Juan F Rubio-Ramirez : Citation Profile

Emory University (50% share)
Federal Reserve Bank of St. Louis (50% share)

32

H index

45

i10 index

6505

Citations

RESEARCH PRODUCTION:

40

Articles

173

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 271
   Journals where Juan F Rubio-Ramirez has often published
   Relations with other researchers
   Recent citing documents: 414.    Total self citations: 121 (1.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru25
   Updated: 2025-12-20    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Shin, Minchul (10)

Fernandez-Villaverde, Jesus (6)

Waggoner, Daniel (6)

Lhuissier, Stéphane (3)

Furlanetto, Francesco (3)

Lepetit, Antoine (3)

Mojon, Benoit (3)

Petrella, Ivan (3)

Antolin-Diaz, Juan (2)

Conde-Ruiz, J. Ignacio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Juan F Rubio-Ramirez.

Is cited by:

Fernandez-Villaverde, Jesus (105)

Castelnuovo, Efrem (88)

Schorfheide, Frank (69)

Guerron, Pablo (63)

Zanetti, Francesco (60)

Kilian, Lutz (57)

Theodoridis, Konstantinos (56)

mumtaz, haroon (56)

Bianchi, Francesco (55)

Gambetti, Luca (53)

Canova, Fabio (52)

Cites to:

Fernandez-Villaverde, Jesus (109)

Zha, Tao (86)

Sims, Christopher (62)

Christiano, Lawrence (55)

Smets, Frank (54)

Wouters, Raf (51)

Leeper, Eric (47)

Eichenbaum, Martin (40)

Waggoner, Daniel (39)

Watson, Mark (36)

Schorfheide, Frank (32)

Main data

Where Juan F Rubio-Ramirez has published?

Journals with more than one article published# docs
Journal of Monetary Economics5
American Economic Review4
Journal of Economic Dynamics and Control4
Journal of Econometrics4
The Review of Economic Studies3
Review of Economic Dynamics2
Economic Review2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta29
CEPR Discussion Papers / C.E.P.R. Discussion Papers18
NBER Working Papers / National Bureau of Economic Research, Inc16
Working Papers / Federal Reserve Bank of Philadelphia14
Working Papers / BBVA Bank, Economic Research Department5
2010 Meeting Papers / Society for Economic Dynamics4
2014 Meeting Papers / Society for Economic Dynamics3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)3
2004 Meeting Papers / Society for Economic Dynamics3
Computing in Economics and Finance 2006 / Society for Computational Economics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
IMF Working Papers / International Monetary Fund2
2015 Meeting Papers / Society for Economic Dynamics2
2016 Meeting Papers / Society for Economic Dynamics2
Working Papers / Duke University, Department of Economics2
2009 Meeting Papers / Society for Economic Dynamics2

Recent works citing Juan F Rubio-Ramirez (2025 and 2024)

YearTitle of citing document
2025Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET. (2025). Abr, Genia-Iulia. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:187-210.

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2024Supply Shocks in the Fog: The Role of Endogenous Uncertainty. (2024). Matvieiev, Mykhailo ; Poilly, Cline ; Antonova, Anastasiia. In: AMSE Working Papers. RePEc:aim:wpaimx:2427.

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2025The pass-through effect of the nominal exchange rate to prices in Costa Rica. (2025). Gómez-Rodríguez, Fabio ; Sandoval-Alvarado, Catalina ; Gmez-Rodrguez, Fabio. In: Documentos de Trabajo. RePEc:apk:doctra:2503.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2025Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2024US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2024). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: Papers. RePEc:arx:papers:2402.08051.

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Random Subspace Local Projections. (2024). Wong, Benjamin ; Dinh, Viet Hoang ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2406.01002.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy. (2024). Holban, Iones Kelanemer. In: Papers. RePEc:arx:papers:2406.19938.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2025Endogenous Persistence at the Effective Lower Bound. (2025). Zhongxi, Zheng ; Roulleau-Pasdeloup, Jordan ; Chunbing, Cai. In: Papers. RePEc:arx:papers:2501.06473.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Scalable Global Solution Techniques for High-Dimensional Models in Dynare. (2025). Rion, Normann ; Scheidegger, Simon ; Juillard, Michel ; Eftekhari, Aryan. In: Papers. RePEc:arx:papers:2503.11464.

