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

Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2013

Persistent link: https://www.econbiz.de/10009715178

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

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

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

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

Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - In: Review of economic dynamics 41 (2021), pp. 96-120

Persistent link: https://www.econbiz.de/10012872924

To hold out or not to hold out

Schorfheide, Frank; Wolpin, Kenneth I. - 2013

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

Tempered particle filtering

Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44

Persistent link: https://www.econbiz.de/10012303367

Achieving shrinkage in a time-varying parameter model framework

Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10012303379

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