IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Edward Herbst

This is information that was supplied by Edward Herbst in registering through RePEc. If you are Edward Herbst , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Edward
Middle Name:
Last Name:Herbst
Suffix:
RePEc Short-ID:phe363
Washington, District of Columbia (United States)
http://www.federalreserve.gov/research/rsmaqs.htm

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:mqfrbus (more details at EDIRC)
in new window
  1. 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 (U.S.).
  2. Herbst, Edward & Schorfheide, Frank, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.).
  3. Edward Herbst & Dario Caldara, 2015. "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations," 2015 Meeting Papers 899, Society for Economic Dynamics.
  4. 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.
  5. 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.
  6. Edward Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
  7. 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 (U.S.).
  8. 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 (U.S.), revised 12 Feb 2016.
  9. Edward Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
  1. 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.
  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. 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.
  4. 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, number 10612, 06-2016.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (6) 2013-01-07 2014-11-28 2014-12-19 2015-10-04 2016-02-29 2016-06-25. Author is listed
  3. NEP-ECM: Econometrics (5) 2011-02-05 2012-05-29 2012-12-15 2014-11-28 2016-09-18. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2011-02-05 2012-05-15 2014-11-28 2016-02-29 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-NET: Network Economics (1) 2016-06-25
  11. NEP-SOG: Sociology of Economics (1) 2016-09-18

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Edward Herbst should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.