Frank Schorfheide : Citation Profile


Are you Frank Schorfheide?

University of Pennsylvania

31

H index

46

i10 index

5058

Citations

RESEARCH PRODUCTION:

47

Articles

106

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 281
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 525.    Total self citations: 92 (1.79 %)

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   Permalink: http://citec.repec.org/psc19
   Updated: 2019-02-13    RAS profile: 2017-12-27    
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Relations with other researchers


Works with:

Aruoba, S. Boragan (11)

Song, Dongho (9)

Del Negro, Marco (8)

Diebold, Francis (6)

Herbst, Edward (5)

Giannoni, Marc (4)

Cuba-Borda, Pablo (3)

Shin, Minchul (3)

Bocola, Luigi (3)

Liao, Zhipeng (2)

Cheng, Xu (2)

Fernandez-Villaverde, Jesus (2)

Rubio-Ramirez, Juan F (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 (89)

Canova, Fabio (88)

Bianchi, Francesco (70)

Castelnuovo, Efrem (67)

Melosi, Leonardo (65)

Sahuc, Jean-Guillaume (58)

GUPTA, RANGAN (57)

Zha, Tao (56)

Hirose, Yasuo (56)

Matheson, Troy (52)

Waggoner, Daniel (52)

Cites to:

Del Negro, Marco (57)

Wouters, Raf (55)

Smets, Frank (52)

Sims, Christopher (49)

Christiano, Lawrence (44)

Eichenbaum, Martin (43)

Diebold, Francis (34)

Rubio-Ramirez, Juan F (32)

Watson, Mark (28)

Gertler, Mark (26)

Zha, Tao (25)

Main data


Where Frank Schorfheide has published?


Journals with more than one article published# docs
Journal of Econometrics8
Journal of Monetary Economics5
American Economic Review5
Econometric Theory3
Journal of Economic Dynamics and Control2
Econometric Reviews2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Economic Review2
American Economic Journal: Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia15
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta6
Staff Reports / Federal Reserve Bank of New York6
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)3
Macroeconomics / University Library of Munich, Germany2
2008 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Papers / arXiv.org2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Frank Schorfheide (2018 and 2017)


YearTitle of citing document
2017Animal Spirits, Financial Markets and Aggregate Instability. (2017). Zhang, Bo ; Weder, Mark ; Dai, Wei. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-08.

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2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2018Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2018). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-03.

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2017Escaping the Great Recession. (2017). Melosi, Leonardo ; Bianchi, Francesco. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1030-58.

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2017The Empirical Implications of the Interest-Rate Lower Bound. (2017). Herbst, Edward ; Smith, Matthew E ; Lopez-Salido, David ; Gust, Christopher . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:7:p:1971-2006.

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2017Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2017Liquidity Traps and Jobless Recoveries. (2017). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:165-204.

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2017Uncertainty at the Zero Lower Bound. (2017). Nakata, Taisuke. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:186-221.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017Comparing Renewable Energy Policies in EU-15, U.S. and China: A Bayesian DSGE Model. (2017). Amedeo, Tarek Atalla ; Polinori, Paolo. In: The Energy Journal. RePEc:aen:journl:ej38-si1-argentiero.

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2018Agricultural productivity and price volatility in France: a dynamic stochastic partial equilibrium approach. (2018). Zheng, YU ; Alexandre, Gohin . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274354.

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2018Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative. (2018). Zheng, Y ; Gohin, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276001.

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2017Measuring the Stance of Monetary Policy in a Time-Varying. (2017). Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2017-102.

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2017Monte Carlo Confidence Sets for Identified Sets. (2017). Chen, Xiaohong ; Tamer, Elie ; Christensen, Timothy . In: Papers. RePEc:arx:papers:1605.00499.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Fu, Xin-Lan ; Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu. In: Papers. RePEc:arx:papers:1806.07604.

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2018State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Fiscal Policy and Macroeconomic Fluctuations in a Fixed Exchange Rate Regime. (2018). Lai, Chung-Fu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1257-1273.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?. (2017). Maliar, Serguei ; Lepetyuk, Vadym. In: Staff Working Papers. RePEc:bca:bocawp:17-21.

