This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Frank Schorfheide

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

Other registered authors

Personal Details

First Name: Frank
Middle Name:
Last Name: Schorfheide
Suffix:

RePEc Short-ID: psc19

Email:
Homepage: http://www.econ.upenn.edu/~schorf/
Postal Address: Department of Economics University of Pennsylvania 3718 Locust Walk Philadelphia, PA 19104-6297
Phone: 215-898-8486

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h, where author has written h papers that have each been cited at least h times.
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Downloads through RePEc Services over the past 12 months
  22. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  23. Wu-Index

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Hyungsik Roger Moon & Frank Schorfheide, 2009. "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers 14882, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Marco Del Negro & Frank Schorfheide, 2008. "Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile," Staff Reports 329, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

  4. Frank Schorfheide & Keith Sill & Maxym Kryshko, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:

  5. Del Negro, Marco & Schorfheide, Frank, 2007. "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," CEPR Discussion Papers 6119, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  6. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
    Published as:

  7. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  8. Thomas Lubik & Frank Schorfheide, 2005. "A Bayesian Look at New Open Economy Macroeconomics," Economics Working Paper Archive 521, The Johns Hopkins University,Department of Economics. [Downloadable!]

  9. Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank, 2005. "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers 5232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  10. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:

  11. Frank Schorfheide & Hyungsik Roger Moon, 2004. "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings 284, Econometric Society. [Downloadable!]

  12. Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004 79, Society for Computational Economics. [Downloadable!]
    Other versions:

  13. Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," Working Paper 2004-37, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:

  14. Marco Del Negro & Frank Schorfheide, 2004. "Policy predictions if the model doesn’t fit," Working Paper 2004-38, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  15. Frank Schorfheide & Thomas A. Lubik, 2003. "Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach," Computing in Economics and Finance 2003 225, Society for Computational Economics.

  16. Frank Schorfheide, 2003. "Learning and monetary policy shifts," Working Paper 2003-23, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  17. Thomas Lubik & Frank Schorfheide, 2003. "Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation," Economics Working Paper Archive 505, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Published as:

  18. Yongsung Chang & Frank Schorfheide, 2003. "Labor shifts and economic fluctuations," Working Paper 03-07, Federal Reserve Bank of Richmond. [Downloadable!]

  19. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper 2002-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  20. Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank, 2002. "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers 3599, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  21. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy:An Application to U.S. Monetary Policy," Economics Working Paper Archive 480, The Johns Hopkins University,Department of Economics, revised Jun 2003. [Downloadable!]
    Published as:

  22. Thomas Lubik & Frank Schorfheide, 2002. "Computing Sunspots in Linear Rational Expectations Models," Computing in Economics and Finance 2002 138, Society for Computational Economics.
    Other versions:

  23. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002 214, Society for Computational Economics. [Downloadable!]

  24. Yongsung Chang & Frank Schorfheide, 2002. "Labor-Supply Shifts and Economic Fluctuations," Macroeconomics 0204005, EconWPA. [Downloadable!]
    Published as:

  25. Yongsung Chang & Joao Gomes & Frank Schorfheide, 2000. "Persistence," Econometric Society World Congress 2000 Contributed Papers 1632, Econometric Society. [Downloadable!]

  26. Kevin L. Reffett & Frank Schorfheide, 2000. "Evaluating Asset Pricing Implications of DSGE Models," Econometric Society World Congress 2000 Contributed Papers 1630, Econometric Society. [Downloadable!]

Articles

  1. Del Negro, Marco & Schorfheide, Frank, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1191-1208, October. [Downloadable!] (restricted)
    Other versions:

  2. Schorfheide, Frank, 2008. "Comment on: "Monetary policy under uncertainty in an estimated model with labor market frictions" by Luca Sala, Ulf Söderström, and Antonella Trigari," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 1007-1010, July. [Downloadable!] (restricted)

  3. Thomas A. Lubik & Frank Schorfheide, 2007. "Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply," American Economic Review, American Economic Association, vol. 97(1), pages 530-533, March. [Downloadable!]

  4. Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 113-172. [Downloadable!] (restricted)
    Other versions:

  5. Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007. "On the Fit of New Keynesian Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 123-143, April. [Downloadable!] (restricted)

  6. Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, 09. [Downloadable!] (restricted)
    Other versions:

  7. Negro, Marco Del & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 159-162, April. [Downloadable!] (restricted)

  8. Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models - Rejoinder," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 211-219. [Downloadable!] (restricted)

  9. Lubik, Thomas A. & Schorfheide, Frank, 2007. "Do central banks respond to exchange rate movements? A structural investigation," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1069-1087, May. [Downloadable!] (restricted)
    Other versions:

  10. Marco Del Negro & Frank Schorfheide, 2006. "How good is what you've got? DSGE-VAR as a toolkit for evaluating DSGE models," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 21-37. [Downloadable!]

