Frank Schorfheide : Citation Profile

University of Pennsylvania

41

H index

62

i10 index

10043

Citations

RESEARCH PRODUCTION:

63

Articles

157

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 401
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 439.    Total self citations: 137 (1.35 %)

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   Permalink: http://citec.repec.org/psc19
   Updated: 2026-09-05    RAS profile: 2026-07-13    
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Relations with other researchers

Works with:

Aruoba, S. Boragan (6)

Villalvazo, Sergio (6)

Liu, Laura (3)

Cuba-Borda, Pablo (3)

ZHANG, BOYUAN (2)

Song, Dongho (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 (110)

Sahuc, Jean-Guillaume (104)

Bianchi, Francesco (103)

Castelnuovo, Efrem (98)

Hirose, Yasuo (94)

Melosi, Leonardo (91)

Matthes, Christian (87)

Haque, Qazi (84)

GUPTA, RANGAN (80)

Theodoridis, Konstantinos (79)

Cites to:

Wouters, Raf (103)

Smets, Frank (101)

Del Negro, Marco (80)

Christiano, Lawrence (64)

Eichenbaum, Martin (59)

Sims, Christopher (56)

Diebold, Francis (45)

Rubio-Ramirez, Juan F (42)

Fernandez-Villaverde, Jesus (37)

Watson, Mark (35)

Chang, Yongsung (35)

Main data

Where Frank Schorfheide has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc36
Working Papers / Federal Reserve Bank of Philadelphia17
CEPR Discussion Papers / Centre for Economic Policy Research14
Papers / arXiv.org9
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
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Macroeconomics / University Library of Munich, Germany2
Working Paper Series / European Central Bank2
2008 Meeting Papers / Society for Economic Dynamics2
Computing in Economics and Finance 2002 / Society for Computational Economics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Frank Schorfheide (2026 and 2025)

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

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

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2026Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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

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

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

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

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2026Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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

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

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2026Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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

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2026A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Lee, Sokbae (Simon) ; Sarpietro, Silvia ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

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

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

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

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

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

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2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2026A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2026Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

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

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2026Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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

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

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

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2025BeforeIT.jl: High-Performance Agent-Based Macroeconomics Made Easy. (2025). Glielmo, Aldo ; Devetak, Mitja ; Poledna, Sebastian ; Meligrana, Adriano. In: Papers. RePEc:arx:papers:2502.13267.

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2026Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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

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

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2026Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2504.01441.

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

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2026A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2026Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555.

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

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

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2026Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2026On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472.

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

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

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2025Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model. (2025). Gurgone, Andrea ; Azzone, Michele ; Iori, Giulia ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2510.21071.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Clearing Up the Effective Lower Bound Morass. (2025). Ma, Haochun ; Roulleau-Pasdeloup, Jordan. In: Papers. RePEc:arx:papers:2511.04782.

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2026Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

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2026Generalized method of moments with partially missing data. (2026). Moon, Hyungsik Roger ; Franguridi, Grigory. In: Papers. RePEc:arx:papers:2511.21988.

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2025Estimation of a Dynamic Tobit Model with a Unit Root. (2025). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2512.12110.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2026Learning the Macroeconomic Language. (2025). Chib, Siddhartha ; Tan, Fei. In: Papers. RePEc:arx:papers:2512.21031.

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2026Distribution-Matching Posterior Inference for Incomplete Structural Models. (2026). Kano, Takashi. In: Papers. RePEc:arx:papers:2601.01077.

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2026Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?. (2026). Seleznev, Sergei ; Eliseev, Alexander. In: Papers. RePEc:arx:papers:2601.07992.

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2026A Unified Framework for Equilibrium Selection in DSGE Models. (2026). Okano, Mitsuhiro. In: Papers. RePEc:arx:papers:2601.19329.

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2026Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys. (2026). McAlinn, Kenichiro ; Zhang, Minzhengxiong ; Luciani, Matteo ; Johnson, Matthew C. In: Papers. RePEc:arx:papers:2602.05226.

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2026Partially Identified Ambiguity. (2026). Lim, Cheaheon. In: Papers. RePEc:arx:papers:2602.07634.

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2026Targeted Local Projections. (2026). Boldea, Otilia ; Nemtyrev, Aleksei. In: Papers. RePEc:arx:papers:2603.00248.

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2026A Users Guide to Uncovering Worker and Firm Effects: The ABC of AKM. (2026). Lamadon, Thibaut ; Manresa, Elena ; Bonhomme, Stephane. In: Papers. RePEc:arx:papers:2603.17034.

