Juan F. Rubio-Ramirez, Associate Professor

Juan F. Rubio-Ramirez

Juan F. Rubio-Ramirez is an associate professor, with tenure, at Duke University. He joined the Duke economics department in 2006, when he also became a permanent visiting scholar for FRB Atlanta. Prior to obtaining these positions, Professor Rubio-Ramirez was an economist and associate policy advisor for FRB Atlanta from 2005-2006 and a research assistant at FRB Minneapolis from 2000-2001. He was a teaching assistant at the University of Minnesota from 1999-2000, and from the same university earned his Ph.D. in economics in 2001. Professor Rubio-Ramirez currently teaches graduate-level macroeconomic dynamics and an undergraduate course on equilibrium macroeconomics. For 2008-2009, he ran a program for “MSc in Macroeconomic Policy and Financial Markets.” As a researcher, his projects generally focus on dynamic equilibrium economies, macroeconomic models, and econometrics. He has received several research grants, awarded by the National Science Foundation for 2007-2010, the BBVA Foundation for 2004-2005, and the University of Minnesota Supercomputer Institute for 2000-2003. His funded projects explored the areas of labor markets, dynamic general equilibrium models, and DSGE models, and utilized methods that involved the New Bayesian methods. His work has been published within a number of academic journals and books, the most recent including the Econometric Review, the Econometric Dynamics Newsletter, Macroeconomics Annual, and the Handbook of Applied Bayesian Analysis. For his contributions to the field of economics, Professor Rubio-Ramirez was awarded the Richard Stone Prize in Applied Econometrics for 2004/2005. In order to share his research findings and ideas, he has been invited to a number of seminars held by prestigious organizations and universities. He has presented to the Federal Reserve Banks of Atlanta, Chicago, Cleveland, Dallas, Richmond, and St. Louis, at various Spanish universities, and to the Banks of England and Spain. He was invited to speak at such conferences as the BBVA, CEMFI, the Econometrica North America summer meetings, the Iowa Computational Conference, Macroeconomics and Reality, meetings for the Society of Economic Dynamics, and many more. Aside from his duties as professor and researcher, he also holds other professional positions. He is currently associate editor of the Journal of Economic Dynamics and Control, the Journal of Applied Econometrics, and the Spanish Economic Review. Professor Rubio-Ramirez began his education in Spain, earning his M.Sc. in economics and finance from CEMFI, Madrid, in 1997, and his B.A. in economic from UAB, Barcelona, in 1995. He attended CEMFI with a scholarship, and was awarded the Bank of Spain Graduate Fellowship for 1997-2001.

Office Location:  232 Social Sciences Bulding
Email Address: send me a message
Web Page:  http://www.econ.duke.edu/~jfr23

Education:

PhDUniversity of Minnesota2001
MScCEMFI, Madrid, Spain1997
B.A.Universitat Autonoma de Barcelona, Barcelona, Spain1995
Specialties:

Macroeconomics
Econometrics
Research Interests:

Professor Rubio-Ramirez conducts research within the fields of econometrics and equilibrium economics, and also tends to utilize macroeconomic models in his investigations. One of his most recent completed projects explored four versions of “the sticky price” and compared New Keynesian models through a Bayesian approach. His current works-in-progress include the projects entitled, “Likelihood Estimation of DSGE Models with Epstein-Zin Preferences,” “Cointegrated TFP Shocks and International Business Cycles,” and “Risk Matters: The Real Effects of Volatility Shocks.” For his work, he has received funding from grants awarded by the National Science Foundation, the BBVA Foundation, and the University of Minnesota Supercomputer Institute. In conducting his research, Professor Rubio-Ramirez has collaborated with some of his distinguished contemporaries, including Jesus Fernandez-Villaverde, Pablo Guerron-Quintana, Martin Uribe, and Pau Rabanal. His completed papers have been published in numerous leading academic journals, from the Handbook of Applied Bayesian Analysis to the Econometric Dynamics Newsletter.

Keywords:

solving DSGE models

Recent Publications

  1. J.F. Rubio-Ramirez Jesús Fernández-Villaverde (Duke University), The Research Agenda: Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez on Estimation of DSGE Models, Issue 1, Economic Dynamics Newsletter, vol. 8 (November, 2006)
  2. J.F. Rubio-Ramirez with S. Borağan Aruoba (University of Maryland) and Jesús Fernández-Villaverde (Duke University), Comparing Solution Methods for Dynamic Equilibrim Economies, Journal of Economic Dynamics and Control, vol. 30 (2006), pp. 2447-2508
  3. J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Solving DSGE Models with Perturbation Methods and a Change of Variables, ) Journal of Economic Dynamics and Control, vol. 30 (2006), pp. 2509-2531
  4. J.F. Rubio-Ramirez Jesús Fernández-Villaverde (Duke University) and Manuel Santos (Arizona State University), Convergence Properties of the Likelihood of Computed Dynamic Models, Econometrica, vol. 74 (2006), pp. 93-119
  5. J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Economic and VAR Shocks: What Can Go Wrong?, Journal of the European Economic Association Paper and Proceedings, vol. 4 (2006), pp. 466-474