Rubio-Ramirez: Forthcoming Research

06 October 2010 12:00AM

Professor Juan Rubio-Ramirez conducts research within the fields of dynamic equilibrium macroeconomic models and time series econometrics. His latest interests also include international economic issues, the relationship between volatility and macroeconomic fluctuations, and finance issues.

Rubio-Ramirez has the following four articles forthcoming in various journals:

“Cointegrated TFP Processes and International Business Cycles” with Pau Rabanal (IMF) and Vicente Tuesta (Central Reserve Bank of Peru, and CENTRUM Católica) forthcoming the Journal of Monetary Economics.

“Risk Matters: The Real Effects of Volatility Shocks” with Jesus Fernandez-Villaverde (University of Pennsylvania), Pablo Guerrón-Quintana (Federal Reserve Bank of Philadelphia), and Martín Uribe (Columbia University) forthcoming the American Economic Review.

“Tapping the Supercomputer under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors” with Eric M. Aldrich (Duke University), Jesus Fernández-Villaverde (University of Pennsylvania), and A. Ron Gallant (Duke University and New York University) forthcoming Journal of Economic Dynamics and Control.

“Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment” with Federico Mandelman (Federal Reserve Bank of Atlanta), Pau Rabanal (IMF), and Diego Vilán (University of Southern California) forthcoming Review of Economic Dynamics.

Learn more about the research of Professor Rubio-Ramirez.