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2026Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process. (2026). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2604.00346.

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2026Isomorphic Dynamic Programs. (2026). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:2605.22076.

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2026Inference methods for unit-specific coefficients in panel data models with latent group structure. (2026). Okui, Ryo ; Nishi, Mikihito. In: Papers. RePEc:arx:papers:2606.22035.

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2026Post-selection inference for network structure. (2026). Auerbach, Jonathan ; McKenzie, Sidonia. In: Papers. RePEc:arx:papers:2607.00312.

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2026Plausible GMM: a quasi-bayesian approach. (2026). Wang, Weining ; Kong, Lingwei ; Hansen, Christian ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:azt:cemmap:07/26.

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

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2026Monetary Policy and Taylor Reaction Functions: Business Cycles, Central Bank Governance and Central Bankers’ Preferences. (2026). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26270.

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

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

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

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

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

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

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

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2026A method for forecasting unquoted shares of non-financial corporations in the Italian financial accounts. (2026). Pasetto, Michela Eugenia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1037_26.

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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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2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stephane. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1518_26.

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2026Consumer price stickiness in the euro area during an inflation surge. (2026). Menz, Jan-Oliver ; Jouvanceau, Valentin ; Fadejeva, Ludmila ; Gutierrez, Eduardo ; Grimaud, Alex ; Enderle, Daniel ; Conflitti, Cristina ; Gautier, Erwan ; Wieland, Elisabeth ; Roldan-Blanco, Pau ; Petroulas, Pavlos ; Paulus, Alari. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1524_26.

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

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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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2026Consumer Price Stickiness in the Euro Area During an Inflation Surge. (2026). Jouvanceau, Valentin ; Fadejeva, Ludmila ; Menz, Jan-Oliver ; Gutirrez, Eduardo ; Grimaud, Alex ; Gautier, Erwan ; Enderle, Daniel ; Conflitti, Cristina ; Wieland, Elisabeth ; Roldan-Blanco, Pau ; Petroulas, Pavlos ; Paulus, Alari. In: Working papers. RePEc:bfr:banfra:1038.

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

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

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

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2026Consumer Price Stickiness in the Euro Area During an Inflation Surge. (2026). Jouvanceau, Valentin ; Grimaud, Alex ; Gautier, Erwan ; Fadejeva, Ludmila ; Conflitti, Cristina ; Enderle, Daniel ; Paulus, Alari ; Gutirrez, Eduardo ; Petroulas, Pavlo ; Menz, Jean-Oliver. In: Working Papers. RePEc:bge:wpaper:1559.

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

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2026Geopolitical risk in the euro area: measurement and transmission. (2026). Schueler, Yves ; Rottner, Matthias ; Lewis, Vivien ; Kang, Nayeon ; Bondarenko, Yevheniia. In: BIS Working Papers. RePEc:bis:biswps:1348.

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2026Learning monetary policy strategies at the effective lower bound with sudden surprises. (2026). Krane, Spencer ; Rottner, Matthias ; Melosi, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:1349.

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

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2025MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84.

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2026Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?. (2026). Seleznev, Sergei ; Eliseev, Alexander. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps167.

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2025Understanding the Catalysts of Chinas Great Moderation During the Post‐Crisis Era: An Industrial Structure Evolution Perspective. (2025). Ma, Yongyuan ; Xue, Liguo. In: Australian Economic Papers. RePEc:bla:ausecp:v:64:y:2025:i:3:p:330-344.

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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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2025Measuring the U.S. monetary noise shocks. (2025). Wu, Yihua ; Lai, Chingchong. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:1:p:98-124.

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2026Macroeconomic forecasting during recessions and expansions in the US and the euro area. (2026). Reichel, Vlastimil ; Chalmoviansk, Jakub ; Apek, Jan. In: Economic Inquiry. RePEc:bla:ecinqu:v:64:y:2026:i:3:p:1055-1078.

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2025Quantifying the Federal Reserves objectives using a structural vector autoregressive model. (2025). Zhang, Donghai ; Ou, Shengliang. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:351-367.

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2025Equilibrium labour force participation and the business cycle. (2025). Santos Monteiro, Paulo ; Kokonas, Nikolaos. In: Economica. RePEc:bla:econom:v:92:y:2025:i:367:p:783-822.

