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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/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Herbst, Edward & Schorfheide, Frank, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (US).
  2. Dario Caldara & Edward 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 (US).
  3. Edward Herbst & Dario Caldara, 2015. "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations," 2015 Meeting Papers 899, Society for Economic Dynamics.
  4. Bognanni, Mark & Herbst, Edward, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland.
  5. 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.
  6. Edward 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 (US).
  7. Gust, Christopher J. & Lopez-Salido, J. David & Smith, Matthew E. & Herbst, Edward, 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 (US), revised Jan 2016.
  8. Edward Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
  9. Edward 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 & 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 14 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-DGE: Dynamic General Equilibrium (7) 2011-02-05 2012-05-15 2012-05-29 2012-12-15 2013-01-07 2013-06-24 2013-08-05. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2013-01-07 2014-11-28 2014-12-19 2015-10-04 2016-02-29 2016-06-25 2017-06-04. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2011-02-05 2012-05-15 2014-11-28 2016-02-29 2016-09-18 2017-06-04. Author is listed
  4. NEP-ECM: Econometrics (5) 2011-02-05 2012-05-29 2012-12-15 2014-11-28 2016-09-18. Author is listed
  5. NEP-MON: Monetary Economics (4) 2013-01-07 2014-12-19 2015-10-04 2016-06-25. Author is listed
  6. NEP-CBA: Central Banking (3) 2011-02-05 2014-12-19 2015-10-04
  7. NEP-ORE: Operations Research (3) 2012-12-15 2014-11-28 2016-02-29
  8. NEP-CMP: Computational Economics (2) 2012-12-15 2013-06-24
  9. NEP-FOR: Forecasting (2) 2011-02-05 2012-05-15
  10. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  11. NEP-NET: Network Economics (1) 2016-06-25
  12. NEP-SOG: Sociology of Economics (1) 2016-09-18

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