29
H index
41
i10 index
5371
Citations
Emory University (82% share) | 29 H index 41 i10 index 5371 Citations RESEARCH PRODUCTION: 32 Articles 141 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: 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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 4 |
Journal of Monetary Economics | 3 |
American Economic Review | 3 |
Review of Economic Dynamics | 2 |
Review of Economic Studies | 2 |
Economic Review | 2 |
Journal of Econometrics | 2 |
Year | Title of citing document | |
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2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12. Full description at Econpapers || Download paper | |
2021 | The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01. Full description at Econpapers || Download paper | |
2021 | Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08. Full description at Econpapers || Download paper | |
2022 | The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98. Full description at Econpapers || Download paper | |
2021 | Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure. (2021). Dai, Mingjie ; Zhang, Xiao ; Wang, Jieqiong. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:843. Full description at Econpapers || Download paper | |
2021 | Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | The Impact of COVID-19 and Associated Policy Responses on Global Food Security. (2022). Beghin, John ; Baquedano, Felix ; Balistreri, Edward. In: Staff Papers. RePEc:ags:nbaesp:323973. Full description at Econpapers || Download paper | |
2021 | The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115. Full description at Econpapers || Download paper | |
2021 | Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy. (2021). Gornemann, Nils ; Nakajima, Makoto ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:089. Full description at Econpapers || Download paper | |
2021 | Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples. (2021). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:119. Full description at Econpapers || Download paper | |
2021 | Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59. Full description at Econpapers || Download paper | |
2021 | Housing Market Drivers and Dynamics in Armenia. (2021). Kartashyan, Hasmik ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:016. Full description at Econpapers || Download paper | |
2021 | Asymmetric Effects of Monetary Policy on the Armenian Economy. (2021). Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:018. Full description at Econpapers || Download paper | |
2021 | The unbearable lightness of equilibria in a low interest rate environment. (2020). Ascari, Guido ; Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2006.12966. Full description at Econpapers || Download paper | |
2021 | The fiscal response to revenue shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: Papers. RePEc:arx:papers:2101.07661. Full description at Econpapers || Download paper | |
2021 | A note on global identification in structural vector autoregressions. (2021). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.04048. Full description at Econpapers || Download paper | |
2021 | Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
2021 | Deep Structural Estimation: With an Application to Option Pricing. (2021). Scheidegger, Simon ; Didisheim, Antoine ; Chen, Hui. In: Papers. RePEc:arx:papers:2102.09209. Full description at Econpapers || Download paper | |
2021 | Convergence of Computed Dynamic Models with Unbounded Shock. (2021). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:2103.06483. Full description at Econpapers || Download paper | |
2021 | Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779. Full description at Econpapers || Download paper | |
2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
2021 | US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026. Full description at Econpapers || Download paper | |
2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2021 | Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225. Full description at Econpapers || Download paper | |
2021 | Macroeconomic and financial management in an uncertain world: What can we learn from complexity science?. (2021). Sitthiyot, Thitithep. In: Papers. RePEc:arx:papers:2112.15294. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | High-Dimensional Dynamic Stochastic Model Representation. (2022). Eftekhari, Aryan ; Scheidegger, Simon. In: Papers. RePEc:arx:papers:2202.06555. Full description at Econpapers || Download paper | |
2022 | Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540. Full description at Econpapers || Download paper | |
2022 | Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5. Full description at Econpapers || Download paper | |
2021 | Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58. Full description at Econpapers || Download paper | |
2021 | Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153. Full description at Econpapers || Download paper | |
2021 | Fiscal rebalancing plans in the medium term: the case of the United Kingdom. (2021). Brunet, Julia ; Parraga, Susana. In: Economic Bulletin. RePEc:bde:journl:y:2021:i:06:d:aa:n:15. Full description at Econpapers || Download paper | |
2021 | Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Portfolio Flows in an Emerging Market Economy. (2022). López, Martha ; Sarmiento, Miguel ; Rodriguez-Nio, Norberto ; Lopez-Pieros, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1200. Full description at Econpapers || Download paper | |
2021 | Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802. Full description at Econpapers || Download paper | |
2021 | The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806. Full description at Econpapers || Download paper | |
2021 | No country is an island. International cooperation and climate change.. (2021). Pagliari, Maria Sole ; Massimo, Ferrari. In: Working papers. RePEc:bfr:banfra:815. Full description at Econpapers || Download paper | |
2021 | Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2022 | What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047. Full description at Econpapers || Download paper | |
2021 | Sharing asymmetric tail risk smoothing, asset pricing and terms of trade. (2021). Lipinska, Anna ; Lombardo, Giovanni ; Corsetti, Giancarlo. In: BIS Working Papers. RePEc:bis:biswps:958. Full description at Econpapers || Download paper | |
2021 | Do term premiums matter? Transmission via exchange rate dynamics. (2021). Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:971. Full description at Econpapers || Download paper | |
2021 | Asymmetric Effects of Monetary Policy on the Armenian Economy. (2021). Igityan, Haykaz. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:1:p:46-103. Full description at Econpapers || Download paper | |
2021 | DEMUR, a regional semi-structural model of the Ural Macroregion. (2021). Zykov, Alexander ; Kryzhanovsky, Oleg. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps83. Full description at Econpapers || Download paper | |
2021 | DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99. Full description at Econpapers || Download paper | |
