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 | 1288 | 2015 |
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 | 1106 | 2011 |
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 | 417 | 2015 |
Uncertainty shocks and business cycle research J Fernández-Villaverde, PA Guerrón-Quintana Review of economic dynamics 37, S118-S146, 2020 | 194 | 2020 |
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 | 173 | 2010 |
Supply-side policies and the zero lower bound J Fernández-Villaverde, PA Guerrón-Quintana, J Rubio-Ramírez National Bureau of Economic Research, 2011 | 111 | 2011 |
Financial frictions, trends, and the great recession PA Guerron‐Quintana, R Jinnai Quantitative Economics 10 (2), 735-773, 2019 | 106* | 2019 |
What you match does matter: The effects of data on DSGE estimation PA Guerron‐Quintana Journal of Applied Econometrics 25 (5), 774-804, 2010 | 100 | 2010 |
Estimating dynamic equilibrium models with stochastic volatility J Fernández-Villaverde, P Guerrón-Quintana, JF Rubio-Ramírez Journal of Econometrics 185 (1), 216-229, 2015 | 98 | 2015 |
Dynamics of investment, debt, and default G Gordon, PA Guerron-Quintana Review of Economic Dynamics 28, 71-95, 2018 | 83* | 2018 |
21 Bayesian estimation of DSGE models PA Guerrón-Quintana, JM Nason Handbook of research methods and applications in empirical macroeconomics, 486, 2013 | 81 | 2013 |
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 | 76* | 2010 |
Frequentist inference in weakly identified DSGE models P Guerron-Quintana, A Inoue, L Kilian CEPR Discussion Paper No. DP7447, 2009 | 73* | 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 | 55* | 2023 |
Impulse response matching estimators for DSGE models P Guerron-Quintana, A Inoue, L Kilian Journal of Econometrics 196 (1), 144-155, 2017 | 50 | 2017 |
Estimating DSGE models: Recent advances and future challenges J Fernández-Villaverde, PA Guerrón-Quintana Annual Review of Economics 13 (1), 229-252, 2021 | 47 | 2021 |
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 | 45* | 2010 |
Risk and Uncertainty. PA Guerron-Quintana Business Review (Federal Reserve Bank of Philadelphia), 2012 | 41 | 2012 |
Money demand heterogeneity and the great moderation PA Guerron-Quintana Journal of Monetary Economics 56 (2), 255-266, 2009 | 40 | 2009 |
Bargaining shocks and aggregate fluctuations T Drautzburg, J Fernández-Villaverde, P Guerrón-Quintana Journal of Economic Dynamics and Control 127, 104121, 2021 | 39* | 2021 |