Search filters

List of works by Juan F. Rubio-Ramirez

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

scientific article published in June 2005

Computing DSGE Models with Recursive Preferences

Estimating Dynamic Equilibrium Models with Stochastic Volatility

scientific article published in September 2012

Estimating Macroeconomic Models: A Likelihood Approach

scientific article published in February 2006

Fiscal Volatility Shocks and Economic Activity

scientific article published in August 2011

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data

scientific article published in April 2010

How Structural Are Structural Parameters?

scientific article published in June 2007

Macroeconomics and Volatility: Data, Models, and Estimation

scientific article published in December 2010

Nonlinear Adventures at the Zero Lower Bound

scientific article published in May 2012

Perturbation Methods for Markov-Switching DSGE Models

scientific article published in August 2014

Reading the Recent Monetary History of the U.S., 1959-2007

scientific article published in April 2010

Risk Matters: The Real Effects of Volatility Shocks

Supply-Side Policies and the Zero Lower Bound

scientific article published in October 2011

Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

scientific article published in April 2013

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences