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A Markov-switching multi-fractal inter-trade duration model, with application to US equities
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - 2012
Persistent link: https://www.econbiz.de/10009571706
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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - 2015
Persistent link: https://www.econbiz.de/10011326757
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To hold out or not to hold out
Schorfheide, Frank; Wolpin, Kenneth I. - 2013
Persistent link: https://www.econbiz.de/10010387450
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Solution and estimation methods for DSGE models
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2015
Persistent link: https://www.econbiz.de/10011453005
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Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011566178
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Macroeconomic dynamics near the ZLB : a tale of two countries
Aruoba, S. Borağan; Cuba-Borda, Pablo; Schorfheide, Frank - 2014 - Rev.
Persistent link: https://www.econbiz.de/10010471083
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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/10010418097
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Improving GDP measurement : a forecast combination perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011
Persistent link: https://www.econbiz.de/10009387798
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: October 9, 2020
Persistent link: https://www.econbiz.de/10013206020
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Robust forecasting
Christensen, Timothy; Moon, Hyungsik Roger; … - 2020 - This version: November 23, 2020
Persistent link: https://www.econbiz.de/10013206021