2022 | Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2022 | Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185. Full description at Econpapers || Download paper | |
2021 | Product Quality and International Price Dynamics over the Business Cycle. (2021). Arespa Castello, Marta ; Gruber, Diego . In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:1054-1074. Full description at Econpapers || Download paper | |
2021 | The risk?taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies. (2021). Kim, David ; Huh, Hyeonseung . In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:3:p:313-331. Full description at Econpapers || Download paper | |
2021 | The effect of the Brexit referendum result on subjective well?being. (2021). Vandoros, Sotiris ; Kavetsos, Georgios ; Kyriopoulos, Ilias ; Kawachi, Ichiro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:707-731. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
2021 | Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217. Full description at Econpapers || Download paper | |
2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
2022 | The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56. Full description at Econpapers || Download paper | |
2022 | Rare Disasters, the Natural Interest Rate and Monetary Policy. (2022). Cantelmo, Alessandro. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:473-496. Full description at Econpapers || Download paper | |
2021 | Dry bulk shipping and the evolution of maritime transport costs, 1850–2020. (2021). Stuermer, Martin ; Jacks, David. In: Australian Economic History Review. RePEc:bla:ozechr:v:61:y:2021:i:2:p:204-227. Full description at Econpapers || Download paper | |
2021 | The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Staufersteinnocher, Petra. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068. Full description at Econpapers || Download paper | |
2021 | Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438. Full description at Econpapers || Download paper | |
2021 | Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:126-154. Full description at Econpapers || Download paper | |
2022 | Globalisation, economic uncertainty and labour market regulations: Implications for the COVID?19 crisis. (2022). Gözgör, Giray ; Nolt, James H ; Fang, Jianchun. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2165-2187. Full description at Econpapers || Download paper | |
2021 | OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096. Full description at Econpapers || Download paper | |
2021 | The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102. Full description at Econpapers || Download paper | |
2021 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
2021 | Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0901. Full description at Econpapers || Download paper | |
2021 | Unemployment risk, liquidity traps and monetary policy. (2021). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0920. Full description at Econpapers || Download paper | |
2021 | Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952. Full description at Econpapers || Download paper | |
2022 | Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961. Full description at Econpapers || Download paper | |
2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
2021 | Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001. Full description at Econpapers || Download paper | |
2021 | Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_013. Full description at Econpapers || Download paper | |
2021 | Determinacy and E-stability with interest rate rules at the zero lower bound. (2021). Eo, Yunjong ; McClung, Nigel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_014. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2022 | Lower for longer under endogenous technology growth. (2022). Spitzer, Martin ; Schmoller, Michaela Elfsbacka. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_006. Full description at Econpapers || Download paper | |
2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper | |
2021 | International Welfare Spillovers of National Pension Schemes. (2021). Olena, Staveley-Ocarroll ; James, Staveley-OCarroll . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:363-397:n:5. Full description at Econpapers || Download paper | |
2021 | Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5. Full description at Econpapers || Download paper | |
2021 | Foreign Direct Investment and Innovations: Transmission Dynamics of Persistent Demand and Technology Shocks in a Macro Model. (2021). Roeger, Werner. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei300. Full description at Econpapers || Download paper | |
2022 | Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86. Full description at Econpapers || Download paper | |
2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
2021 | Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade. (2021). Lombardo, G ; Lipiska, A ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2153. Full description at Econpapers || Download paper | |
2022 | The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251. Full description at Econpapers || Download paper | |
2022 | Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2022). Singh, Sanjay R ; Fatas, Antonio. In: Working Papers. RePEc:cda:wpaper:347. Full description at Econpapers || Download paper | |
2022 | The world uncertainty index. (2022). Furceri, Davide ; bloom, nicholas ; Ahir, Hites. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1842. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2022 | Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062. Full description at Econpapers || Download paper | |
2021 | The Fiscal Response to Revenue Shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8854. Full description at Econpapers || Download paper | |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs. (2021). Fernandez-Villaverde, Jesus ; Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8977. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2013 | The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 156 |
2013 | The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2016 | The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2013 | The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2011 | Risk Matters: The Real Effects of Volatility Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 482 |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 482 | paper | |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 482 | paper | |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 482 | paper | |
2009 | Risk Matters: The Real E¤ects of Volatility Shocks.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 482 | paper | |
2010 | Risk Matters: The Real Effects of Volatility Shocks.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 482 | paper | |
2015 | Fiscal Volatility Shocks and Economic Activity In: American Economic Review. [Full Text][Citation analysis] | article | 476 |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 476 | paper | |
2011 | Fiscal volatility shocks and economic activity.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 476 | paper | |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 476 | paper | |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 476 | paper | |
