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Comparing New Keynesian models of the business cycle: A Bayesian approach

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P Rabanal… - Journal of Monetary Economics, 2005 - Elsevier
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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

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
Technical Working Paper 321 http://www.nber.org/papers/T0321 ...
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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
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Estimating dynamic equilibrium economies: linear versus nonlinear likelihood

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J Fernández‐Villaverde… - Journal of Applied …, 2005 - Wiley Online Library
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Risk matters: The real effects of volatility shocks

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J Fernández-Villaverde, PA Guerrón-Quintana… - 2009 - nber.org
This paper shows how changes in the volatility of the real interest rate at which small open
emerging economies borrow have a quantitatively important effect on real variables like
output, consumption, investment, and hours worked. To motivate our investigation, we ...
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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
... edu Pablo Guerrón-Quintana Federal Reserve Bank of Philadelphia pablo.guerron@
phil.frb.org Juan F. Rubio-Ramírez Duke University PO Box 90097 Durham, NC 27708
juan.rubio-ramirez@duke.edu Page 3. 1. Introduction ...
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Comparing new Keynesian models in the Euro area: a Bayesian approach

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P Rabanal… - Spanish Economic Review, 2008 - Springer
... P. Rabanal Caixa d'Estalvis i Pensions de Barcelona, Barcelona, Spain JF Rubio-Ramírez (B)
Duke University, PO Box 90097, Durham, NC 27008, USA e-mail: juan.rubio-ramirez@duke.edu
JF Rubio-Ramírez Federal Reserve Bank of Atlanta, Atlanta, GA 30309, USA 123 ...
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Markov-switching structural vector autoregressions: Theory and application

J Rubio-Ramirez, D Waggoner… - FRB of Atlanta Working …, 2005 - papers.ssrn.com
Abstract: This paper develops a new and easily implementable necessary and sufficient
condition for the exact identification of a Markov-switching structural vector autoregression
(SVAR) model. The theorem applies to models with both linear and some nonlinear ...
Cited by 37 - Related articles - All 11 versions

Estimating nonlinear dynamic equilibrium economies: a likelihood approach

[PDF] from 193.146.129.230
J Fernández-Villaverde… - 2004 - papers.ssrn.com
Abstract: This paper presents a framework to undertake likelihood-based inference in
nonlinear dynamic equilibrium economies. We develop a Sequential Monte Carlo algorithm
that delivers an estimate of the likelihood function of the model using simulation methods. ...
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Comparing dynamic equilibrium economies to data

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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 ...
Cited by 34 - Related articles - All 25 versions

Risk matters: The real effects of volatility shocks

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J Fernández-Villaverde… - The American …, 2011 - ingentaconnect.com
... Durham, NC 27708, and Federal Reserve Bank of Atlanta (e-mail: Juan.
Rubio-Ramirez@duke.edu); Uribe: Columbia University, 1109A International Affairs
Building, New York, NY 10027 (e-mail: mu2166@columbia.edu). ...
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Structural vector autoregressions: Theory of identification and algorithms for inference

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JF RUBIO‐RAMÍREZ… - Review of Economic …, 2010 - Wiley Online Library
Skip to Main Content. ...
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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
... Jesús Fernández-Villaverde University of Pennsylvania 160 McNeil Building 3718 Locust Walk
Philadelphia, PA 19104 and NBER jesusfv@econ.upenn.edu Juan Rubio-Ramírez Duke
University PO Box 90097 Durham, NC 27708 juan.rubio-ramirez@duke.edu Page 3. ...
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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
... Ralph SJ Koijen Chicago Booth 5807 South Woodlawn Avenue 60637 Chicago, Illinois
ralph.koijen@chicagobooth.edu Juan F. Rubio-Ramírez Duke University PO Box 90097
Durham, NC 27708 juan.rubio-ramirez@duke.edu Page 3. 1. Introduction ...
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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 ...
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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
By Jules van Binsbergen, Jesus Fernandez-Villaverde, Ralph SJ Koijen and Juan F
Rubio-Ramirez; Abstract: We solve a dynamic stochastic general equilibrium (DSGE)
model in which the representative household has Epstein and.
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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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Investment-specific technology shocks and international business cycles: An empirical assessment

