8
H index
8
i10 index
362
Citations
Federal Reserve Bank of Philadelphia | 8 H index 8 i10 index 362 Citations RESEARCH PRODUCTION: 18 Articles 34 Papers RESEARCH ACTIVITY: 11 years (2013 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh947 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Minchul Shin. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 3 |
International Journal of Forecasting | 2 |
Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of Philadelphia | 9 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Papers / arXiv.org | 2 |
Post-Print / HAL | 2 |
Year | Title of citing document |
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2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper |
2023 | High 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 |
2023 | Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries. (2023). Yang, Cynthia Fan ; Pesaran, Hashem M ; Johnsson, Ida. In: Papers. RePEc:arx:papers:2309.08619. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209. Full description at Econpapers || Download paper |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
2023 | Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609. Full description at Econpapers || Download paper |
2023 | Where is the opportunity in opportunity zones?. (2023). van De, Alex ; Langen, Mike ; Sage, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:338-371. Full description at Econpapers || Download paper |
2023 | The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3. Full description at Econpapers || Download paper |
2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper |
2023 | Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries. (2023). Yang, Cynthia Fan ; Pesaran, Mohammad ; Johnsson, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10659. Full description at Econpapers || Download paper |
2024 | The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e. Full description at Econpapers || Download paper |
2023 | Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840. Full description at Econpapers || Download paper |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper |
2023 | Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270. Full description at Econpapers || Download paper |
2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264. Full description at Econpapers || Download paper |
2023 | Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x. Full description at Econpapers || Download paper |
2023 | Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720. Full description at Econpapers || Download paper |
2023 | Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556. Full description at Econpapers || Download paper |
2024 | Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true. (2024). Kline, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400023x. Full description at Econpapers || Download paper |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper |
2023 | Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers || Download paper |
2024 | Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; Gupta, Rangan ; Ivashchenko, Sergey ; Ekin, Semih Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001078. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers || Download paper |
2023 | An accurate and fully-automated ensemble model for weekly time series forecasting. (2023). Montero-Manso, Pablo ; Webb, Geoffrey I ; Bergmeir, Christoph ; Godahewa, Rakshitha. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:641-658. Full description at Econpapers || Download paper |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper |
2023 | Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144. Full description at Econpapers || Download paper |
2023 | Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492. Full description at Econpapers || Download paper |
2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper |
2023 | LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852. Full description at Econpapers || Download paper |
2023 | Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944. Full description at Econpapers || Download paper |
2024 | Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming. (2024). Lange, Rutger-Jan ; Teulings, Coen N. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001722. Full description at Econpapers || Download paper |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper |
2023 | JUE Insight: COVID-19 and household preference for urban density in China. (2023). Yang, Yanmin ; Pang, Jindong ; Huang, Naqun. In: Journal of Urban Economics. RePEc:eee:juecon:v:133:y:2023:i:c:s009411902200064x. Full description at Econpapers || Download paper |
2023 | Local causes and aggregate implications of land use regulation. (2023). Parkhomenko, Andrii. In: Journal of Urban Economics. RePEc:eee:juecon:v:138:y:2023:i:c:s009411902300075x. Full description at Econpapers || Download paper |
2024 | Measuring aggregate land values using individual city land value gradients. (2024). Harris, Nathaniel. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s016604622400019x. Full description at Econpapers || Download paper |
2023 | Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693. Full description at Econpapers || Download paper |
2023 | Semiparametric Bayesian doubly robust causal estimation. (2022). McCoy, Emma J ; Graham, Daniel J ; Luo, YU. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117944. Full description at Econpapers || Download paper |
2023 | Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891. Full description at Econpapers || Download paper |
2023 | Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598. Full description at Econpapers || Download paper |
2023 | The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854. Full description at Econpapers || Download paper |
2023 | Carbon Price Combination Forecasting Model Based on Lasso Regression and Optimal Integration. (2023). Song, Nan ; Zhu, Jiaming ; Wang, Xiaoman ; Yang, Ruiqi ; Li, Yumin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9354-:d:1167773. Full description at Econpapers || Download paper |
2023 | Are Estimates of Rapid Growth in Urban Land Values an Artifact of the Land Residual Model?. (2023). Lindenthal, Thies ; Cohen, Jeffrey P ; Clapp, John M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09834-4. Full description at Econpapers || Download paper |
2023 | Variable selection for categorical response: a comparative study. (2023). Das, Kiranmoy ; Kundu, Damitri ; Sen, Sweata. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01260-1. Full description at Econpapers || Download paper |
2023 | An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching. (2023). Marçal, Emerson ; Maral, Emerson Fernandes ; Pinto, Jeronymo Marcondes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02389-8. Full description at Econpapers || Download paper |
2023 | Impact of financial constraints and financial distress on cash holdings. (2023). Anna, Maziarczyk ; Elbieta, Bukalska. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:59:y:2023:i:1:p:13-31:n:1. Full description at Econpapers || Download paper |
2023 | Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622. Full description at Econpapers || Download paper |
2023 | Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734. Full description at Econpapers || Download paper |
2023 | Forecasting with a panel Tobit model. (2023). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:117-159. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2023 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 13 |
2022 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers. [Full Text][Citation analysis] | paper | 6 |
2023 | On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2021 | Bayesian Estimation and Comparison of Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
2022 | Bayesian estimation and comparison of conditional moment models.(2022) In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2019 | Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2018 | On the Comparison of Interval Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 14 |
2018 | On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2016 | Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Assessing point forecast accuracy by stochastic loss distance In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2018 | Measuring international uncertainty: The case of Korea In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
2017 | Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
2016 | Real-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: 52 | paper | |
2015 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2017 | Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2021 | Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2017 | Does realized volatility help bond yield density prediction? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2015 | Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2019 | Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 70 |
2018 | Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2018 | Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2022 | A statistical learning approach to land valuation: Optimizing the use of external information In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 3 |
2022 | A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | Inference Based On Time-Varying SVARs Identified with Time Restrictions In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | A New Approach to Identifying the Real Effects of Uncertainty Shocks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 40 |
2020 | A New Approach to Identifying the Real Effects of Uncertainty Shocks.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2023 | Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Tracking U.S. Real GDP Growth During the Pandemic In: Economic Insights. [Full Text][Citation analysis] | article | 0 |
2020 | Probability Forecast Combination via Entropy Regularized Wasserstein Distance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors In: Working Papers. [Citation analysis] | paper | 4 |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors.(2023) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | Measuring disagreement in probabilistic and density forecasts In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Inference Based on Time-Varying SVARs Identified with Sign Restrictions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print. [Citation analysis] | paper | 18 |
2018 | Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | Assessing Point Forecast Accuracy by Stochastic Error Distance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Assessing Point Forecast Accuracy by Stochastic Error Distance.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2017 | Assessing point forecast accuracy by stochastic error distance.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
2018 | Metropolitan Land Values In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 82 |
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