Frank Schorfheide : Citation Profile

University of Pennsylvania

40

H index

61

i10 index

9409

Citations

RESEARCH PRODUCTION:

60

Articles

149

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 376
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 259.    Total self citations: 136 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc19
   Updated: 2025-03-22    RAS profile: 2024-02-29    
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Relations with other researchers

Works with:

Villalvazo, Sergio (11)

Aruoba, S. Boragan (11)

Cuba-Borda, Pablo (8)

Liu, Laura (5)

Del Negro, Marco (3)

Song, Dongho (3)

Herbst, Edward (2)

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 (101)

Castelnuovo, Efrem (98)

Hirose, Yasuo (91)

Melosi, Leonardo (91)

Sahuc, Jean-Guillaume (87)

Matthes, Christian (85)

GUPTA, RANGAN (80)

Theodoridis, Konstantinos (79)

Haque, Qazi (76)

Cites to:

Wouters, Raf (102)

Smets, Frank (100)

Del Negro, Marco (78)

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 (33)

Main data

Production by document typepaperarticlechapterbook2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 40Most cited documents12345678910111213141516171819202122232425262728293031323334353637383940414205001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030204060h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Economic Review2
Econometric Reviews2
American Economic Journal: Macroeconomics2
The Review of Economic Studies2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Econometrica2
Quantitative Economics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc34
Working Papers / Federal Reserve Bank of Philadelphia17
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
Papers / arXiv.org7
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
Working Paper Series / European Central Bank2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
Macroeconomics / University Library of Munich, Germany2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
2008 Meeting Papers / Society for Economic Dynamics2

Recent works citing Frank Schorfheide (2025 and 2024)

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

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2024Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2024Standard Errors for Calibrated Parameters. (2021). 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. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2024The Local to Unity Dynamic Tobit Model. (2022). 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. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Theory coherent shrinkage of Time-Varying Parameters in VARs. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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

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2024Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2024). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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

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2024Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly. (2024). 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 ; Tornese, Tommaso ; Huber, Florian. In: Papers. RePEc:arx:papers:2411.12655.

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2024Fitting 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). Grassi, Stefano ; Giancaterini, Francesco ; Cubadda, Gianluca. 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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2024.

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2025.

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2025.

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2025.

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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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2024.

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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 ; Fatouros, Nikos ; Melina, Giovanni ; 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). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. 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). Granados, Camilo ; Parra-Amado, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024.

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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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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Chen, Hui ; Kogan, Leonid. 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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2024.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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

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2024Risky Business Cycles. (2021). 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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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). 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). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2025The Short Lags of Monetary Policy. (2025). Rodraiguez, J V ; Ortiz, A ; Moura, A S ; Hansen, S ; Duarte, J B ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025.

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2024Simple mandates, monetary rules, and trend-inflation. (2024). Levine, Paul ; Pham, Son T ; Dek, Szabolcs. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:28:y:2024:i:4:p:757-790_1.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2025The New Keynesian Climate Model. (2025). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-1.

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2025A General Equilibrium Approach to Carbon Permit Banking. (2025). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-5.

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2024Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781.

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2024Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024The productivity puzzle and the decline of unions. (2024). Mitra, Aruni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002129.

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2024Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator. (2024). Pascal, Julien. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000459.

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2024Odyssean forward guidance in normal times. (2024). Maliar, Lilia ; Taylor, John B. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000691.

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2024The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192.

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2024Frictionless house-price momentum. (2024). Moura, Alban ; Fve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001921.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Misspecified expectations in an open economy. (2024). Yilmaz, Yusuf Omur ; Ieki, Cumhur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:65-85.

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2024The paradox of fossil fuel subsidies. (2024). Ginn, William. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:333-358.

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2024Habit formation and the government spending multiplier. (2024). Aloui, Rym. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000105.

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2024Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

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

Works by Frank Schorfheide:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012On the Use of Holdout Samples for Model Selection In: American Economic Review.
[Full Text][Citation analysis]		article16
2002Learning-by-Doing as a Propagation Mechanism In: American Economic Review.
[Full Text][Citation analysis]		article164
2002Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 164		paper
2002Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics.
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This paper has nother version. Agregated cites: 164		paper
2004Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review.
[Full Text][Citation analysis]		article965
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: 965		paper
2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply In: American Economic Review.
[Full Text][Citation analysis]		article13
2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
[Full Text][Citation analysis]		article100
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.
[Full Text][Citation analysis]		article87
2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 87		paper
2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 87		paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article266
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.
[Citation analysis]
This paper has nother version. Agregated cites: 266		paper
2017Forecasting with Dynamic Panel Data Models In: Papers.
[Full Text][Citation analysis]		paper28
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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This paper has nother version. Agregated cites: 28		article
2018Inference for VARs Identified with Sign Restrictions In: Papers.
[Full Text][Citation analysis]		paper100
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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2023Optimal Decision Rules when Payoffs are Partially Identified In: Papers.
[Full Text][Citation analysis]		paper1
2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity In: Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity.(2023) In: PIER Working Paper Archive.
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2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article386
2007Rejoinder In: Journal of Business & Economic Statistics.
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2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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2012Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series.
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2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
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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: 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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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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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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2012Methods versus substance: Measuring the effects of technology shocks In: Journal of Monetary Economics.
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2005Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association.
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2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
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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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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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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.
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2014Why Didn’t Inflation Collapse in the Great Recession? In: Liberty Street Economics.
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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.
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2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
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2011Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers.
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2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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2018Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach.(2018) In: Econometrica.
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2002Computing Sunspots in Linear Rational Expectations Models.(2002) In: Computing in Economics and Finance 2002.
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2006A Bayesian Look at New Open Economy Macroeconomics.(2006) In: NBER Chapters.
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2012EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter.
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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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