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Edward Herbst


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Personal Details

First Name: Edward
Middle Name:
Last Name: Herbst

RePEc Short-ID: phe363

Postal Address:


Macroeconomic and Quantitative Studies Section
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:mqfrbus (more details at EDIRC)


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Working papers

  1. Edward Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
  2. Edward P. Herbst, 2012. "Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models," Finance and Economics Discussion Series 2012-35, Board of Governors of the Federal Reserve System (U.S.).
  3. Edward Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.


  1. Herbst, Edward & Schorfheide, Frank, 2012. "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.


  1. Hess Chung & Edward Herbst & Michael Kiley, 2014. "Effective Monetary Policy Strategies in New-Keynesian Models: A Re-Examination," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29 National Bureau of Economic Research, Inc.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-02-05
  2. NEP-CMP: Computational Economics (2) 2012-12-15 2013-06-24. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (6) 2011-02-05 2012-05-15 2012-05-29 2012-12-15 2013-06-24 2013-08-05. Author is listed
  4. NEP-ECM: Econometrics (3) 2011-02-05 2012-05-29 2012-12-15. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2011-02-05 2012-05-15. Author is listed
  6. NEP-FOR: Forecasting (2) 2011-02-05 2012-05-15. Author is listed
  7. NEP-ORE: Operations Research (1) 2012-12-15


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