Juan F Rubio-Ramirez

Global rank #1769 98%

Institution: Emory University

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://sites.google.com/site/juanfrubioramirez/

First Publication: 2004

Most Recent: 2023

RePEc ID: pru25 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total
Last 5 Years	0.00	4.52	0.00	9.05
Last 10 Years	1.68	5.19	0.50	17.60
All Time	4.86	10.05	4.19	44.24

Publication Statistics

Raw Publications 27

Coauthorship-Adjusted Count 20.19

Publications (27)

Year	Article	Journal	Tier	Authors
2023	The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes	American Economic Journal: Macroeconomics	A	4
2023	Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models	Journal of Econometrics	A	3
2022	Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read	Journal of Business & Economic Statistics	A	1
2021	Structural scenario analysis with SVARs	Journal of Monetary Economics	A	3
2021	Inference in Bayesian Proxy-SVARs	Journal of Econometrics	A	3
2019	The systematic component of monetary policy in SVARs: An agnostic identification procedure	Journal of Monetary Economics	A	3
2018	Narrative Sign Restrictions for SVARs	American Economic Review	S	2
2018	The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications	Review of Economic Studies	S	3
2016	Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models	Quantitative Economics	B	4
2015	Fiscal Volatility Shocks and Economic Activity	American Economic Review	S	4
2015	Nonlinear adventures at the zero lower bound	Journal of Economic Dynamics and Control	B	4
2015	Estimating dynamic equilibrium models with stochastic volatility	Journal of Econometrics	A	3
2015	Can international macroeconomic models explain low-frequency movements of real exchange rates?	Journal of International Economics	A	2
2012	Computing DSGE Models with Recursive Preferences and Stochastic Volatility	Review of Economic Dynamics	B	4
2012	The term structure of interest rates in a DSGE model with recursive preferences	Journal of Monetary Economics	A	4
2011	Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors	Journal of Economic Dynamics and Control	B	4
2011	Risk Matters: The Real Effects of Volatility Shocks	American Economic Review	S	4
2011	Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment	Review of Economic Dynamics	B	4
2011	Cointegrated TFP processes and international business cycles	Journal of Monetary Economics	A	3
2010	Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference	Review of Economic Studies	S	3
2007	ABCs (and Ds) of Understanding VARs	American Economic Review	S	4
2007	Estimating Macroeconomic Models: A Likelihood Approach	Review of Economic Studies	S	2
2007	Optimal minimum wage in a competitive economy: An alternative modelling approach	Economic Modeling	C	2
2006	Comparing solution methods for dynamic equilibrium economies	Journal of Economic Dynamics and Control	B	3
2006	Solving DSGE models with perturbation methods and a change of variables	Journal of Economic Dynamics and Control	B	2
2005	Comparing New Keynesian models of the business cycle: A Bayesian approach	Journal of Monetary Economics	A	2
2004	Comparing dynamic equilibrium models to data: a Bayesian approach	Journal of Econometrics	A	2