Edward Herbst : Citation Profile

Are you Edward Herbst?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

9

H index

9

i10 index

821

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 74
   Journals where Edward Herbst has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 15 (1.79 %)

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   Permalink: http://citec.repec.org/phe363
   Updated: 2024-01-16    RAS profile: 2022-10-27    
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Relations with other researchers

Works with:

Schorfheide, Frank (6)

Sarfati, Reca (5)

Del Negro, Marco (5)

Winkler, Fabian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Edward Herbst.

Is cited by:

Schorfheide, Frank (33)

Hirose, Yasuo (24)

Throckmorton, Nathaniel (23)

Richter, Alexander (23)

Haque, Qazi (20)

Cuba-Borda, Pablo (14)

Nakata, Taisuke (13)

Paccagnini, Alessia (12)

Miranda-Agrippino, Silvia (12)

Groshenny, Nicolas (12)

Aruoba, S. Boragan (11)

Cites to:

Smets, Frank (27)

Wouters, Raf (27)

Schorfheide, Frank (21)

Zha, Tao (13)

Del Negro, Marco (12)

Geweke, John (11)

Gorodnichenko, Yuriy (10)

Sims, Christopher (9)

Geweke, John (8)

Levin, Andrew (8)

Reis, Ricardo (8)

Main data

Where Edward Herbst has published?

Journals with more than one article published# docs
American Economic Journal: Macroeconomics2
Journal of Applied Econometrics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)13
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Edward Herbst (2024 and 2023)

YearTitle of citing document
2023Household Perceived Sources of Business Cycle Fluctuations: a Tale of Supply and Demand. (2023). Pica, Stefano ; Ferreira, Clodomiro. In: Working Papers. RePEc:aoz:wpaper:287.

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2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2023Estimating the Currency Composition of Foreign Exchange Reserves. (2022). Ferranti, Matthew. In: Papers. RePEc:arx:papers:2206.13751.

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2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023Decomposing the monetary policy multiplier. (2023). Jord, Oscar ; Venditti, Fabrizio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1422_23.

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2023Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057.

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2023The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789.

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2023Monetary policy inertia and the paradox of flexibility. (2023). Bonciani, Dario ; Oh, Joonseok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300074x.

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2023Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753.

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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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2023Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Fiscal stimulus in liquidity traps: Conventional or unconventional policies?. (2023). Linde, Jesper ; Lemoine, Matthieu. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002045.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

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2023Behavioral New Keynesian Models: An empirical assessment. (2023). Meggiorini, Greta. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000381.

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2023Untangling crises: GFC and COVID-19 through the lens of a DSGE model. (2023). Garcia, Ignacio ; de la Pea, Rogelio. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000121.

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2023Identification with External Instruments in Structural VARs. (2023). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:1-19.

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2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

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2023The ECB Strategy Review - Implications for the Space of Monetary Policy. (2023). Vogel, Lukas ; onorante, luca ; Hohberger, Stefan ; Pataracchia, Beatrice ; Briciu, Lucian ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:193.

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2023Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model. (2022). Hajdini, Ina. In: Working Papers. RePEc:fip:fedcwq:93720.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263.

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2023Incorporating Diagnostic Expectations into the New Keynesian Framework. (2023). Yoo, Donghoon ; Singh, Sanjay R ; Lhuillier, Jean-Paul. In: Working Paper Series. RePEc:fip:fedfwp:96578.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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2023Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601.

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2023Understanding Post-COVID Inflation Dynamics. (2023). Trabandt, Mathias ; Harding, Martin ; Linde, Jesper. In: IMF Working Papers. RePEc:imf:imfwpa:2023/010.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09682-6.

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2023Uncertainty about the War in Ukraine: Measurement and Effects on the German Business Cycle. (2023). Tillmann, Peter ; Kandemir, Sinem ; Grebe, Moritz. In: MAGKS Papers on Economics. RePEc:mar:magkse:202314.

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2023The impact of demand and supply shocks on inflation. Evidence for the US and the Euro area. (2023). Dreger, Christian. In: MPRA Paper. RePEc:pra:mprapa:116316.

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2023Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04.

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2023Monetary Policy and Firm Dynamics. (). rossi, lorenza ; mumtaz, haroon ; Fasani, Stefano. In: Review of Economic Dynamics. RePEc:red:issued:21-105.