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2017Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan. (2017). Sergeyev, Dmitriy ; Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Staff Working Papers. RePEc:bca:bocawp:17-40.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_466_18.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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2018Exchange rate pass-through into euro area inflation. An estimated structural model. (2018). Pisani, Massimiliano ; Notarpietro, Alessandro ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1192_18.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

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2018Monetary Rules, Determinacy and Limited Enforcement. (2018). Mengus, Eric ; Barthélemy, Jean. In: Working papers. RePEc:bfr:banfra:700.

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2017Countercyclical Elasticity of Substitution. (2017). Santaeulalia-Llopis, Raul ; Koh, Dongya. In: Working Papers. RePEc:bge:wpaper:946.

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2018Finding equilibrium: on the relation between exchange rates and monetary policy. (2018). Edwards, Sebastian. In: BIS Papers chapters. RePEc:bis:bisbpc:96-10.

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2017Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618.

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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2017). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: BIS Working Papers. RePEc:bis:biswps:667.

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2018Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67.

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2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model. (2018). Ponomarenko, Alexey ; Seleznev, Sergei ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps37.

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2018TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE. (2018). Kempa, Bernd. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:64-73.

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2017CONSUMPTION EXTERNALITIES AND MONETARY POLICY WITH LIMITED ASSET MARKET PARTICIPATION. (2017). Airaudo, Marco ; Bossi, Luca . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:601-623.

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2018LEANING AGAINST WINDY BANK LENDING. (2018). Villa, Stefania ; Melina, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:460-482.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Fiscal Policy and Inflation in a Monetary Union. (2017). Lewis, Vivien ; Cardoso-Costa, Jose-Miguel. In: Economica. RePEc:bla:econom:v:84:y:2017:i:336:p:779-796.

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2018Oil and Iron Ore Price Shocks: What Are the Different Economic Effects in Australia?. (2018). Hoang, Nam T ; Nguyen, Bao H. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:305:p:186-203.

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2018Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2017Drift in Transaction-Level Asset Price Models. (2017). Perron, Pierre ; Soulier, Philippe ; Hurvich, Clifford ; Cao, Wen ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:769-790.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2018Data†Driven Identification Constraints for DSGE Models. (2018). Lanne, Markku ; Luoto, Jani. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:2:p:236-258.

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2018Temporal disaggregation of economic time series: The view from the trenches. (2018). Quilis, Enrique M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:447-470.

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2017Oil and macroeconomic (in)stability. (2017). Maih, Junior ; Larsen, Vegard ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0055.

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2018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Chang, Yoosoon ; Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0067.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Papers. RePEc:bny:wpaper:0068.

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2017A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Masolo, Riccardo M. ; Kapetanios, George ; Petrova, Katerina. In: Bank of England working papers. RePEc:boe:boeewp:0677.

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2017Uncertainty shocks and firm dynamics : Search and monitoring in the credit market. (2017). Tripier, Fabien ; Isoré, Marlène ; Brand, Thomas. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_034.

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2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_014.

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2018Paradise lost? A brief history of DSGE macroeconomics. (2018). Gulan, Adam. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_022.

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2018Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023.

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2018Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment. (2018). Shintani, Mototsugu ; Muto, Ichiro ; Iwasaki, Yuto. In: Bank of Japan Research Laboratory Series. RePEc:boj:bojlab:lab18e03.

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2018Interaction between Business Cycles and Economic Growth. (2018). Kaihatsu, Sohei ; Hara, Naoko ; Sakata, Tomoya ; Koga, Maiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e12.

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2017Bank Globalization and Monetary Policy Transmission in Small Open Economies. (2017). So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1733.

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2017The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018Reclaiming the University: transforming economics as a discipline. (2018). Heise, Arne. In: The Journal of Philosophical Economics. RePEc:bus:jphile:v:11:y:2018:i:2:n:3.

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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/4.

