Frank Schorfheide : Citation Profile


Are you Frank Schorfheide?

University of Pennsylvania

41

H index

61

i10 index

9232

Citations

RESEARCH PRODUCTION:

58

Articles

148

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 384
   Journals where Frank Schorfheide has often published
   Relations with other researchers
   Recent citing documents: 463.    Total self citations: 136 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc19
   Updated: 2024-12-03    RAS profile: 2024-02-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Aruoba, S. Boragan (11)

Villalvazo, Sergio (11)

Cuba-Borda, Pablo (8)

Liu, Laura (7)

Del Negro, Marco (6)

Herbst, Edward (6)

Sarfati, Reca (5)

Moon, Hyungsik (3)

Song, Dongho (3)

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 (99)

Castelnuovo, Efrem (98)

Hirose, Yasuo (91)

Matthes, Christian (83)

Melosi, Leonardo (80)

GUPTA, RANGAN (80)

Theodoridis, Konstantinos (79)

Sahuc, Jean-Guillaume (78)

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)

Geweke, John (33)

Main data


Where Frank Schorfheide has published?


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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc33
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
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
Working Paper Series / European Central Bank2
Macroeconomics / University Library of Munich, Germany2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
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 (2024 and 2023)


YearTitle 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.

Full description at Econpapers || Download paper

2023Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison. (2023). Di Bartolomeo, Giovanni ; Serpieri, Carolina. In: Working Papers. RePEc:ant:wpaper:2023004.

Full description at Econpapers || Download paper

2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

Full description at Econpapers || Download paper

2023General equilibrium model with the entrepreneurial sector for the Russian economy. (2023). Polbin, Andrey V ; Martyanova, Elizaveta V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:9:y:2023:i:2:p:109-133.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

Full description at Econpapers || Download paper

2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

Full description at Econpapers || Download paper

2023Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

Full description at Econpapers || Download paper

2024Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109.

Full description at Econpapers || Download paper

2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2023Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

Full description at Econpapers || Download paper

2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

Full description at Econpapers || Download paper

2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

Full description at Econpapers || Download paper

2023Estimating the Currency Composition of Foreign Exchange Reserves. (2022). Ferranti, Matthew. In: Papers. RePEc:arx:papers:2206.13751.

Full description at Econpapers || Download paper

2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

Full description at Econpapers || Download paper

2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2023The Sample Complexity of Online Contract Design. (2022). Jordan, Michael I ; Jiao, Jiantao ; Wang, Yixin ; Yang, Zhuoran ; Bates, Stephen ; Zhu, Banghua. In: Papers. RePEc:arx:papers:2211.05732.

Full description at Econpapers || Download paper

2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model. (2023). Simsek, Yasin ; Cakmakli, Cem. In: Papers. RePEc:arx:papers:2301.13692.

Full description at Econpapers || Download paper

2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

Full description at Econpapers || Download paper

2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

Full description at Econpapers || Download paper

2023Online Learning in a Creator Economy. (2023). Jordan, Michael I ; Jiao, Jiantao ; Karimireddy, Sai Praneeth ; Zhu, Banghua. In: Papers. RePEc:arx:papers:2305.11381.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Amortized neural networks for agent-based model forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis. In: Papers. RePEc:arx:papers:2308.05753.

Full description at Econpapers || Download paper

2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

Full description at Econpapers || Download paper

2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model. (2023). Jorge, Marcos ; Gomes, Leonardo Sousa ; Kornelius, Alexandre ; Araujo, Eurilton ; Fasolo, Angelo Marsiglia. In: Working Papers Series. RePEc:bcb:wpaper:578.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

Full description at Econpapers || Download paper

2023Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Moura, Alban ; Sanchez, Pablo Garcia. In: BCL working papers. RePEc:bcl:bclwop:bclwp171.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Inflation persistence, noisy information and the Phillips curve. (2023). Gallegos, Jose-Elias. In: Working Papers. RePEc:bde:wpaper:2309.

Full description at Econpapers || Download paper

2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

Full description at Econpapers || Download paper

2023Environmental Subsidies to Mitigate Net-Zero Transition Costs. (2023). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:910.

Full description at Econpapers || Download paper

2023The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118.

Full description at Econpapers || Download paper

2023Learning by doing, organizational forgetting, and the business cycle. (2023). Bongers, Anelí. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:141-150.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

Full description at Econpapers || Download paper

2023Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

Full description at Econpapers || Download paper

2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

Full description at Econpapers || Download paper

2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

Full description at Econpapers || Download paper

2023The impact of macroprudential policies on the transmission of shocks across financially integrated countries. (2023). Intungane, Doriane. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:249-273.