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2025Identification and estimation of structural vector autoregressive models via LU decomposition. (2025). Fujimori, Kou ; Shimokawa, Masato. In: Papers. RePEc:arx:papers:2503.12378.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2025Projection Inference for set-identified SVARs. (2025). Meier, Matthias ; Jos'e Luis Montiel Olea, ; Gafarov, Bulat. In: Papers. RePEc:arx:papers:2504.14106.

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2025Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike. In: Papers. RePEc:arx:papers:2505.05193.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data. (2025). Nefzi, Nourhaine ; Abid, Abir. In: Papers. RePEc:arx:papers:2511.05315.

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2025Optimising pandemic response through vaccination strategies using neural networks. (2025). Zhai, Chang ; Chen, Ping ; Jin, Zhuo ; Pitt, David. In: Papers. RePEc:arx:papers:2511.16932.

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2024The impact of the effective tax rate change on financial assets of commercial banks: The case of Visegrad group countries. (2024). Slyvkanyc, Natalia ; Regaskova, Martina ; Glova, Jozef ; Andrejovska, Alena. In: E&M Economics and Management. RePEc:bbl:journl:v:27:y:2024:i:1:p:175-191.

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2025Global | Descifrando el impacto de los precios del carbono en la macroeconomía. (2025). Rubio, Juan ; Falbo, Rodrigo ; Garca, Agustn ; Barrutiabengoa, Joxe Mari. In: Working Papers. RePEc:bbv:wpaper:2504.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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2025Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference. (2025). Woźniak, Tomasz ; Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Shang, Fei ; Ltkepohl, Helmut. In: Staff Working Papers. RePEc:bca:bocawp:25-14.

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2025Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29.

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2024Taxation Policies and Profitability of Deposit Money Banks in Nigeria. (2024). Ogbaragu, Justice Sunday ; Offor, T N. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:2298-2314.

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2024US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24.

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2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2025What drives policy rate expectations? Evidence from the post-pandemic monetary policy cycle. (2025). Bernardini, Marco ; Baldo, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1500_25.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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2025Seeds of Inflation: Geopolitical Risk and Inflation: The Role of Energy Markets. (2025). Pinchetti, Marco. In: Working papers. RePEc:bfr:banfra:1005.

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2024A Unified Approach to Determinacy Conditions with Regime Switching. (2024). Barthélemy, Jean ; Marx, Magali ; Cho, Seonghoon ; Barthaelemy, Jean. In: Working papers. RePEc:bfr:banfra:972.

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2024Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973.

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2024The New Keynesian Climate Model. (2024). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: Working papers. RePEc:bfr:banfra:977.

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2024Inequality and the zero lower bound. (2024). Rachedi, Omar ; Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Marbet, Joel. In: BIS Working Papers. RePEc:bis:biswps:1160.

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2024How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1226.

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2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2024The Global Impact of Brexit Uncertainty. (2024). Hassan, Tarek ; Tahoun, Ahmed ; van Lent, Laurence ; Hollander, Stephan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:413-458.

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2024Total factor productivity and structural reforms: Evidence from advanced economies sector‐level data. (2024). Jalles, Joao. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:122-147.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2025Bayesian estimation of DSGE models: An update. (2025). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1097.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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2024Assessing the Long-Term Impact of Monetary Policy. (2024). Nakano, Shogo ; Yamanaka, Takahiro ; Haba, Shunsuke ; Ito, Yuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e19.

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2025May Tax Evasion Help Control Public Debt?. (2025). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_623.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2025Loan Loss Provisions and Bank Value in the United States: A Moderation Analysis of Economic Policy Uncertainty. (2025). Kim-Leng, Goh ; Wan-Fei, Lai. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:23:n:1002.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Trade Shocks and the Transitional Dynamics of Markups. (2024). Lastauskas, Povilas ; Dainauskas, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2431.

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2025HANKSSON. (2025). bilbiie, florin ; Galaasen, S M ; Gurkayna, R S ; Maehlum, M ; Molnar, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2516.

