Minchul Shin : Citation Profile


Are you Minchul Shin?

Federal Reserve Bank of Philadelphia

6

H index

5

i10 index

182

Citations

RESEARCH PRODUCTION:

11

Articles

29

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 22
   Journals where Minchul Shin has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 6 (3.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh947
   Updated: 2021-11-28    RAS profile: 2021-06-07    
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Relations with other researchers


Works with:

Diebold, Francis (12)

Zhong, Molin (5)

Fernandez-Villaverde, Jesus (5)

Schorfheide, Frank (5)

Simoni, Anna (3)

Tan, Fei (2)

Rubio-Ramirez, Juan F (2)

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

Is cited by:

Gobillon, Laurent (7)

Duranton, Gilles (7)

Combes, Pierre-Philippe (7)

Clark, Todd (7)

Galvão, Ana (6)

GUPTA, RANGAN (5)

Carriero, Andrea (5)

de Groot, Henri (5)

Guner, Nezih (4)

Benchimol, Jonathan (4)

Teulings, C. N. (4)

Cites to:

Diebold, Francis (25)

Clark, Todd (12)

Giannone, Domenico (10)

Zha, Tao (10)

Watson, Mark (9)

Primiceri, Giorgio (8)

Schorfheide, Frank (8)

Giacomini, Raffaella (7)

Timmermann, Allan (7)

Aguirregabiria, Victor (6)

Stock, James (6)

Main data


Where Minchul Shin has published?


Journals with more than one article published# docs
Economics Letters2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia8
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Minchul Shin (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2020Monitoring the Spatial Structure of land values in Lahore Metropolitan area. (2020). Mirza, Ali Iqtedar ; Khalid, Ayesha. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:2:y:2020:i:3:p:80-94.

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2020Monitoring the Spatial Structure of land values in Lahore Metropolitan area. (2020). Mirza, Ali Iqtedar ; Khalid, Ayesha. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:2:y:2020:i:4:p:181-194.

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2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

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2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2020Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006.

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2021Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

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2021Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2020The Prices of Residential Land in German Counties. (2020). Lee, Gabriel ; Braun, Stefanie. In: Working Papers. RePEc:bav:wpaper:194_braunlee.

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2021Agglomeration Spillover Effects in German Land and House Prices at the City and County Levels. (2021). Lee, Gabriel ; Braun, Stefanie. In: Working Papers. RePEc:bav:wpaper:207_braunlee.

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2021Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T. In: Working Papers. RePEc:bde:wpaper:2128.

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2021The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2020Government Spending Multipliers in (Un)certain Times. (2020). Rieth, Malte ; Klein, Mathias ; Fritsche, Jan Philipp. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1901.

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2020Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions. (2020). , Thomas ; Thomas, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300682.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020Creditor protection, shareholder protection and investment efficiency: New evidence. (2020). Tran, Quoc Trung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030067x.

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2021Economic policy uncertainty and cost of debt financing: International evidence. (2021). Tran, Quoc Trung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100053x.

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2021Panel forecasts of country-level Covid-19 infections. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:2-22.

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2020Accounting for land in the United States: Integrating physical land cover, land use, and monetary valuation. (2020). Moulton, Jeremy ; Gindelsky, Marina ; Hass, Julie L ; Boyd, James ; Bagstad, Kenneth J ; Ancona, Zachary H ; Wentland, Scott A. In: Ecosystem Services. RePEc:eee:ecoser:v:46:y:2020:i:c:s2212041620301200.

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2021Probabilistic sensitivity measures as information value. (2021). Plischke, Elmar ; Richmond, Victor ; Hazen, Gordon B ; Borgonovo, Emanuele. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:2:p:595-610.

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2020The macroeconomic impact of oil earnings uncertainty: New evidence from analyst forecasts. (2020). Samaniego, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301729.

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2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

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2020A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2021Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568.

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2021Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions. (2021). Yen, Tso-Jung. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:733-758.

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2021Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

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2021Switching volatility in a nonlinear open economy. (2021). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302436.

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2020Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411.

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2020Stringency of land-use regulation: Building heights in US cities. (2020). Brueckner, Jan ; Singh, Ruchi. In: Journal of Urban Economics. RePEc:eee:juecon:v:116:y:2020:i:c:s0094119020300103.

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2021The price of residential land for counties, ZIP codes, and census tracts in the United States. (2021). Davis, Morris ; Shui, Jessica ; Oliner, Stephen D ; Larson, William D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:413-431.

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2020Stability and sustainability of urban systems under commuting and transportation costs. (2020). Thisse, Jacques ; Ikeda, Kiyohiro ; Takayama, Yuki. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:84:y:2020:i:c:s0166046220300235.

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2021The prices of residential land in German counties. (2021). Lee, Gabriel ; Braun, Stefanie. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:89:y:2021:i:c:s0166046221000363.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202008.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Ivashchenko, Sergey ; Benchimol, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88093.

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2020Financial Conditions and Economic Activity: Insights from Machine Learning. (2020). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-95.

