41
H index
60
i10 index
8916
Citations
Frank Schorfheide : Citation Profile
University of Pennsylvania | RESEARCH PRODUCTION: 60 Articles 143 Papers 1 Books 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
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:
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Main data
Where Frank Schorfheide has published?
Recent works citing Frank Schorfheide (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 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 | |
| 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 | |
| 2023 | Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison. (2023). Di Bartolomeo, Giovanni ; Serpieri, Carolina. In: Working Papers. RePEc:ant:wpaper:2023004. 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 | |
| 2023 | Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244. Full description at Econpapers || Download paper | |
| 2023 | General equilibrium model with the entrepreneurial sector for the Russian economy. (2023). Polbin, Andrey V ; Martyanova, Elizaveta V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:9:y:2023:i:2:p:109-133. Full description at Econpapers || Download paper | |
| 2023 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper | |
| 2023 | 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 | |
| 2023 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. 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 | |
| 2023 | 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 2022 | Can an AI agent hit a moving target?. (2021). , Shi. In: Papers. RePEc:arx:papers:2110.02474. 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | 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 | |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
| 2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
| 2023 | Online Learning in a Creator Economy. (2023). Jordan, Michael I ; Jiao, Jiantao ; Karimireddy, Sai Praneeth ; Zhu, Banghua. In: Papers. RePEc:arx:papers:2305.11381. Full description at Econpapers || Download paper | |
| 2023 | A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Sarpietro, Silvia ; Lee, Sokbae ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596. Full description at Econpapers || Download paper | |
| 2023 | Amortized neural networks for agent-based model forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis. In: Papers. RePEc:arx:papers:2308.05753. Full description at Econpapers || Download paper | |
| 2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
| 2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. 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 | . Full description at Econpapers || Download paper | |
| 2022 | Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2022). Zanetti, Francesco ; Mavroeidis, Sophocles ; Li, Shangshang ; Ikeda, Daisuke. In: BCAM Working Papers. RePEc:bbk:bbkcam:2205. 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 | |
| 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 | |
| 2023 | Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model. (2023). Jorge, Marcos ; Gomes, Leonardo Sousa ; Kornelius, Alexandre ; Araujo, Eurilton ; Fasolo, Angelo Marsiglia. In: Working Papers Series. RePEc:bcb:wpaper:578. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
| 2022 | How well do DSGE models with real estate and collateral constraints fit the data?. (2022). , Olivierpierrard ; Pierrard, Olivier ; Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp168. Full description at Econpapers || Download paper | |
| 2023 | Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Moura, Alban ; Sanchez, Pablo Garcia. In: BCL working papers. RePEc:bcl:bclwop:bclwp171. Full description at Econpapers || Download paper | |
| 2023 | Environmental Subsidies to Mitigate Net-Zero Transition Costs. (2023). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:910. 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 | |
| 2023 | The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118. 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 | |
| 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 | |
| 2023 | Learning by doing, organizational forgetting, and the business cycle. (2023). Bongers, Anelí. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:141-150. 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 | |
| 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 | |
| 2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. 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 | |
| 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 | |
| 2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. 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 | |
| 2023 | Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330. Full description at Econpapers || Download paper | |
| 2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
| 2023 | The impact of macroprudential policies on the transmission of shocks across financially integrated countries. (2023). Intungane, Doriane. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:249-273. Full description at Econpapers || Download paper | |
| 2023 | Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651. Full description at Econpapers || Download paper | |
| 2022 | Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2022_4. Full description at Econpapers || Download paper | |
| 2022 | Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5. Full description at Econpapers || Download paper | |
| 2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
| 2022 | House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0969. Full description at Econpapers || Download paper | |
| 2022 | The US–China phase one trade deal : An economic analysis of the managed trade agreement. (2022). Funke, Michael ; Wende, Adrian. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2022_001. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Frank Schorfheide:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | On the Use of Holdout Samples for Model Selection In: American Economic Review. [Full Text][Citation analysis] | article | 13 |
| 2002 | Learning-by-Doing as a Propagation Mechanism In: American Economic Review. [Full Text][Citation analysis] | article | 157 |
| 2002 | Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2002 | Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2004 | Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review. [Full Text][Citation analysis] | article | 937 |
| 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: 937 | 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 | 96 |
| 2005 | Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | 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: 96 | paper | |
| 2008 | Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
| 2005 | Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | 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: 96 | paper | |
| 2011 | Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 83 |
| 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: 83 | 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: 83 | paper | |
| 2015 | Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 240 |
| 2013 | Inflation in the Great Recession and New Keynesian models.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | paper | |
| 2014 | Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | paper | |
| 2014 | Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 240 | paper | |
| 2017 | Forecasting with Dynamic Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2018 | Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2016 | Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
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| 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: 96 | article | |
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| 2009 | Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
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| 2010 | Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
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| 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 | 3 |
| 2007 | Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews. [Full Text][Citation analysis] | article | 676 |
| 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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