Frank Schorfheide

Available identifiers

zbMath Open schorfheide.frankMaRDI QIDQ250753

List of research outcomes

Publication	Date of Publication	Type
Forecasting with a panel Tobit model	2023-11-16	Paper
SVARs with occasionally-binding constraints	2022-12-14	Paper
Online estimation of DSGE models	2022-06-22	Paper
Forecasting With Dynamic Panel Data Models	2021-06-07	Paper
Panel forecasts of country-level Covid-19 infections	2021-02-04	Paper
Tempered particle filtering	2019-04-30	Paper
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach	2019-03-13	Paper
Inference for VARs identified with sign restrictions	2019-02-20	Paper
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities	2019-01-23	Paper
Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries	2019-01-23	Paper
FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001	2018-12-14	Paper
On the Comparison of Interval Forecasts	2018-11-16	Paper
Assessing DSGE model nonlinearities	2018-08-09	Paper
Real-time forecast evaluation of DSGE models with stochastic volatility	2017-11-07	Paper
Evaluating DSGE model forecasts of comovements	2017-05-12	Paper
Estimation with overidentifying inequality moment conditions	2016-07-25	Paper
Dynamic prediction pools: an investigation of financial frictions and forecasting performance	2016-05-10	Paper
VAR forecasting under misspecification	2016-04-01	Paper
Improving GDP measurement: a measurement-error perspective	2016-03-01	Paper
Bayesian Estimation of DSGE Models	2016-01-13	Paper
A Markov-switching multifractal inter-trade duration model, with application to US equities	2014-06-06	Paper
Bayesian and Frequentist Inference in Partially Identified Models	2013-11-06	Paper
Computing sunspot equilibria in linear rational expectations models	2008-10-24	Paper
Bayesian Analysis of DSGE Models	2007-06-20	Paper
Bayesian Analysis of DSGE Models—Rejoinder	2007-06-20	Paper
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS	2003-05-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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