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EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation

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  • Frank Schorfheide

    (University of Pennsylvania)

Abstract

Frank Schorfheide is Professor of Economics at the University of Pennsylvania. He is interested in the estimation of DSGE models, Bayesian methods, vector autoregressions.

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Bibliographic Info

Article provided by Review of Economic Dynamics in its journal EconomicDynamics Newsletter.

Volume (Year): 13 (2012)
Issue (Month): 2 (April)
Pages:

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Handle: RePEc:red:ecodyn:v:13:y:2012:i:2:interview

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  1. Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
  2. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper 2002-14, Federal Reserve Bank of Atlanta.
  3. Prescott, Edward C., 1986. "Theory ahead of business-cycle measurement," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 11-44, January.
  4. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
  5. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
  6. S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia.
  7. Fuentes-Albero, Cristina & Kryshko, Maxym & Ríos-Rull, José-Víctor & Santaeulàlia-Llopis, Raül & Schorfheide, Frank, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
  8. Frank Schorfheide, 2011. "Estimation and Evaluation of DSGE Models: Progress and Challenges," NBER Working Papers 16781, National Bureau of Economic Research, Inc.
  9. Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2012. "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," Working papers 2012rwp-51, Yonsei University, Yonsei Economics Research Institute.
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