Minchul Shin : Citation Profile

Are you Minchul Shin?

Federal Reserve Bank of Philadelphia

7

H index

7

i10 index

299

Citations

RESEARCH PRODUCTION:

11

Articles

32

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 33
   Journals where Minchul Shin has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 9 (2.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh947
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Diebold, Francis (13)

Simoni, Anna (5)

Fernandez-Villaverde, Jesus (5)

ZHANG, BOYUAN (5)

Zhong, Molin (4)

Schorfheide, Frank (4)

Rubio-Ramirez, Juan F (3)

Tan, Fei (2)

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

Is cited by:

Clark, Todd (10)

Wasmer, Etienne (8)

Schorfheide, Frank (8)

Trannoy, Alain (8)

Carriero, Andrea (8)

Duranton, Gilles (7)

Gobillon, Laurent (7)

Combes, Pierre-Philippe (7)

Marcellino, Massimiliano (7)

Galvão, Ana (6)

Bonnet, Odran (6)

Cites to:

Diebold, Francis (31)

Zha, Tao (21)

Pesaran, Mohammad (16)

Schorfheide, Frank (15)

Clark, Todd (13)

Giannone, Domenico (13)

Primiceri, Giorgio (12)

Watson, Mark (11)

Leeper, Eric (10)

Sims, Christopher (10)

Mitman, Kurt (9)

Main data

Where Minchul Shin has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia8
NBER Working Papers / National Bureau of Economic Research, Inc5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Papers / arXiv.org2
Post-Print / HAL2

Recent works citing Minchul Shin (2022 and 2021)

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

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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

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2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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

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

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

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2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

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2022Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

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2021Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225.

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2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

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2022Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications. (2022). Li, Feng ; Petropoulos, Fotios ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2204.08283.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438.

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2022Large 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.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2022Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2022Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154.

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

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2022Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models. (2022). Younker, James. In: Discussion Papers. RePEc:bca:bocadp:22-19.

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2022CANVAS: 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.

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2023.

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

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

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2022Dynamic 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.

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2021EURQ: 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.

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2023Machine 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.

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2022Anomalies 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.

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2022Bayesian 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.

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2022Bayesian 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.

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2021Bayesian 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.

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2022Long?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.

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2022.

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2023Where 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.

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2022On 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.

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

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

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2021The 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.

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2021Land 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.

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

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2021Combining 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.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613.

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2022Solar 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.

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2023The 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.

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2021Overall 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.

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2023Macroeconomic 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.

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2021Origins 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.

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2022Estimating 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.

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2022Fast 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.

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2023Improving 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.

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

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

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2021Using 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.

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2022Constrained 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.

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2022Asymptotically 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.

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2022Probability 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.

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2023Economic 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.

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

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2022New 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.

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2023Forecasting 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.

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2022Natural 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.

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2022A 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.

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

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

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2022Optimal 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.

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2022Forecasting: 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
2023Forecasting 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.

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2023An 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.

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2023Empirically-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.

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

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2022Flattening 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.

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2022Land 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.

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

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2022Out-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.

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2021Financial 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.

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2022Forecasting 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.

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2021The 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.

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2023JUE 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.

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

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2021Government 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.

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

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2021Fair-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.

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2023Are 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.

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2022Semiparametric 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.

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2022Exploring 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.

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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757.

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

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

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2021Das House Kapital. (2021). Larin, Benjamin ; Grossmann, Volker ; Steger, Thomas M. In: FSES Working Papers. RePEc:fri:fribow:fribow00523.

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

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2023Macroeconomic 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.

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2022Can 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.

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2023The 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.

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2021Determining 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.

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2021.

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

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

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2022Quantum 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.

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2023DSGE-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.

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2022Japan-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.

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2023Are 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.

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

Works by Minchul Shin:

YearTitleTypeCited
2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers.
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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2021) In: Working Papers.
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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2022) In: NBER Working Papers.
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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive.
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2021Bayesian Estimation and Comparison of Conditional Moment Models In: Papers.
[Full Text][Citation analysis]		paper3
2019Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers.
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2022Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print.
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This paper has another version. Agregated cites: 3		paper
2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article12
2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 12		paper
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 5		paper
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 5		paper
2016Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Assessing point forecast accuracy by stochastic loss distance In: Economics Letters.
[Full Text][Citation analysis]		article5
2018Measuring international uncertainty: The case of Korea In: Economics Letters.
[Full Text][Citation analysis]		article20
2017Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 20		paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 48		paper
2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 48		paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 48		paper
2017Does realized volatility help bond yield density prediction? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2015Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 3		paper
2013Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 3		paper
2019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting.
[Full Text][Citation analysis]		article55
2018Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 55		paper
2018Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives.(2018) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 55		paper
2016A New Approach to Identifying the Real Effects of Uncertainty Shocks In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper36
2020A New Approach to Identifying the Real Effects of Uncertainty Shocks.(2020) In: Journal of Business & Economic Statistics.
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2020Tracking U.S. Real GDP Growth During the Pandemic In: Economic Insights.
[Full Text][Citation analysis]		article0
2020Probability Forecast Combination via Entropy Regularized Wasserstein Distance In: Working Papers.
[Full Text][Citation analysis]		paper0
2020High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction? In: Working Papers.
[Full Text][Citation analysis]		paper0
2021DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors In: Working Papers.
[Citation analysis]		paper3
2020Measuring disagreement in probabilistic and density forecasts In: Working Papers.
[Citation analysis]		paper0
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-O?s In: Working Papers.
[Full Text][Citation analysis]		paper3
2021Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models In: Working Papers.
[Full Text][Citation analysis]		paper2
2018Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print.
[Citation analysis]		paper16
2018Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 16		article
2016Assessing Point Forecast Accuracy by Stochastic Error Distance In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2014Assessing Point Forecast Accuracy by Stochastic Error Distance.(2014) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 6		paper
2017Assessing point forecast accuracy by stochastic error distance.(2017) In: Econometric Reviews.
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This paper has another version. Agregated cites: 6		article
2021The Causal E?ects of Lockdown Policies on Health and Macroeconomic Outcomes In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2017Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper5
2018Metropolitan Land Values In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article73

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