35
H index
48
i10 index
6275
Citations
University of Pennsylvania | 35 H index 48 i10 index 6275 Citations RESEARCH PRODUCTION: 51 Articles 126 Papers 1 Books 6 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Schorfheide. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05. Full description at Econpapers || Download paper | |
2020 | Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10. Full description at Econpapers || Download paper | |
2020 | Estimation of heterogeneous agent models: A likelihood approach. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Wang, Mu-Chun. In: CREATES Research Papers. RePEc:aah:create:2020-05. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
2020 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
2020 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2020 | State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
2020 | Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong. In: Papers. RePEc:arx:papers:1812.05748. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2020 | Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:1908.08800. Full description at Econpapers || Download paper | |
2020 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2020 | Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586. Full description at Econpapers || Download paper | |
2020 | The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369. Full description at Econpapers || Download paper | |
2020 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
2020 | Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067. Full description at Econpapers || Download paper | |
2020 | Approximate Maximum Likelihood for Complex Structural Models. (2020). Frazier, David T ; Czellar, Veronika ; Renault, Eric. In: Papers. RePEc:arx:papers:2006.10245. Full description at Econpapers || Download paper | |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | The unbearable lightness of equilibria in a low interest rate environment. (2020). Ascari, Guido ; Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2006.12966. Full description at Econpapers || Download paper | |
2020 | A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110. Full description at Econpapers || Download paper | |
2020 | Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435. Full description at Econpapers || Download paper | |
2020 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2020 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2020 | Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2020 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2020 | Inference for Moment Inequalities: A Constrained Moment Selection Procedure. (2020). Walker, Christopher D ; Tabri, Rami V. In: Papers. RePEc:arx:papers:2008.09021. Full description at Econpapers || Download paper | |
2020 | Learning low-frequency temporal patterns for quantitative trading. (2020). Gebbie, Tim ; da Costa, Joel. In: Papers. RePEc:arx:papers:2008.09481. Full description at Econpapers || Download paper | |
2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706. Full description at Econpapers || Download paper | |
2020 | Regularized Solutions to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2009.05875. Full description at Econpapers || Download paper | |
2020 | Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103. Full description at Econpapers || Download paper | |
2020 | Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153. Full description at Econpapers || Download paper | |
2020 | A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085. Full description at Econpapers || Download paper | |
2020 | A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models. (2020). Garcia-Jimeno, Camilo ; Ditraglia, Francis J. In: Papers. RePEc:arx:papers:2011.07276. Full description at Econpapers || Download paper | |
2020 | Testing 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. Full description at Econpapers || Download paper | |
2020 | An Estimated Bayesian DSGE Model for Kazakhstan. (2020). Abilov, Nurdaulet. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:30-54. Full description at Econpapers || Download paper | |
2020 | Social Learning and Monetary Policy at the Effective Lower Bound. (2020). Vermandel, Gauthier ; Salle, Isabelle ; Grimaud, Alex ; Arifovic, Jasmina. In: Staff Working Papers. RePEc:bca:bocawp:20-2. Full description at Econpapers || Download paper | |
2021 | (Optimal) Monetary Policy with and without Debt. (2021). Vogel, Lukas ; Priftis, Romanos ; Oikonomou, Rigas ; Chafweh, Boris. In: Staff Working Papers. RePEc:bca:bocawp:21-5. Full description at Econpapers || Download paper | |
2020 | LED: An estimated DSGE model of the Luxembourg economy for policy analysis. (2020). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp147. Full description at Econpapers || Download paper | |
2020 | Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20. Full description at Econpapers || Download paper | |
2020 | On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16. Full description at Econpapers || Download paper | |
2020 | Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17. Full description at Econpapers || Download paper | |
2020 | Disastrous Defaults. (2020). Mouabbi, Sarah ; Jean-Paul, Renne ; Sarah, Mouabbi ; Alain, Monfort ; Christian, Gourieroux. In: Working papers. RePEc:bfr:banfra:778. Full description at Econpapers || Download paper | |
2021 | DSGE models, detrending, and the method of moments. (2021). Mao, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99. Full description at Econpapers || Download paper | |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293. Full description at Econpapers || Download paper | |
2020 | Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404. Full description at Econpapers || Download paper | |
2020 | Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284. Full description at Econpapers || Download paper | |
2020 | Identifying productivity when it is a factor of production. (2020). Flynn, Zach. In: RAND Journal of Economics. RePEc:bla:randje:v:51:y:2020:i:2:p:496-530. Full description at Econpapers || Download paper | |
2020 | The Optimal Monetary and Macroprudential Policies for the South African Economy. (2020). Molise, Thabang ; Liu, Guangling. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:368-404. Full description at Econpapers || Download paper | |
2020 | Wicksellian Rules and the Taylor Principle: Some Practical Implications. (2020). Caputo, Rodrigo ; Bauducco, Sofia. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:340-368. Full description at Econpapers || Download paper | |
2020 | Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Chang, Fangshuo ; Wang, Poyuan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522. Full description at Econpapers || Download paper | |
2021 | Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers. (2021). Maih, Junior ; Alstadheim, Ragna ; Bjornland, Hilde Christiane. In: Working Papers. RePEc:bny:wpaper:0095. Full description at Econpapers || Download paper | |
