Frank Schorfheide

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Person:250753

Available identifiers

zbMath Open schorfheide.frankMaRDI QIDQ250753

List of research outcomes

PublicationDate of PublicationType
Forecasting with a panel Tobit model2023-11-16Paper
SVARs with occasionally-binding constraints2022-12-14Paper
Online estimation of DSGE models2022-06-22Paper
Forecasting With Dynamic Panel Data Models2021-06-07Paper
Panel forecasts of country-level Covid-19 infections2021-02-04Paper
Tempered particle filtering2019-04-30Paper
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach2019-03-13Paper
Inference for VARs identified with sign restrictions2019-02-20Paper
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities2019-01-23Paper
Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries2019-01-23Paper
FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 20012018-12-14Paper
On the Comparison of Interval Forecasts2018-11-16Paper
Assessing DSGE model nonlinearities2018-08-09Paper
Real-time forecast evaluation of DSGE models with stochastic volatility2017-11-07Paper
Evaluating DSGE model forecasts of comovements2017-05-12Paper
Estimation with overidentifying inequality moment conditions2016-07-25Paper
Dynamic prediction pools: an investigation of financial frictions and forecasting performance2016-05-10Paper
VAR forecasting under misspecification2016-04-01Paper
Improving GDP measurement: a measurement-error perspective2016-03-01Paper
Bayesian Estimation of DSGE Models2016-01-13Paper
A Markov-switching multifractal inter-trade duration model, with application to US equities2014-06-06Paper
Bayesian and Frequentist Inference in Partially Identified Models2013-11-06Paper
Computing sunspot equilibria in linear rational expectations models2008-10-24Paper
Bayesian Analysis of DSGE Models2007-06-20Paper
Bayesian Analysis of DSGE Models—Rejoinder2007-06-20Paper
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS2003-05-18Paper

Research outcomes over time


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