Frank Schorfheide
Frank Schorfheide
Professor of Economics, University of Pennsylvania
Verified email at ssc.upenn.edu - Homepage
Title
Cited by
Cited by
Year
Bayesian analysis of DSGE models
S An, F Schorfheide
Econometric reviews 26 (2-4), 113-172, 2007
19792007
Testing for indeterminacy: An application to US monetary policy
TA Lubik, F Schorfheide
American Economic Review 94 (1), 190-217, 2004
11612004
Loss function‐based evaluation of DSGE models
F Schorfheide
Journal of Applied Econometrics 15 (6), 645-670, 2000
8192000
On the fit of new Keynesian models
M Del Negro, F Schorfheide, F Smets, R Wouters
Journal of Business & Economic Statistics 25 (2), 123-143, 2007
801*2007
Do central banks respond to exchange rate movements? A structural investigation
TA Lubik, F Schorfheide
Journal of Monetary Economics 54 (4), 1069-1087, 2007
7332007
Priors from general equilibrium models for VARs
M Del Negro, F Schorfheide
International Economic Review 45 (2), 643-673, 2004
6652004
A Bayesian look at new open economy macroeconomics
T Lubik, F Schorfheide
NBER macroeconomics annual 20, 313-366, 2005
6632005
Inflation in the great recession and new keynesian models
M Del Negro, MP Giannoni, F Schorfheide
American Economic Journal: Macroeconomics 7 (1), 168-96, 2015
3572015
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
M Del Negro, F Schorfheide
Journal of Monetary Economics 55 (7), 1191-1208, 2008
3572008
DSGE model-based forecasting
M Del Negro, F Schorfheide
Handbook of economic forecasting 2, 57-140, 2013
3052013
Computing sunspot equilibria in linear rational expectations models
TA Lubik, F Schorfheide
Journal of Economic dynamics and control 28 (2), 273-285, 2003
2922003
Bayesian estimation of DSGE models
EP Herbst, F Schorfheide
Bayesian Estimation of DSGE Models, 2015
2722015
Learning and monetary policy shifts
F Schorfheide
Review of Economic dynamics 8 (2), 392-419, 2005
2672005
How structural are structural parameters?[with comments and discussion]
J Fernández-Villaverde, JF Rubio-Ramírez, T Cogley, F Schorfheide
NBER macroeconomics Annual 22, 83-167, 2007
2642007
Real-time forecasting with a mixed-frequency VAR
F Schorfheide, D Song
Journal of Business & Economic Statistics 33 (3), 366-380, 2015
2552015
Bayesian macroeconometrics
M Del Negro, F Schorfheide
The Oxford handbook of Bayesian econometrics 293, 389, 2011
2532011
Learning-by-doing as a propagation mechanism
Y Chang, JF Gomes, F Schorfheide
American Economic Review 92 (5), 1498-1520, 2002
2452002
Solution and estimation methods for DSGE models
J Fernández-Villaverde, JF Rubio-Ramírez, F Schorfheide
Handbook of macroeconomics 2, 527-724, 2016
1992016
Bayesian and frequentist inference in partially identified models
HR Moon, F Schorfheide
Econometrica 80 (2), 755-782, 2012
1892012
Identifying long‐run risks: A Bayesian mixed‐frequency approach
F Schorfheide, D Song, A Yaron
Econometrica 86 (2), 617-654, 2018
186*2018
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