Juan Rubio Ramírez

Emory University

201 Dowman Drive

Atlanta, GA 30322

United States

SCHOLARLY PAPERS

9

DOWNLOADS

410

SSRN CITATIONS
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Top 5,620

in Total Papers Citations

184

CROSSREF CITATIONS

48

Scholarly Papers (9)

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1.

Solution and Estimation Methods for DSGE Models

Downloads 38 (169,582)
Citation 46

Solution and Estimation Methods for DSGE Models

NBER Working Paper No. w21862
Number of pages: 244 Posted: 12 Jan 2016 Last Revised: 28 Mar 2021
Jesús Fernández-Villaverde, Juan Rubio Ramírez and Frank Schorfheide
University of Pennsylvania - Department of Economics, Emory University and University of Pennsylvania - Department of Economics
Downloads 38 (518,273)
Citation 21

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2.

Twin Defaults and Bank Capital Requirements

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Citation 3

Twin Defaults and Bank Capital Requirements

Number of pages: 73 Posted: 19 Feb 2020 Last Revised: 30 Dec 2020
Caterina Mendicino, Kalin Nikolov, Juan Rubio Ramírez, Javier Suarez and Dominik Supera
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 114 (290,950)
Citation 3

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Financial Intermediation, Macroprudential Policy, Default Risk, Bank Assets Returns.

Twin Defaults and Bank Capital Requirements

CEPR Discussion Paper No. DP14427
Number of pages: 77 Posted: 03 Mar 2020 Last Revised: 11 Feb 2021
Caterina Mendicino, Kalin Nikolov, Juan Rubio Ramírez, Javier Suarez and Dominik Supera
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Emory University, Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
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3.

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

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Citation 21

The Systematic Component of Monetary Policy in Svars: An Agnostic Identification Procedure

FRB Atlanta Working Paper No. 2016-15
Number of pages: 28 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Jonas Arias, Dario Caldara and Juan Rubio Ramírez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Emory University
Downloads 49 (467,523)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

4.

Narrative Sign Restrictions for Svars

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Citation 77

Narrative Sign Restrictions for Svars

FRB Atlanta Working Paper No. 2016-16
Number of pages: 61 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Juan Antolin-Diaz and Juan Rubio Ramírez
Fulcrum Asset Management and Emory University
Downloads 102 (310,731)
Citation 65

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narrative information, SVARs, Bayesian approach, sign restrictions, oil market, monetary policy

Narrative Sign Restrictions for Svars

CEPR Discussion Paper No. DP11517
Number of pages: 54 Posted: 26 Sep 2016
Juan Antolin-Diaz and Juan Rubio Ramírez
Fulcrum Asset Management and Emory University
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5.

Does the Liquidity Trap Exist?

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Citation 1

Does the Liquidity Trap Exist?

BIS Working Paper No. 855
Number of pages: 42 Posted: 15 Apr 2020
Stéphane Lhuissier, Benoît Mojon and Juan Rubio Ramírez
Banque de France, Bank for International Settlements (BIS) and Emory University
Downloads 27 (580,961)

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liquidity trap, effective lower bound, monetary transmission

6.

Inference in Bayesian Proxy-Svars

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Inference in Bayesian Proxy-Svars

FRB Atlanta Working Paper No. 2018-16
Number of pages: 48 Posted: 05 Feb 2019 Last Revised: 29 Apr 2020
Jonas Arias, Juan Rubio Ramírez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 30 (562,085)

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SVARs, external instruments, importance sampler

7.

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

NBER Working Paper No. w28617
Number of pages: 58 Posted: 29 Mar 2021 Last Revised: 03 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and University of Illinois
Downloads 17 (660,700)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CESifo Working Paper No. 8977
Number of pages: 59 Posted: 05 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 8 (724,499)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CEPR Discussion Paper No. DP15951
Number of pages: 60 Posted: 01 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
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8.

Structural Scenario Analysis with SVARs

Journal of Monetary Economics, Forthcoming
Number of pages: 37 Posted: 23 Sep 2020
Juan Antolin-Diaz, Ivan Petrella and Juan Rubio Ramírez
London Business School - Department of Economics, University of Warwick and Emory University
Downloads 22 (596,868)

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Conditional forecasts, SVARs, Bayesian methods, Forward guidance, Stress testing

9.

Structural Scenario Analysis with Svars

CEPR Discussion Paper No. DP12579
Number of pages: 74 Posted: 16 Jan 2018 Last Revised: 02 Mar 2020
Juan Antolin-Diaz, Ivan Petrella and Juan Rubio Ramírez
Fulcrum Asset Management, University of Warwick and Emory University
Downloads 2 (744,776)
Citation 4
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Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs