Frank Schorfheide : Citation Profile

University of Pennsylvania

41

H index

62

i10 index

9674

Citations

RESEARCH PRODUCTION:

63

Articles

153

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 386
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 388.    Total self citations: 137 (1.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc19
   Updated: 2025-11-08    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Villalvazo, Sergio (11)

Aruoba, S. Boragan (11)

Cuba-Borda, Pablo (8)

Liu, Laura (5)

Song, Dongho (4)

Del Negro, Marco (3)

Herbst, Edward (3)

Sarfati, Reca (2)

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

Is cited by:

Paccagnini, Alessia (117)

Canova, Fabio (109)

Bianchi, Francesco (102)

Castelnuovo, Efrem (98)

Sahuc, Jean-Guillaume (95)

Hirose, Yasuo (93)

Melosi, Leonardo (91)

Matthes, Christian (85)

Haque, Qazi (80)

GUPTA, RANGAN (80)

Theodoridis, Konstantinos (79)

Cites to:

Wouters, Raf (103)

Smets, Frank (101)

Del Negro, Marco (80)

Christiano, Lawrence (64)

Eichenbaum, Martin (59)

Sims, Christopher (56)

Diebold, Francis (45)

Rubio-Ramirez, Juan F (42)

Fernandez-Villaverde, Jesus (37)

Chang, Yongsung (35)

Watson, Mark (34)

Main data

Where Frank Schorfheide has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc36
Working Papers / Federal Reserve Bank of Philadelphia17
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
Papers / arXiv.org8
Staff Reports / Federal Reserve Bank of New York7
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta6
Liberty Street Economics / Federal Reserve Bank of New York5
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Computing in Economics and Finance 2002 / Society for Computational Economics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
2008 Meeting Papers / Society for Economic Dynamics2
Macroeconomics / University Library of Munich, Germany2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Working Paper Series / European Central Bank2

Recent works citing Frank Schorfheide (2025 and 2024)

YearTitle of citing document
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

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2025Climate-driven monetary policy: a new Keynesian DSGE analysis for Ghana. (2025). Boris, Kounagb Odilon ; Gbegnon, Komlan Olakossan ; Pilo, Mikmina. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:3(644):p:203-216.

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2024Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation. (2024). Dacuycuy, Lawrence ; Aldaba, Fernando. In: Department of Economics, Ateneo de Manila University, Working Paper Series. RePEc:agy:dpaper:202405.

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2024The Fiscal Arithmetic of a Slowdown in Trend Growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: Working Papers. RePEc:aoz:wpaper:308.

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2024Frequentist properties of Bayesian inequality tests. (2024). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2024Standard Errors for Calibrated Parameters. (2024). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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

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2024Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2025A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Lee, Sokbae (Simon) ; Sarpietro, Silvia ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

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

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Theory coherent shrinkage of Time-Varying Parameters in VARs. (2024). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858.

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

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2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. (2024). Tiozzo Pezzoli, Luca ; Pfarrhofer, Michael ; onorante, luca ; Huber, Florian ; Hirschbühl, Dominik ; Barbaglia, Luca ; Hauzenberger, Niko ; Frattarolo, Lorenzo ; Hirschbuehl, Dominik. In: Papers. RePEc:arx:papers:2401.10054.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2025ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents. (2024). Balch, Tucker ; Vyetrenko, Svitlana ; Tavallali, Peyman ; Dwarakanath, Kshama. In: Papers. RePEc:arx:papers:2402.09563.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2025Learning Macroeconomic Policies based on Microfoundations: A Stackelberg Mean Field Game Approach. (2024). Zhao, Zhiyu ; Song, Yan ; Xia, Siyu ; Mi, Qirui ; Wang, Jun ; Zhang, Haifeng. In: Papers. RePEc:arx:papers:2403.12093.

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2025Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2025). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach. (2024). Liang, Ying ; Ye, Yanyi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2405.12180.

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2024Machine Learning for Economic Forecasting: An Application to Chinas GDP Growth. (2024). Xu, Yan ; Yang, Yanqing ; Ge, Jinfeng. In: Papers. RePEc:arx:papers:2407.03595.

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2024Empirical Equilibria in Agent-based Economic systems with Learning agents. (2024). Balch, Tucker ; Vyetrenko, Svitlana ; Dwarakanath, Kshama. In: Papers. RePEc:arx:papers:2408.12038.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2024Counterfactual Analysis in Empirical Games. (2024). Kline, Brendan ; Tamer, Elie. In: Papers. RePEc:arx:papers:2410.12731.

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2024Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

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2025Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly. (2025). Plagborg-Moller, Mikkel ; Koles, Michal. In: Papers. RePEc:arx:papers:2411.10415.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655.

