← All authors Juan Francisco Rubio-Ramírez Emory University (from arXiv:2505.23542, 2025) · ORCID · OpenAlex
53 papers in scope · 51 published · 1 on the econ.EM arXiv · 7,647 citations · h-index 31 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jani Luoto Adam Rybarczyk Markku Lanne Jonas E. Arias Matthew Read Minchul Shin Dan Zhu Emanuele Bacchiocchi Toru Kitagawa Christian Matthes Seulki Chung Nathan Schor Lukas Berend Joshua C. C. Chan James Mitchell Raffaella Giacomini Tony Chernis Xie Tian Florian Huber Gary Koop Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 53)
Dividend Momentum and Stock Return Predictability: A Bayesian Approach
published 2026 · Review of Financial Studies · first circulated 2021
with Juan Drechsel Antolin-Diaz, Iván Petrella
working paper 2025 · arXiv
working paper 2025 · arXiv
Uniform Priors for Impulse Responses
published 2025 · Econometrica · 16 citations · first circulated 2022
The Future of Macroeconomic Policy
published 2024 · IMF Economic Review
with Stephanie Schmitt-Grohé
Dynamic Perturbation
published 2024 · The Review of Economic Studies · 1 citations
with Alessandro Mennuni, Serhiy Stepanchuk
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
published 2023 · American Economic Journal Macroeconomics · 16 citations · first circulated 2021
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
published 2022 · Journal of Econometrics · 39 citations · first circulated 2021
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read
published 2022 · Journal of Business and Economic Statistics · 3 citations
Estimating Hysteresis Effects
published 2021 · Finance and Economics Discussion Series · 37 citations
with Francesco Furlanetto, Antoine Lepetit, Ørjan Robstad, Pål Ulvedal
Inference in Bayesian Proxy-SVARs
published 2021 · Journal of Econometrics · 60 citations · first circulated 2018
Structural scenario analysis with SVARs
published 2020 · Journal of Monetary Economics · 96 citations · first circulated 2017
with Juan Drechsel Antolin-Diaz, Iván Petrella
Financial and fiscal shocks in the great recession and recovery of the Spanish economy
published 2020 · European Economic Review · 14 citations · first circulated 2018
with José E. Boscá, Rafael Doménech, Javier Ferri, Ricardo Méndez Gutiérrez del Valle, Rodolfo Mendez-Marcano
Narrative Sign Restrictions for SVARs
published 2018 · American Economic Review · 1 citations
with Juan Drechsel Antolin-Diaz
The systematic component of monetary policy in SVARs: An agnostic identification procedure
published 2018 · Journal of Monetary Economics · 165 citations · first circulated 2015
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
published 2018 · Econometrica · 428 citations
Precautionary saving and aggregate demand
published 2017 · Quantitative Economics · 83 citations · first circulated 2015
with Édouard Challe, Julien Matheron, Xavier Ragot
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
published 2017 · The Review of Economic Studies · 177 citations · first circulated 2013
with Martin Møller Andreasen, Jesús Fernández-Villaverde
Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
published 2016 · Quantitative Economics · 79 citations
with Andrew T. Foerster, Daniel F. Waggoner, Tao Zha
Fiscal Volatility Shocks and Economic Activity
published 2015 · American Economic Review · 936 citations · first circulated 2011
with Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Keith Kuester
Nonlinear adventures at the zero lower bound
published 2015 · Journal of Economic Dynamics and Control · 244 citations · first circulated 2012
with Jesús Fernández-Villaverde, Grey Gordon, Pablo Guerrón-Quintana
Can international macroeconomic models explain low-frequency movements of real exchange rates?
