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Pablo Guerron
Pablo Guerron
Professor of Economics, Boston College
Verified email at bc.edu
Title
Cited by
Cited by
Year
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
12122015
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
10652011
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
4102015
Fortune or virtue: Time-variant volatilities versus parameter drifting in US data
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez
National Bureau of Economic Research, 2010
1752010
Uncertainty shocks and business cycle research
J Fernández-Villaverde, PA Guerrón-Quintana
Review of economic dynamics 37, S118-S146, 2020
1652020
Supply-side policies and the zero lower bound
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez
IMF Economic Review 62 (2), 248-260, 2014
1112014
Financial frictions, trends, and the great recession
PA Guerron‐Quintana, R Jinnai
Quantitative Economics 10 (2), 735-773, 2019
101*2019
Estimating dynamic equilibrium models with stochastic volatility
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez
Journal of Econometrics 185 (1), 216-229, 2015
952015
What you match does matter: The effects of data on DSGE estimation
PA Guerron‐Quintana
Journal of Applied Econometrics 25 (5), 774-804, 2010
942010
Dynamics of investment, debt, and default
G Gordon, PA Guerron-Quintana
Review of Economic Dynamics 28, 71-95, 2018
792018
Bayesian estimation of DSGE models
PA Guerrón-Quintana, JM Nason
Handbook of research methods and applications in empirical macroeconomics …, 2013
762013
Handbook of Applied Bayesian Analysis
J Fernandez-Villaverde, P Guerron-Quintana, JF Rubio-Ramirez
Oxford University Press, chapter The New Macroeconometrics: a Bayesian Approach, 2010
75*2010
Frequentist inference in weakly identified DSGE models
P Guerron-Quintana, A Inoue, L Kilian
CEPR Discussion Paper No. DP7447, 2009
69*2009
Bubbles, crashes, and economic growth: Theory and evidence
PA Guerron-Quintana, T Hirano, R Jinnai
American Economic Journal: Macroeconomics 15 (2), 333-371, 2023
47*2023
Impulse response matching estimators for DSGE models
P Guerron-Quintana, A Inoue, L Kilian
Journal of Econometrics 196 (1), 144-155, 2017
452017
Estimating DSGE models: Recent advances and future challenges
J Fernández-Villaverde, PA Guerrón-Quintana
Annual Review of Economics 13, 229-252, 2021
442021
Reading the recent monetary history of the United States, 1959-2007
J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez
Federal Reserve Bank of St. Louis Review 92 (4), 311-338, 2010
44*2010
Money demand heterogeneity and the great moderation
PA Guerron-Quintana
Journal of Monetary Economics 56 (2), 255-266, 2009
402009
Risk and Uncertainty.
PA Guerron-Quintana
Business Review (Federal Reserve Bank of Philadelphia), 2012
392012
Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply
PA Guerron-Quintana
Journal of Economic Dynamics and Control 32 (11), 3613-3630, 2008
392008
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Articles 1–20