Full description at Econpapers || Download paper

2023Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

Full description at Econpapers || Download paper

2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

Full description at Econpapers || Download paper

2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach. (2023). Okuda, Tatsushi ; Kishaba, Yui. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e08.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10.

Full description at Econpapers || Download paper

2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

Full description at Econpapers || Download paper

2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article14
2002Learning-by-Doing as a Propagation Mechanism In: American Economic Review.
[Full Text][Citation analysis]
article162
2002Learning by Doing as a Propagation Mechanism.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162
paper
2002Learning by Doing as a Propagation Mechanism.(2002) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162
paper
2004Testing for Indeterminacy: An Application to U.S. Monetary Policy In: American Economic Review.
[Full Text][Citation analysis]
article960
2003Testing for Indeterminacy:An Application to U.S. Monetary Policy.(2003) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 960
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]
article98
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article84
2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article258
2013Inflation in the Great Recession and New Keynesian models.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258
paper
2014Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258
paper
2014Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 258
paper
2017Forecasting with Dynamic Panel Data Models In: Papers.
[Full Text][Citation analysis]
paper24
2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100
paper
2011Inference for VARs identified with sign restrictions.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100
paper
2011Inference for VARs Identified with Sign Restrictions.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100
paper
2018Inference for VARs identified with sign restrictions.(2018) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100
article
2020Robust Forecasting In: Papers.
[Full Text][Citation analysis]
paper0
2020Robust Forecasting.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Forecasting with a Panel Tobit Model In: Papers.
[Full Text][Citation analysis]
paper14
2019Forecasting with a Panel Tobit Model.(2019) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2023Forecasting with a panel Tobit model.(2023) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2022Sequential Monte Carlo With Model Tempering In: Papers.
[Full Text][Citation analysis]
paper1
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article379
2007Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2013LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS In: Journal of the European Economic Association.
[Full Text][Citation analysis]
article18
2011Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2011) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2012Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article13
2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33
paper
2015Solution and Estimation Methods for DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper161
2016Solution and Estimation Methods for DSGE Models.(2016) In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161
chapter
2016Solution and Estimation Methods for DSGE Models.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161
paper
2015Solution and Estimation Methods for DSGE Models.(2015) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161
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.
[Full Text][Citation analysis]
paper26
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
2022SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
article
2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper129
2005On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129
paper
2004On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129
paper
2005Bayesian Analysis of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1046
2006Bayesian analysis of DSGE models.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1046
paper
2007Bayesian Analysis of DSGE Models.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1046
article
2005Non-stationary Hours in a DSGE Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper98
2006Non-stationary hours in a DSGE model.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2007Non-stationary Hours in a DSGE Model.(2007) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 98
article
2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper266
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266
article
2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266
paper
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266
paper
2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266
paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266
paper
2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper25
2009Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique.(2010) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2000FORECASTING ECONOMIC TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]
article6
2002MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article7
2003FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2021Heterogeneity and Aggregate Fluctuations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper13
2021Heterogeneity and Aggregate Fluctuations.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2014To Hold Out or Not to Hold Out In: Working Papers.
[Full Text][Citation analysis]
paper8
2016To hold out or not to hold out.(2016) In: Research in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2013To Hold Out or Not to Hold Out.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2013To Hold Out or Not to Hold Out.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers.
[Full Text][Citation analysis]
paper36
2013A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2012Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica.
[Full Text][Citation analysis]
article124
2009Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124
paper
2004Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
paper0
2000Evaluating Asset Pricing Implications of DSGE Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
2000Persistence In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper3
2003Computing sunspot equilibria in linear rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article293
2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article49
2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter183
2012DSGE model-based forecasting.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 183
paper
2005VAR forecasting under misspecification In: Journal of Econometrics.
[Full Text][Citation analysis]
article76
2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2009Estimation with overidentifying inequality moment conditions In: Journal of Econometrics.
[Full Text][Citation analysis]
article52
2012Evaluating DSGE model forecasts of comovements In: Journal of Econometrics.
[Full Text][Citation analysis]
article53
2012Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2011Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]
article67
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
[Full Text][Citation analysis]
article129
2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129
paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]
article51
