Home > Research & Data > Economists > Pablo Guerron
- Capital Accumulation and Sovereign Default (with Grey Gordon)
- Cash and Credit Goods in Segmented Markets (with Mike Dotsey)
- One-Sided Risk in Dynamic Stochastic General Equilibrium Models (with Jesús Fernández-Villaverde and Juan Rubio-Ramírez)
- Long-Run Cost of Great Depressions (and Recessions)
- "Frequentist Inference in Weakly Identified DSGE Models," (with Atsushi Inoue and Lutz Kilian) forthcoming, Quantitative Economics (2012).
- "Common and Idiosyncratic Disturbances in Developed Small Open Economies," forthcoming, Journal of International Economics (2012).
- "Risk Matters: The Real Effects of Volatility Shocks," (joint with Jesús Fernández-Villaverde, Juan Rubio-Ramírez, and Martin Uribe), American Economic Review, 101 (2011), pp. 2530-2561.
- "The Implications of Inflation in an Estimated New-Keynesian Model," Journal of Economic Dynamics and Control 35 (2011), pp: 947-962.
- "Economic Development and Heterogeneity in the Great Moderation among the States," B.E. Journal of Macroeconomics, 11 (2011), article 21.
- "Economic Development and Volatility among the States" (joint with Asli Leblecioglu and Thomas Grennes). Economics Bulletin (2010), pp. 1963-1976.
- "What You Match Does Matter: The Effects of Data on DSGE Estimation," Journal of Applied Econometrics, 25 (2010), pp: 774-804.
- "Money Demand Heterogeneity and the Great Moderation," Journal of Monetary Economics 56(2009), pp. 255-266.
- "Refinements on Macroeconomic Modeling: The Role of Non-Separability and Heterogeneous Labor Supply,"
Journal of Economic Dynamics and Control 32 (2008), pp: 3613-3630.
- "Reading the Recent Monetary History of the U.S., 1959-2007" (joint with Jesús Fernández-Villaverde and Juan Rubio-Ramírez) Federal Reserve Bank of St. Louis Review 92 (2010), pp. 311-338.
- "The New Macroeconometrics: A Bayesian Approach" (joint with Jesús Fernández-Villaverde and Juan Rubio-Ramírez) in A. O'Hagan and M. West, eds., Handbook of Applied Bayesian Analysis (2010), Oxford University Press .
- Bayesian Estimation of DSGE Models (with James Nason) in M. Thornton and N. Hashimzade eds. Handbook of Empirical Methods in Macroeconomics, forthcoming, Edward Elgar Publishing, Ltd. (2012).
- "Liquidity, Trends, and the Great Recession," with Ryo Jinnai, Working Paper 14-24, September 2014.
- "Estimating Dynamic Equilibrium Models with Stochastic Volatility," with Jesús Fernandez-Villaverde and Juan F. Rubio-Ramírez, Working Paper 13-19, May 2013.
- "Dynamics of Investment, Debt, and Default," with Grey Gordon, Working Paper 13-18, May 2013.
- "Interest Rates and Prices in an Inventory Model of Money with Credit," with Michael Dotsey, Working Paper 13-5, December 2012.
- “Nonlinear Adventures at the Zero Lower Bound,” with Jesús Fernández-Villaverde, Grey Gordon, and Juan F. Rubio-Ramírez, Working Paper 12-10, May 2012.
- "Bayesian Estimation of DSGE Models," with James M. Nason, Working Paper 12-4, February 2012.
- "Common and Idiosyncratic Disturbances in Developed Small Open Economies," Working Paper 12-3, January 2012.
- "Supply-Side Policies and the Zero Lower Bound," with Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez, Working Paper 11-47, October 2011.
- "Fiscal Volatility Shocks and Economic Activity," with Jesús Fernández-Villaverde, Keith Kuester, and Juan F. Rubio-Ramírez , Working Paper 11-32/R, January 2012.
- "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting," with Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez, Working Paper 10-14, April 2010.
- "Common Factors in Small Open Economies: Inference and Consequences," Working Paper 10-4, January 2010, superseded by Working Paper 12-3.
- "Do Uncertainty and Technology Drive Exchange Rates?," Working Paper 09-20, September 2009.
- "Frequentist Inference in Weakly Identified DSGE Models," (joint with Atsushi Inoue and Lutz Kilian ), Working Paper 09-13, July 2009
Federal Reserve Bank of Philadelphia Business Review Articles
- International Finance
- Time Series