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2025Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Endogenous Persistence at the Effective Lower Bound. (2025). Zhongxi, Zheng ; Roulleau-Pasdeloup, Jordan ; Chunbing, Cai. In: Papers. RePEc:arx:papers:2501.06473.

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2025The Pseudo-Dimension of Contracts. (2025). Soumalias, Ermis ; Ponitka, Tomasz ; Feldman, Michal ; Duetting, Paul. In: Papers. RePEc:arx:papers:2501.14474.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472.

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2025Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929.

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2025Job insecurity and equilibrium determinacy in a rational expectations, New Keynesian model with asymmetric information. A theoretical analysis. (2025). Vota, Luca ; Errichiello, Luisa. In: Papers. RePEc:arx:papers:2510.11125.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024Inference for regression with variables generated from unstructured data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy M ; Battaglia, Laura. In: CeMMAP working papers. RePEc:azt:cemmap:10/24.

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2025Plausible GMM: a quasi-bayesian approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian. In: CeMMAP working papers. RePEc:azt:cemmap:14/25.

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2024Policy choice in time series by empirical welfare maximization. (2024). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:azt:cemmap:27/24.

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2025Time-Varying Inflation Target and Unbiased Taylor Rule Estimation. (2025). Haque, Qazi ; Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-01.

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2025What Drives Low and Stable Inflation?. (2025). Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-02.

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2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

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2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2024Parallel Tempering for DSGE Estimation. (2024). Brault, Joshua. In: Staff Working Papers. RePEc:bca:bocawp:24-13.

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2024From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy. (2024). Violante, Giovanni ; Alves, Felipe. In: Staff Working Papers. RePEc:bca:bocawp:24-39.

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2024A General Equilibrium Approach to Carbon Permit Banking.. (2024). Vermandel, Gauthier ; Sahuc, Jean-Guillaume ; Dubois, Loick. In: Single Market Economics Papers. RePEc:bda:wpsmep:wp2024/20.

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2024The recent weakness in the German manufacturing sector. (2024). Flaccadoro, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_902_24.

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2024Monetary policy under natural disaster shocks. (2024). Papageorgiou, Chris ; Melina, Giovanni ; Fatouros, Nikos ; Cantelmo, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1443_24.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2025Business loan characteristics and inflation shocks transmission in the euro area. (2025). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1477_25.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024The Risk of Inflation Dispersion in the Euro Area. (2024). Lhuissier, Stéphane ; Tripier, Fabien ; Ortmans, Aymeric. In: Working papers. RePEc:bfr:banfra:954.

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2024A General Equilibrium Approach to Carbon Permit Banking. (2024). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: Working papers. RePEc:bfr:banfra:971.

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2024A Unified Approach to Determinacy Conditions with Regime Switching. (2024). Barthélemy, Jean ; Marx, Magali ; Cho, Seonghoon ; Barthaelemy, Jean. In: Working papers. RePEc:bfr:banfra:972.

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2024The New Keynesian Climate Model. (2024). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: Working papers. RePEc:bfr:banfra:977.

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2025Monetary policy transmission in Mexico: an overview and banking channels insights using granular data. (2025). de Mexico, Banco. In: BIS Papers chapters. RePEc:bis:bisbpc:157-14.

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2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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2024The impact of COVID‐19 pandemic on the Thai economy and the effectiveness of monetary policy: A Bayesian DSGE model approach. (2024). Sarntisart, Saran ; Dunyo, Samuel Kwesi. In: Asian Economic Journal. RePEc:bla:asiaec:v:38:y:2024:i:1:p:3-34.

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2024Do central banks respond to house price movements? A Bayesian DSGE approach. (2024). Li, Longcan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:99-114.

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2024Inflation targeting, output stabilization, and real indeterminacy in monetary models with an interest rate rule. (2024). Platonov, Konstantin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1467-1493.

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2024Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024A tale of two taxes: State‐dependency of tax policy. (2024). Ulubasoglu, Mehmet ; Tang, Xueli ; Omay, Tolga ; Gahramanov, Emin ; Arin, Kerim. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:1-27.

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2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Matthes, Christian ; Chang, Yoosoon ; Gmez-Rodrguez, Fabio. In: Working Papers. RePEc:bny:wpaper:0128.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

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2025SPEAKING OF INFLATION: THE INFLUENCE OF FED SPEECHES ON EXPECTATIONS. (2025). Melosi, Leonardo ; Larsen, Vegard H ; Meggiorini, Greta ; Granziera, Eleonora. In: Working Papers. RePEc:bny:wpaper:0142.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2024The role of central bank digital currency in an increasingly digital economy. (2024). Hemingway, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:1101.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.09.

