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DSGE model-based estimation of the New Keynesian Phillips curve
Schorfheide, Frank - In: Economic quarterly 94 (2008) 4, pp. 397-433
Persistent link: https://www.econbiz.de/10009922853
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The econometrics of macroeconomics, finance, and the interface
Diebold, F.X.; Engle, R.F.; Favero, C.; Gallo, G.M.; … - In: Journal of econometrics 131 (2006) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10006747801
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Loss Function-Based Evaluation of DSGE Models
Schorfheide, F. - In: Journal of applied econometrics 15 (2000) 6, pp. 645-670
Persistent link: https://www.econbiz.de/10006981016
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A Bayesian Look at New Open Economy Macroeconomics
Lubik, Thomas; Schorfheide, Frank - In: NBER macroeconomics annual 20 (2005), pp. 313-366
Persistent link: https://www.econbiz.de/10007291056
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Priors from General Equilibrium Models for VARS
Del Negro, Marco; Schorfheide, Frank - In: International economic review 45 (2004) 2, pp. 643
Persistent link: https://www.econbiz.de/10006023570
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VAR forecasting under misspecification
Schorfheide, Frank - In: Journal of econometrics 128 (2005) 1, pp. 99-136
Persistent link: https://www.econbiz.de/10006751475
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Computing sunspot equilibria in linear rational expectations models
Lubik, Thomas A.; Schorfheide, Frank - In: Journal of economic dynamics & control 28 (2004) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10006758855
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The Finnish Great Depression: From Russia with Love
Schorfheide, Frank; Sill, Keith; Kryshko, Maxym - 2009
Persistent link: https://www.econbiz.de/10008371734
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BAYESIAN AND FREQUENTIST INFERENCE IN PARTIALLY IDENTIFIED MODELS
Moon, Hyungsik Roger; Schorfheide, Frank - 2009
Persistent link: https://www.econbiz.de/10008249840
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
Del Negro, Marco; Schorfheide, Frank - In: Journal of monetary economics 55 (2008) 7, pp. 1191-1208
Persistent link: https://www.econbiz.de/10008143220