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2025HANKSSON. (2025). Molnar, K ; Maehlum, M ; Bilbiie, F O ; Gurkayna, R S ; Galaasen, S M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2507.

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2024Indirect Inference- a methodological essay on its role and applications. (2024). Xu, Yongdeng ; Minford, A. Patrick. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/1.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10941.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

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2024Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191.

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2024Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects. (2024). Song, Dongho ; Fernandez-Villaverde, Jesus ; Mineyama, Tomohide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11192.

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2024Slowdown in Immigration, Labor Shortages, and Declining Skill Premia. (2024). Zanetti, Francesco ; Yu, Yang ; Mandelman, Federico S ; Zlate, Andrei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11202.

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2024Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11235.

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2025Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach. (2025). Nientiedt, Daniel ; Feld, Lars ; Hassib, Joshua ; Langer, Maximilian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11933.

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2025Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach. (2025). Nientiedt, Daniel ; Feld, Lars ; Langer, Maximilian ; Hassib, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_119333.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Monetary Policy Shocks and Narrative Restrictions: Rules Matter. (2025). Srkjr, Laust L ; Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12246.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024Slowdown in Immigration, Labor Shortages, and Declining Skill Premia. (2024). Zlate, Andrei ; Zanetti, Francesco ; Yu, Yang ; Mandelman, Federico S. In: Discussion Papers. RePEc:cfm:wpaper:2429.

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2024Geopolitical Risk and Inflation: The Role of Energy Markets. (2024). Pinchetti, Marco. In: Discussion Papers. RePEc:cfm:wpaper:2431.

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2025The Cross Border Effects of Bank Capital Regulation in General Equilibrium. (2025). san Milln, Maximiliano. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1046.

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2024The Great Depression as a Savings Glut. (2024). Monnet, Eric ; Degorce, Victor. In: Working Papers. RePEc:cii:cepidt:2024-14.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2024Slowdown in Immigration, Labor Shortages, and Declining Skill Premia. (2024). Zanetti, Francesco ; Yu, Yang ; Mandelman, Federico S ; Zlate, Andrei. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-013e.

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2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

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2025Scalable Global Solution Techniques for High-Dimensional Models in Dynare. (2025). Juillard, Michel ; Scheidegger, Simon ; Rion, Normann ; Eftekhari, Aryan. In: Dynare Working Papers. RePEc:cpm:dynare:086.

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More than 100 citations found, this list is not complete...

Works by Juan F Rubio-Ramirez:

YearTitleTypeCited
2013The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications In: CREATES Research Papers.
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2013The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2013) In: CEPR Discussion Papers.
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2016The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2016) In: Working Papers.
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2013The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2013) In: NBER Working Papers.
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2018The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2018) In: The Review of Economic Studies.
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2011Risk Matters: The Real Effects of Volatility Shocks In: American Economic Review.
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2009Risk Matters: The Real Effects of Volatility Shocks.(2009) In: CEPR Discussion Papers.
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2009Risk Matters: The Real Effects of Volatility Shocks.(2009) In: NBER Working Papers.
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2009Risk Matters: The Real Effects of Volatility Shocks.(2009) In: PIER Working Paper Archive.
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2009Risk Matters: The Real E¤ects of Volatility Shocks.(2009) In: 2009 Meeting Papers.
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2010Risk Matters: The Real Effects of Volatility Shocks.(2010) In: 2010 Meeting Papers.
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2015Fiscal Volatility Shocks and Economic Activity In: American Economic Review.
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2011Fiscal Volatility Shocks and Economic Activity.(2011) In: CEPR Discussion Papers.
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2011Fiscal volatility shocks and economic activity.(2011) In: Working Papers.
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2011Fiscal Volatility Shocks and Economic Activity.(2011) In: NBER Working Papers.
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2011Fiscal Volatility Shocks and Economic Activity.(2011) In: PIER Working Paper Archive.
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2018Narrative Sign Restrictions for SVARs In: American Economic Review.
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2016Narrative Sign Restrictions for SVARs.(2016) In: CEPR Discussion Papers.
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2017Narrative Sign Restrictions for SVARs.(2017) In: Working Papers.
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2016Narrative Sign Restrictions for SVARs.(2016) In: FRB Atlanta Working Paper.
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2007ABCs (and Ds) of Understanding VARs In: American Economic Review.
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2005A,B,Cs (and Ds)s for Understanding VARS.(2005) In: Levine's Bibliography.
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2006A,B,Cs (and Ds)s for Understanding VARS.(2006) In: Levine's Bibliography.
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2005A, B, C’s, (and D’s) for understanding VARs.(2005) In: FRB Atlanta Working Paper.
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2005A, B, Cs (and D)s for Understanding VARs.(2005) In: NBER Technical Working Papers.
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2005A, B, C€™s (And D€™s) For Understanding VARS.(2005) In: PIER Working Paper Archive.
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2023The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: American Economic Journal: Macroeconomics.
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2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers.
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2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications.(2013) In: Working Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
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2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
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2014Estimating Dynamic Equilibrium Models with Stochastic Volatility In: Working Papers.
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2012Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: CEPR Discussion Papers.
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2015Estimating dynamic equilibrium models with stochastic volatility.(2015) In: Journal of Econometrics.
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2013Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: Working Papers.
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2014Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2014) In: Working Papers.
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2013Estimating dynamic equilibrium models with stochastic volatility.(2013) In: Working Papers.
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2012Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: NBER Working Papers.
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2013Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: PIER Working Paper Archive.
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2015Can international macroeconomic models explain low-frequency movements of real exchange rates? In: Working Papers.
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2015Can international macroeconomic models explain low-frequency movements of real exchange rates?.(2015) In: Journal of International Economics.
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2015Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?.(2015) In: Working Papers.
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2012Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?.(2012) In: IMF Working Papers.
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2018Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española In: Working Papers.
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2019Macroeconomic Effects of Taxes on Banking In: Working Papers.
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2019Macroeconomic Effects of Taxes on Banking.(2019) In: Studies on the Spanish Economy.
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2015Precautionary Saving and Aggregate Demand In: Working papers.
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2013Precautionary Saving and Aggregate Demand.(2013) In: 2013 Meeting Papers.
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2014Precautionary Saving and Aggregate Demand.(2014) In: 2014 Meeting Papers.
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2015Precautionary saving and aggregate demand.(2015) In: 2015 Meeting Papers.
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2020Does the Liquidity Trap Exist? In: Working papers.
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2020Does the liquidity trap exist?.(2020) In: BIS Working Papers.
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2020Does the Liquidity Trap Exist?.(2020) In: Working Papers.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers.
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2003Comparing Dynamic Equilibrium Economies to Data In: Levine's Working Paper Archive.
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2001Comparing dynamic equilibrium economies to data.(2001) In: FRB Atlanta Working Paper.
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2005Convergence Properties of the Likelihood of Computed Dynamic Models In: Levine's Bibliography.
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2006Convergence Properties of the Likelihood of Computed Dynamic Models.(2006) In: Econometrica.
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2004Convergence properties of the likelihood of computed dynamic models.(2004) In: FRB Atlanta Working Paper.
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2005Convergence Properties of the Likelihood of Computed Dynamic Models.(2005) In: NBER Technical Working Papers.
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2004Convergence Properties of the Likelihood of Computed Dynamic Models.(2004) In: PIER Working Paper Archive.
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2006Estimating Macroeconomic Models: A Likelihood Approach In: Levine's Bibliography.
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2006Estimating Macroeconomic Models: A Likelihood Approach.(2006) In: CEPR Discussion Papers.
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2006Estimating Macroeconomic Models: A Likelihood Approach.(2006) In: NBER Technical Working Papers.
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2007Estimating Macroeconomic Models: A Likelihood Approach.(2007) In: The Review of Economic Studies.
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2005Comparing Solution Methods for Dynamic Equilibrium Economies In: Levine's Bibliography.