2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2019Tempered particle filtering In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2016Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Tempered Particle Filtering.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2016Tempered Particle Filtering.(2016) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2021Panel forecasts of country-level Covid-19 infections In: Journal of Econometrics.
[Full Text][Citation analysis]
article28
2020Panel Forecasts of Country-Level Covid-19 Infections.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2010DSGE model-based forecasting of non-modelled variables In: International Journal of Forecasting.
[Full Text][Citation analysis]
article41
2008DSGE model-based forecasting of non-modelled variables.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2009DSGE Model-Based Forecasting of Non-modelled Variables.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2003Labor-supply shifts and economic fluctuations In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article111
2003Labor supply shifts and economic fluctuations.(2003) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 111
paper
2002Labor-Supply Shifts and Economic Fluctuations.(2002) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 111
paper
2007Do central banks respond to exchange rate movements? A structural investigation In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article454
2003Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation.(2003) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 454
paper
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.
[Full Text][Citation analysis]
article4
2012Methods versus substance: Measuring the effects of technology shocks In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article43
2003Take your model bowling: forecasting with general equilibrium models In: Economic Review.
[Full Text][Citation analysis]
article15
2006How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review.
[Full Text][Citation analysis]
article24
2002Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper473
2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 473
article
2003Learning and monetary policy shifts In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper201
2005Learning and Monetary Policy Shifts.(2005) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201
article
2004Policy predictions if the model doesn’t fit In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper10
2005Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2004Future prices as risk-adjusted forecasts of monetary policy; comments In: Proceedings.
[Full Text][Citation analysis]
article0
2013Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper119
2012Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119
paper
2013Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119
paper
2014SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119
article
2020Online Estimation of DSGE Models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper8
2019Online Estimation of DSGE Models.(2019) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2019Online Estimation of DSGE Models.(2019) In: Staff Reports.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2020Online Estimation of DSGE Models.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2021Online estimation of DSGE models.(2021) In: The Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2019Online Estimation of DSGE Models.(2019) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper231
2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 231
paper
2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 231
article
2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 231
paper
2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
[Full Text][Citation analysis]
paper219
2013Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219
paper
2015Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219
article
2012Forecasting the Great Recession: DSGE vs. Blue Chip In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014Why Didn’t Inflation Collapse in the Great Recession? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Combining Models for Forecasting and Policy Analysis In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Choosing the Right Policy in Real Time (Why That’s Not Easy) In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
[Full Text][Citation analysis]
paper11
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2011Estimation and evaluation of DSGE models: progress and challenges In: Working Papers.
[Full Text][Citation analysis]
paper57
2011Estimation and Evaluation of DSGE Models: Progress and Challenges.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
paper
2013Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers.
[Full Text][Citation analysis]
paper72
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
[Full Text][Citation analysis]
paper48
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48
paper
2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48
paper
2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
[Full Text][Citation analysis]
paper83
2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83
paper
2016Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2016) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83
article
2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers.
[Full Text][Citation analysis]
paper53
2021Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2008DSGE model-based estimation of the New Keynesian Phillips curve In: Economic Quarterly.
[Full Text][Citation analysis]
article45
2000Loss function-based evaluation of DSGE models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article453
2002Computing Sunspots in Linear Rational Expectations Models In: Economics Working Paper Archive.
[Full Text][Citation analysis]
paper1
2002Computing Sunspots in Linear Rational Expectations Models.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2005A Bayesian Look at New Open Economy Macroeconomics In: Economics Working Paper Archive.
[Full Text][Citation analysis]
paper422
2006A Bayesian Look at New Open Economy Macroeconomics.(2006) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 422
chapter
2008Comment on How Structural Are Structural Parameters? In: NBER Chapters.
[Full Text][Citation analysis]
chapter3
2024On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2024On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity.(2024) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation In: PIER Working Paper Archive.
[Full Text][Citation analysis]
paper0
2016DSGE Modeling In: Introductory Chapters.
[Full Text][Citation analysis]
chapter0
2016Bayesian Estimation of DSGE Models In: Economics Books.
[Citation analysis]
book144
2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
[Full Text][Citation analysis]
paper16
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2012EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]
article1
2004A DSGE-VAR for the Euro Area In: 2004 Meeting Papers.
[Citation analysis]
paper1
2004A DSGE-VAR for the Euro Area.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2008Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers.
[Full Text][Citation analysis]
paper2
2008Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers.
[Citation analysis]
paper4
2010Financial Frictions, Aggregation, and the Lucas Critique In: 2010 Meeting Papers.
[Full Text][Citation analysis]
paper4
2002Testing for Indeterminacy in Linear Rational Expectations Models In: Computing in Economics and Finance 2002.
[Full Text][Citation analysis]
paper0
2003Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach In: Computing in Economics and Finance 2003.
[Citation analysis]
paper3
2007Bayesian Analysis of DSGE Models—Rejoinder In: Econometric Reviews.
[Full Text][Citation analysis]
article704
2014INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team