Macroeconomics and Volatility: Data, Models, and Estimation (2013) Advances in Economics and Econometrics: Theory and Applications, Tenth World Congress of the Econometric Society, Cambridge University Press with Jesús Fernández-Villaverde (University of Pennsylvania)
Reading the recent monetary history of the United States, 1959-2007 (2010) Review, Federal Reserve Bank of St. Louis, issue May, pp. 311-338 with Jesús Fernández-Villaverde (University of Pennsylvania) and Pablo Guerrón (Federal Reserve Bank of Philadelphia)
Two Books on the New Macroeconometrics (2009) Econometric Reviews, 28, pp. 376 – 387 with Jesús Fernández-Villaverde
The New Macroeconometrics (2009) Handbook of Applied Bayesian Analysis, Oxford University Press with Pablo Guerrón (Federal Reserve Bank of Philadelphia) and Jesús Fernández-Villaverde (University of Pennsylvania)
How Structural are Structural Parameter Values? (2008) 2007 NBER Macroeconomics Annual, 22, pp. 83-132, with Jesús-Fernández-Villaverde (University of Pennsylvania)
The Research Agenda: Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez on Estimation of DSGE Models (2006) Economic Dynamics Newsletter, Volume 8, Issue 1, November 2006 with Jesús Fernández-Villaverde (University of Pennsylvania)
Economic and VAR Shocks: What Can Go Wrong? (2006) Journal of the European Economic Association Paper and Proceedings, 4, pp. 466-474, with Jesús Fernández-Villaverde (University of Pennsylvania)
Structural Vector Autoregressions, The New Palgrave Dictionary of Economics with Jesús Fernández-Villaverde (University of Pennsylvania)
Smoothing the Shocks of a Dynamic Stochastic General Equilibrium Model (2005) Economic Review, 90, pp. 35-47, with Andrey Bauer (Federal Reserve Bank of Atlanta) and Nicholas Haltom (Federal Reserve Bank of Atlanta)
Inflation Persistence: How Much Can We Explain? (2003) Economic Review, 88, pp. 43-55, with Pau Rabanal (IMF)