Juan F. Rubio-Ramírez

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0274-6546

Emory University and Federal Reserve Bank of Atlanta

Publications

• Dividend Momentum and Stock Return Predictability: A Bayesian Approach — The Review of Financial Studies 2026
• Uniform Priors for Impulse Responses — Econometrica 2025
• Dynamic Perturbation — The Review of Economic Studies 2025
• The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications — The Review of Economic Studies 2018
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications — Econometrica 2018
• Narrative Sign Restrictions for SVARs — American Economic Review 2018
• Fiscal Volatility Shocks and Economic Activity — American Economic Review 2015
• Risk Matters: The Real Effects of Volatility Shocks — American Economic Review 2011
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference — The Review of Economic Studies 2010
• ABCs (and Ds) of Understanding VARs — American Economic Review 2007
• Estimating Macroeconomic Models: A Likelihood Approach — The Review of Economic Studies 2007
• Convergence Properties of the Likelihood of Computed Dynamic Models — Econometrica 2006