Pablo Guerron

Economist

Phone: (215) 574-3813
Fax: (215) 574-4303
Send an e-mail to Pablo Guerron

"What You Match Does Matter: The Effects of Data on DSGE Estimation," May, 2009. Forthcoming, Journal of Applied Econometrics.
"The New Macroeconometrics: A Bayesian Approach" (joint with Jesús Fernández-Villaverde and Juan Rubio-Ramírez), January 2009, Forthcoming, Handbook of Applied Bayesian Analysis.
"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.

"Do Uncertainty and Technology Drive Exchange Rates?," Working Paper 09-20, September 2009. (393 KB, 43 pages)
"Frequentist Inference in Weakly Identified DSGE Models," (joint with Atsushi Inoue and Lutz Kilian ), Working Paper 09-13, July 2009 (277 KB, 42 pages)
"Economic Development and Heterogeneity in the Great Moderation among the States" (joint with Thomas Grennes and Asli Leblebicioglu), January 2009.
"Risk Matters: The Real Effects of Volatility" (joint with Jesús Fernández-Villaverde, Juan Rubio-Ramírez, and Martin Uribe), April 2009. NBER Working Paper 14875 (submitted).
"The Implications of Inflation in an Estimated New-Keynesian Model," September 2008 (submitted).
"Financial Innovations: An Alternative Explanation to the Great Moderation," Janurary 2008.
"Why Do Central Bankers Intervene in the FX Market? Some New Empirical Evidence," December 2006.

Common Factors in Small Open Economies
Stochastic Volatility and Parameter Drifting in DSGE Models (joint with Jesús Fernández-Villaverde and Juan Rubio-Ramírez)