EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation
Frank Schorfheide is Professor of Economics at the University of Pennsylvania. He is interested in the estimation of DSGE models, Bayesian methods, vector autoregressions.
Volume (Year): 13 (2012)
Issue (Month): 2 (April)
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References listed on IDEAS
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- S. Boragan Aruoba & Frank Schorfheide, 2009.
"Sticky prices versus monetary frictions: an estimation of policy trade-offs,"
09-8, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Frank Schorfheide, 2011. "Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 60-90, January.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
- Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
- Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement,"
Federal Reserve Bank of Minneapolis, issue Fall, pages 9-22.
- 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.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009.
"Methods versus Substance: Measuring the Effects of Technology Shocks on Hours,"
NBER Working Papers
15375, National Bureau of Economic Research, Inc.
- 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.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Raul Santaeulalia-Llopis & Maxym Kryshko, 2009. "Methods versus substance: measuring the effects of technology shocks on hours," Staff Report 433, Federal Reserve Bank of Minneapolis.
- Frank Schorfheide, 2011.
"Estimation and Evaluation of DSGE Models: Progress and Challenges,"
NBER Working Papers
16781, National Bureau of Economic Research, Inc.
- Frank Schorfheide, 2011. "Estimation and evaluation of DSGE models: progress and challenges," Working Papers 11-7, Federal Reserve Bank of Philadelphia.
- Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2012.
"Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters,"
2012rwp-51, Yonsei University, Yonsei Economics Research Institute.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2011. "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," RCER Working Papers 566, University of Rochester - Center for Economic Research (RCER).
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- 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.
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