Follow
Frank Schorfheide
Frank Schorfheide
Professor of Economics, University of Pennsylvania
Verified email at ssc.upenn.edu - Homepage
Title
Cited by
Year
[On the Fit of New Keynesian Models]: Rejoinder
MD Negro, F Schorfheide, F Smets, R Wouters
Journal of Business & Economic Statistics 25 (2), 159-162, 2007
2007
1 SGGSzS* L= Прф (ХВ)|| 翡/[/ſ
F Schorfheide
1999
2007 NORTH AMERICAN SUMMER MEETING OF THE ECONOMETRIC SOCIETY ANNOUNCEMENT AND CALL FOR PAPERS
Y Ait-Sahalia, F Econometrics, R Bansal, T Bollerslev, X Chen, J Geweke, ...
Econometrica 75 (2), 601-606, 2007
2007
A Bayesian look at new open economy
T Lubik, F Schorfheide
Working Paper, 2005
72005
A Bayesian look at new open economy macroeconomics
T Lubik, F Schorfheide
NBER macroeconomics annual 20, 313-366, 2005
7172005
A Bayesian look at partially-identified models
HR Moon, F Schorfheide
Manuscript, University of Pennsylvania, Philadelphia, PA, 2007
112007
A DSGE-VAR for the Euro area
M Del Negro, F Schorfheide, F Smets, R Wouters
Computing in Economics and Finance, 2004
22004
A DSGE-VAR for the Euro Area
MD Negro, F Schorfheide
Society for Computational Economics, 2004
12004
A Markov-switching multifractal inter-trade duration model, with application to US equities
F Chen, FX Diebold, F Schorfheide
Journal of Econometrics 177 (2), 320-342, 2013
712013
A new class of nonlinear time series models for the evaluation of DSGE models
SB Aruoba, L Bocola, F Schorfheide
FGV EPGE; Vale, 2013
182013
A personal perspective on the origin (s) and development of ‘big data’: The phenomenon, the term, and the discipline
FX Diebold, X Cheng, S Diebold, D Foster, M Halperin, S Lohr, J Mashey, ...
Second Version, 2012
1432012
A Unified Econometric Framework for the evaluation of DSGE Models
F Schorfheide
University of Pennsylvania, 1999
161999
AEA Continuing Education Program Bayesian Inference in Macroeconomic Models
G Primiceri, F Schorfheide, CA San Diago
2013
American Economic Journal
M WOODFORD, CJ NEKARDA, VA RAMEY, SBGAN ARUOBA, ...
American Economic Journal Macroeconomics
A ARAÚJO, S SCHOMMER, M WOODFORD, M GERTLER, P KARADI, ...
An Estimated Search-Based Monetary DSGE Model with Liquid Capital
SB Aruoba, F Schorfheide
Mimeo, 2010
42010
Ang, A., Piazzesi, M., Wei, M., What does the yield curve tell us about GDP growth? 359 Aruoba, SB, see Diebold, FX 309 Bai, J., Ng, S., Evaluating latent and observed factors …
FX Diebold, RF Engle, C Favero, GM Gallo, F Schorfheide, CA Favero, ...
Journal of Econometrics 131, 611-612, 2006
2006
Assessing DSGE model nonlinearities
SB Aruoba, L Bocola, F Schorfheide
Journal of Economic Dynamics and Control 83, 34-54, 2017
872017
Bayesian analysis of DSGE models
S An, F Schorfheide
Econometric reviews 26 (2-4), 113-172, 2007
22172007
Bayesian Analysis of DSGE models
F Schorfheide, S An
CEPR Discussion Papers, 2005
12005
The system can't perform the operation now. Try again later.
Articles 1–20