  11. Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F., 2006. "The econometrics of macroeconomics, finance, and the interface," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 1-2. [Downloadable!] (restricted)

  12. Schorfheide, Frank, 2005. "VAR forecasting under misspecification," Journal of Econometrics, Elsevier, vol. 128(1), pages 99-136, September. [Downloadable!] (restricted)

  13. Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April. [Downloadable!] (restricted)
    Other versions:

  14. Marco Del Negro & Frank Schorfheide, 2005. "Policy Predictions if the Model Does Not Fit," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 434-443, 04/05. [Downloadable!] (restricted)
    Other versions:

  15. Frank Schorfheide, 2004. "Future prices as risk-adjusted forecasts of monetary policy; comments," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]

  16. Thomas A. Lubik & Frank Schorfheide, 2004. "Testing for Indeterminacy: An Application to U.S. Monetary Policy," American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March. [Downloadable!]
    Other versions:

  17. 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. [Downloadable!] (restricted)
    Other versions:

  18. Lubik, Thomas A. & Schorfheide, Frank, 2003. "Computing sunspot equilibria in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 273-285, November. [Downloadable!] (restricted)

  19. Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November. [Downloadable!] (restricted)
    Other versions:

  20. Schorfheide, Frank, 2003. "FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001," Econometric Theory, Cambridge University Press, vol. 19(02), pages 401-409, April. [Downloadable!]

  21. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 35-50. [Downloadable!]

  22. Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002. "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December. [Downloadable!]
    Other versions:

  23. Moon, Hyungsik Roger & Schorfheide, Frank, 2002. "Minimum Distance Estimation Of Nonstationary Time Series Models," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1385-1407, December. [Downloadable!]

  24. Schorfheide, Frank, 2000. "Forecasting Economic Time Series," Econometric Theory, Cambridge University Press, vol. 16(03), pages 441-450, June. [Downloadable!]

  25. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670. [Downloadable!]

Chapters

  1. Frank Schorfheide, 2007. "Comment on "How Structural Are Structural Parameters?"," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 149-163 National Bureau of Economic Research, Inc.

  2. Thomas Lubik & Frank Schorfheide, 2006. "A Bayesian Look at the New Open Economy Macroeconomics," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 313-382 National Bureau of Economic Research, Inc. [Downloadable!]

NEP Fields

34 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (15) 2005-10-04 2006-01-01 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 2008-04-12 2008-04-12 2008-06-27 2008-10-07 2009-04-13 2009-04-13 2009-04-18 2009-04-18 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (24) 2002-06-13 2002-06-13 2002-11-04 2003-09-08 2004-08-16 2005-05-23 2005-06-14 2005-09-29 2005-09-29 2005-10-04 2005-10-04 2006-01-01 2006-03-18 2006-03-18 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 2008-04-12 2008-04-12 2008-06-27 2008-10-07 2009-04-13 Author is listed
  3. NEP-ECM: Econometrics (16) 2002-11-04 2003-10-20 2004-12-02 2005-05-23 2005-05-23 2005-06-14 2005-09-29 2005-10-04 2006-04-08 2006-11-25 2007-01-23 2007-02-24 2008-01-26 2008-10-07 2009-04-13 2009-04-18 Author is listed
  4. NEP-EEC: European Economics (1) 2004-08-16
  5. NEP-ETS: Econometric Time Series (5) 2004-12-02 2005-06-14 2005-09-29 2005-09-29 2008-10-07 Author is listed
  6. NEP-EVO: Evolutionary Economics (1) 2004-05-16
  7. NEP-FOR: Forecasting (3) 2005-10-04 2008-10-07 2009-04-13
  8. NEP-LAB: Labour Economics (1) 2008-01-26
  9. NEP-MAC: Macroeconomics (22) 2003-03-17 2003-09-08 2005-05-23 2005-09-29 2005-10-04 2005-10-04 2006-01-01 2006-03-18 2006-03-18 2006-04-08 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 2008-04-12 2008-04-12 2008-06-27 2008-10-07 2009-04-13 2009-04-13 2009-04-18 Author is listed
  10. NEP-MON: Monetary Economics (9) 2004-05-16 2005-10-04 2006-01-01 2006-08-05 2007-05-19 2008-04-12 2008-06-27 2009-04-13 2009-04-18 Author is listed
  11. NEP-OPM: Open MacroEconomics (1) 2008-06-27
  12. NEP-RMG: Risk Management (1) 2002-11-04
Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal.

This page was last updated on 2009-7-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.