Jesus Fernandez-Villaverde
Jesus Fernandez-Villaverde
Professor of Economics, University of Pennsylvania
Verified email at - Homepage
Cited by
Cited by
Fiscal volatility shocks and economic activity
J Fernández-Villaverde, P Guerrón-Quintana, K Kuester, J Rubio-Ramírez
American Economic Review 105 (11), 3352-3384, 2015
Risk matters: The real effects of volatility shocks
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramirez, M Uribe
American Economic Review 101 (6), 2530-2561, 2011
Estimating macroeconomic models: A likelihood approach
J Fernández-Villaverde, JF Rubio-Ramírez
The Review of Economic Studies 74 (4), 1059-1087, 2007
ABCs (and Ds) of understanding VARs
J Fernández-Villaverde, JF Rubio-Ramírez, TJ Sargent, MW Watson
American economic review 97 (3), 1021-1026, 2007
The econometrics of DSGE models
J Fernández-Villaverde
SERIEs 1 (1), 3-49, 2010
Consumption over the life cycle: Facts from consumer expenditure survey data
J Fernández-Villaverde, D Krueger
The Review of Economics and Statistics 89 (3), 552-565, 2007
Comparing solution methods for dynamic equilibrium economies
SB Aruoba, J Fernández-Villaverde, JF Rubio-Ramirez
Journal of Economic dynamics and Control 30 (12), 2477-2508, 2006
Consumption and saving over the life cycle: How important are consumer durables?
J Fernandez-Villaverde, D Krueger
Macroeconomic dynamics 15 (5), 725-770, 2011
Comparing dynamic equilibrium models to data: a Bayesian approach
J Fernández-Villaverde, JF Rubio-Ramı́rez
Journal of Econometrics 123 (1), 153-187, 2004
Nonlinear adventures at the zero lower bound
J Fernández-Villaverde, G Gordon, P Guerrón-Quintana, ...
Journal of Economic Dynamics and Control 57, 182-204, 2015
Central bank digital currency: Central banking for all?
J Fernández-Villaverde, D Sanches, L Schilling, H Uhlig
Review of Economic Dynamics 41, 225-242, 2021
Political credit cycles: the case of the Eurozone
J Fernández-Villaverde, L Garicano, T Santos
Journal of Economic perspectives 27 (3), 145-166, 2013
Estimating and simulating a SIRD model of COVID-19 for many countries, states, and cities
J Fernández-Villaverde, CI Jones
Journal of Economic Dynamics and Control 140, 104318, 2022
The term structure of interest rates in a DSGE model with recursive preferences
JH Van Binsbergen, J Fernández-Villaverde, RSJ Koijen, ...
Journal of Monetary Economics 59 (7), 634-648, 2012
The pruned state-space system for non-linear DSGE models: Theory and empirical applications
MM Andreasen, J Fernández-Villaverde, JF Rubio-Ramírez
The Review of Economic Studies 85 (1), 1-49, 2018
Solution and estimation methods for DSGE models
J Fernández-Villaverde, JF Rubio-Ramírez, F Schorfheide
Handbook of macroeconomics 2, 527-724, 2016
How structural are structural parameters?[with comments and discussion]
J Fernández-Villaverde, JF Rubio-Ramírez, T Cogley, F Schorfheide
NBER macroeconomics Annual 22, 83-167, 2007
Can currency competition work?
J Fernández-Villaverde, D Sanches
Journal of Monetary Economics 106, 1-15, 2019
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
J Fernández‐Villaverde, JF Rubio‐Ramírez
Journal of Applied Econometrics 20 (7), 891-910, 2005
Computing DSGE models with recursive preferences and stochastic volatility
D Caldara, J Fernandez-Villaverde, JF Rubio-Ramirez, W Yao
Review of Economic Dynamics 15 (2), 188-206, 2012
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