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2018Supply-side policy and economic growth: A case study of the UK. (2018). Meenagh, David ; Minford, Lucy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/10.

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2018Testing DSGE Models by indirect inference: a survey of recent findings. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/14.

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2018Fiscal Policy Shocks and Stock Prices in the United State. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/20.

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2017Identification through Heterogeneity. (2017). Drautzburg, Thorsten ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6359.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6487.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2018Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7048.

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2018State-Dependent Transmission of Monetary Policy in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7074.

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2018Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model. (2018). Castelnuovo, Efrem ; Branzoli, Nicola ; Ascari, Guido ; Arias, Jonas E. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7122.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2017Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy. (2017). Medel, Carlos A.. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:3:p:004-050.

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2018Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market. (2018). Tripier, Fabien ; Isoré, Marlène ; Brand, Thomas. In: Working Papers. RePEc:cii:cepidt:2018-19.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-05.

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2017Normality Tests for Latent Variables. (2017). Sentana, Enrique ; Amengual, Dante ; Almuzara, Tincho. In: Working Papers. RePEc:cmf:wpaper:wp2017_1708.

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2017Normality Tests for Latent Variables. (2017). Almuzara, Tincho ; Sentana, Enrique ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2018_1708.

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2017System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01.

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2018Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid. In: DOCUMENTOS CEDE. RePEc:col:000089:016970.

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2017Ambiguous Policy Announcements. (2017). Paciello, Luigi ; Michelacci, Claudio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11754.

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2017What is the truth about DSGE models? Testing by indirect inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11817.

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2017Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11950.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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2017Monetary-Fiscal Interactions and the Euro Areas Malaise. (2017). Maćkowiak, Bartosz ; Jarociński, Marek ; MacKowiak, Bartosz Adam ; Jarocinski, Marek. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12020.

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2017How Important are Spillovers from Major Emerging Markets?. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12022.

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2017A Generalized Approach to Indeterminacy in Linear Rational Expectations Models. (2017). Bianchi, Francesco ; Nicolo, Giovanni. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12130.

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2017The Dire Effects of the Lack of Monetary and Fiscal Coordination. (2017). Melosi, Leonardo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12164.

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2017Should We Use Linearized Models To Calculate Fiscal Multipliers?. (2017). Trabandt, Mathias ; Lindi, Jesper. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12533.