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2026Real estate and construction sector dynamics over the business cycle. (2026). Tayler, William J ; Vasilopoulos, Kostas. In: Economica. RePEc:bla:econom:v:93:y:2026:i:370:p:577-610.

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

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2025Changes in the Inflation Target and the Comovement Between Inflation and the Nominal Interest Rate. (2025). Lie, Denny ; Eo, Yunjong. In: The Economic Record. RePEc:bla:ecorec:v:101:y:2025:i:332:p:3-40.

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

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

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2025Real‐Time Data, Revisions and the Predictive Ability of DSGE Models. (2025). Čapek, Jan ; Chalmoviansk, Jakub ; Cuaresma, Jess Crespo ; Reichel, Vlastimil. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:87:y:2025:i:6:p:1059-1080.

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

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

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

Works by Frank Schorfheide:

YearTitleTypeCited
2012On the Use of Holdout Samples for Model Selection In: American Economic Review.
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2002Learning-by-Doing as a Propagation Mechanism In: American Economic Review.
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2002Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers.
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2002Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics.
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2004Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review.
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2003Testing for Indeterminacy:An Application to U.S. Monetary Policy.(2003) In: Economics Working Paper Archive.
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2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply In: American Economic Review.
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2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper.
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2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
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2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
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2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
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2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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2013Inflation in the Great Recession and New Keynesian models.(2013) In: Staff Reports.
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2014Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers.
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2014Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers.
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2017Forecasting with Dynamic Panel Data Models In: Papers.
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2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
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2018Inference for VARs Identified with Sign Restrictions In: Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers.
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2011Inference for VARs identified with sign restrictions.(2011) In: Working Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: NBER Working Papers.
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2018Inference for VARs identified with sign restrictions.(2018) In: Quantitative Economics.
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2020Robust Forecasting In: Papers.
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2020Robust Forecasting.(2020) In: PIER Working Paper Archive.
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2022Forecasting with a Panel Tobit Model In: Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: CAEPR Working Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
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2023Forecasting with a panel Tobit model.(2023) In: Quantitative Economics.
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2022Sequential Monte Carlo With Model Tempering In: Papers.
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2024Sequential Monte Carlo with model tempering.(2024) In: Studies in Nonlinear Dynamics & Econometrics.
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2025Optimal Decision Rules when Payoffs are Partially Identified In: Papers.
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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity In: Papers.
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2023Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity.(2023) In: PIER Working Paper Archive.
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2026Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs In: Papers.
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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs.(2025) In: CEPR Discussion Papers.
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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs.(2025) In: NBER Working Papers.
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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs.(2025) In: PIER Working Paper Archive.
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2025Optimal Estimation of Two-Way Effects under Limited Mobility In: Papers.
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2025Optimal Estimation of Two-Way Effects under Limited Mobility.(2025) In: NBER Working Papers.
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2025Optimal Estimation of Two-Way Effects under Limited Mobility.(2025) In: PIER Working Paper Archive.
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2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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2007Rejoinder In: Journal of Business & Economic Statistics.
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2013LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association.
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2011Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2011) In: RCER Working Papers.
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2012Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2012) In: Working papers.
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2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
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2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 15		paper
2009Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter33
2008Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile.(2008) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 33		paper
2008Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile.(2008) In: Staff Reports.
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2015Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper178
2016Solution and Estimation Methods for DSGE Models.(2016) In: Handbook of Macroeconomics.
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2016Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers.
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2015Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 178		paper
2020Panel Forecasts of Country-Level Covid-19 Infectionsliu In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers.
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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
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2022SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics.
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2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
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2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
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2005On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series.
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2004On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper.
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2005Bayesian Analysis of DSGE Models In: CEPR Discussion Papers.
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2006Bayesian analysis of DSGE models.(2006) In: Working Papers.
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2007Bayesian Analysis of DSGE Models.(2007) In: Econometric Reviews.
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2005Non-stationary Hours in a DSGE Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper99
2006Non-stationary hours in a DSGE model.(2006) In: Working Papers.
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2007Non-stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
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2007Non‐stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers.
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2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
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2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics.
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2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
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2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
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2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers.
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2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers.
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2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers.
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2009Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report.
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2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers.
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2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers.
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2000FORECASTING ECONOMIC TIME SERIES In: Econometric Theory.
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2002MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory.
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2003FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 In: Econometric Theory.
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2024Heterogeneity and Aggregate Fluctuations.(2024) In: Journal of Political Economy.
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2014To Hold Out or Not to Hold Out In: Working Papers.
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2016To hold out or not to hold out.(2016) In: Research in Economics.
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2013To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers.
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2013To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers.
