Publications of Juan F. Rubio-Ramirez     :chronological  combined  bibtex listing:

Papers Accepted

  1. J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University). "How Structural are Structural Parameter Values?," Commissioned for the 2007 NBER Macroeconomics Annual  (2006).
  2. J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University). "On the Solution of the Growth Model with Investment-Specific Technological Change," Applied Economic Letters  (forthcoming).

Papers Submitted

  1. J.F. Rubio-Ramirez with Daniel F. Waggoner (Federal Reserve Bank of Atlanta) and Tao Zha (Federal Reserve Bank of Atlanta). "Markov-Switching Structural Vector Autoregressions: Theory and Application," Review of Economic Studies  (revise and resubmit).

Journal Articles

  1. "The Research Agenda: Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez on Estimation of DSGE Models," J.F. Rubio-Ramirez Jesús Fernández-Villaverde (Duke University), Economic Dynamics Newsletter Issue 18 (November, 2006).
  2. "Comparing New Keynesian Models in the Euro Area: A Bayesian Approach," J.F. Rubio-Ramirez with Pau Rabanal (IMF), Spanish Economic Review  (revise and resubmit).
  3. "Estimating Macroeconomic Models: A Likelihood Approach," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Review of Economic Studies  (revise and resubmit (second round)).
  4. "Comparing Solution Methods for Dynamic Equilibrim Economies," J.F. Rubio-Ramirez with S. Borağan Aruoba (University of Maryland) and Jesús Fernández-Villaverde (Duke University), Journal of Economic Dynamics and Control 30 (2006): 2447-2508.
  5. "Solving DSGE Models with Perturbation Methods and a Change of Variables," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), ) Journal of Economic Dynamics and Control 30 (2006): 2509-2531.
  6. "Convergence Properties of the Likelihood of Computed Dynamic Models," J.F. Rubio-Ramirez Jesús Fernández-Villaverde (Duke University) and Manuel Santos (Arizona State University), Econometrica 74 (2006): 93-119.
  7. "Economic and VAR Shocks: What Can Go Wrong?," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Journal of the European Economic Association Paper and Proceedings 4 (2006): 466-474.
  8. "A, B, C’s (and D)’s for Understanding VARs," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Thomas Sargent (NYU and Hoover Institution), and Mark Watson (Princeton University), American Economic Review  (accepted subject to editorial revisions).
  9. "Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach," J.F. Rubio-Ramirez with Pau Rabanal (IMF), Journal of Monetary Economics 52 (2005): 1151-1166.
  10. "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Journal of Applied Econometrics 20 (2005): 891-910.
  11. "Smoothing the Shocks of a Dynamic Stochastic General Equilibrium Model," J.F. Rubio-Ramirez with Andrey Bauer (Federal Reserve Bank of Atlanta) and Nicholas Haltom (Federal Reserve Bank of Atlanta), Economic Review 90 (2005): 35-47.
  12. "Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University), Journal of Econometrics 123 (2004): 153-187.
  13. "Optimal Minimum Wage in a Competitive Economy," J.F. Rubio-Ramirez with Arantza Gorostiaga (Universidad del País Vasco), Federal Reserve Bank of Atlanta Working Paper 2004-30  (2004).
  14. "Inflation Persistence: How Much Can We Explain?," J.F. Rubio-Ramirez with Pau Rabanal (IMF), Economic Review 88 (2003): . 43-55.

Chapters in Books

  1. "Structural Vector Autoregressions," J.F. Rubio-Ramirez with Jesús Fernández-Villaverde (Duke University) 2006.

Working Papers

  1. "Fiscal Policy and Minimum Wage for Redistribution: An Equivalence Result," J.F. Rubio-Ramirez with Arantza Gorostiaga (Universidad del País Vasco), Federal Reserve Bank of Atlanta Working Paper 2005-8  (2004).
  2. "Redistribution and Fiscal Policy," J.F. Rubio-Ramirez, Federal Reserve Bank of Atlanta Working Paper 2002-32a  (2000).