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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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article4
2002Learning-by-Doing as a Propagation Mechanism In: American Economic Review.
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article109
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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article608
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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article69
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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paper
2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 69
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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paper
2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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paper
2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
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article40
2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
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paper
2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
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paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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article72
2014Inflation in the Great Recession and New Keynesian models.(2014) 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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paper
2017Forecasting with Dynamic Panel Data Models In: Papers.
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paper2
2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2018Inference for VARs Identified with Sign Restrictions In: Papers.
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paper52
2011Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers.
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paper
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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2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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article192
2007Rejoinder In: Journal of Business & Economic Statistics.
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article0
2013LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association.
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article14
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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chapter7
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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paper28
2016Solution and Estimation Methods for DSGE Models.(2016) In: Handbook of Macroeconomics.
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chapter
2016Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers.
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2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
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paper104
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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paper586
2006Bayesian analysis of DSGE models.(2006) In: Working Papers.
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paper
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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paper70
2006Non-stationary hours in a DSGE model.(2006) In: Working Papers.
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paper
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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paper7
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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paper135
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics.
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article
2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
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paper
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 135
paper
2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 135
paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 135
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2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers.
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paper16
2009Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report.
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This paper has another version. Agregated cites: 16
paper
2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers.
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paper6
2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers.
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paper
2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers.
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paper
2000FORECASTING ECONOMIC TIME SERIES In: Econometric Theory.
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article6
2002MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory.
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article2
2003FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 In: Econometric Theory.
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article0
2014To Hold Out or Not to Hold Out In: Working Papers.
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paper1
2016To hold out or not to hold out.(2016) In: Research in Economics.
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article
2013To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers.
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paper
2013To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 1
paper
2012Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica.
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article48
2009Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers.
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paper
2004Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings.
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paper0
2000Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper0
2000Persistence In: Econometric Society World Congress 2000 Contributed Papers.
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paper2
2003Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control.
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article179
2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
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article16
2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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chapter57
2012DSGE model-based forecasting.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 57
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2005VAR forecasting under misspecification In: Journal of Econometrics.
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article44
2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
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article0
2009Estimation with overidentifying inequality moment conditions In: Journal of Econometrics.
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article24
2012Evaluating DSGE model forecasts of comovements In: Journal of Econometrics.
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article40
2012Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 40
paper
2011Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 40
paper
2013A Markov-switching multifractal inter-trade duration model, with application to US equities In: Journal of Econometrics.
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article20
2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
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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This paper has another version. Agregated cites: 20
paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
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article24
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 24
paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 24
paper
2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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article45
2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 45
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 45
paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
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article15
2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2010DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting.
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article33
2008DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 33
paper
2009DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2003Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics.
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article62
2002Labor-Supply Shifts and Economic Fluctuations.(2002) In: Macroeconomics.
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2007Do central banks respond to exchange rate movements? A structural investigation In: Journal of Monetary Economics.
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article306
2003Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation.(2003) In: Economics Working Paper Archive.
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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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article4
2012Methods versus substance: Measuring the effects of technology shocks In: Journal of Monetary Economics.
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2003Take your model bowling: forecasting with general equilibrium models In: Economic Review.
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2006How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review.
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2002Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper.
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paper329
2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
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2003Learning and monetary policy shifts In: FRB Atlanta Working Paper.
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paper151
2005Learning and Monetary Policy Shifts.(2005) In: Review of Economic Dynamics.
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2004Policy predictions if the model doesn’t fit In: FRB Atlanta Working Paper.
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paper9
2005Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association.
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article
2004Future prices as risk-adjusted forecasts of monetary policy; comments In: Proceedings.
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2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
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paper53
2012Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers.
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paper
2013Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers.
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paper
2014SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics.
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article
2016Tempered Particle Filtering In: Finance and Economics Discussion Series.
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paper2
2017Tempered Particle Filtering.(2017) In: NBER Working Papers.
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2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
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paper113
2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers.
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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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paper81
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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2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
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paper6
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
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paper
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
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paper
2011Estimation and evaluation of DSGE models: progress and challenges In: Working Papers.
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paper27
2011Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers.
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2013Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers.
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paper45
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
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paper27
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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paper
2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
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paper
2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
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paper29
2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
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2016Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2016) In: Review of Economic Studies.
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2008DSGE model-based estimation of the New Keynesian Phillips curve In: Economic Quarterly.
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2003Labor shifts and economic fluctuations In: Working Paper.
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2000Loss function-based evaluation of DSGE models In: Journal of Applied Econometrics.
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2002Computing Sunspots in Linear Rational Expectations Models In: Economics Working Paper Archive.
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2002Computing Sunspots in Linear Rational Expectations Models.(2002) In: Computing in Economics and Finance 2002.
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2005A Bayesian Look at New Open Economy Macroeconomics In: Economics Working Paper Archive.
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paper194
2006A Bayesian Look at the New Open Economy Macroeconomics In: NBER Chapters.
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chapter55
2008Comment on How Structural Are Structural Parameters? In: NBER Chapters.
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2016DSGE Modeling In: Introductory Chapters.
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2016Bayesian Estimation of DSGE Models In: Economics Books.
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2012EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter.
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2004A DSGE-VAR for the Euro Area In: 2004 Meeting Papers.
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2004A DSGE-VAR for the Euro Area.(2004) In: Computing in Economics and Finance 2004.
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2008Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers.
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2008Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers.
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2010Financial Frictions, Aggregation, and the Lucas Critique In: 2010 Meeting Papers.
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2011Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters 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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2002Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002.
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2003Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach In: Computing in Economics and Finance 2003.
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2007Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews.
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2014INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics.
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