published 2015 · Journal of International Economics · 26 citations · first circulated 2012
with Pau Rabanal
Descomposición de los Saldos Fiscales en las CC.AA. 2007-2014
published 2015 · Studies on the Spanish Economy
with Manuel Díaz Mendoza, Carmen Marín González, J. Ignacio Conde-Ruiz, Carmen MarÃn Gonz∑lez
no link
Estimating dynamic equilibrium models with stochastic volatility
published 2014 · Journal of Econometrics · 75 citations · first circulated 2012
with Jesús Fernández-Villaverde, Pablo Guerrón-Quintana
Supply-Side Policies and the Zero Lower Bound
published 2014 · IMF Economic Review · 75 citations · first circulated 2011
with Jesús Fernández-Villaverde, Pablo Guerrón-Quintana
The term structure of interest rates in a DSGE model with recursive preferences
published 2012 · Journal of Monetary Economics · 199 citations · first circulated 2010
with Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen, Jules van Binsbergen
Computing DSGE models with recursive preferences and stochastic volatility
published 2011 · Review of Economic Dynamics · 186 citations · first circulated 2009
with Dario Caldara, Jesús Fernández-Villaverde, Wen Yao, Yao Wen
Risk Matters: The Real Effects of Volatility Shocks
published 2011 · American Economic Review · 780 citations · first circulated 2009
with Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Martín Uribe
Cointegrated TFP processes and international business cycles
published 2011 · Journal of Monetary Economics · 88 citations · first circulated 2008
with Pau Rabanal, Vicente Tuesta, Vicente Tuesta Reátegui
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
published 2010 · Journal of Economic Dynamics and Control · 73 citations
with Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant
Investment-specific technology shocks and international business cycles: An empirical assessment
published 2010 · Review of Economic Dynamics · 73 citations
with Federico Mandelman, Pau Rabanal, Diego Vilán
MEDEA: a DSGE model for the Spanish economy
published 2010 · SERIEs · 78 citations · first circulated 2009
with Pablo Burriel, Jesús Fernández-Villaverde
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
published 2009 · The Review of Economic Studies · 910 citations · first circulated 2008
with Daniel F. Waggoner, Tao Zha
Two Books on the New Macroeconometrics
published 2009 · Econometric Reviews · 8 citations
with Jesús Fernández-Villaverde
Estimating Macroeconomic Models: A Likelihood Approach
published 2007 · The Review of Economic Studies · 535 citations · first circulated 2006
with Jesús Fernández-Villaverde
Comparing new Keynesian models in the Euro area: a Bayesian approach
published 2007 · Spanish Economic Review · 40 citations · first circulated 2003
with Pau Rabanal
On the solution of the growth model with investment-specific technological change
published 2007 · Applied Economics Letters · 4 citations · first circulated 2004
with Jesús Fernández-Villaverde
ABCs (and Ds) of Understanding VARs
published 2007 · American Economic Review · 495 citations
Optimal minimum wage in a competitive economy: An alternative modelling approach
published 2007 · Economic Modelling · 4 citations · first circulated 2004
with Arantza Gorostiaga, Miren Arantzazu Gorostiaga Alonso
How Structural Are Structural Parameters? [with Comments and Discussion]
published 2007 · NBER Macroeconomics Annual · 66 citations
Economic and Var Shocks: What Can Go Wrong?
published 2006 · Journal of the European Economic Association · 10 citations
with Jesús Fernández-Villaverde
Instability in U.S. Inflation: 1967-2005
published 2006 · Econometric Reviews · 19 citations
with James M. Nason, Buz Brock, Tom Cunningham, Ellis W. Tallman
no link
Convergence Properties of the Likelihood of Computed Dynamic Models
published 2005 · Econometrica · 105 citations · first circulated 2004
with Jesús Fernández-Villaverde, Manuel S. Santos
Comparing solution methods for dynamic equilibrium economies
published 2005 · Journal of Economic Dynamics and Control · 422 citations · first circulated 2003
with S. Borağan Aruoba, Jesús Fernández-Villaverde
Solving DSGE models with perturbation methods and a change of variables
published 2005 · Journal of Economic Dynamics and Control · 64 citations
with Jesús Fernández-Villaverde
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
published 2005 · Journal of Applied Econometrics · 207 citations · first circulated 2004
with Jesús Fernández-Villaverde
Comparing New Keynesian models of the business cycle: A Bayesian approach
published 2005 · Journal of Monetary Economics · 392 citations · first circulated 2001
with Pau Rabanal
Fiscal policy and minimum wage for redistribution: an equivalence result
published 2005 · Economics bulletin · 1 citations
with Arantza Gorostiaga
A,B,C's (and D's)'s for Understanding VARS
published 2005 · Levine's Bibliography · 1 citations
with Jesús Fernández-Villaverde, Thomas J. Sargent
no link
Comparing dynamic equilibrium models to data: a Bayesian approach
published 2004 · Journal of Econometrics · 290 citations · first circulated 2001
with Jesús Fernández-Villaverde
Análisis de los componentes de la inflación en los Estados Unidos (1978-2004)
published 2004 · Estrategia global: revista de relaciones internacionales, economía, defensa y tecnología
with Antonio Doblas Madrid
no link
Pension Systems and Aggregate Shocks
published 2003 · Econometric Reviews · 18 citations
with Karsten Jeske, Thomas R. Cunningham, Ellis W. Tallman
no link
Inflation persistence: how much can we explain?
published 2003 · Econometric Reviews · 8 citations
with Pau Rabanal
no link
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