Economics Faculty Directory

Pablo Guerron

Professor

Department

Economics

Selected Publications

"Interest Rates and Prices in an Inventory Model of Money and Credit," (joint withÌýMike Dotsey) January 2014Ìý(condtionally acceptedÌýJournal of Monetary Economics).

“Fiscal Volatility and Economics Activity,â€�Ìý(joint with J. Fernandez-Villaverde, K. Kuester, and J. Rubio-Ramirez), June 2015. ForthcomingÌýAmerican Economic Review.

“Nonlinear Adventures at the Zero Lower Boundâ€� (joint withÌýJesus Fernandez-Villaverde, Grey Gordon, and Juan Rubio-Ramirez), May 2015. ForthcomingÌýJournal of Economic Dynamics and Control.

“Estimating Dynamic Equilibrium Models with Stochastic Volatilityâ€� (joint withÌýJesus Fernandez-Villaverde, Juan Rubio-Ramirez), January 2014. ForthcomingÌýJournal of Econometrics.

Ìý

Working Papers

Working PaperÌý1110.ÌýPablo Guerron-Quintana (ÌÇÐÄVlog), "Bounded Rationality as Limited Optimization: Stochastic Gradient Descent Agents in Macroeconomic Models" (03/2026; PDF)

Working PaperÌý1106.ÌýPablo Guerron-Quintana (ÌÇÐÄVlog),ÌýAlexey Khazanov (Hebrew University of Jerusalem) andÌýMolin Zhong (Board of Governors of the Federal Reserve System), "A Nonlinear Dynamic Factor Model for Financial and Macroeconomic Data" (01/2026; PDF)

Working Paper 1105.ÌýPablo Guerron-Quintana (ÌÇÐÄVlog) and Amazon Web Services, "Chronos-2: From Univariate to Universal Forecasting" (12/2025; PDF)

Working PaperÌý1101. Oleksandr Shchur (AWS), Abdul Fatir Ansari (AWS), Caner Turkmen (AWS), Lorenzo Stella (AWS), Nick Erickson (AWS), Pablo Guerron-Quintana (ÌÇÐÄVlog), Michael Bohlke-Schneider (AWS), Yuyang Wang (AWS), "fev-bench: A Realistic Benchmark for Time Series Forecasting", (09/2025; PDF)

Working Paper 1100. Grey Gordon (Federal Reserve Bank of Richmond) and Pablo Guerron-Quintana (ÌÇÐÄVlog), "Sovereign Default Intensity and Noise Bargaining", (11/2025; PDF)

Working PaperÌý1097. Pablo Guerron-Quintana (ÌÇÐÄVlog) and James M. Nason (Centre for Applied Macroeconomic Analysis, Australian National University), "Bayesian estimation of DSGE models: An update", (09/2025; PDF)

Working PaperÌý1088. Yuanchen Cai (ÌÇÐÄVlog),ÌýPablo Guerron-Quintana (ÌÇÐÄVlog), "Lopsided Interest Rates in International Borrowing Markets", (04/2025; PDF)

Working PaperÌý1080.ÌýPablo Guerron-Quintana (ÌÇÐÄVlog),ÌýTomoaki Mikami (ÌÇÐÄVlog),ÌýJaromir Nosal (ÌÇÐÄVlog), "The macroeconomic implications of the Gen-AI economy", (10/2024; PDF)

Working PaperÌý1041. Ryan Chahrour (Cornell University),ÌýVitoÌýCormun (Santa Clara University),ÌýPierreÌýDe Leo (University of Maryland),ÌýPabloÌýGuerron-Quintana (ÌÇÐÄVlog), Rosen Valchev (ÌÇÐÄVlog), "Exchange Rate Disconnect Revisited" (rev 05/2023; PDF)

Ìý

Back To Top