NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Frank Schorfheide

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Working Papers

April 2013Improving GDP Measurement: A Measurement-Error Perspective
with S. Boraǧan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Dongho Song: w18954
May 2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
with Fei Chen, Francis X. Diebold: w18078
September 2011Improving GDP Measurement: A Forecast Combination Perspective
with S. Boragan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Dongho Song: w17421
June 2011Inference for VARs Identified with Sign Restrictions
with Hyungsik Roger Moon, Eleonora Granziera, Mihye Lee: w17140
February 2011Estimation and Evaluation of DSGE Models: Progress and Challenges
w16781
September 2010Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
with Yongsung Chang, Sun-Bin Kim: w16401
September 2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours
with José-Víctor Ríos-Rull, Cristina Fuentes-Albero, Maxym Kryshko, Raül Santaeulàlia-Llopis: w15375
April 2009Bayesian and Frequentist Inference in Partially Identified Models
with Hyungsik Roger Moon: w14882
Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
with S. Boragan Aruoba: w14870
DSGE Model-Based Forecasting of Non-modelled Variables
with Keith Sill, Maxym Kryshko: w14872
January 2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
with Marco Del Negro: w13741
May 2007Monetary Policy Analysis with Potentially Misspecified Models
with Marco Del Negro: w13099

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