Frank Schorfheide : Citation Profile

Are you Frank Schorfheide?

University of Pennsylvania

36

H index

48

i10 index

6462

Citations

RESEARCH PRODUCTION:

58

Articles

139

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 307
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 435.    Total self citations: 110 (1.67 %)

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   Permalink: http://citec.repec.org/psc19
   Updated: 2021-09-18    RAS profile: 2021-06-14    
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Relations with other researchers

Works with:

Aruoba, S. Boragan (14)

Villalvazo, Sergio (10)

Cuba-Borda, Pablo (10)

Herbst, Edward (9)

Liu, Laura (9)

Moon, Hyungsik (8)

Del Negro, Marco (6)

Diebold, Francis (6)

Shin, Minchul (5)

Sarfati, Reca (5)

Song, Dongho (3)

Granziera, Eleonora (2)

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

Is cited by:

Paccagnini, Alessia (102)

Canova, Fabio (101)

Hirose, Yasuo (79)

Castelnuovo, Efrem (74)

Bianchi, Francesco (74)

Melosi, Leonardo (70)

GUPTA, RANGAN (64)

Sahuc, Jean-Guillaume (62)

Matthes, Christian (58)

Wolters, Maik (58)

Matheson, Troy (54)

Cites to:

Del Negro, Marco (59)

Wouters, Raf (58)

Smets, Frank (56)

Sims, Christopher (49)

Christiano, Lawrence (45)

Eichenbaum, Martin (45)

Diebold, Francis (37)

Rubio-Ramirez, Juan F (35)

Fernandez-Villaverde, Jesus (28)

Watson, Mark (28)

Galí, Jordi (28)

Main data

Where Frank Schorfheide has published?

Journals with more than one article published# docs
Journal of Econometrics10
Journal of Monetary Economics5
American Economic Review5
Review of Economic Dynamics3
Econometric Theory3
Economic Review2
Review of Economic Studies2
Journal of Economic Dynamics and Control2
Econometrica2
Journal of Business & Economic Statistics2
Econometric Reviews2
Journal of Applied Econometrics2
American Economic Journal: Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia17
Staff Reports / Federal Reserve Bank of New York7
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta6
Liberty Street Economics / Federal Reserve Bank of New York5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
Papers / arXiv.org3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
Computing in Economics and Finance 2002 / Society for Computational Economics2
Macroeconomics / University Library of Munich, Germany2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
2008 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2

Recent works citing Frank Schorfheide (2021 and 2020)

YearTitle of citing document
2020A 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.

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2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020Do 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.

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2020Estimation 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.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08.

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2020A 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.

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2020Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth. (2020). Manukyan, Hovhannes ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:014.

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2021Housing Market Drivers and Dynamics in Armenia. (2021). Kartashyan, Hasmik ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:016.

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2021Asymmetric Effects of Monetary Policy on the Armenian Economy. (2021). Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:018.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2020Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong. In: Papers. RePEc:arx:papers:1812.05748.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:1908.08800.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2020Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586.

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2020The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369.

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2020Bayesian 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.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020Approximate Maximum Likelihood for Complex Structural Models. (2020). Frazier, David T ; Czellar, Veronika ; Renault, Eric. In: Papers. RePEc:arx:papers:2006.10245.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2021The unbearable lightness of equilibria in a low interest rate environment. (2020). Ascari, Guido ; Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2006.12966.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2021The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2020Measuring 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.

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2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

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2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2020Inference for Moment Inequalities: A Constrained Moment Selection Procedure. (2020). Walker, Christopher D ; Tabri, Rami V. In: Papers. RePEc:arx:papers:2008.09021.

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2020Learning low-frequency temporal patterns for quantitative trading. (2020). Gebbie, Tim ; da Costa, Joel. In: Papers. RePEc:arx:papers:2008.09481.

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2020Nowcasting 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.

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2020Regularized Solutions to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2009.05875.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085.

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2020A 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.

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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2021Testing 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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2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

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2021Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

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2021Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779.

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2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2021Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163.

