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 | 1141 | 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 | 1025 | 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 | 401 | 2015 |
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 | 170 | 2010 |
Uncertainty shocks and business cycle research J Fernández-Villaverde, PA Guerrón-Quintana Review of economic dynamics 37, S118-S146, 2020 | 138 | 2020 |
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 | 113 | 2014 |
What you match does matter: The effects of data on DSGE estimation PA Guerron‐Quintana Journal of Applied Econometrics 25 (5), 774-804, 2010 | 93 | 2010 |
Financial frictions, trends, and the great recession PA Guerron‐Quintana, R Jinnai Quantitative Economics 10 (2), 735-773, 2019 | 91* | 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 | 91 | 2015 |
21 Bayesian estimation of DSGE models PA Guerrón-Quintana, JM Nason Handbook of research methods and applications in empirical macroeconomics, 486, 2013 | 75 | 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 | 74* | 2010 |
Dynamics of investment, debt, and default G Gordon, PA Guerron-Quintana Review of Economic Dynamics 28, 71-95, 2018 | 70 | 2018 |
Frequentist inference in weakly identified DSGE models P Guerron-Quintana, A Inoue, L Kilian CEPR Discussion Paper No. DP7447, 2009 | 70* | 2009 |
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 | 43* | 2010 |
Impulse response matching estimators for DSGE models P Guerron-Quintana, A Inoue, L Kilian Journal of Econometrics 196 (1), 144-155, 2017 | 42 | 2017 |
Estimating DSGE models: Recent advances and future challenges J Fernández-Villaverde, PA Guerrón-Quintana Annual Review of Economics 13, 229-252, 2021 | 40 | 2021 |
Risk and uncertainty P Guerron-Quintana Business Review, 9-18, 2012 | 39 | 2012 |
Money demand heterogeneity and the great moderation PA Guerron-Quintana Journal of Monetary Economics 56 (2), 255-266, 2009 | 39 | 2009 |
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 | 39 | 2008 |
Bubbles, crashes, and economic growth: Theory and evidence PA Guerron-Quintana, T Hirano, R Jinnai American Economic Journal: Macroeconomics 15 (2), 333-371, 2023 | 38* | 2023 |