Juan Francisco Rubio-Ramirez

Latest Institution: Emory University

All Institutions: Emory University; Duke University

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Computing DSGE Models with Recursive Preferences

Year: 2009
Journal: No Journal Matched
Authors: Dario Caldara; Jess Fernández-Villaverde; Juan Francisco Rubio-Ramirez; Wen Yao

Risk Matters: The Real Effects of Volatility Shocks

Year: 2009
Journal: American Economic Review
Authors: Jess Fernández-Villaverde; Pablo A. Guerrón-Quintana; Juan Francisco Rubio-Ramirez; Martín Uribe

Macroeconomics and Volatility: Data, Models, and Estimation

Year: 2010
Journal: No Journal Matched
Authors: Jess Fernández-Villaverde; Juan Francisco Rubio-Ramirez

Estimating Dynamic Equilibrium Models with Stochastic Volatility

Year: 2012
Journal: Journal of Econometrics
Authors: Jess Fernández-Villaverde; Pablo A. Guerrón-Quintana; Juan Francisco Rubio-Ramirez

Perturbation Methods for Markov-Switching DSGE Models

Year: 2013
Journal: No Journal Matched
Authors: Andrew Foerster; Juan Francisco Rubio-Ramirez; Dan Waggoner; Tao Zha

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications

Year: 2014
Journal: No Journal Matched
Authors: Jonas E. Arias; Juan Francisco Rubio-Ramirez; Daniel F. Waggoner

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

Year: 2021
Journal: No Journal Matched
Authors: Juan Francisco Rubio-Ramirez; Ivan Petrella; Juan Antolin-Diaz

Author Disambiguation

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