Discussion paper DP16613 Dividend Momentum and Stock Return Predictability: A Bayesian Approach Juan Francisco Rubio-Ramírez Ivan Petrella Juan Antolin-Diaz 5 Oct 2021 Financial Economics C32 C53 E47
Discussion paper DP16558 Estimating Hysteresis Effects Francesco Furlanetto Antoine Lepetit Ørjan Robstad Juan Francisco Rubio-Ramírez Pål Ulvedal 15 Sep 2021 Monetary Economics and Fluctuations C32 E24 E32
Discussion paper DP15951 Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs Jonas Arias Jesus Fernandez-Villaverde Juan Francisco Rubio-Ramírez Minchul Shin 22 Mar 2021 Monetary Economics and Fluctuations C1 C5 I1
Discussion paper DP14427 Twin Defaults and Bank Capital Requirements Caterina Mendicino Kalin Nikolov Juan Francisco Rubio-Ramírez Javier Suarez Dominik Supera 21 Feb 2020 Financial Economics Monetary Economics and Fluctuations E3 E44 G01 G21
Discussion paper DP12579 Structural Scenario Analysis with SVARs Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-Ramírez 9 Jan 2018 Monetary Economics and Fluctuations C32 C53 E47
Discussion paper DP11674 The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi Juan Francisco Rubio-Ramírez 30 Nov 2016 Monetary Economics and Fluctuations
Discussion paper DP11517 Narrative Sign Restrictions for SVARs Juan Francisco Rubio-Ramírez Juan Antolin-Diaz 20 Sep 2016 Monetary Economics and Fluctuations
Discussion paper DP11032 Solution and Estimation Methods for DSGE Models Juan Francisco Rubio-Ramírez Frank Schorfheide Jesus Fernandez-Villaverde 27 Dec 2015 Monetary Economics and Fluctuations C11 C13 C32 C52 C61 C63 E32 E52
Discussion paper DP9796 Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications Juan Francisco Rubio-Ramírez 26 Jan 2014 International Macroeconomics Public Economics C10
Discussion paper DP9464 Perturbation Methods for Markov-Switching DSGE Models Tao Zha Juan Francisco Rubio-Ramírez Andrew Foerster 5 May 2013 International Macroeconomics E17 E37
Discussion paper DP9442 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications Juan Francisco Rubio-Ramírez Jesus Fernandez-Villaverde 21 Apr 2013 International Macroeconomics C15 C53 E30
Discussion paper DP9130 Estimating Dynamic Equilibrium Models with Stochastic Volatility Juan Francisco Rubio-Ramírez Jesus Fernandez-Villaverde Pablo A. Guerron-Quintana 16 Sep 2012 International Macroeconomics C11 E10 E30
