| Structural vector autoregressions: Theory of identification and algorithms for inference JF Rubio-Ramirez, DF Waggoner, T Zha The Review of Economic Studies 77 (2), 665-696, 2010 | 1319 | 2010 |
| 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 | 1265 | 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 | 1086 | 2011 |
| Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications JE Arias, JF Rubio‐Ramírez, DF Waggoner Econometrica 86 (2), 685-720, 2018 | 773* | 2018 |
| Estimating macroeconomic models: A likelihood approach J Fernández-Villaverde, JF Rubio-Ramírez The Review of Economic Studies 74 (4), 1059-1087, 2007 | 714 | 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 | 703 | 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 | 520 | 2006 |
| Comparing New Keynesian models of the business cycle: A Bayesian approach P Rabanal, JF Rubio-Ramírez Journal of Monetary Economics 52 (6), 1151-1166, 2005 | 517 | 2005 |
| Comparing dynamic equilibrium models to data: a Bayesian approach J Fernández-Villaverde, JF Rubio-Ramı́rez Journal of Econometrics 123 (1), 153-187, 2004 | 454* | 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 | 415 | 2015 |
| Narrative sign restrictions for SVARs J Antolín-Díaz, JF Rubio-Ramírez American Economic Review 108 (10), 2802-2829, 2018 | 392 | 2018 |
| 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 | 386* | 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 | 359 | 2018 |
| Solution and estimation methods for DSGE models J Fernández-Villaverde, JF Rubio-Ramírez, F Schorfheide Handbook of macroeconomics 2, 527-724, 2016 | 334 | 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 | 312 | 2007 |
| Estimating dynamic equilibrium economies: linear versus nonlinear likelihood J Fernández‐Villaverde, JF Rubio‐Ramírez Journal of Applied Econometrics 20 (7), 891-910, 2005 | 271 | 2005 |
| Estimating dynamic equilibrium models with stochastic volatility J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez Journal of Econometrics 185 (1), 216-229, 2015 | 254* | 2015 |
| The systematic component of monetary policy in SVARs: An agnostic identification procedure JE Arias, D Caldara, JF Rubio-Ramírez Journal of Monetary Economics 101, 1-13, 2019 | 251* | 2019 |
| 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 | 238 | 2012 |
| Macroeconomics and volatility: Data, models, and estimation J Fernández-Villaverde, J Rubio-Ramírez National Bureau of Economic Research, 2010 | 183* | 2010 |
Jesus Fernandez-VillaverdeProfessor of Economics, University of PennsylvaniaVerified email at econ.upenn.edu