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2023Persistent Slumps: Innovation and the Credit Channel of Monetary Policy. (2023). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton. In: Working Papers. RePEc:ris:msuecw:2023_003.

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2023Green preferences. (2023). Ferrara, Maria ; Cisco, Gianluigi ; Chiarini, Bruno ; Busato, Francesco. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02179-9.

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2023Applicability and Accomplishments of DSGE Modeling: A Critical Review. (2023). Jayamohan, M K ; Feto, Adem ; Vilks, Arnis. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00087-z.

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2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: School of Economics Discussion Papers. RePEc:sur:surrec:0923.

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2023Dornbusch’s overshooting and the systematic component of monetary policy in SOE-SVARs. (2023). Javed, Naveed ; Groshenny, Nicolas. In: TEPP Working Paper. RePEc:tep:teppwp:wp23-08.

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2023Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies. (2023). Runstler, Gerhard ; Budnik, Katarzyna. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:186-201.

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2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667.

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2023Changing Impact of Shocks: A Time?Varying Proxy SVAR Approach. (2023). Petrova, Katerina ; Mumtaz, Haroon. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:635-654.

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2023.

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2023Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:161-200.

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2023Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach. (2023). Choi, Sangyup ; Yoo, Seung Yong ; Willems, Tim. In: Working papers. RePEc:yon:wpaper:2023rwp-215.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023Learning monetary policy strategies at the effective lower bound with sudden surprises. (2023). Rottner, Matthias ; Melosi, Leonardo ; Krane, Spencer David. In: Discussion Papers. RePEc:zbw:bubdps:222023.

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2023Uncertainty about the war in Ukraine: Measurement and effects on the German business cycle. (2023). Tillmann, Peter ; Kandemir, Sinem ; Grebe, Moritz. In: IMFS Working Paper Series. RePEc:zbw:imfswp:184.

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2023Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189.

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2023.

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Works by Edward Herbst:

YearTitleTypeCited
2017The Empirical Implications of the Interest-Rate Lower Bound In: American Economic Review.
[Full Text][Citation analysis]		article222
2012The Empirical Implications of the Interest-Rate Lower Bound.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222		paper
2019Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article198
2016Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs.(2016) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 198		paper
2022Short-Term Planning, Monetary Policy, and Macroeconomic Persistence In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article5
2020Short-term Planning, Monetary Policy, and Macroeconomic Persistence.(2020) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 5		paper
2012Evaluating DSGE model forecasts of comovements In: Journal of Econometrics.
[Full Text][Citation analysis]		article58
2012Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 58		paper
2011Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 58		paper
2019Tempered particle filtering In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2016Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 12		paper
2017Tempered Particle Filtering.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2016Tempered Particle Filtering.(2016) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 12		paper
2014Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper2
2015Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.(2015) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 2		paper
2012Using the \Chandrasekhar Recursions\ for likelihood evaluation of DSGE models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2015Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models.(2015) In: Computational Economics.
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This paper has nother version. Agregated cites: 4		article
2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper117
2012Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 117		paper
2013Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 117		paper
2014SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 117		article
2018Forward Guidance with Bayesian Learning and Estimation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2017Forward Guidance with Bayesian Learning and Estimation.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 4		paper
2021Bias in Local Projections In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2020Online Estimation of DSGE Models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2019Online Estimation of DSGE Models.(2019) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 5		paper
2019Online Estimation of DSGE Models.(2019) In: Staff Reports.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Online Estimation of DSGE Models.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019Online Estimation of DSGE Models.(2019) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021The Factor Structure of Disagreement In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2020How Robust Are Makeup Strategies to Key Alternative Assumptions? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper10
2014Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination In: NBER Chapters.
[Full Text][Citation analysis]		chapter35
2014Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 35		paper
2015Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination.(2015) In: NBER Macroeconomics Annual.
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This paper has nother version. Agregated cites: 35		article
2016Bayesian Estimation of DSGE Models In: Economics Books.
[Citation analysis]		book132
2015Monetary Policy, Credit Spreads, and Business Cycle Fluctuations In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper2
2018A sequential Monte Carlo approach to inference in multiple?equation Markov?switching models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article12

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