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2025Interest Rate Pass-through by U.S. Banks: Macro Implications of Bank Competition. (2025). Nakayama, Koki ; Takano, Yutaro ; Ishikuro, Yuto ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e09.

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2025When Does Household Heterogeneity Matter for Aggregate Fluctuations?. (2025). Gong, Zheng. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_624v2.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2024Fiscal stimuli: Monetary versus Fiscal Financing. (2024). Lorusso, Marco ; Ravazzolo, Francesco ; Udroiu, Claudia. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps105.

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2025Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy. (2025). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps111.

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

Works by Frank Schorfheide:

YearTitleTypeCited
2012On the Use of Holdout Samples for Model Selection In: American Economic Review.
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2002Learning-by-Doing as a Propagation Mechanism In: American Economic Review.
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2002Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers.
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2002Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics.
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2004Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review.
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2003Testing for Indeterminacy:An Application to U.S. Monetary Policy.(2003) In: Economics Working Paper Archive.
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This paper has nother version. Agregated cites: 981		paper
2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply In: American Economic Review.
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2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper.
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2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
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2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
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2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
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2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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2013Inflation in the Great Recession and New Keynesian models.(2013) In: Staff Reports.
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2014Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers.
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2014Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers.
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2017Forecasting with Dynamic Panel Data Models In: Papers.
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2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
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2018Inference for VARs Identified with Sign Restrictions In: Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers.
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2011Inference for VARs identified with sign restrictions.(2011) In: Working Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: NBER Working Papers.
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2018Inference for VARs identified with sign restrictions.(2018) In: Quantitative Economics.
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2020Robust Forecasting In: Papers.
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2020Robust Forecasting.(2020) In: PIER Working Paper Archive.
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2022Forecasting with a Panel Tobit Model In: Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: CAEPR Working Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
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2023Forecasting with a panel Tobit model.(2023) In: Quantitative Economics.
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2022Sequential Monte Carlo With Model Tempering In: Papers.
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2024Sequential Monte Carlo with model tempering.(2024) In: Studies in Nonlinear Dynamics & Econometrics.
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2025Optimal Decision Rules when Payoffs are Partially Identified In: Papers.
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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity In: Papers.
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2023Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity.(2023) In: PIER Working Paper Archive.
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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs In: Papers.
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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs.(2025) In: NBER Working Papers.
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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs.(2025) In: PIER Working Paper Archive.
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2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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2007Rejoinder In: Journal of Business & Economic Statistics.
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2013LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association.
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2011Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2011) In: RCER Working Papers.
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2012Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2012) In: Working papers.
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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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2009Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile In: Central Banking, Analysis, and Economic Policies Book Series.
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2008Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile.(2008) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 33		paper
2008Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile.(2008) In: Staff Reports.
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2015Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers.
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2016Solution and Estimation Methods for DSGE Models.(2016) In: Handbook of Macroeconomics.
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2016Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers.
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2015Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive.
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2020Panel Forecasts of Country-Level Covid-19 Infectionsliu In: CEPR Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
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2022SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics.
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2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
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2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
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2005On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series.
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2004On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper.
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2005Bayesian Analysis of DSGE Models In: CEPR Discussion Papers.
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2006Bayesian analysis of DSGE models.(2006) In: Working Papers.
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2007Bayesian Analysis of DSGE Models.(2007) In: Econometric Reviews.
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2005Non-stationary Hours in a DSGE Model In: CEPR Discussion Papers.
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2006Non-stationary hours in a DSGE model.(2006) In: Working Papers.
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2007Non-stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
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2007Non‐stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers.
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2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
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2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics.
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2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
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2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
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2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers.
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2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers.
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This paper has nother version. Agregated cites: 276		paper
2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers.
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2009Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report.
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2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers.
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2000FORECASTING ECONOMIC TIME SERIES In: Econometric Theory.
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2002MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory.
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2003FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 In: Econometric Theory.
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2021Heterogeneity and Aggregate Fluctuations In: Cowles Foundation Discussion Papers.
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2024Heterogeneity and Aggregate Fluctuations.(2024) In: Journal of Political Economy.
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2014To Hold Out or Not to Hold Out In: Working Papers.
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2016To hold out or not to hold out.(2016) In: Research in Economics.
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2013To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers.
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2013To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers.
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2013A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive.
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2012Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica.
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2009Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers.
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2004Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings.
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2000Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers.
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2000Persistence In: Econometric Society World Congress 2000 Contributed Papers.
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2003Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control.
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2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
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2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
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2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
