Frank Schorfheide : Citation Profile

Are you Frank Schorfheide?

University of Pennsylvania

41

H index

61

i10 index

9056

Citations

RESEARCH PRODUCTION:

60

Articles

148

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 377
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 316.    Total self citations: 136 (1.48 %)

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   Permalink: http://citec.repec.org/psc19
   Updated: 2024-04-18    RAS profile: 2024-02-29    
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Relations with other researchers

Works with:

Villalvazo, Sergio (11)

Aruoba, S. Boragan (10)

Cuba-Borda, Pablo (8)

Liu, Laura (7)

Herbst, Edward (6)

Del Negro, Marco (6)

Sarfati, Reca (5)

Song, Dongho (3)

Moon, Hyungsik (3)

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 (117)

Canova, Fabio (109)

Bianchi, Francesco (99)

Castelnuovo, Efrem (97)

Hirose, Yasuo (91)

Matthes, Christian (83)

Melosi, Leonardo (80)

Theodoridis, Konstantinos (79)

GUPTA, RANGAN (78)

Sahuc, Jean-Guillaume (75)

Lindé, Jesper (73)

Cites to:

Wouters, Raf (102)

Smets, Frank (100)

Del Negro, Marco (78)

Christiano, Lawrence (64)

Eichenbaum, Martin (60)

Sims, Christopher (56)

Diebold, Francis (45)

Rubio-Ramirez, Juan F (41)

Watson, Mark (39)

Fernandez-Villaverde, Jesus (37)

Chang, Yongsung (35)

Main data

Where Frank Schorfheide has published?

Journals with more than one article published# docs
Journal of Econometrics11
Journal of Monetary Economics5
American Economic Review5
Review of Economic Dynamics3
Econometric Theory3
Econometric Reviews2
The Review of Economic Studies2
American Economic Journal: Macroeconomics2
Quantitative Economics2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Economic Review2
Journal of Economic Dynamics and Control2
Econometrica2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc33
Working Papers / Federal Reserve Bank of Philadelphia17
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
Papers / arXiv.org7
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
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
2008 Meeting Papers / Society for Economic Dynamics2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Macroeconomics / University Library of Munich, Germany2
Computing in Economics and Finance 2002 / Society for Computational Economics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
Working Paper Series / European Central Bank2

Recent works citing Frank Schorfheide (2024 and 2023)

YearTitle of citing document
2023Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison. (2023). Di Bartolomeo, Giovanni ; Serpieri, Carolina. In: Working Papers. RePEc:ant:wpaper:2023004.

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2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2023General equilibrium model with the entrepreneurial sector for the Russian economy. (2023). Polbin, Andrey V ; Martyanova, Elizaveta V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:9:y:2023:i:2:p:109-133.

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2024Equilibrium 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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2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023Predictive 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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2023Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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

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

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2023Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109.

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2023Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

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2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023The Sample Complexity of Online Contract Design. (2022). Jordan, Michael I ; Jiao, Jiantao ; Wang, Yixin ; Yang, Zhuoran ; Bates, Stephen ; Zhu, Banghua. In: Papers. RePEc:arx:papers:2211.05732.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model. (2023). Simsek, Yasin ; Cakmakli, Cem. In: Papers. RePEc:arx:papers:2301.13692.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Online Learning in a Creator Economy. (2023). Jordan, Michael I ; Jiao, Jiantao ; Karimireddy, Sai Praneeth ; Zhu, Banghua. In: Papers. RePEc:arx:papers:2305.11381.

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2023A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Sarpietro, Silvia ; Lee, Sokbae ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

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2023Amortized neural networks for agent-based model forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis. In: Papers. RePEc:arx:papers:2308.05753.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9.

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2023Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model. (2023). Jorge, Marcos ; Gomes, Leonardo Sousa ; Kornelius, Alexandre ; Araujo, Eurilton ; Fasolo, Angelo Marsiglia. In: Working Papers Series. RePEc:bcb:wpaper:578.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Moura, Alban ; Sanchez, Pablo Garcia. In: BCL working papers. RePEc:bcl:bclwop:bclwp171.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

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2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

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2023Environmental Subsidies to Mitigate Net-Zero Transition Costs. (2023). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:910.

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2023The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118.

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2023Learning by doing, organizational forgetting, and the business cycle. (2023). Bongers, Anelí. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:141-150.

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2023.

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

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2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023The impact of macroprudential policies on the transmission of shocks across financially integrated countries. (2023). Intungane, Doriane. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:249-273.

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2023Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

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2023The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach. (2023). Okuda, Tatsushi ; Kishaba, Yui. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e08.

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2023Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2023Stage-Based Identification of Policy Effects. (2023). Busch, Christopher ; Aleman, Christian ; Santaeulalia-Llopis, Raul ; Ludwig, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10722.

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2023Eine Analyse der Konjunkturzyklen für die deutschen Bundesländer. (2023). Lehmann, Robert ; Wikman, Ida. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:30:y:2023:i:02:p:15-21.

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2023Financial and real effects of pandemic credit policies: an application to Chile. (2023). Tsomocos, Dimitrios P ; Peiris, Udara M ; Martinez, Juan Francisco ; Garces, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:990.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2023The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment. (2023). Hairault, Jean-Olivier ; Tripier, Fabien ; Malmberg, Selma ; Langot, Franois. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2305.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Garcia Sanchez, Pablo ; Marchiori, Luca. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023006.

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2023How well do DSGE models with real estate and collateral constraints fit the data?. (2023). Pierrard, Olivier ; Moura, Alban. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023007.

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

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

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023CBDC and business cycle dynamics in a New Monetarist New Keynesian model. (2023). Assenmacher, Katrin ; Ristiniemi, Annukka ; Bitter, Lea. In: Working Paper Series. RePEc:ecb:ecbwps:20232811.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow. (2023). Xiao, Xinping ; Dai, Min ; Hong, Lijiang ; Wen, Jianghui ; Wu, Chaozhong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:440:y:2023:i:c:s0096300322007093.

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More than 100 citations found, this list is not complete...

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.
[Full Text][Citation analysis]		article941
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.
[Full Text][Citation analysis]		article96
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.
[Full Text][Citation analysis]		article83
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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2022Forecasting with a Panel Tobit Model In: Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: CAEPR Working Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
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2023Forecasting with a panel Tobit model.(2023) In: Quantitative Economics.
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2022Sequential Monte Carlo With Model Tempering In: Papers.
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2023Optimal Decision Rules when Payoffs are Partially Identified In: Papers.
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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity In: Papers.
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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: 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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2008Comment 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.
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2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
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2013Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers.
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2014SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics.
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2020Online Estimation of DSGE Models In: Finance and Economics Discussion Series.
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2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
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2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: The Review of Economic Studies.
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2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive.
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2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
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2013Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers.
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2015Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics.
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2012Forecasting the Great Recession: DSGE vs. Blue Chip In: Liberty Street Economics.
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2014Why Didn’t Inflation Collapse in the Great Recession? In: Liberty Street Economics.
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2015Combining Models for Forecasting and Policy Analysis In: Liberty Street Economics.
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2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
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2011Estimation and evaluation of DSGE models: progress and challenges In: Working Papers.
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2011Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers.
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2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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2018Identifying Long?Run Risks: A Bayesian Mixed?Frequency Approach.(2018) In: Econometrica.
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2002Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002.
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