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FS Mandelman, P Rabanal… - Review of Economic …, 2011 - Elsevier
... E-mail addresses: federico.mandelman@atl.frb.org (FS Mandelman), prabanal@imf.org
(P. Rabanal), juan.rubio-ramirez@duke.edu (JF Rubio-Ram rez), vilan@usc.edu (D. Vil
n). 1094-2025/$ see front matter 2010 Elsevier Inc. All rights reserved. ...
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Fiscal volatility shocks and economic activity

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J Fernández-Villaverde, PA Guerrón-Quintana… - 2011 - nber.org
... phil.frb.org Keith Kuester Federal Reserve Bank of Philadelphia Keith.Kuester@phil.
frb.org Juan Rubio-Ramírez Duke University PO Box 90097 Durham, NC 27708
juan.rubio-ramirez@duke.edu Page 3. “Expectations of large ...
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Computing DSGE models with recursive preferences

[PDF] from upenn.edu
D Caldara, J Fernandez-Villaverde… - 2009 - nber.org
... Jesús Fernández-Villaverde University of Pennsylvania 160 McNeil Building 3718 Locust Walk
Philadelphia, PA 19104 and NBER jesusfv@econ.upenn.edu Juan F. Rubio-Ramírez Duke
University PO Box 90097 Durham, NC 27708 juan.rubio-ramirez@duke.edu ...
Cited by 9 - Related articles - Library Search - All 24 versions

Cointegrated TFP processes and international business cycles

[PDF] from 199.169.243.129
P Rabanal, J Rubio-Ramirez… - … Research Initiatives at …, 2008 - papers.ssrn.com
Abstract: A central puzzle in international macroeconomics is that observed real exchange
rates are highly volatile. Standard International Real Business Cycle (IRBC) models cannot
reproduce this fact when calibrated using conventional parameterizations, and can only ...
Cited by 9 - Related articles - Library Search - All 30 versions

[BOOK] Nominal versus real wage rigidities: a Bayesian approach

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P Rabanal, JF Rubio-Ramirez… - 2001 - frbatlanta.org
Page 1. Working Paper Series Nominal versus Real Wage Rigidities: A Bayesian
Approach Pau Rabanal and Juan F. Rubio-Ramírez Working Paper 2001-22 November
2001 Page 2. The authors thank Pierpaolo Benigno, Jesús ...
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Structural vector autoregressions: theory of identification and algorithms for inference

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J Rubio-Ramirez, D Waggoner… - Federal Reserve Bank of …, 2008 - papers.ssrn.com
Abstract: Structural vector autoregressions (SVARs) are widely used for policy analysis and
to provide stylized facts for dynamic general equilibrium models. Yet there have been no
workable rank conditions to ascertain whether an SVAR is globally identified. When ...
Cited by 8 - Related articles - All 22 versions

Reading the recent monetary history of the US, 1959-2007

[PDF] from psu.edu
J Fernández-Villaverde, PA Guerrón-Quintana… - 2010 - nber.org
... Pablo A. Guerrón-Quintana Federal Reserve Bank of Philadelphia pablo.guerron@phil.frb.org
Juan Rubio-Ramírez Duke University PO Box 90097 Durham, NC 27708 juan.rubio-ramirez@
duke.edu Page 3. 1. Introduction Uncovering monetary policy is hard. ...
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[PDF] Inflation persistence: how much can we explain?