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2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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2012DSGE model-based forecasting.(2012) In: Staff Reports.
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2005VAR forecasting under misspecification In: Journal of Econometrics.
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2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
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2009Estimation with overidentifying inequality moment conditions In: Journal of Econometrics.
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2012Evaluating DSGE model forecasts of comovements In: Journal of Econometrics.
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2012Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series.
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2011Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers.
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2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
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2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
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2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
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2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
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2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
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2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers.
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2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
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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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2019Tempered particle filtering In: Journal of Econometrics.
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2016Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series.
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2017Tempered Particle Filtering.(2017) In: NBER Working Papers.
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2016Tempered Particle Filtering.(2016) In: PIER Working Paper Archive.
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2020Panel Forecasts of Country-Level Covid-19 Infections.(2020) In: NBER Working Papers.
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2010DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting.
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2008DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers.
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2009DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers.
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2003Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics.
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2002Labor-Supply Shifts and Economic Fluctuations.(2002) In: Macroeconomics.
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2007Do central banks respond to exchange rate movements? A structural investigation In: Journal of Monetary Economics.
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2003Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation.(2003) In: Economics Working Paper Archive.
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2008Comment on: Monetary policy under uncertainty in an estimated model with labor market frictions by Luca Sala, Ulf Söderström, and Antonella Trigari In: Journal of Monetary Economics.
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2003Take your model bowling: forecasting with general equilibrium models In: Economic Review.
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2006How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review.
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2005Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association.
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2004Future prices as risk-adjusted forecasts of monetary policy; comments In: Proceedings.
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2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
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2012Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers.
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2013Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers.
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2014SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics.
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2020Online Estimation of DSGE Models In: Finance and Economics Discussion Series.
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2019Online Estimation of DSGE Models.(2019) In: Liberty Street Economics.
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2019Online Estimation of DSGE Models.(2019) In: Staff Reports.
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2020Online Estimation of DSGE Models.(2020) In: NBER Working Papers.
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2021Online estimation of DSGE models.(2021) In: The Econometrics Journal.
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This paper has nother version. Agregated cites: 10		article
2019Online Estimation of DSGE Models.(2019) In: PIER Working Paper Archive.
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2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
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2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers.
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2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: The Review of Economic Studies.
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2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive.
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2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
[Full Text][Citation analysis]		paper228
2013Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers.
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2015Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics.
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2012Forecasting the Great Recession: DSGE vs. Blue Chip In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Why Didn’t Inflation Collapse in the Great Recession? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Combining Models for Forecasting and Policy Analysis In: Liberty Street Economics.
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2015Choosing the Right Policy in Real Time (Why That’s Not Easy) In: Liberty Street Economics.
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2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
[Full Text][Citation analysis]		paper11
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
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2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
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2011Estimation and evaluation of DSGE models: progress and challenges In: Working Papers.
[Full Text][Citation analysis]		paper56
2011Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers.
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2013Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers.
[Full Text][Citation analysis]		paper72
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
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2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
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2018Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach.(2018) In: Econometrica.
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2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
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2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
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2016Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2016) In: The Review of Economic Studies.
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2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers.
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2024Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2024) In: International Journal of Central Banking.
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2021Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 71		paper
2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2020) In: PIER Working Paper Archive.
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2008DSGE model-based estimation of the New Keynesian Phillips curve In: Economic Quarterly.
[Full Text][Citation analysis]		article48
2000Loss function-based evaluation of DSGE models In: Journal of Applied Econometrics.
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2002Computing Sunspots in Linear Rational Expectations Models In: Economics Working Paper Archive.
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2002Computing Sunspots in Linear Rational Expectations Models.(2002) In: Computing in Economics and Finance 2002.
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2005A Bayesian Look at New Open Economy Macroeconomics In: Economics Working Paper Archive.
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2006A Bayesian Look at New Open Economy Macroeconomics.(2006) In: NBER Chapters.
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2008Comment on How Structural Are Structural Parameters? In: NBER Chapters.
[Full Text][Citation analysis]		chapter3
2024On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity In: NBER Working Papers.
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2024On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity.(2024) In: PIER Working Paper Archive.
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2025Uncertainty in Empirical Economics In: NBER Working Papers.
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2025Optimal Estimation of Two-Way Effects under Limited Mobility In: NBER Working Papers.
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2023Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper1
2016DSGE Modeling In: Introductory Chapters.
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2016Bayesian Estimation of DSGE Models In: Economics Books.
[Citation analysis]		book159
2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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2012EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter.
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2004A DSGE-VAR for the Euro Area In: 2004 Meeting Papers.
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2004A DSGE-VAR for the Euro Area.(2004) In: Computing in Economics and Finance 2004.
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2008Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers.
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2008Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers.
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2010Financial Frictions, Aggregation, and the Lucas Critique In: 2010 Meeting Papers.
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2002Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002.
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2003Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach In: Computing in Economics and Finance 2003.
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2007Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews.
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2014INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics.
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