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2020Uncertainty and Growth Disasters. (2020). Ma, Sai ; Jovanovic, Boyan. In: International Finance Discussion Papers. RePEc:fip:fedgif:1279.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2021The Global Transmission of Real Economic Uncertainty. (2021). Ma, Sai ; Londono, Juan M. ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1317.

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2021Macroeconomic and Financial Risks: A Tale of Mean and Volatility. (2021). Zhong, Molin ; Scotti, Chiara ; Caldara, Dario. In: International Finance Discussion Papers. RePEc:fip:fedgif:1326.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1667-:d:340785.

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2021Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques. (2021). Poncela, Pilar ; Poncela-Blanco, Marta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:5:p:1446-:d:512064.

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2021Determining Land Values from Residential Rents. (2021). Weigand, Alois ; Koller, Jan A ; Fuss, Roland ; ROLAND FÜSS, . In: Land. RePEc:gam:jlands:v:10:y:2021:i:4:p:336-:d:524319.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Papers. RePEc:inn:wpaper:2021-05.

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2021Time-Varying Dictionary and the Predictive Power of FED Minutes. (2021). Mohsin, Mohammed ; Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10039-9.

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2020Urban Land: Price Indices, Performance, and Leading Indicators. (2020). Slade, Barrett A ; McIntosh, Will ; Hansen, David J ; Fitzgerald, Mark. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:3:d:10.1007_s11146-019-09696-x.

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2021Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238.

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2020Macroeconomic Uncertainty and Vector Autoregressions. (2020). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:148.

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2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2021Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate. (2021). Van Nieuwerburgh, Stijn ; Peeters, Jonas ; Mittal, Vrinda ; Gupta, Arpit. In: NBER Working Papers. RePEc:nbr:nberwo:28675.

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2020Long-term growth sources for sectors of Russian economy. (2020). Ivashchenko, S. In: Journal of the New Economic Association. RePEc:nea:journl:y:2020:i:48:p:86-112.

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2020Evaluating Probabilistic Population Forecasts. (2020). Keilman, Nico. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2020_520d_4.

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2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

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2020A Streamlined Procedure to Construct a Macroeconomic Uncertainty Index with an Application to the Ecuadorian Economy. (2020). González-Astudillo, Manuel ; Salcedo, Juan Jose ; Gonzalez-Astudillo, Manuel ; Avellan, Guillermo. In: MPRA Paper. RePEc:pra:mprapa:102593.

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2021Heterogeneity, Frictional Assignment And Home-ownership. (2018). Stacey, Derek ; Lloyd-Ellis, Huw ; Head, Allen. In: Working Paper. RePEc:qed:wpaper:1396.

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2021Marginal and average prices of land lots should not be equal: A critique of Glaeser and Gyourko’s method for identifying residential price effects of town planning regulations. (2021). Murray, Cameron K. In: Environment and Planning A. RePEc:sae:envira:v:53:y:2021:i:1:p:191-209.

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2021The role and significance of planning in the determination of house prices in Australia: Recent policy debates. (2021). Gurran, Nicole ; Phibbs, Peter. In: Environment and Planning A. RePEc:sae:envira:v:53:y:2021:i:3:p:457-479.

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2020Corporate cash holdings and financial crisis: new evidence from an emerging market. (2020). Tran, Quoc Trung. In: Eurasian Business Review. RePEc:spr:eurasi:v:10:y:2020:i:2:d:10.1007_s40821-019-00134-9.

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2021.

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2021The option value of vacant land: Dont build when demand for housing is booming. (2021). Teulings, Coen N ; Lange, Rutger-Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210022.

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2020Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146.

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2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33.

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2020Learning from Forecast Errors: A New Approach to Forecast Combination. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202024.

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2021How Important are Land Values in House Price Growth? Evidence from Canadian Cities. (2021). Stewart, Kenneth. In: Department Discussion Papers. RePEc:vic:vicddp:2004.

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2021Synchronisation of policy related uncertainty, financial stress and economic activity in the United States. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Tiwari, Aviral Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6406-6415.

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2021No?arbitrage priors, drifting volatilities, and the term structure of interest rates. (2021). Clark, Todd ; Carriero, Andrea ; Marcellino, Massimiliano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:495-516.

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2021News and Uncertainty Shocks. (2021). Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz ; Cascaldigarcia, Danilo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:4:p:779-811.

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2020Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty. (2020). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:36.

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Works by Minchul Shin:


YearTitleTypeCited
2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers.
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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2021) In: Working Papers.
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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive.
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2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
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2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: NBER Working Papers.
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2016Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers.
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2015Assessing point forecast accuracy by stochastic loss distance In: Economics Letters.
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2018Measuring international uncertainty: The case of Korea In: Economics Letters.
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2017Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
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2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
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2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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2017Does realized volatility help bond yield density prediction? In: International Journal of Forecasting.
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2015Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 2
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2013Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive.
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2019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting.
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2018Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
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