2007 | ABCs (and Ds) of Understanding VARs In: American Economic Review. [Full Text][Citation analysis] | article | 341 |
2005 | A, B, C’s, (and D’s) for understanding VARs.(2005) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
2005 | A, B, Cs (and D)s for Understanding VARs.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
2005 | A, B, C’s (And D’s) For Understanding VARS.(2005) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 183 |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2016 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2014 | Estimating Dynamic Equilibrium Models with Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2012 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2015 | Estimating dynamic equilibrium models with stochastic volatility.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2013 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2014 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Estimating dynamic equilibrium models with stochastic volatility.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2012 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2015 | Can international macroeconomic models explain low-frequency movements of real exchange rates? In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
2015 | Can international macroeconomic models explain low-frequency movements of real exchange rates?.(2015) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2015 | Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2015 | Precautionary Saving and Aggregate Demand In: Working papers. [Full Text][Citation analysis] | paper | 104 |
2013 | Precautionary Saving and Aggregate Demand.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
2014 | Precautionary Saving and Aggregate Demand.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
2015 | Precautionary saving and aggregate demand.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
2003 | Comparing Dynamic Equilibrium Economies to Data In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 15 |
2001 | Comparing dynamic equilibrium economies to data.(2001) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 137 |
2016 | Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | paper | |
2016 | Narrative Sign Restrictions for SVARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2016 | Narrative Sign Restrictions for SVARs.(2016) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2016 | The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Estimating Macroeconomic Models: A Likelihood Approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 165 |
2006 | Estimating Macroeconomic Models: A Likelihood Approach.(2006) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | paper | |
2007 | Estimating Macroeconomic Models: A Likelihood Approach.(2007) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | article | |
2009 | MEDEA: A DSGE Model for the Spanish Economy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
2009 | MEDEA: A DSGE Model for the Spanish Economy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2009 | MEDEA: A DSGE Model for the Spanish Economy.(2009) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2010 | MEDEA: a DSGE model for the Spanish economy.(2010) In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
2009 | Computing DSGE Models with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2009 | Computing DSGE Models with Recursive Preferences.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2009 | Computing DSGE Models with Recursive Preferences.(2009) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 179 |
2012 | The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | article | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Reading the recent monetary history of the U.S., 1959-2007.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | Macroeconomics and Volatility: Data, Models, and Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2010 | Macroeconomics and Volatility: Data, Models, and Estimation.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2011 | Supply-Side Policies and the Zero Lower Bound In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2011 | Supply-side policies and the zero lower bound.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2011 | Supply-Side Policies and the Zero Lower Bound.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2014 | Supply-Side Policies and the Zero Lower Bound.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2012 | Supply-Side Policies and the Zero Lower Bound.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Nonlinear Adventures at the Zero Lower Bound In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 270 |
2015 | Nonlinear adventures at the zero lower bound.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 270 | article | |
2012 | Nonlinear adventures at the zero lower bound.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 270 | paper | |
2012 | Nonlinear Adventures at the Zero Lower Bound.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 270 | paper | |
2013 | Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 110 |
2013 | Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2013 | Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2014 | Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2013 | Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2014 | Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2010 | Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2016 | Perturbation methods for Markov?switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
2014 | Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 170 |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
2016 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
2010 | Cointegrated TFP Processes and International Business Cycles In: Working Papers. [Full Text][Citation analysis] | paper | 76 |
2011 | Cointegrated TFP processes and international business cycles.(2011) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
2009 | Cointegrated TFP processes and international business cycles.(2009) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
2010 | Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors In: Working Papers. [Full Text][Citation analysis] | paper | 47 |
2011 | Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2010 | Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2010 | Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2008 | Fiscal policy and minimum wage for redistribution: an equivalence result In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2005 | Fiscal policy and minimum wage for redistribution: an equivalence result.(2005) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Convergence Properties of the Likelihood of Computed Dynamic Models In: Econometrica. [Full Text][Citation analysis] | article | 60 |
2004 | Convergence properties of the likelihood of computed dynamic models.(2004) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2005 | Convergence Properties of the Likelihood of Computed Dynamic Models.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2004 | Convergence Properties of the Likelihood of Computed Dynamic Models.(2004) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2006 | Comparing solution methods for dynamic equilibrium economies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 232 |
