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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010430597
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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Labor-market heterogeneity, aggregation, and the Lucas critique
Chang, Yongsung; Kim, Sun-bin; Schorfheide, Frank - 2010
Persistent link: https://www.econbiz.de/10008669347
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Estimation and evaluation of DSGE models : progress and challenges
Schorfheide, Frank - 2011
well as for quantitative policy analysis and forecasting at central banks around the world. This paper reviews recent …
Persistent link: https://www.econbiz.de/10008859591
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Measurement errors in investment equations
Almeida, Heitor; Campello, Murillo; Galvão Júnior, … - 2010
Persistent link: https://www.econbiz.de/10003966364
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10009767519
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Inflation in the Great Recession and new Keynesian models
Del Negro, Marco; Giannoni, Marc Paolo; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010357871
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010225024
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Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank; Song, Dongho - 2013
Persistent link: https://www.econbiz.de/10010227274
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010238424