40
H index
56
i10 index
8531
Citations
University of Pennsylvania | 40 H index 56 i10 index 8531 Citations RESEARCH PRODUCTION: 57 Articles 142 Papers 1 Books 6 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Schorfheide. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?. (2021). Ng, Serena ; Ma, Sai ; Ludvigson, Sydney C. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:4:p:369-410. Full description at Econpapers || Download paper | |
2022 | Effectiveness of Monetary Policy Transmission Mechanism in an Implicit Inflation Targeting Regime: The Case of Nigeria.. (2022). Akinlo, Anthony Enisan ; Apanisile, Tolulope Olumuyiwa. In: African Journal of Economic Review. RePEc:ags:afjecr:330370. Full description at Econpapers || Download paper | |
2021 | Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002. Full description at Econpapers || Download paper | |
2022 | Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24. Full description at Econpapers || Download paper | |
2021 | EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS. (2021). Olmo, Jose ; Kim, Jeong Yeol ; Galvao, Antonio F ; de Castro, Luciano ; Montes-Rojas, Gabriel. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202168. Full description at Econpapers || Download paper | |
2022 | Fiscal Policy and the Slowdown in Trend Growth in an Open Economy. (2022). Yamout, Nadine ; Kulish, Mariano ; Beames, Alexander . In: Working Papers. RePEc:aoz:wpaper:143. Full description at Econpapers || Download paper | |
2022 | Priors and the Slope of the Phillips Curve. (2022). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:165. Full description at Econpapers || Download paper | |
2021 | Housing Market Drivers and Dynamics in Armenia. (2021). Kartashyan, Hasmik ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:016. Full description at Econpapers || Download paper | |
2021 | Asymmetric Effects of Monetary Policy on the Armenian Economy. (2021). Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:018. Full description at Econpapers || Download paper | |
2021 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
2021 | Posterior Average Effects. (2019). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1906.06360. Full description at Econpapers || Download paper | |
2021 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2022 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
2021 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2021 | The unbearable lightness of equilibria in a low interest rate environment. (2020). Ascari, Guido ; Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2006.12966. Full description at Econpapers || Download paper | |
2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2021 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2021 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158. Full description at Econpapers || Download paper | |
2021 | Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
2021 | Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067. Full description at Econpapers || Download paper | |
2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper | |
2021 | Quasi-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. Full description at Econpapers || Download paper | |
2021 | COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732. Full description at Econpapers || Download paper | |
2021 | Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779. Full description at Econpapers || Download paper | |
2021 | Big 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. Full description at Econpapers || Download paper | |
2021 | Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163. Full description at Econpapers || Download paper | |
2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109. Full description at Econpapers || Download paper | |
2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
2021 | The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data. (2021). Martins, Leonardo ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2110.00597. Full description at Econpapers || Download paper | |
2022 | Can an AI agent hit a moving target?. (2021). , Shi. In: Papers. RePEc:arx:papers:2110.02474. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2022 | High-Dimensional Dynamic Stochastic Model Representation. (2022). Eftekhari, Aryan ; Scheidegger, Simon. In: Papers. RePEc:arx:papers:2202.06555. Full description at Econpapers || Download paper | |
2022 | Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374. Full description at Econpapers || Download paper | |
2022 | Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952. Full description at Econpapers || Download paper | |
2022 | Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275. Full description at Econpapers || Download paper | |
2022 | Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318. Full description at Econpapers || Download paper | |
2023 | Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper | |
2022 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2022 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper | |
2022 | Deep Partial Least Squares for Empirical Asset Pricing. (2022). Goicoechea, Kemen ; Polson, Nicholas G ; Dixon, Matthew F. In: Papers. RePEc:arx:papers:2206.10014. Full description at Econpapers || Download paper | |
2022 | Estimating the Currency Composition of Foreign Exchange Reserves. (2022). Ferranti, Matthew. In: Papers. RePEc:arx:papers:2206.13751. Full description at Econpapers || Download paper | |
2022 | Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time. (2022). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2208.01445. Full description at Econpapers || Download paper | |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
2022 | A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793. Full description at Econpapers || Download paper | |
2022 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2022 | Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154. Full description at Econpapers || Download paper | |
2022 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2022 | Low-rank Panel Quantile Regression: Estimation and Inference. (2022). Zhang, Yichong ; Su, Liangjun ; Wang, Yiren. In: Papers. RePEc:arx:papers:2210.11062. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2022 | Borrowing Constraints in Emerging Markets. (2022). Sangiacomo, Maximo ; Camara, Santiago. In: Papers. RePEc:arx:papers:2211.10864. Full description at Econpapers || Download paper | |