2020 | Optimal simple objectives for monetary policy when banks matter. (2020). Wanengkirtyo, Boromeus ; Laureys, Lien ; Meeks, Roland. In: Bank of England working papers. RePEc:boe:boeewp:0890. Full description at Econpapers || Download paper | |
2020 | Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02. Full description at Econpapers || Download paper | |
2020 | US Business Cycle Dynamics at the Zero Lower Bound. (2020). Strobel, Felix ; Boehl, Gregor. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2020_192. Full description at Econpapers || Download paper | |
2020 | Computing sunspot solutions to rational expectations models with timing restrictions. (2020). Sorge, Marco ; Marco, Sorge . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:10:n:5. Full description at Econpapers || Download paper | |
2020 | PMCMC for Term Structure of Interest Rates under Markov Regime Switching and Jumps. (2020). Hangyong, Qian ; Shaozhi, Zheng ; Xianglong, LI ; Xiangdong, Liu. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:2:p:159-169:n:5. Full description at Econpapers || Download paper | |
2020 | On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065. Full description at Econpapers || Download paper | |
2020 | Monetary Policy after the Great Moderation. (2020). Pea, Guillermo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:5-26. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
2020 | Shocks, Frictions, and Inequality in US Business Cycles. (2020). Born, Benjamin ; Bayer, Christian ; Luetticke, Ralph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8085. Full description at Econpapers || Download paper | |
2020 | The Liquidity Channel of Fiscal Policy. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8374. Full description at Econpapers || Download paper | |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | New Evidence on the Anchoring of Inflation Expectations in the Euro Area. (2020). Mohrle, Sascha. In: ifo Working Paper Series. RePEc:ces:ifowps:_337. Full description at Econpapers || Download paper | |
2020 | Optimal Inflation Target with Expectations-Driven Liquidity Traps. (2020). Nakata, Taisuke ; Coyle, Philip. In: CARF F-Series. RePEc:cfi:fseres:cf485. Full description at Econpapers || Download paper | |
2020 | Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: Discussion Papers. RePEc:cfm:wpaper:2003. Full description at Econpapers || Download paper | |
2020 | Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium. (2020). Derviz, Alexis. In: Working Papers. RePEc:cnb:wpaper:2020/4. Full description at Econpapers || Download paper | |
2020 | Recurrent Bubbles and Economic Growth. (2020). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A. In: CIGS Working Paper Series. RePEc:cnn:wpaper:20-005e. Full description at Econpapers || Download paper | |
2020 | An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy. (2020). Brens, Paola Mariell. In: Documentos de Trabajo LACEA. RePEc:col:000518:018253. Full description at Econpapers || Download paper | |
2020 | Estimación Bayesiana de un Modelo de EconomÃa Abierta con Sector Bancario. (2020). Rodriguez, Aldo. In: Dynare Working Papers. RePEc:cpm:dynare:052. Full description at Econpapers || Download paper | |
2020 | Intrinsic persistence of wage inflation in New Keynesian models of the business cycles. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni. In: Dynare Working Papers. RePEc:cpm:dynare:055. Full description at Econpapers || Download paper | |
2020 | The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:056. Full description at Econpapers || Download paper | |
2020 | Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo. (2020). UMBA, Gilles Bertrand. In: Dynare Working Papers. RePEc:cpm:dynare:057. Full description at Econpapers || Download paper | |
2020 | Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059. Full description at Econpapers || Download paper | |
2020 | Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060. Full description at Econpapers || Download paper | |
2020 | Monetary policy rules for an open economy with financial frictions: A Bayesian approach. (2020). Aliaga Miranda, Augusto. In: Dynare Working Papers. RePEc:cpm:dynare:062. Full description at Econpapers || Download paper | |
2020 | Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE). (2020). UMBA, Gilles Bertrand. In: Dynare Working Papers. RePEc:cpm:dynare:063. Full description at Econpapers || Download paper | |
2020 | Leçons macroéconomiques de la Covid-19: une analyse pour la RDC. (2020). UMBA, Gilles Bertrand ; Lumbala, Gregoire ; Siasi, Yves. In: Dynare Working Papers. RePEc:cpm:dynare:064. Full description at Econpapers || Download paper | |
2020 | Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14364. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry. (2020). Li, Tong ; Lu, Jingfeng ; Gentry, Matthew ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2257. Full description at Econpapers || Download paper | |
2020 | Government Spending Multipliers in (Un)certain Times. (2020). Rieth, Malte ; Klein, Mathias ; Fritsche, Jan Philipp. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1901. Full description at Econpapers || Download paper | |
2020 | A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691. Full description at Econpapers || Download paper | |
2020 | Liquidity Traps in a Monetary Union. (2020). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/310507. Full description at Econpapers || Download paper | |
2021 | Liquidity Traps in a World Economy. (2021). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/316780. Full description at Econpapers || Download paper | |
2020 | Why has inflation in the United States been so stable since the 1990s?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco. In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0074:. Full description at Econpapers || Download paper | |
2020 | Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos . In: Working Paper Series. RePEc:ecb:ecbwps:20202352. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404. Full description at Econpapers || Download paper | |
2020 | Disciplining expectations and the forward guidance puzzle. (2020). Müller, Tobias ; Mazelis, Falk ; Muller, Tobias ; Montes-Galdon, Carlos ; Christoffel, Kai. In: Working Paper Series. RePEc:ecb:ecbwps:20202424. Full description at Econpapers || Download paper | |
2020 | Monetary policy, markup dispersion, and aggregate TFP. (2020). Meier, Matthias ; Reinelt, Timo. In: Working Paper Series. RePEc:ecb:ecbwps:20202427. Full description at Econpapers || Download paper | |
2020 | How much does aggregate demand travel across the Atlantic?. (2020). Stracca, Livio ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20202430. Full description at Econpapers || Download paper | |
2020 | What’s up with the Phillips Curve?. (2020). Lenza, Michele ; Del Negro, Marco ; Tambalotti, Andrea ; Primiceri, Giorgio E. In: Working Paper Series. RePEc:ecb:ecbwps:20202435. Full description at Econpapers || Download paper | |
2020 | Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453. Full description at Econpapers || Download paper | |
