7
H index
7
i10 index
299
Citations
Federal Reserve Bank of Philadelphia | 7 H index 7 i10 index 299 Citations RESEARCH PRODUCTION: 11 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Minchul Shin. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Economics Letters | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Federal Reserve Bank of Philadelphia | 8 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Papers / arXiv.org | 2 |
Post-Print / HAL | 2 |
Year | Title of citing document | |
---|---|---|
2021 | Now- 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. Full description at Econpapers || Download paper | |
2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
2021 | Probability 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. Full description at Econpapers || Download paper | |
2022 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper | |
2021 | Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694. Full description at Econpapers || Download paper | |
2021 | Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801. Full description at Econpapers || Download paper | |
2022 | Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117. Full description at Econpapers || Download paper | |
2021 | Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications. (2022). Li, Feng ; Petropoulos, Fotios ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2204.08283. Full description at Econpapers || Download paper | |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper | |
2022 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. 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 | |
2021 | Agglomeration 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. Full description at Econpapers || Download paper | |
2022 | Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models. (2022). Younker, James. In: Discussion Papers. RePEc:bca:bocadp:22-19. 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 | . Full description at Econpapers || Download paper | |
2021 | Lessons 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. Full description at Econpapers || Download paper | |
2021 | The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11. 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 | |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper | |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper | |
2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
2022 | Bayesian estimation and comparison of conditional moment models. (2022). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:3:p:740-764. Full description at Econpapers || Download paper | |
2022 | Bayesian inference for risk minimization via exponentially tilted empirical likelihood. (2022). Yang, Yun ; Tang, Rong. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:4:p:1257-1286. Full description at Econpapers || Download paper | |
2021 | Bayesian criterion?based variable selection. (2021). Ghosh, Santu ; Basu, Sanjib ; Maity, Arnab Kumar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:835-857. 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 | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Where is the opportunity in opportunity zones?. (2023). van De, Alex ; Langen, Mike ; Sage, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:338-371. Full description at Econpapers || Download paper | |
2022 | On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407. Full description at Econpapers || Download paper | |
2021 | Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper | |
2021 | The Tortoise and the Hare: The Race between Vaccine Rollout and New Covid Variants. (2021). Botev, Jamila ; Guillemette, Yvan ; Egert, Balazs ; Turner, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9151. Full description at Econpapers || Download paper | |
2021 | Land is back, it should be taxed, it can be taxed. (2021). Wasmer, Etienne ; Chapelle, Guillaume ; Bonnet, Odran ; Trannoy, Alain. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15845. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2021 | What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613. Full description at Econpapers || Download paper | |
2022 | Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper | |
2021 | Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, So Jung. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737. Full description at Econpapers || Download paper | |
2023 | Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270. Full description at Econpapers || Download paper | |
2021 | Origins of monetary policy shifts: A New approach to regime switching in DSGE models. (2021). Maih, Junior ; Tan, Fei ; Chang, Yoosoon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001706. Full description at Econpapers || Download paper | |
2022 | Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities. (2022). Fernandez-Villaverde, Jesus ; Jones, Charles I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:140:y:2022:i:c:s0165188922000239. Full description at Econpapers || Download paper | |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093. Full description at Econpapers || Download paper | |
2023 | Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Panel 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. Full description at Econpapers || Download paper | |
2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73. Full description at Econpapers || Download paper | |
2022 | Constrained estimation using penalization and MCMC. (2022). Leung, Michael ; Li, Jessie ; Hong, Han ; Gallant, Ronald A. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:85-106. Full description at Econpapers || Download paper | |
2022 | Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:154-182. Full description at Econpapers || Download paper | |
2022 | Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections. (2022). Rudebusch, Glenn D ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:520-534. Full description at Econpapers || Download paper | |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper | |
2021 | Probabilistic 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. Full description at Econpapers || Download paper | |
2022 | New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172. Full description at Econpapers || Download paper | |
2023 | Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers || Download paper | |
2022 | Natural gas volatility predictability in a data-rich world. (2022). Huang, Dengshi ; Li, Pan ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200179x. Full description at Econpapers || Download paper | |
2022 | A shot for the US economy. (2022). Meier, Martin ; Huber, Florian ; Gachter, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005730. Full description at Econpapers || Download paper | |
2021 | Treating 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. Full description at Econpapers || Download paper | |
2021 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2023 | Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers || Download paper | |
2023 | An accurate and fully-automated ensemble model for weekly time series forecasting. (2023). Montero-Manso, Pablo ; Webb, Geoffrey I ; Bergmeir, Christoph ; Godahewa, Rakshitha. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:641-658. Full description at Econpapers || Download paper | |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2022 | Flattening the curve: Pandemic-Induced revaluation of urban real estate. (2022). van Nieuwerburgh, Stijn ; Peeters, Jonas ; Mittal, Vrinda ; Gupta, Arpit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:594-636. Full description at Econpapers || Download paper | |
