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Duke Economics

  1. Computing DSGE Models with Recursive Preferences forthcoming Review of Economic Dynamics joint with Dario Caldara, Jesús Fernández-Villaverde, Yao Wen
  2. Cointegrated TFP Processes and International Business Cycles Journal of Monetary Economics (2011), 58, pp. 156-171 joint with Pau Rabanal, Vicente Tuesta
  3. Risk Matters. The Real Effects of Volatility Shocks American Economic Review (2011), 101, pp. 2530-2561  joint with Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Martin Uribe
  4. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors  Journal of Economic Dynamics and Control (2011), 35, pp. 386-393 joint with Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant
  5. Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment  Review of Economic Dynamics (2011), 14, pp. 136-155 joint with Federico Mandelman, Pau Rabanal, Diego Vilán
  6. Structural Vector Autoregressions: The Theory for Identification and Algorithms for Inference Review of Economic Studies (2010), 77, pp. 665-696 joint with Daniel Waggoner, Tao Zha
  7. Medea: A DSGE Model for the Spanish Economy SERIES (Spanish Economic Review-Investigaciones Económicas) (2010), 1, pp. 175 - 243 joint with Pablo Burriel, Jesús Fernández-Villaverde
  8. Comparing New Keynesian Models in the Euro Area: A Bayesian Approach  Spanish Economic Review (2008), 10, pp 23-40 joint with Pau Rabanal
  9. Estimating Macroeconomic Models: A Likelihood Approach Review of Economic Studies (2007), 74, pp 1059-1087 joint with Jesús Fernández-Villaverde
  10. A, B,C's ((and D)'s for Understanding VARs American Economic Review (2007), 97, pp 1021-1026 joint with Jesús Fernández-Villaverde, Thomas Sargent, Mark Watson
  11. On the Solution of the Growth Model with Investment-Specific Technological Change  Applied Economics Letters (2007), 14, pp 549-554 joint with Jesús Fernández-Villaverde
  12. Comparing Solution Methods for Dynamic Equilibrium Economies  Journal of Economic Dynamics and Control (2006), 30, pp. 2447-2508 joint with S. Borağan Aruoba, Jesús Fernández-Villaverde
  13. Solving DSGE Models with Perturbation Methods and a Change of Variables Journal of Economic Dynamics and Control (2006), 30, pp. 2509-2531 joint with Jesús Fernández-Villaverde
  14. Convergence Properties of the Likelihood of Computed Dynamic Models Econometrica (2006), 74, pp 93-119 joint with Jesús Fernández-Villaverde, Manuel Santos
  15. Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach Journal of Monetary Economics (2005), 52, pp 1151-1166 joint with Pau Rabanal
  16. Estimating Dynamic Equilibrium Economies: Linear vs. Nonlinear Likelihood Journal of Applied Econometrics (2005), 20, pp 891-910 joint with Jesús Fernández-Villaverde
  17. Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach Journal of Econometrics (2004), 123, pp 153-187 joint with Jesús Fernández-Villaverde
 
 
 
 
 
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