2022 | Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610. Full description at Econpapers || Download paper | |
2022 | Bayesian 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. Full description at Econpapers || Download paper | |
2022 | Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288. Full description at Econpapers || Download paper | |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
2023 | Bridging 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. Full description at Econpapers || Download paper | |
2022 | An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models. (2022). Huber, Johannes. In: Discussion Paper Series. RePEc:aug:augsbe:0343. Full description at Econpapers || Download paper | |
2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. Full description at Econpapers || Download paper | |
2021 | (Optimal) Monetary Policy with and without Debt. (2021). Vogel, Lukas ; Priftis, Romanos ; Oikonomou, Rigas ; Chafweh, Boris. In: Staff Working Papers. RePEc:bca:bocawp:21-5. Full description at Econpapers || Download paper | |
2022 | Job Ladder and Business Cycles. (2022). Alves, Felipe. In: Staff Working Papers. RePEc:bca:bocawp:22-14. Full description at Econpapers || Download paper | |
2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. Full description at Econpapers || Download paper | |
2022 | Windfall Income Shocks with Finite Planning Horizons. (2022). Boutros, Michael. In: Staff Working Papers. RePEc:bca:bocawp:22-40. Full description at Econpapers || Download paper | |
2022 | CANVAS: A Canadian Behavioral Agent-Based Model. (2022). Hommes, Cars ; Zhang, Yang ; Siqueira, Melissa ; Poledna, Sebastian ; He, Mario. In: Staff Working Papers. RePEc:bca:bocawp:22-51. Full description at Econpapers || Download paper | |
2023 | Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9. Full description at Econpapers || Download paper | |
2021 | Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153. Full description at Econpapers || Download paper | |
2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper | |
2021 | Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia. (2021). GuarÃn López, Alexander ; Grajales-Olarte, Anderson ; Anzola-Bravo, Cesar ; Guarin, Alexander ; Mendez-Vizcaino, Juan C. In: Borradores de Economia. RePEc:bdr:borrec:1178. Full description at Econpapers || Download paper | |
2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
2022 | A Stage-Based Identification of Policy Effects. (2022). Santaeulalia-Llopis, Raul ; Ludwig, Alexander ; Busch, Christopher ; Aleman, Christian. In: Working Papers. RePEc:bge:wpaper:1369. Full description at Econpapers || Download paper | |
2021 | Panel Unit Root Tests with Structural Breaks. (2021). Tzavalis, Elias ; Karavias, Yiannis ; Chen, Pengyu. In: Discussion Papers. RePEc:bir:birmec:21-12. Full description at Econpapers || Download paper | |
2021 | Understanding bank and non-bank credit cycles: a structural exploration. (2021). Zhong, Molin ; Durdu, Bora C. In: BIS Working Papers. RePEc:bis:biswps:919. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2022 | Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks. (2022). Ivashchenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:46-72. Full description at Econpapers || Download paper | |
2022 | DEMUR: A Regional Semi-Structural Model of the Ural Macroregion. (2022). Kryzhanovskij, Oleg ; Zykov, Alexander ; Kryzhanovsky, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:4:p:52-85. Full description at Econpapers || Download paper | |
2021 | DEMUR, a regional semi-structural model of the Ural Macroregion. (2021). Zykov, Alexander ; Kryzhanovsky, Oleg. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps83. Full description at Econpapers || Download paper | |
2021 | Exchange Rate Pass-Through Conditional on Shocks and Monetary Policy Credibility. The Case of Uruguay. (2021). Medina, Juan ; Zacheo, Laura ; Cuitio, Fernanda . In: Documentos de trabajo. RePEc:bku:doctra:2021008. Full description at Econpapers || Download paper | |
2022 | Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336. Full description at Econpapers || Download paper | |
2021 | DSGE 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. Full description at Econpapers || Download paper | |
2021 | DSGE 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. Full description at Econpapers || Download paper | |
2022 | Mixed Monetary–Fiscal Policies and Macroeconomic Fluctuations: An Analysis Based on the Dynamic Stochastic General Equilibrium Model. (2022). Zhang, Guangbin ; Li, Jiayang ; Wang, XI. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:2:p:167-196. Full description at Econpapers || Download paper | |
2021 | Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128. Full description at Econpapers || Download paper | |
2022 | Fiscal multipliers, expectations and learning in a macroeconomic agent?based model. (2022). Reissl, Severin. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1704-1729. Full description at Econpapers || Download paper | |
2021 | Housing and Commodity Investment Booms in a Small Open Economy. (2021). Gibbs, Christopher ; Nodari, Gabriela ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:212-242. Full description at Econpapers || Download paper | |
2022 | The Fragility of Market Risk Insurance. (2022). Yogo, Motohiro. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:815-862. Full description at Econpapers || Download paper | |
2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017. Full description at Econpapers || Download paper | |
2021 | Identifiability of structural singular vector autoregressive models. (2021). Braumann, Alexander ; Funovits, Bernd. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:431-441. Full description at Econpapers || Download paper | |
2022 | Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609. Full description at Econpapers || Download paper | |
2021 | Convergence stories of post?socialist Central?Eastern European countries. (2021). Kónya, István ; Baksa, Daniel. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:239-258. Full description at Econpapers || Download paper | |
2021 | Some International Evidence for Keynesian Economics Without the Phillips Curve. (2021). Farmer, Roger ; Nicolo, Giovanni. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:1-22. Full description at Econpapers || Download paper | |
2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