2020 | Financial drivers of the euro area business cycle: a DSGE-based approach. (2020). Krustev, Georgi ; Hirschbühl, Dominik ; Stoevsky, Grigor ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202475. Full description at Econpapers || Download paper | |
2020 | Green asset pricing. (2020). Vermandel, Gauthier ; Jaccard, Ivan ; Benmir, Ghassane. In: Working Paper Series. RePEc:ecb:ecbwps:20202477. Full description at Econpapers || Download paper | |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca ; Koop, Gary ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212510. Full description at Econpapers || Download paper | |
2021 | A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach. (2021). Toth, Mate. In: Working Paper Series. RePEc:ecb:ecbwps:20212523. Full description at Econpapers || Download paper | |
2020 | Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | On the Use of Holdout Samples for Model Selection In: American Economic Review. [Full Text][Citation analysis] | article | 5 |
2002 | Learning-by-Doing as a Propagation Mechanism In: American Economic Review. [Full Text][Citation analysis] | article | 129 |
2002 | Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
2002 | Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
2004 | Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review. [Full Text][Citation analysis] | article | 694 |
2003 | Testing for Indeterminacy:An Application to U.S. Monetary Policy.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 694 | paper | |
2007 | Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 11 |
2009 | Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review. [Full Text][Citation analysis] | article | 80 |
2005 | Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2005 | Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2008 | Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2005 | Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2007 | Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2011 | Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 44 |
2009 | Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2009 | Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2015 | Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 126 |
2013 | Inflation in the Great Recession and New Keynesian models.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
2014 | Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
2014 | Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
2017 | Forecasting with Dynamic Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Inference for VARs Identified with Sign Restrictions In: Papers. [Full Text][Citation analysis] | paper | 57 |
2011 | Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2011 | Inference for VARs identified with sign restrictions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2011 | Inference for VARs Identified with Sign Restrictions.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2018 | Inference for VARs identified with sign restrictions.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2007 | On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 221 |
2007 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 17 |
2011 | Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2011) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2018 | On the Comparison of Interval Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
2018 | On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 8 |
2008 | Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile.(2008) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2008 | Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2016 | Solution and Estimation Methods for DSGE Models.(2016) In: Handbook of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | chapter | |
2016 | Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2015 | Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2005 | On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 105 |
2005 | On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2004 | On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2005 | Bayesian Analysis of DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 713 |
2006 | Bayesian analysis of DSGE models.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 713 | paper | |
2007 | Bayesian Analysis of DSGE Models.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 713 | article | |
2005 | Non-stationary Hours in a DSGE Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
2006 | Non-stationary hours in a DSGE model.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2007 | Non-stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2006 | Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2007 | Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 159 |
2008 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | article | |
2006 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2008 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2008 | Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2007 | Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2009 | Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2009 | Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2009 | Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2000 | FORECASTING ECONOMIC TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2002 | MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2003 | FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2014 | To Hold Out or Not to Hold Out In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | To hold out or not to hold out.(2016) In: Research in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2013 | To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2013 | A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2012 | A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2012 | A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2012 | Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica. [Full Text][Citation analysis] | article | 59 |
2009 | Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2004 | Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 0 |
2000 | Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Persistence In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 224 |
2017 | Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 26 |
2013 | Assessing DSGE model nonlinearities.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2013 | Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2013 | DSGE Model-Based Forecasting In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 69 |
2012 | DSGE model-based forecasting.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2005 | VAR forecasting under misspecification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
2006 | The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | Estimation with overidentifying inequality moment conditions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
2012 | Evaluating DSGE model forecasts of comovements In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
2012 | Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2011 | Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2016 | Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
