@article{guerron-quintana_2010, title={What you match does matter: The effects of data on DSGE estimation}, volume={25}, number={5}, journal={Journal of Applied Econometrics}, author={Guerron-Quintana, P. A.}, year={2010}, pages={774–804} }
 @article{guerron-quintana_2009, title={Money demand heterogeneity and the great moderation}, volume={56}, ISSN={["1873-1295"]}, DOI={10.1016/j.jmoneco.2008.11.003}, abstractNote={A forward-looking model of the demand for money based on heterogeneous and sluggish-portfolio adjustment can simultaneously account for the low short-run and high long-run semi-elasticities reported in the literature. The parameter estimates from the model for the short-run and long-run interest semi-elasticities are 1.04 and 13.16, respectively. A simulated version of the model suggests that the Great Moderation can be partially attributed to financial innovations in the late 1970s. When moving toward a more flexible portfolio, the model can account for almost one-third of the observed decline in the volatilities of output, consumption, and investment.}, number={2}, journal={JOURNAL OF MONETARY ECONOMICS}, author={Guerron-Quintana, Pablo A.}, year={2009}, month={Mar}, pages={255–266} }
 @article{guerron-quintana_2008, title={Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply}, volume={32}, ISSN={["1879-1743"]}, DOI={10.1016/j.jedc.2008.01.008}, abstractNote={This paper proposes a dynamic stochastic general equilibrium model characterized by heterogenous labor schedules and non-separability between consumption and labor in the utility function. The model successfully describes output, consumption, investment, and interest rates after a monetary expansion. The proposed formulation improves on standard models by using preferences favored by the data and by requiring investment adjustment costs and habit formation parameters more in line with the micro-based evidence.}, number={11}, journal={JOURNAL OF ECONOMIC DYNAMICS & CONTROL}, author={Guerron-Quintana, Pablo A.}, year={2008}, month={Nov}, pages={3613–3630} }