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P Rabanal… - Economic Review-Federal …, 2003 - 199.169.243.129
Page 1. 43 Federal Reserve Bank of Atlanta ECONOMICREVIEW Second Quarter
2003 Monetary policy is a controversial topic. Economists are still divided into two
factions: those who believe that monetary policy does have ...
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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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[CITATION] Regime changes in the euro area

J Rubio-Ramirez, D Waggoner… - Federal Reserve Bank of Atlanta, mimeo, 2005
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[PDF] Likelihood estimation of DSGE models with Epstein-Zin preferences

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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 ...
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Two books on the new macroeconometrics

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J Fernandez-Villaverde… - Econometric Reviews, 2009 - Taylor & Francis
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Cointegrated TFP processes and international business cycles

P Rabanal, JF Rubio-Ramirez… - Journal of Monetary Economics, 2011 - Elsevier
Cited by 3 - Related articles - Get it from MIT Libraries - All 4 versions

[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] DFW and T. Zha (2009). Structural vector autoregressions: Theory of identification and algorithms for inference

Full text - MIT Libraries
JF Rubio-Ramirez - Review of Economic Studies
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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] 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
... adjustments.: Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J.
Sargent, 2005. "A, B, C's (and D)'s for Understanding VARs," NBER Technical Working
Papers 0308, National Bureau of Economic Research, Inc. ...
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[BOOK] Optimal minimum wage in a competitive economy

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A Gorostiaga, JF Rubio-Ramírez… - 2004 - papers.ssrn.com
Page 1. WORKING PAPER SERIES FEDERAL RESERVE BANK o f ATLANTA Optimal
Minimum Wage in a Competitive Economy Arantza Gorostiaga and Juan Francisco
Rubio-Ramírez Working Paper 2004-30 November 2004 Page 2. ...
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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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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] Macroeconomics and Volatility: Data, Models

J Fernandez-Villaverde… - 2011 - and Estimation, working paper, …
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[CITATION] Comparing Dynamic Equilibrium Models to Data

Full text - MIT Libraries
J Femrnndez-Villaverde… - Journal of Econometrics, 2004
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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] Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?

J Rubio-Ramirez… - 2010 - mimeo
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[CITATION] VA, B, Cs (and Ds) of Understanding VARsV

FV Jesus, J Rubio&Ramirez, TJ Sargent… - American Economic Review, 2007
Cited by 2 - Related articles - Get it from MIT Libraries

[PDF] Fiscal policy and minimum wage for redistribution: an equivalence result

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A Gorostiaga… - 2005 - webmeets.com
Page 1. Fiscal Policy and Minimum Wage for Redistribution: An Equivalence Result
Arantza Gorostiaga* Universidad del País Vasco. Juan F. Rubio-Ramírez Federal
Reserve Bank of Atlanta April, 2005 Abstract In this paper ...
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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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Optimal minimum wage in a competitive economy: An alternative modelling approach

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A Gorostiaga… - Economic Modelling, 2007 - Elsevier
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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
Abstract: This paper presents some new results on the solution of the stochastic neoclassical
growth model with leisure. We use the method of Judd (2003) to explore how to change
variables in the computed policy functions that characterize the behavior of the economy. ...
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[CITATION] Professor of Economics

J Rubio-Ramirez - Duke University
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Redistribution and fiscal policy

[PDF] from frbatlanta.org
J Rubio-Ramirez - 2003 - papers.ssrn.com
Abstract: This paper studies the optimal behavior of a democratic government in its use of
fiscal policies to redistribute income. I present a stochastic dynamic general equilibrium
model with heterogeneous agents to analyze (1) the differences between the effects on ...
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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
... Duke University and Federal Reserve Bank of Atlanta Martín Uribe Columbia University∗
December 3, 2010 *Corresponding author: Juan F. Rubio-Ramírez, 213 Social Sciences, Duke
University, Durham, NC 27708, USA. E-mail: Juan.Rubio-Ramirez@duke.edu. ...
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The Macroeconomics of Latin America

JF Rubio-Ramirez… - Computing in Economics and Finance …, 2006 - ideas.repec.org
We study why fluctuations of the real exchange rate are so volatile with respect to other
macroeconomic variables for latin american economies. We use a Bayesian approach to estimate
a two-country New Keynesian Open Economy Macroeconomics using data for several latin ...
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Supply-side policies and the zero lower bound

[PDF] from clevelandfed.org
J Fernández-Villaverde, PA Guerrón-Quintana… - 2011 - nber.org
... edu Pablo A. Guerrón-Quintana Federal Reserve Bank of Philadelphia
pablo.guerron@phil.frb.org Juan Rubio-Ramírez Duke University PO Box 90097
Durham, NC 27708 juan.rubio-ramirez@duke.edu Page 3. 1. Introduction ...
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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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[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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[PDF] TECHNICAL WORKING PAPER SERIES

