Juan F. Rubio-Ramirez

Economics and Econometrics · 2001–2018

A researcher in the Science corpus: 20 papers; trusts 78 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 222 citations into it; #1,724 of 23,481 by trust here, #851 by citations
• Finance — 63 citations into it
• Management Science and Operations Research — 19 citations into it
• Statistics and Probability — 17 citations into it; #8,129 of 12,932 by trust here, #10,275 by citations
• Artificial Intelligence — 13 citations into it; #22,208 of 35,345 by trust here, #31,361 by citations
• Probabilistic & Bayesian Methods — 12 citations into it
• Computational Theory and Mathematics — 8 citations into it
• Renewable Energy, Sustainability and the Environment — 6 citations into it

Whom Juan F. Rubio-Ramirez trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jesús Fernández-Villaverde
2. Frank Smets
3. Christopher A. Sims
4. Harald Uhlig
5. Frank Schorfheide
6. Robert Fildes
7. Raf Wouters
8. Giorgio E. Primiceri
9. Lawrence J. Christiano
10. Christopher Otrok

Who trusts Juan F. Rubio-Ramirez overall

1. Jesús Fernández-Villaverde
2. Lutz Kilian
3. Christiane Baumeister
4. Pau Rabanal
5. Haroon Mumtaz
6. Martin Weale
7. Fabio Canova
8. Federico Ravenna
9. Sungbae An
10. Siddhartha Chib

Papers from Juan F. Rubio-Ramirez's perspective

Ordered by how strongly the researchers Juan F. Rubio-Ramirez trusts endorse each paper. Same corpus, a different order for every researcher.

1. Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
2. Solving Linear Rational Expectations Models
3. MACROECONOMICS AND REALITY
4. What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
5. Habit Persistence, Asset Returns, and the Business Cycle
6. Generalized autoregressive conditional heteroskedasticity
7. Bayesian Analysis of DSGE Models
8. An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (Social Science Research Network)
9. An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
10. The Impact of Uncertainty Shocks

Their papers

• ABCs (and Ds) of Understanding VARs (2007) — 509 citations
• How Structural Are Structural Parameters? [with Comments and Discussion] (2007) — 210 citations
• Comparing dynamic equilibrium models to data: a Bayesian approach (2004) — 297 citations
• Comparing Dynamic Equilibrium Models to Data (2001) — 54 citations
• Nonlinear Adventures at the Zero Lower Bound (2012) — 291 citations
• Comparing Solution Methods for Dynamic Equilibrium Economies (2006) — 449 citations
• Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach (2005) — 412 citations
• Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood (2005) — 207 citations
• Estimating Macroeconomic Models: A Likelihood Approach (2007) — 346 citations
• Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach (2003) — 47 citations
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications (2018) — 367 citations
• Macroeconomics and Volatility: Data, Models, and Estimation (2010) — 140 citations
• The systematic component of monetary policy in SVARs: An agnostic identification procedure (2015) — 178 citations
• Narrative Sign Restrictions for SVARs (2018) — 316 citations
• Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models (2016) — 56 citations
• Perturbation Methods for Markov-Switching DSGE Models (2014) — 82 citations
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2010) — 444 citations
• Risk Matters: The Real Effects of Volatility Shocks (2009) — 188 citations
• Solving DSGE models with perturbation methods and a change of variables (2006) — 60 citations
• Convergence Properties of the Likelihood of Computed Dynamic Models (2005) — 113 citations