2022 | Land valuation using public records and kriging: Implications for land versus property taxation in cities. (2022). Shui, Jessica ; Larson, William D. In: Journal of Housing Economics. RePEc:eee:jhouse:v:58:y:2022:i:pa:s1051137722000432. Full description at Econpapers || Download paper | |
2021 | Switching 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. Full description at Econpapers || Download paper | |
2022 | Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x. Full description at Econpapers || Download paper | |
2021 | Financial distress and fiscal inflation. (2021). Tan, Fei ; Pei, Pei ; Li, Bing. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000549. Full description at Econpapers || Download paper | |
2022 | Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216. Full description at Econpapers || Download paper | |
2021 | The impact of local residential land use restrictions on land values across and within single family housing markets. (2021). Krimmel, Jacob ; Gyourko, Joe. In: Journal of Urban Economics. RePEc:eee:juecon:v:126:y:2021:i:c:s0094119021000565. Full description at Econpapers || Download paper | |
2023 | JUE Insight: COVID-19 and household preference for urban density in China. (2023). Yang, Yanmin ; Pang, Jindong ; Huang, Naqun. In: Journal of Urban Economics. RePEc:eee:juecon:v:133:y:2023:i:c:s009411902200064x. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Government spending multipliers in (un)certain times. (2021). Rieth, Malte ; Klein, Mathias ; Fritsche, Jan Philipp. In: Journal of Public Economics. RePEc:eee:pubeco:v:203:y:2021:i:c:s0047272721001493. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Fair-weather Friends? Sector-specific volatility connectedness and transmission. (2021). Power, Gabriel ; Vedenov, Dmitry ; Liu, Pan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736. Full description at Econpapers || Download paper | |
2023 | Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693. Full description at Econpapers || Download paper | |
2022 | Semiparametric Bayesian doubly robust causal estimation. (2022). McCoy, Emma J ; Graham, Daniel J ; Luo, YU. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117944. Full description at Econpapers || Download paper | |
2022 | Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines. (2022). Tatsuyoshi, Okimoto ; Tomoo, Inoue. In: Discussion papers. RePEc:eti:dpaper:22011. Full description at Econpapers || Download paper | |
2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757. Full description at Econpapers || Download paper | |
2021 | The Global Transmission of Real Economic Uncertainty. (2021). Ma, Sai ; Londono, Juan M. ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1317. Full description at Econpapers || Download paper | |
2021 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2021 | Das House Kapital. (2021). Larin, Benjamin ; Grossmann, Volker ; Steger, Thomas M. In: FSES Working Papers. RePEc:fri:fribow:fribow00523. Full description at Econpapers || Download paper | |
2021 | Improving 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. Full description at Econpapers || Download paper | |
2023 | Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891. Full description at Econpapers || Download paper | |
2022 | Can Groups Improve Expert Economic and Financial Forecasts?. (2022). Burgman, Mark A ; Hanea, Anca M ; Smith, Warwick. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:38-716:d:878584. Full description at Econpapers || Download paper | |
2023 | The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854. Full description at Econpapers || Download paper | |
2021 | Determining Land Values from Residential Rents. (2021). Füss, Roland ; Fuss, Roland ; ROLAND FÜSS, ; Weigand, Alois ; Koller, Jan A. In: Land. RePEc:gam:jlands:v:10:y:2021:i:4:p:336-:d:524319. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2022 | Quantum Computing and Deep Learning Methods for GDP Growth Forecasting. (2022). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10110-z. Full description at Econpapers || Download paper | |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper | |
2022 | Japan-US bilateral commodity-level trade and trade policy-related uncertainty under the COVID-19 pandemic: the nonlinear ARDL model. (2022). Gocer, Ismet ; Ongan, Serdar. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09351-7. Full description at Econpapers || Download paper | |
2023 | Are Estimates of Rapid Growth in Urban Land Values an Artifact of the Land Residual Model?. (2023). Lindenthal, Thies ; Cohen, Jeffrey P ; Clapp, John M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09834-4. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | Bayesian Estimation and Comparison of Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2022 | Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | On the Comparison of Interval Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 12 |
2018 | On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Assessing point forecast accuracy by stochastic loss distance In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2018 | Measuring international uncertainty: The case of Korea In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
2017 | Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 48 |
2016 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2015 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2017 | Does realized volatility help bond yield density prediction? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2015 | Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2019 | Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 55 |
2018 | Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2018 | Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2016 | A New Approach to Identifying the Real Effects of Uncertainty Shocks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 36 |
2020 | A New Approach to Identifying the Real Effects of Uncertainty Shocks.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2020 | Tracking U.S. Real GDP Growth During the Pandemic In: Economic Insights. [Full Text][Citation analysis] | article | 0 |
2020 | Probability Forecast Combination via Entropy Regularized Wasserstein Distance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors In: Working Papers. [Citation analysis] | paper | 3 |
2020 | Measuring disagreement in probabilistic and density forecasts In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-O?s In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print. [Citation analysis] | paper | 16 |
2018 | Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2016 | Assessing Point Forecast Accuracy by Stochastic Error Distance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Assessing Point Forecast Accuracy by Stochastic Error Distance.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Assessing point forecast accuracy by stochastic error distance.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2021 | The Causal E?ects of Lockdown Policies on Health and Macroeconomic Outcomes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
2018 | Metropolitan Land Values In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 73 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team