Professor
Maloney Hall 325
Telephone: 617-552-6577
Email: pablo.guerron@bc.edu
ECON3375ÌýFrom Stone Tools to Robots: Economic Growth and Development
"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.
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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)
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