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2021Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets. (2021). Hussien, Hussien ; Tang, Yi Zhou ; Akioyamen, Peter. In: Papers. RePEc:arx:papers:2108.05801.

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2020An Estimated Bayesian DSGE Model for Kazakhstan. (2020). Abilov, Nurdaulet. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:30-54.

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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.

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2020Total factor productivity and the measurement of neutral technology. (2020). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp143.

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2020LED: An estimated DSGE model of the Luxembourg economy for policy analysis. (2020). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp147.

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2021Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153.

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2020Spend 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.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private 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.

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2020Disastrous Defaults. (2020). Mouabbi, Sarah ; Jean-Paul, Renne ; Sarah, Mouabbi ; Alain, Monfort ; Christian, Gourieroux. In: Working papers. RePEc:bfr:banfra:778.

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2021Panel Unit Root Tests with Structural Breaks. (2021). Tzavalis, Elias ; Karavias, Yiannis ; Chen, Pengyu. In: Discussion Papers. RePEc:bir:birmec:21-12.

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2021Asymmetric Effects of Monetary Policy on the Armenian Economy. (2021). Igityan, Haykaz. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:1:p:46-103.

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2021DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99.

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2021DSGE modelling for the UK economy 1974–2017. (2021). Asteriou, Dimitrios ; Pilbeam, Keith ; Litsios, Ioannis. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:295-323.

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2020THE U.S. LABOR INCOME SHARE AND AUTOMATION SHOCKS. (2020). Charalampidis, Nikolaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:1:p:294-318.

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2020A 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.

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2020Characterizing 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.

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2020Estimating 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.

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2020Identifying 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.

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2020The 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.

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2020Wicksellian 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.

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2020Politics 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.

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2021Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers. (2021). Maih, Junior ; Bjørnland, Hilde ; Alstadheim, Ragna ; Bjornland, Hilde Christiane. In: Working Papers. RePEc:bny:wpaper:0095.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2020Optimal 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.

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2021Flexible inflation targeting with active fiscal policy. (2021). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0928.

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2021Revisiting intertemporal elasticity of substitution in a sticky price model. (2021). Vahamaa, Oskari ; Vilmunen, Jouko ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_009.

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2020Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2020US 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.

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2020Inheritance Taxation in a Model with Intergenerational Time Transfers. (2020). Moussault, Erwan ; Belan, Pascal ; Pascal, Belan. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:1:p:19:n:7.

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2020Computing 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.

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2021A Test of Neo-Fisherism: 1964–2019. (2021). Joshua, Hall ; Peter, Bias. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:221-251:n:8.

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2020PMCMC 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.

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2020Risk shocks with time-varying higher moments. (2020). Salyer, Kevin ; Lee, Gabriel ; Johannes, Strobel ; Kevin, Salyer ; Victor, Dorofeenko. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:6.

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2020Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Prakash, Loungani ; Willi, Semmler ; Timm, Faulwasser ; Marco, Gross. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:19:n:6.

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2021The Quantitative Importance of Technology and Demand Shocks for Unemployment Fluctuations in a Shopping Economy. (2021). Borys, Pawel ; Kopiec, Pawel ; Doligalski, Pawel. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:21/743.

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2021Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84.

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2020On 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.

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2021Macroeconomic Fluctuations Without Indeterminacy. (2021). Victor, Jean Gardy ; Phaneuf, Louis ; Khan, Hashmat ; Brault, Joshua. In: Carleton Economic Papers. RePEc:car:carecp:21-01.

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2020Monetary 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.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Shocks, Frictions, and Inequality in US Business Cycles. (2020). Born, Benjamin ; Bayer, Christian ; Luetticke, Ralph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8085.

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2020The Liquidity Channel of Fiscal Policy. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8374.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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2021The US-China Phase One Trade Deal: An Economic Analysis of the Managed Trade Agreement. (2021). Funke, Michael ; Wende, Adrian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8945.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2021The Liquidity Channel of Fiscal Policy. (2021). Born, Benjamin ; Bayer, Christian ; Luetticke, Ralph. In: ifo Working Paper Series. RePEc:ces:ifowps:_351.