2021 | Leaning against persistent financial cycles with occasional crises. (2021). Mimir, Yasin ; Kravik, Erling Motzfeldt ; Kockerols, Thore. In: Working Paper. RePEc:bno:worpap:2021_11. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | On the Use of Holdout Samples for Model Selection In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
2002 | Learning-by-Doing as a Propagation Mechanism In: American Economic Review. [Full Text][Citation analysis] | article | 153 |
2002 | Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 153 | paper | |
2002 | Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 153 | paper | |
2004 | Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review. [Full Text][Citation analysis] | article | 920 |
2003 | Testing for Indeterminacy:An Application to U.S. Monetary Policy.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 920 | paper | |
2007 | Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 13 |
2009 | Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review. [Full Text][Citation analysis] | article | 91 |
2005 | Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
2005 | Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
2008 | Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
2005 | Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
2007 | Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
2011 | Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 77 |
2009 | Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2009 | Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2015 | Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 224 |
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2017 | Forecasting with Dynamic Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 17 |
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2011 | Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
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2022 | Forecasting with a Panel Tobit Model In: Papers. [Full Text][Citation analysis] | paper | 7 |
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2022 | Sequential Monte Carlo With Model Tempering In: Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 355 |
2007 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 18 |
2011 | Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2011) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2012 | Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
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2009 | Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 30 |
2008 | Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile.(2008) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2008 | Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2015 | Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 140 |
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2016 | Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2015 | Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2020 | Panel Forecasts of Country-Level Covid-19 Infectionsliu In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2021 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2021 | SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
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2005 | On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 127 |
2005 | On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
2004 | On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
2005 | Bayesian Analysis of DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 977 |
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2007 | Bayesian Analysis of DSGE Models.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 977 | article | |
2005 | Non-stationary Hours in a DSGE Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 93 |
2006 | Non-stationary hours in a DSGE model.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
2007 | Non-stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 93 | article | |
2007 | Non?stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | article | |
2006 | Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2006 | Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2007 | Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 242 |
2008 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 242 | article | |
2006 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 242 | paper | |
2008 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 242 | paper | |
2008 | Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 242 | paper | |
2007 | Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 242 | paper | |
2009 | Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2009 | Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2009 | Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2000 | FORECASTING ECONOMIC TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
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2021 | Heterogeneity and Aggregate Fluctuations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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2014 | To Hold Out or Not to Hold Out In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | To hold out or not to hold out.(2016) In: Research in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2013 | To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2013 | To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2012 | A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2013 | A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2012 | A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2012 | A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2012 | Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica. [Full Text][Citation analysis] | article | 107 |
2009 | Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2004 | Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 0 |
2000 | Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Persistence In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 280 |
2017 | Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 40 |
2013 | Assessing DSGE model nonlinearities.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2013 | Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2013 | DSGE Model-Based Forecasting In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 172 |
2012 | DSGE model-based forecasting.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | paper | |
2005 | VAR forecasting under misspecification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
