Juan Rubio-Ramirez

Professor, Department of Economics, Duke University

Professor Rubio-Ramirez conducts research within the fields of dynamic equilibrium macroeconomic models and time series econometrics. Lately he has also been working on international economic issues, the relationship between volatility and macroeconomic fluctuations, and finance issues.

His current works-in-progress include the projects entitled, “Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data,” “The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences,” “Cointegrated TFP Shocks and International Business Cycles,” and “Risk Matters: The Real Effects of Volatility Shocks.”

For his work, he has received funding from grants awarded by the National Science Foundation, the BBVA Foundation, and the University of Minnesota Supercomputer Institute. In conducting his research, Professor Rubio-Ramirez has collaborated with some of his distinguished contemporaries, including Jesus Fernandez-Villaverde, Pablo Guerron-Quintana, Martin Uribe, and Pau Rabanal. His completed papers have been published in numerous leading academic journals, from the Handbook of Applied Bayesian Analysis to the Econometric Dynamics Newsletter.

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