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2020Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: Discussion Papers. RePEc:cfm:wpaper:2003.

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2021Optimal Monetary Policy and Incomplete Information: Does the Real Exchange Matter?. (2021). Leal, Felipe ; Caputo, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:916.

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2021Risk Shocks and Divergence between the Euro Area and the US in the aftermath of the Great Recession. (2021). Tripier, Fabien ; Brand, Thomas. In: Working Papers. RePEc:cii:cepidt:2021-04.

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2020Sovereign 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.

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Works by Frank Schorfheide:

YearTitleTypeCited
2012On the Use of Holdout Samples for Model Selection In: American Economic Review.
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2002Learning-by-Doing as a Propagation Mechanism In: American Economic Review.
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2002Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers.
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2002Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics.
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2004Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review.
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2003Testing for Indeterminacy:An Application to U.S. Monetary Policy.(2003) In: Economics Working Paper Archive.
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2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply In: American Economic Review.
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2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper.
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2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
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2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
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2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
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2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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2013Inflation in the Great Recession and New Keynesian models.(2013) In: Staff Reports.
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2014Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers.
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2014Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers.
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2017Forecasting with Dynamic Panel Data Models In: Papers.
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2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
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2018Inference for VARs Identified with Sign Restrictions In: Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers.
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2011Inference for VARs identified with sign restrictions.(2011) In: Working Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: NBER Working Papers.
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2018Inference for VARs identified with sign restrictions.(2018) In: Quantitative Economics.
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2020Robust Forecasting In: Papers.
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2020Robust Forecasting.(2020) In: PIER Working Paper Archive.
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2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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2007Rejoinder In: Journal of Business & Economic Statistics.
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2013LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association.
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2011Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2011) In: RCER Working Papers.
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2012Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2012) In: Working papers.
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2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
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2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
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2009Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile In: Central Banking, Analysis, and Economic Policies Book Series.
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2008Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile.(2008) In: Working Papers Central Bank of Chile.
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2008Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile.(2008) In: Staff Reports.
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2015Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers.
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2016Solution and Estimation Methods for DSGE Models.(2016) In: Handbook of Macroeconomics.
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2016Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers.
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2015Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive.
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2020Panel Forecasts of Country-Level Covid-19 Infectionsliu In: CEPR Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
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2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
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2005On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series.
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2004On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper.
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2005Bayesian Analysis of DSGE Models In: CEPR Discussion Papers.
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2006Bayesian analysis of DSGE models.(2006) In: Working Papers.
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2007Bayesian Analysis of DSGE Models.(2007) In: Econometric Reviews.
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2005Non-stationary Hours in a DSGE Model In: CEPR Discussion Papers.
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2006Non-stationary hours in a DSGE model.(2006) In: Working Papers.
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2007Non-stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
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2007Non‐stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers.
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2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
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2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics.
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2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
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2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
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2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers.
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2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers.
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2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers.
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2009Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report.
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2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers.
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2000FORECASTING ECONOMIC TIME SERIES In: Econometric Theory.
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2002MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory.
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2003FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 In: Econometric Theory.
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2021Heterogeneity and Aggregate Fluctuations In: Cowles Foundation Discussion Papers.
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2014To Hold Out or Not to Hold Out In: Working Papers.
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2013To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers.
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2013To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers.
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2013A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive.
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2012Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica.
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2009Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers.
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2004Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings.
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2000Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers.
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2000Persistence In: Econometric Society World Congress 2000 Contributed Papers.
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2003Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control.
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2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
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2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
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2009Estimation with overidentifying inequality moment conditions In: Journal of Econometrics.
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2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
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2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
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2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers.
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2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
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2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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2019Tempered particle filtering In: Journal of Econometrics.
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2010DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting.
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2008DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers.
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2009DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers.
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2003Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics.
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2015Combining Models for Forecasting and Policy Analysis In: Liberty Street Economics.
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