Research Interests for Juan F. Rubio-Ramirez

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