Similar Search Results - EconBiz

Panel forecasts of country-level Covid-19 infections

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22

Persistent link: https://www.econbiz.de/10012618232

Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)

Del Negro, Marco; Schorfheide, Frank - 2007

Persistent link: https://www.econbiz.de/10003432564

Estimation and evaluation of DSGE models : progress and challenges

Schorfheide, Frank - 2011

"Estimated dynamic stochastic equilibrium (DSGE) models are now widely used for empirical research in macroeconomics as well as for quantitative policy analysis and forecasting at central banks around the world. This paper reviews recent advances in the estimation and evaluation of DSGE models,...

Persistent link: https://www.econbiz.de/10008859591

Comparing alternative predictors based on large-panel factor models

D'Agostino, Antonello; Giannone, Domenico - 2007

Persistent link: https://www.econbiz.de/10003593201

Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?

Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006

Persistent link: https://www.econbiz.de/10003381781

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

Bańbura, Marta; Giannone, Domenico; Lenza, Michele - 2014

Persistent link: https://www.econbiz.de/10010363298

Shrinkage estimation of high-dimensional factor models with structural instabilities

Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014

Persistent link: https://www.econbiz.de/10010238424

Priors for the long run

Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2016

Persistent link: https://www.econbiz.de/10011502293

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014

Persistent link: https://www.econbiz.de/10010392642

To hold out or not to hold out

Schorfheide, Frank; Wolpin, Kenneth I. - 2013

Persistent link: https://www.econbiz.de/10010205302

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