Overview
Juan Rubio-Ramírez is an economist at the Federal Reserve Bank of Atlanta (at time of the 2005 paper) known for contributions to Bayesian DSGE estimation, structural VARs, and the DSGE-VAR connection.
Key Contributions / Features
- Fernández-Villaverde, Rubio-Ramírez, and Sargent (2005) — "A, B, C's (and D)'s for Understanding VARs": co-derived the invertibility theorem linking state-space DSGE representations to VAR impulse responses.
- Rubio-Ramírez, Waggoner, and Zha (2005) — "Markov-Switching Structural Vector Autoregressions: Theory and Applications" (also cited in Tao Zha's work).
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