2003 | Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
2003 | Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
2006 | Solving DSGE models with perturbation methods and a change of variables In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
2007 | Optimal minimum wage in a competitive economy: An alternative modelling approach In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2004 | Comparing dynamic equilibrium models to data: a Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 152 |
2005 | Comparing New Keynesian models of the business cycle: A Bayesian approach In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 332 |
2014 | The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure In: Working Papers. [Full Text][Citation analysis] | paper | 105 |
2016 | The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2016) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2015 | The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2015) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2015 | The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2015 | Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014 In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 |
2016 | Sanidad, Educación y Protección Social: Recortes Durante la Crisis In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 |
2016 | Observatorio Fiscal y Financiero de las CC.AA. In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 |
2015 | Una Reforma Fiscal para España In: Policy Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | Inflation persistence: how much can we explain? In: Economic Review. [Full Text][Citation analysis] | article | 4 |
2005 | Smoothing the shocks of a dynamic stochastic general equilibrium model In: Economic Review. [Full Text][Citation analysis] | article | 4 |
2001 | Nominal versus real wage rigidities: A Bayesian approach In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 6 |
2002 | Redistribution and fiscal policy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Comparing New Keynesian models in the Euro area: a Bayesian approach In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 44 |
2008 | Comparing new Keynesian models in the Euro area: a Bayesian approach.(2008) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2003 | Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Some results on the solution of the neoclassical growth model In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Some Results on the Solution of the Neoclassical Growth Model.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | Estimating nonlinear dynamic equilibrium economies: a likelihood approach In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 19 |
2004 | Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach.(2004) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2004 | Estimating dynamic equilibrium economies: linear versus nonlinear likelihood In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 83 |
2005 | Estimating dynamic equilibrium economies: linear versus nonlinear likelihood.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
2004 | Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood.(2004) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
2004 | Optimal minimum wage in a competitive economy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
2004 | On the solution of the growth model with investment-specific technological change In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 3 |
2007 | On the solution of the growth model with investment-specific technological change.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2005 | Markov-switching structural vector autoregressions: theory and application In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 65 |
2006 | Markov-Switching Structural Vector Autoregressions: Theory and Application.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2008 | Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 656 |
2010 | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 656 | article | |
2010 | Investment-specific technology shocks and international business cycles: an empirical assessment In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 62 |
2011 | Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment.(2011) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2010 | Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2018 | Inference in Bayesian Proxy-SVARs In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 19 |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2021 | Estimating Hysteresis Effects In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 9 |
2021 | Estimating Hysteresis Effects.(2021) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2021 | Dividend Momentum and Stock Return Predictability: A Bayesian Approach In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Computing DSGE models with recursive preferences and stochastic volatility In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 105 |
2012 | Computing DSGE Models with Recursive Preferences and Stochastic Volatility.(2012) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | article | |
2010 | Reading the recent monetary history of the United States, 1959-2007 In: Review. [Full Text][Citation analysis] | article | 3 |
2010 | Fortune or virtue: time-variant volatilities versus parameter drifting In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-O?s In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Uniform Priors for Impulse Responses In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | How Structural Are Structural Parameters? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 152 |
2007 | How Structural Are Structural Parameters?.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2021 | The Causal E?ects of Lockdown Policies on Health and Macroeconomic Outcomes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models In: EconomicDynamics Newsletter. [Full Text][Citation analysis] | article | 2 |
2004 | Optimal Minimum Wage In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2004 | Effects of monetary policy regime changes in the Euro Economy In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2004 | Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood In: 2004 Meeting Papers. [Citation analysis] | paper | 3 |
2008 | Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 24 |
2009 | Computing Models with Recursive Preferences In: 2009 Meeting Papers. [Citation analysis] | paper | 12 |
2011 | Solving the new Keynesian model in continuous time In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 8 |
2003 | Estimating nonlinear dynamic economies: A likelihood approach In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
2006 | The Macroeconomics of Latin America In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2009 | Two Books on the New Macroeconometrics In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2006 | Economic and VAR Shocks: What Can Go Wrong? In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 2 |
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