Discussion paper DP18837 Inference Based on Time-Varying SVARs Identified with Sign Restrictions Jonas Arias Juan Francisco Rubio-Ramírez Minchul Shin Daniel Waggoner 14 Feb 2024 Monetary Economics and Fluctuations C11 C51 E52 E58
Discussion paper DP18836 Uniform Priors for Impulse Responses Jonas Arias Juan Francisco Rubio-Ramírez Daniel Waggoner 14 Feb 2024 Monetary Economics and Fluctuations C11 C32
Discussion paper DP16613 Dividend Momentum and Stock Return Predictability: A Bayesian Approach Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-Ramírez 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 Jesús Fernández-Villaverde Juan Francisco Rubio-Ramírez Minchul Shin 22 Mar 2021 Monetary Economics and Fluctuations C1 C5 I1
VoxEU Column How much capital should banks hold? Dominik Supera Javier Suarez Kalin Nikolov Juan Francisco Rubio-Ramírez Caterina Mendicino 24 Feb 2021 Financial Regulation and Banking
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 Jesús Fernández-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