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2006Comparing solution methods for dynamic equilibrium economies.(2006) In: Journal of Economic Dynamics and Control.
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2003Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper.
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2003Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive.
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2007How Structural Are Structural Parameters? In: Levine's Bibliography.
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2008How Structural Are Structural Parameters?.(2008) In: NBER Chapters.
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2007How Structural Are Structural Parameters?.(2007) In: NBER Working Papers.
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2015Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers.
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2016Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers.
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2015Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive.
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2016The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi In: CEPR Discussion Papers.
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2009MEDEA: A DSGE Model for the Spanish Economy In: CEPR Discussion Papers.
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2009MEDEA: A DSGE Model for the Spanish Economy.(2009) In: Working Papers.
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2009MEDEA: A DSGE Model for the Spanish Economy.(2009) In: PIER Working Paper Archive.
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2010MEDEA: a DSGE model for the Spanish economy.(2010) In: SERIEs: Journal of the Spanish Economic Association.
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2009Computing DSGE Models with Recursive Preferences In: CEPR Discussion Papers.
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2009Computing DSGE Models with Recursive Preferences.(2009) In: NBER Working Papers.
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2009Computing DSGE Models with Recursive Preferences.(2009) In: PIER Working Paper Archive.
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers.
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2012The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics.
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers.
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive.
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2010Reading the Recent Monetary History of the U.S., 1959-2007 In: CEPR Discussion Papers.
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2010Reading the recent monetary history of the U.S., 1959-2007.(2010) In: Working Papers.
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2010Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: NBER Working Papers.
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2010Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: PIER Working Paper Archive.
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2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data In: CEPR Discussion Papers.
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2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: NBER Working Papers.
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2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: PIER Working Paper Archive.
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2010Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data.(2010) In: 2010 Meeting Papers.
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2010Macroeconomics and Volatility: Data, Models, and Estimation In: CEPR Discussion Papers.
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2010Macroeconomics and Volatility: Data, Models, and Estimation.(2010) In: NBER Working Papers.
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2011Supply-Side Policies and the Zero Lower Bound In: CEPR Discussion Papers.
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2011Supply-side policies and the zero lower bound.(2011) In: Working Papers.
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2011Supply-Side Policies and the Zero Lower Bound.(2011) In: NBER Working Papers.
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2014Supply-Side Policies and the Zero Lower Bound.(2014) In: IMF Economic Review.
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2012Supply-Side Policies and the Zero Lower Bound.(2012) In: 2012 Meeting Papers.
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2012Nonlinear Adventures at the Zero Lower Bound In: CEPR Discussion Papers.
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2015Nonlinear adventures at the zero lower bound.(2015) In: Journal of Economic Dynamics and Control.
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2012Nonlinear adventures at the zero lower bound.(2012) In: Working Papers.
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2012Nonlinear Adventures at the Zero Lower Bound.(2012) In: NBER Working Papers.
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2013Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers.
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2013Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers.
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2013Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper.
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2014Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper.
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2013Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper.
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2014Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers.
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2010Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers.
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2016Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics.
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2014Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
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2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
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2010Cointegrated TFP Processes and International Business Cycles In: Working Papers.
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2011Cointegrated TFP processes and international business cycles.(2011) In: Journal of Monetary Economics.
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2009Cointegrated TFP processes and international business cycles.(2009) In: FRB Atlanta Working Paper.
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2009Cointegrated TFP Processes and International Business Cycles.(2009) In: IMF Working Papers.
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2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors In: Working Papers.
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2011Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors.(2011) In: Journal of Economic Dynamics and Control.
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2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.(2010) In: NBER Working Papers.
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2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.(2010) In: PIER Working Paper Archive.
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2008Fiscal policy and minimum wage for redistribution: an equivalence result In: Economics Bulletin.
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2005Fiscal policy and minimum wage for redistribution: an equivalence result.(2005) In: FRB Atlanta Working Paper.
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2006Solving DSGE models with perturbation methods and a change of variables In: Journal of Economic Dynamics and Control.
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2007Optimal minimum wage in a competitive economy: An alternative modelling approach In: Economic Modelling.
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2004Comparing dynamic equilibrium models to data: a Bayesian approach In: Journal of Econometrics.
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2018Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers.
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2018Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper.
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2018Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers.
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2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models In: Journal of Econometrics.
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2019The systematic component of monetary policy in SVARs: An agnostic identification procedure In: Journal of Monetary Economics.
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