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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

Bayesian analysis of DSGE models

An, Sungbae; Schorfheide, Frank - In: Econometric reviews 26 (2007) 2, pp. 113-172

Persistent link: https://www.econbiz.de/10003509078

Bayesian analysis of DSGE models : some comments

Adolfson, Malin; Lindé, Jesper; Villani, Mattias - In: Econometric reviews 26 (2007) 2, pp. 173-185

Persistent link: https://www.econbiz.de/10003509082

Bayesian analysis of DSGE models by S. An and F. Schorfheide

Canova, Fabio - In: Econometric reviews 26 (2007) 2, pp. 187-192

Persistent link: https://www.econbiz.de/10003509086

Comment on An and Schorfheide's Bayesian analysis of DSGE models

Zha, Tao - In: Econometric reviews 26 (2007) 2, pp. 205-210

Persistent link: https://www.econbiz.de/10003509107

Bayesian analysis of DSGE models : rejoinder

An, Sungbae; Schorfheide, Frank - In: Econometric reviews 26 (2007) 2, pp. 211-219

Persistent link: https://www.econbiz.de/10003509113

Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10010506092

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

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: April 6, 2020

We develop an algorithm to construct approximate decision rules that are piecewise-linear and continuous for DSGE models with an occasionally binding constraint. The functional form of the decision rules allows us to derive a conditionally optimal particle ﬁlter (COPF) for the evaluation of...

Persistent link: https://www.econbiz.de/10012372759

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