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Information about:
Frank Schorfheide

Personal Details | Affiliation | Works
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Personal Details

First Name: Frank
Middle Name:
Last Name: Schorfheide
Suffix:

RePEc Short-ID: psc19

Email:
Homepage: http://www.econ.upenn.edu/~schorf/
Postal Address: Department of Economics University of Pennsylvania 3718 Locust Walk Philadelphia, PA 19104-6297
Phone: 215-898-8486

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. h, where author has written h papers that have each been cited at least h times.
  15. Number of Registered Citing Authors
  16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  17. Number of Downloads through RePEc Services over the past 12 months
  18. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Del Negro, Marco & Schorfheide, Frank, 2007. "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," CEPR Discussion Papers 6119, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  2. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
    Published as:

  3. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  4. Thomas Lubik & Frank Schorfheide, 2005. "A Bayesian Look at New Open Economy Macroeconomics," Economics Working Paper Archive 521, The Johns Hopkins University,Department of Economics. [Downloadable!]

  5. Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank, 2005. "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers 5232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

  6. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:

  7. Frank Schorfheide & Hyungsik Roger Moon, 2004. "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings 284, Econometric Society. [Downloadable!]

  8. Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004 79, Society for Computational Economics. [Downloadable!]
    Other versions:

  9. Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," Working Paper 2004-37, Federal Reserve Bank of Atlanta. [Downloadable!]
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  10. Marco Del Negro & Frank Schorfheide, 2004. "Policy predictions if the model doesn’t fit," Working Paper 2004-38, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  11. Frank Schorfheide & Thomas A. Lubik, 2003. "Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach," Computing in Economics and Finance 2003 225, Society for Computational Economics.

  12. Frank Schorfheide, 2003. "Learning and monetary policy shifts," Working Paper 2003-23, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  13. Thomas Lubik & Frank Schorfheide, 2003. "Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation," Economics Working Paper Archive 505, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Published as:

  14. Yongsung Chang & Frank Schorfheide, 2003. "Labor shifts and economic fluctuations," Working Paper 03-07, Federal Reserve Bank of Richmond. [Downloadable!]

  15. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper 2002-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  16. Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank, 2002. "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers 3599, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

  17. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy:An Application to U.S. Monetary Policy," Economics Working Paper Archive 480, The Johns Hopkins University,Department of Economics, revised Jun 2003. [Downloadable!]
    Published as:

  18. Thomas Lubik & Frank Schorfheide, 2002. "Computing Sunspots in Linear Rational Expectations Models," Computing in Economics and Finance 2002 138, Society for Computational Economics.
    Other versions:

  19. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002 214, Society for Computational Economics. [Downloadable!]

  20. Yongsung Chang & Frank Schorfheide, 2002. "Labor-Supply Shifts and Economic Fluctuations," Macroeconomics 0204005, EconWPA. [Downloadable!]
    Published as:

  21. Yongsung Chang & Joao Gomes & Frank Schorfheide, 2000. "Persistence," Econometric Society World Congress 2000 Contributed Papers 1632, Econometric Society. [Downloadable!]

  22. Kevin L. Reffett & Frank Schorfheide, 2000. "Evaluating Asset Pricing Implications of DSGE Models," Econometric Society World Congress 2000 Contributed Papers 1630, Econometric Society. [Downloadable!]

Articles

  1. Thomas A. Lubik & Frank Schorfheide, 2007. "Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply," American Economic Review, American Economic Association, vol. 97(1), pages 530-533, March.

  2. Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 113-172. [Downloadable!] (restricted)
    Other versions:

  3. Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, 09. [Downloadable!] (restricted)
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  4. Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models - Rejoinder," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 211-219. [Downloadable!] (restricted)

  5. Lubik, Thomas A. & Schorfheide, Frank, 2007. "Do central banks respond to exchange rate movements? A structural investigation," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1069-1087, May. [Downloadable!] (restricted)
    Other versions:

  6. Marco Del Negro & Frank Schorfheide, 2006. "How good is what you've got? DSGE-VAR as a toolkit for evaluating DSGE models," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 21-37. [Downloadable!]

  7. Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F., 2006. "The econometrics of macroeconomics, finance, and the interface," Journal of Econometrics, Elsevier, vol. 127(1-2), pages 1-2. [Downloadable!] (restricted)

  8. Schorfheide, Frank, 2005. "VAR forecasting under misspecification," Journal of Econometrics, Elsevier, vol. 127(1), pages 99-136, September. [Downloadable!] (restricted)

  9. Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April. [Downloadable!] (restricted)
    Other versions:

  10. Marco Del Negro & Frank Schorfheide, 2005. "Policy Predictions if the Model Does Not Fit," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 434-443, 04/05. [Downloadable!] (restricted)
    Other versions:

  11. Frank Schorfheide, 2004. "Future prices as risk-adjusted forecasts of monetary policy; comments," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]

  12. Thomas A. Lubik & Frank Schorfheide, 2004. "Testing for Indeterminacy: An Application to U.S. Monetary Policy," American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March. [Downloadable!] (restricted)
    Other versions:

  13. Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, 05. [Downloadable!] (restricted)
    Other versions:

  14. Lubik, Thomas A. & Schorfheide, Frank, 2003. "Computing sunspot equilibria in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 273-285, November. [Downloadable!] (restricted)

  15. Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November. [Downloadable!] (restricted)
    Other versions:

  16. Schorfheide, Frank, 2003. "FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001," Econometric Theory, Cambridge University Press, vol. 19(02), pages 401-409, January. [Downloadable!]

  17. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 35-50. [Downloadable!]

  18. Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002. "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December. [Downloadable!] (restricted)
    Other versions:

  19. Moon, Hyungsik Roger & Schorfheide, Frank, 2002. "Minimum Distance Estimation Of Nonstationary Time Series Models," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1385-1407, September. [Downloadable!]

  20. Schorfheide, Frank, 2000. "Forecasting Economic Time Series," Econometric Theory, Cambridge University Press, vol. 16(03), pages 441-450, June. [Downloadable!]

  21. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670. [Downloadable!]

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (7) 2005-10-04 2006-01-01 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (19) 2002-06-13 2002-06-13 2002-11-04 2003-09-08 2004-08-16 2005-05-23 2005-06-14 2005-09-29 2005-09-29 2005-10-04 2005-10-04 2006-01-01 2006-03-18 2006-03-18 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 Author is listed
  3. NEP-ECM: Econometrics (13) 2002-11-04 2003-10-20 2004-12-02 2005-05-23 2005-05-23 2005-06-14 2005-09-29 2005-10-04 2006-04-08 2006-11-25 2007-01-23 2007-02-24 2008-01-26 Author is listed
  4. NEP-EEC: European Economics (1) 2004-08-16
  5. NEP-ETS: Econometric Time Series (4) 2004-12-02 2005-06-14 2005-09-29 2005-09-29
  6. NEP-EVO: Evolutionary Economics (1) 2004-05-16
  7. NEP-FOR: Forecasting (1) 2005-10-04
  8. NEP-LAB: Labour Economics (1) 2008-01-26
  9. NEP-MAC: Macroeconomics (15) 2003-03-17 2003-09-08 2005-05-23 2005-09-29 2005-10-04 2005-10-04 2006-01-01 2006-03-18 2006-03-18 2006-04-08 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 Author is listed
  10. NEP-MON: Monetary Economics (5) 2004-05-16 2005-10-04 2006-01-01 2006-08-05 2007-05-19 Author is listed
  11. NEP-RMG: Risk Management (1) 2002-11-04
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This page was last updated on 2008-6-27.

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