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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:
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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  1. Bognanni, Mark & Herbst, Edward, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Paper 1427, Federal Reserve Bank of Cleveland.
  2. 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.
  3. Edward Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
  4. 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.).
  5. Edward Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
  1. Edward Herbst, 2015. "Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models," Computational Economics, Society for Computational Economics, vol. 45(4), pages 693-705, April.
  2. 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.
  3. 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 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.
  1. Edward P. Herbst & Frank Schorfheide, 2016. "Bayesian Estimation of DSGE Models," Economics Books, Princeton University Press, edition 1, volume 1, number 10612.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2011-02-05 2014-12-19. Author is listed
  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 (4) 2011-02-05 2012-05-29 2012-12-15 2014-11-28. Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2011-02-05 2012-05-15 2014-11-28. Author is listed
  6. NEP-FOR: Forecasting (2) 2011-02-05 2012-05-15. Author is listed
  7. NEP-MAC: Macroeconomics (2) 2014-11-28 2014-12-19. Author is listed
  8. NEP-MON: Monetary Economics (1) 2014-12-19
  9. NEP-ORE: Operations Research (2) 2012-12-15 2014-11-28. Author is listed

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