Browsing All of EconStor by Author Rubio-Ramírez, Juan Francisco
Showing results 1 to 18 of 18
Year of Publication | Title | Author(s) |
2003 | Some results on the solution of the neoclassical growth model | Fernandez-Villaverde, Jesus; Rubio-Ramírez, Juan Francisco |
2004 | On the solution of the growth model with investment-specific technological change | Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan Francisco |
2004 | Optimal minimum wage in a competitive economy | Gorostiaga, Arantza; Rubio-Ramírez, Juan Francisco |
2004 | Convergence properties of the likelihood of computed dynamic models | Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan Francisco; Santos, Manuel |
2004 | Estimating dynamic equilibrium economies: linear versus nonlinear likelihood | Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan Francisco |
2004 | Estimating nonlinear dynamic equilibrium economies: a likelihood approach | Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan Francisco |
2005 | Markov-switching structural vector autoregressions: theory and application | Rubio-Ramírez, Juan Francisco; Waggoner, Daniel; Zha, Tao |
2005 | Fiscal policy and minimum wage for redistribution: an equivalence result | Gorostiaga, Arantza; Rubio-Ramírez, Juan Francisco |
2005 | A, B, C’s, (and D’s) for understanding VARs | Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan Francisco; Sargent, Thomas |
2016 | Narrative sign restrictions for SVARs | Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco |
2016 | The systematic component of monetary policy in SVARs: An agnostic identification procedure | Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan Francisco |
2017 | Precautionary saving and aggregate demand | Challe, Edouard; Matheron, Julien; Ragot, Xavier; Rubio-Ramírez, Juan Francisco |
2018 | Inference in Bayesian proxy-SVARs | Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; Waggoner, Daniel F. |
2020 | Twin default crises | Mendicino, Caterina; Nikolov, Kalin; Rubio-Ramírez, Juan Francisco; Suárez, Javier; Supera, Dominik |
2021 | Dividend momentum and stock return predictability: A Bayesian approach | Antolín-Díaz, Juan; Petrella, Ivan; Rubio-Ramírez, Juan Francisco |
2021 | Estimating hysteresis effects | Furlanetto, Francesco; Lepetit, Antoine; Robstad, Ørjan; Rubio-Ramírez, Juan Francisco; Ulvedal, Pål |
2023 | Uniform priors for impulse responses | Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; Waggoner, Daniel F. |
2024 | Inference based on time-varying SVARs identified with sign restrictions | Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; Shin, Minchul; Waggoner, Daniel F. |