Discussion paper DP7812 Reading the Recent Monetary History of the U.S., 1959-2007 Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7619 Valuation of VIX Derivatives Enrique Sentana Javier Mencía 10 Jan 2010 Financial Economics G13
Discussion paper DP7542 Macroeconomic Forecasting and Structural Change Domenico Giannone Antonello D’Agostino Luca Gambetti 8 Nov 2009 International Macroeconomics C32 E37 E47
Discussion paper DP7264 Risk Matters: The Real Effects of Volatility Shocks Martín Uribe Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 12 Apr 2009 International Macroeconomics C32 C63 F32 F41
Discussion paper DP6985 Endogenous Information Flows and the Clustering of Announcements Peter DeMarzo Viral Acharya Ilan Kremer 23 Oct 2008 Financial Economics D82 G14 G3 M4
Discussion paper DP5513 Estimating Macroeconomic Models: A Likelihood Approach Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde 22 Mar 2006 International Macroeconomics C11 C5 E10 E32
Discussion paper DP4913 Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets Luis Viceira George Chacko 23 Feb 2005 Financial Economics G12