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2013A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers.
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2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive.
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2012Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica.
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2009Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers.
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2004Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings.
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2000Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers.
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2000Persistence In: Econometric Society World Congress 2000 Contributed Papers.
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2003Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control.
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2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
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2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
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2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
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2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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2012DSGE model-based forecasting.(2012) In: Staff Reports.
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2005VAR forecasting under misspecification In: Journal of Econometrics.
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2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
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2009Estimation with overidentifying inequality moment conditions In: Journal of Econometrics.
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2012Evaluating DSGE model forecasts of comovements In: Journal of Econometrics.
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2012Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series.
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2011Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers.
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2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
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2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
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2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
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2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
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2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
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2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers.
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2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
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2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
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2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
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2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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2019Tempered particle filtering In: Journal of Econometrics.
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2016Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series.
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2017Tempered Particle Filtering.(2017) In: NBER Working Papers.
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2020Panel Forecasts of Country-Level Covid-19 Infections.(2020) In: NBER Working Papers.
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2010DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting.
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2008DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers.
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2009DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers.
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2003Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics.
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2002Labor-Supply Shifts and Economic Fluctuations.(2002) In: Macroeconomics.
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2007Do central banks respond to exchange rate movements? A structural investigation In: Journal of Monetary Economics.
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2008Comment on: Monetary policy under uncertainty in an estimated model with labor market frictions by Luca Sala, Ulf Söderström, and Antonella Trigari In: Journal of Monetary Economics.
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2003Take your model bowling: forecasting with general equilibrium models In: Economic Review.
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2006How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review.
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2002Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper.
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2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
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2003Learning and monetary policy shifts In: FRB Atlanta Working Paper.
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2005Learning and Monetary Policy Shifts.(2005) In: Review of Economic Dynamics.
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2004Policy predictions if the model doesn’t fit In: FRB Atlanta Working Paper.
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2005Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association.
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2004Future prices as risk-adjusted forecasts of monetary policy; comments In: Proceedings.
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2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
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2012Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers.
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2013Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers.
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2020Online Estimation of DSGE Models In: Finance and Economics Discussion Series.
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2019Online Estimation of DSGE Models.(2019) In: Liberty Street Economics.
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2019Online Estimation of DSGE Models.(2019) In: Staff Reports.
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2020Online Estimation of DSGE Models.(2020) In: NBER Working Papers.
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2019Online Estimation of DSGE Models.(2019) In: PIER Working Paper Archive.
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2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
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2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers.
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2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: The Review of Economic Studies.
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2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive.
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2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
[Full Text][Citation analysis]		paper245
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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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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2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
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2011Estimation and Evaluation of DSGE Models: Progress and Challenges.(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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2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
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2018Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach.(2018) In: Econometrica.
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2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
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2024Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2024) In: International Journal of Central Banking.
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2021Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2021) In: NBER Working Papers.
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2008DSGE model-based estimation of the New Keynesian Phillips curve In: Economic Quarterly.
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2000Loss function-based evaluation of DSGE models In: Journal of Applied Econometrics.
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2002Computing Sunspots in Linear Rational Expectations Models In: Economics Working Paper Archive.
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2002Computing Sunspots in Linear Rational Expectations Models.(2002) In: Computing in Economics and Finance 2002.
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2005A Bayesian Look at New Open Economy Macroeconomics In: Economics Working Paper Archive.
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2006A Bayesian Look at New Open Economy Macroeconomics.(2006) In: NBER Chapters.
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2008Comment on How Structural Are Structural Parameters? In: NBER Chapters.
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2016DSGE Modeling In: Introductory Chapters.
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2016Bayesian Estimation of DSGE Models In: Economics Books.
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2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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2012EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter.
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2004A DSGE-VAR for the Euro Area In: 2004 Meeting Papers.
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2004A DSGE-VAR for the Euro Area.(2004) In: Computing in Economics and Finance 2004.
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2008Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers.
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2008Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers.
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2010Financial Frictions, Aggregation, and the Lucas Critique In: 2010 Meeting Papers.
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2002Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002.
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2003Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach In: Computing in Economics and Finance 2003.
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2007Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews.
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2014INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics.
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