[PDF] from mecon.gov.ar
J Fernández-Villaverde, J Rubio-Ramírez… - 2005 - cdi.mecon.gov.ar
... source. Page 2. A, B, C's (and D)'s for Understanding VARs Jesús Fernández-
Villaverde, Juan Rubio-Ramirez, and Thomas J. Sargent NBER Technical Working
Paper No. 308 May 2005 JEL No. E0, C11, C3 ABSTRACT The ...
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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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[PDF] Macroeconomic Modelling and Estimation, 20h Spring Term 2009

[PDF] from barcelonagse.eu
J Rubio-Ramirez - apply.barcelonagse.eu
Then we learn which numerical problems are related to Bayesian estimation and how to
overcome them using Monte Carlo integration. The second step is to introduce importance
sampling and show how to use it to overcome the numerical problems related to Bayesian ...
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Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach

[PDF] from ehu.es
MA Gorostiaga Alonso… - DFAE-II Working Papers …, 2006 - addi.ehu.es
Page 1. Optimal Minimum Wage in a Competitive Economy: An Alternative Modelling
Approach Arantza Gorostiaga Universidad del País Vasco Juan F. Rubio#Ramírez
Duke University October, 2006 Abstract This paper analyzes ...
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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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[PDF] Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment Federico S. Mandelman, Pau Rabanal

[PDF] from frbatlanta.org
JF Rubio-Ramírez… - 2010 - frbatlanta.org
... Department, 700 19th Street, NW, Washington, DC 20431, prabanal@imf.org; Juan F.
Rubio-Ramírez, Duke University, Federal Reserve Bank of Atlanta, and FEDEA, 213 Social
Sciences Building, PO Box 90097, Durham, NC 27708-0097, juan.rubio-ramirez@duke.edu; ...
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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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[CITATION] Code and data files for" Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"

FS Mandelman, P Rabanal, JF Rubio-Ramirez… - 2010 - econpapers.repec.org
By Federico S. Mandelman, Pau Rabanal, Juan F Rubio-Ramirez and Diego Vilán;
Abstract: Code and data to replicate the results of the article.
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Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment

P Rabanal, JF Rubio-Ramirez… - IMF Working …, 2010 - ideas.repec.org
Downloadable! In this paper, we first introduce investment-specific technology (IST) shocks to
an otherwise standard international real business cycle model and show that a thoughtful
calibration of them along the lines of Raffo (2009) successfully addresses the "quantity", " ...
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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
... E-mail addresses: dario.caldara@frb.gov (D. Caldara), jesusfv@econ.upenn.edu (J.
Fernández-Villaverde), juan.rubio-ramirez@duke.edu F. Rubio-RamÃrez), wenyao@econ.upenn.
edu (W. Yao).94-2025/$ – see front matter  2011 Elsevier Inc. All rights reserved. ...
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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
DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in US Data. ...
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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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Optimal Minimum Wage

A Gorostiaga… - 2004 Meeting Papers, 2004 - ideas.repec.org
This paper studies the optimality of a minimum wage law when it is used, jointly with a distortionary
tax-transfer scheme, to redistribute income among agents with different marginal productivity.
We build a dynamic and stochastic general equilibrium model with a Ramsey planner ...
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[CITATION] Dynamic Macroeconomic Models: Computation and Estimation

JF Rubio-Ramiŕez - 2001 - University of Minnesota

Reading the Recent Monetary History of the United States, 1959-2007

[PDF] from duke.edu
JF Rubio-Ramirez - 2010 - dukespace.lib.duke.edu
Page 1. FEDERAL RESERVE BANK OF ST. LOUIS REVIEW JULY /AUGUST 2010 311
Reading the Recent Monetary History of the United States, 1959-2007 Jesús
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JF Rubio-Ramírez - 2004 - 199.169.243.129
Page 1. WORKING PAPER SERIES FEDERAL RESERVE BANK o f ATLANTA Estimating Dynamic
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