NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Frank Schorfheide

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

January 2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
with Xu Cheng, Zhipeng Liao: w19792
December 2013Assessing DSGE Model Nonlinearities
with S. Borağan Aruoba, Luigi Bocola: w19693
Real-Time Forecasting with a Mixed-Frequency VAR
with Dongho Song: w19712
October 2013To Hold Out or Not to Hold Out
with Kenneth I. Wolpin: w19565
July 2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Equilibria
with S. Borağan Aruoba: w19248
June 2013Sequential Monte Carlo Sampling for DSGE Models
with Edward P. Herbst: w19152
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

Contact and additional information for this authorAll publicationsWorking Papers only

 
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