Fernández-Villaverde… - 2006 - cepr.org
DP5513 Estimating Macroeconomic Models: A Likelihood Approach. Author(s ...
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DP8528 Fiscal Volatility Shocks and Economic Activity

J Fernández-Villaverde, PA Guerron-Quintana… - 2011 - cepr.org
DP8528 Fiscal Volatility Shocks and Economic Activity. ...
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DP8667 From Shame to Game in One Hundred Years: The Rise in Premarital Sex and its Destigmitization

J Fernández-Villaverde, J Greenwood… - 2011 - cepr.org
DP8667 From Shame to Game in One Hundred Years: The
Rise in Premarital Sex and its Destigmitization. ...
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Economic and VAR Shocks: What Can Go Wrong?

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JF Rubio-Ramirez… - 2006 - dukespace.lib.duke.edu
This paper discusses the problem of invertibility between the economic shocks in a dynamic
equilibrium model and the corresponding VAR innovations. We present an algebraic check
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Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies

SB gan Aruoba, J Fernandez-Villaverde… - 2003 - depts.washington.edu
This paper addresses the following question: how different are the computational answers provided
by linear and non-linear solution methods for dynamic equilibrium economies? Over the last
ten years a number of nonlinear solution methods, as several variants of projection (see ...
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DP7264 Risk Matters: The Real Effects of Volatility Shocks

J Fernández-Villaverde, PA Guerron-Quintana… - 2009 - temporaryaddress.cepr.org
DP7264 Risk Matters: The Real Effects of Volatility Shocks. ...
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DP8169 Macroeconomics and Volatility: Data, Models, and Estimation

J Fernández-Villaverde… - 2010 - cepr.org
DP8169 Macroeconomics and Volatility: Data, Models, and Estimation. Author(s ...
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[PDF] Some Further Notes on “Was Malthus Right? Economic Growth and Population Dynamics”

[PDF] from upenn.edu
J Fernandez-Villaverde - 2001 - econ.upenn.edu
Page 1. Some Further Notes on “Was Malthus Right? Economic Growth and
Population Dynamics”∗ Jesús Fernandez-Villaverde University of Pennsylvania
November 5, 2001 Abstract These notes present further discussion ...
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Computing DSGE models with recursive preferences and stochastic volatility

[PDF] from federalreserve.gov
D Caldara, J Fernandez-Villaverde… - Review of Economic …, 2011 - Elsevier
Abstract This paper compares different solution methods for computing the equilibrium of
dynamic stochastic general equilibrium (DSGE) models with recursive preferences such as
those in [Epstein and Zin, 1989] and [Epstein and Zin, 1991] and stochastic volatility. ...
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[CITATION] Borrowing Constraints, Durables, and the Business Cycle

D Krueger… - 2005 Meeting Papers, 2005 - ideas.repec.org
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knowledge, this item is not available for download. To find whether it is available, there are three
options: 1. Check below under "Related research" whether another version of this item is ...
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[CITATION] A DSGE Model for the Spanish Economy

P Burriel, B de España, J Fernández-Villaverde… - 2009
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DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in US Data

J Fernández-Villaverde, PA Guerron-Quintana… - 2010 - cepr.org
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From Shame to Game in One Hundred Years: The Rise in Premarital Sex and its Destigmitization

J Fernández-Villaverde, J Greenwood… - 2011 - papers.ssrn.com
Page 1. DISCUSSION PAPER SERIES ABCD www.cepr.org Available online at:
www.cepr.org/pubs/dps/DP8667.asp www.ssrn.com/xxx/xxx/xxx No. 8667 FROM SHAME TO
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DP7312 Computing DSGE Models with Recursive Preferences

D Caldara, J Fernández-Villaverde… - 2009 - cepr.org
DP7312 Computing DSGE Models with Recursive Preferences. ...
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DP7781 The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

J Fernández-Villaverde, R Koijen, JF Rubio-Ramírez… - 2010 - cepr.org
DP7781 The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences. ...
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[PDF] Technical Appendix of “Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data”

[PDF] from upenn.edu
J Fernández-Villaverde… - 2004 - economics.sas.upenn.edu
Page 1. Technical Appendix of “Consumption over the Life Cycle: Facts from Consumer
Expenditure Survey Data” Jesús Fernández-Villaverde University of Pennsylvania Dirk Krueger
University of Frankfurt, CEPR and NBER September 14, 2004 Abstract ...
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DP7812 Reading the Recent Monetary History of the US, 1959-2007

J Fernández-Villaverde, PA Guerron-Quintana… - 2010 - cepr.org
DP7812 Reading the Recent Monetary History of the US, 1959-2007. ...
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