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2009 | Estimation with overidentifying inequality moment conditions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
2012 | Evaluating DSGE model forecasts of comovements In: Journal of Econometrics. [Full Text][Citation analysis] | article | 53 |
2012 | Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2011 | Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2016 | Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
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2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2016 | Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 116 |
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2014 | Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2014 | Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2016 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2015 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2019 | Tempered particle filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2016 | Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Tempered Particle Filtering.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Tempered Particle Filtering.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2021 | Panel forecasts of country-level Covid-19 infections In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
2020 | Panel Forecasts of Country-Level Covid-19 Infections.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2010 | DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 41 |
2008 | DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2009 | DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2003 | Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 109 |
2002 | Labor-Supply Shifts and Economic Fluctuations.(2002) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2007 | Do central banks respond to exchange rate movements? A structural investigation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 438 |
2003 | Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 438 | paper | |
2008 | Comment on: Monetary policy under uncertainty in an estimated model with labor market frictions by Luca Sala, Ulf Söderström, and Antonella Trigari In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
2012 | Methods versus substance: Measuring the effects of technology shocks In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 40 |
2003 | Take your model bowling: forecasting with general equilibrium models In: Economic Review. [Full Text][Citation analysis] | article | 14 |
2006 | How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review. [Full Text][Citation analysis] | article | 19 |
2002 | Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 442 |
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2003 | Learning and monetary policy shifts In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 195 |
2005 | Learning and Monetary Policy Shifts.(2005) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 195 | article | |
2004 | Policy predictions if the model doesn’t fit In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 10 |
2005 | Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2004 | Future prices as risk-adjusted forecasts of monetary policy; comments In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2013 | Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 111 |
2012 | Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2013 | Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2014 | SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | article | |
2020 | Online Estimation of DSGE Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
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2016 | Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 211 |
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2018 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | article | |
2014 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | paper | |
2012 | Real-time forecasting with a mixed-frequency VAR In: Working Papers. [Full Text][Citation analysis] | paper | 174 |
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2015 | Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | article | |
2012 | Forecasting the Great Recession: DSGE vs. Blue Chip In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
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2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | Estimation and evaluation of DSGE models: progress and challenges In: Working Papers. [Full Text][Citation analysis] | paper | 56 |
2011 | Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2013 | Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers. [Full Text][Citation analysis] | paper | 58 |
2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 85 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2013 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2018 | Identifying Long?Run Risks: A Bayesian Mixed?Frequency Approach.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
2013 | Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers. [Full Text][Citation analysis] | paper | 62 |
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2016 | Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2016) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2020 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
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2005 | A Bayesian Look at New Open Economy Macroeconomics In: Economics Working Paper Archive. [Full Text][Citation analysis] | paper | 404 |
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2008 | Comment on How Structural Are Structural Parameters? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
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2012 | EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter. [Full Text][Citation analysis] | article | 1 |
2004 | A DSGE-VAR for the Euro Area In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2004 | A DSGE-VAR for the Euro Area.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers. [Citation analysis] | paper | 4 |
2010 | Financial Frictions, Aggregation, and the Lucas Critique In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 0 |
2003 | Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 2 |
2007 | Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews. [Full Text][Citation analysis] | article | 648 |
2014 | INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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