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Edward Herbst

Personal Details

First Name:Edward
Middle Name:
Last Name:Herbst
Suffix:
RePEc Short-ID:phe363
Terminal Degree:2011 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Edward P. Herbst & Fabian Winkler, 2021. "The Factor Structure of Disagreement," Finance and Economics Discussion Series 2021-046, Board of Governors of the Federal Reserve System (U.S.).
  2. James Hebden & Edward P. Herbst & Jenny Tang & Giorgio Topa & Fabian Winkler, 2020. "How Robust Are Makeup Strategies to Key Alternative Assumptions?," Finance and Economics Discussion Series 2020-069, Board of Governors of the Federal Reserve System (U.S.).
  3. Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2020. "Short-term Planning, Monetary Policy, and Macroeconomic Persistence," Finance and Economics Discussion Series 2020-003, Board of Governors of the Federal Reserve System (U.S.).
  4. Edward P. Herbst & Benjamin K. Johannsen, 2020. "Bias in Local Projections," Finance and Economics Discussion Series 2020-010r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Jan 2021.
  5. Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  6. Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2018. "Forward Guidance with Bayesian Learning and Estimation," Finance and Economics Discussion Series 2018-072, Board of Governors of the Federal Reserve System (U.S.).
  7. Edward P. Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.).
  8. Dario Caldara & Edward P. Herbst, 2016. "Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs," Finance and Economics Discussion Series 2016-049, Board of Governors of the Federal Reserve System (U.S.).
  9. Edward Herbst & Dario Caldara, 2015. "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations," 2015 Meeting Papers 899, Society for Economic Dynamics.
  10. Mark Bognanni & Edward P. Herbst, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland.
  11. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
  12. 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.).
  13. Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
  14. Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
  15. Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.

Articles

  1. Christopher Gust & Edward Herbst & David López-Salido, 2022. "Short-Term Planning, Monetary Policy, and Macroeconomic Persistence," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 174-209, October.
  2. Herbst, Edward & Schorfheide, Frank, 2019. "Tempered particle filtering," Journal of Econometrics, Elsevier, vol. 210(1), pages 26-44.
  3. Dario Caldara & Edward Herbst, 2019. "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
  4. Mark Bognanni & Edward Herbst, 2018. "A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 126-140, January.
  5. Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017. "The Empirical Implications of the Interest-Rate Lower Bound," American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
  6. Edward Herbst, 2015. "Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 693-705, April.
  7. Hess Chung & Edward Herbst & Michael T. Kiley, 2015. "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Macroeconomics Annual, University of Chicago Press, vol. 29(1), pages 289-344.
  8. Edward Herbst & Frank Schorfheide, 2014. "Sequential Monte Carlo Sampling For Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1073-1098, November.
  9. Herbst, Edward & Schorfheide, Frank, 2012. "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.

Chapters

  1. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 289-344, National Bureau of Economic Research, Inc.

Books

  1. Edward P. Herbst & Frank Schorfheide, 2016. "Bayesian Estimation of DSGE Models," Economics Books, Princeton University Press, edition 1, number 10612.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  6. Number of Journal Pages, Weighted by Recursive Impact Factor

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (17) 2013-01-07 2014-11-28 2014-12-19 2015-10-04 2016-02-29 2016-06-25 2017-06-04 2017-12-18 2018-12-10 2019-07-29 2020-02-17 2020-03-23 2020-05-04 2020-05-04 2020-05-11 2020-10-05 2021-08-16. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (13) 2011-02-05 2012-05-15 2012-05-29 2012-12-15 2013-01-07 2013-06-24 2013-08-05 2017-12-18 2019-07-29 2020-02-17 2020-03-23 2020-05-04 2020-05-11. Author is listed
  3. NEP-MON: Monetary Economics (8) 2013-01-07 2014-12-19 2015-10-04 2016-06-25 2017-12-18 2018-12-10 2020-05-04 2020-10-05. Author is listed
  4. NEP-ECM: Econometrics (7) 2011-02-05 2012-05-29 2012-12-15 2014-11-28 2016-09-18 2019-07-29 2020-05-04. Author is listed
  5. NEP-ETS: Econometric Time Series (7) 2011-02-05 2012-05-15 2014-11-28 2016-02-29 2016-09-18 2017-06-04 2020-03-23. Author is listed
  6. NEP-ORE: Operations Research (7) 2012-12-15 2014-11-28 2016-02-29 2019-07-29 2020-02-17 2020-03-23 2020-05-11. Author is listed
  7. NEP-CBA: Central Banking (5) 2011-02-05 2014-12-19 2015-10-04 2020-05-04 2020-10-05. Author is listed
  8. NEP-FOR: Forecasting (5) 2011-02-05 2012-05-15 2019-07-29 2020-03-23 2020-05-11. Author is listed
  9. NEP-CMP: Computational Economics (2) 2012-12-15 2013-06-24
  10. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  11. NEP-GEN: Gender (1) 2020-05-11
  12. NEP-ISF: Islamic Finance (1) 2021-08-16
  13. NEP-NET: Network Economics (1) 2016-06-25
  14. NEP-SOG: Sociology of Economics (1) 2016-09-18

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