2013 | Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2016 | Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 74 |
2014 | Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2014 | Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2014 | Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
2016 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2015 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2019 | Tempered particle filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2016 | Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Tempered Particle Filtering.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | Tempered Particle Filtering.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2010 | DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
2008 | DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2009 | DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2003 | Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 75 |
2002 | Labor-Supply Shifts and Economic Fluctuations.(2002) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2007 | Do central banks respond to exchange rate movements? A structural investigation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 347 |
2003 | Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 347 | paper | |
2008 | Comment on: Monetary policy under uncertainty in an estimated model with labor market frictions by Luca Sala, Ulf Söderström, and Antonella Trigari In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
2012 | Methods versus substance: Measuring the effects of technology shocks In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 27 |
2003 | Take your model bowling: forecasting with general equilibrium models In: Economic Review. [Full Text][Citation analysis] | article | 13 |
2006 | How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review. [Full Text][Citation analysis] | article | 19 |
2002 | Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 365 |
2004 | Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 365 | article | |
2003 | Learning and monetary policy shifts In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 159 |
2005 | Learning and Monetary Policy Shifts.(2005) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | article | |
2004 | Policy predictions if the model doesn’t fit In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 9 |
2005 | Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2004 | Future prices as risk-adjusted forecasts of monetary policy; comments In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2013 | Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 93 |
2012 | Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
2013 | Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
2020 | Online Estimation of DSGE Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Online Estimation of DSGE Models.(2019) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Online Estimation of DSGE Models.(2019) In: Staff Reports. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Online Estimation of DSGE Models.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 176 |
2013 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
2018 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
2014 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.() In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | ||
2012 | Real-time forecasting with a mixed-frequency VAR In: Working Papers. [Full Text][Citation analysis] | paper | 136 |
2013 | Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
2015 | Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | article | |
2012 | Forecasting the Great Recession: DSGE vs. Blue Chip In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Why Didn’t Inflation Collapse in the Great Recession? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Combining Models for Forecasting and Policy Analysis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Choosing the Right Policy in Real Time (Why That’s Not Easy) In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | Improving GDP measurement: a forecast combination perspective In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | Estimation and evaluation of DSGE models: progress and challenges In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
2011 | Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2013 | Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers. [Full Text][Citation analysis] | paper | 51 |
2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 62 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2013 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2018 | Identifying Longâ€Run Risks: A Bayesian Mixedâ€Frequency Approach.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2013 | Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers. [Full Text][Citation analysis] | paper | 48 |
2014 | Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2016 | Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2016) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
2020 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | DSGE model-based estimation of the New Keynesian Phillips curve In: Economic Quarterly. [Full Text][Citation analysis] | article | 37 |
2003 | Labor shifts and economic fluctuations In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
2000 | Loss function-based evaluation of DSGE models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 353 |
2002 | Computing Sunspots in Linear Rational Expectations Models In: Economics Working Paper Archive. [Full Text][Citation analysis] | paper | 1 |
2002 | Computing Sunspots in Linear Rational Expectations Models.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2005 | A Bayesian Look at New Open Economy Macroeconomics In: Economics Working Paper Archive. [Full Text][Citation analysis] | paper | 273 |
2006 | A Bayesian Look at the New Open Economy Macroeconomics.(2006) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | chapter | |
2008 | Comment on How Structural Are Structural Parameters? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
2019 | Forecasting with a Panel Tobit Model In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Panel Forecasts of Country-Level Covid-19 Infections In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | DSGE Modeling In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2016 | Bayesian Estimation of DSGE Models In: Economics Books. [Citation analysis] | book | 104 |
2012 | EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter. [Full Text][Citation analysis] | article | 0 |
2004 | A DSGE-VAR for the Euro Area In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
2004 | A DSGE-VAR for the Euro Area.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers. [Citation analysis] | paper | 2 |
2010 | Financial Frictions, Aggregation, and the Lucas Critique In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2002 | Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 0 |
2003 | Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 2 |
2007 | Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews. [Full Text][Citation analysis] | article | 571 |
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