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Minchul Shin

Personal Details

First Name:Minchul
Middle Name:
Last Name:Shin
Suffix:
RePEc Short-ID:psh947
[This author has chosen not to make the email address public]
https://mcmcs.github.io
Terminal Degree:2015 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Research Department
Federal Reserve Bank of Philadelphia

Philadelphia, Pennsylvania (United States)
http://www.philadelphiafed.org/research-and-data/
RePEc:edi:rfrbpus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Arias, Jonas & Rubio-Ramírez, Juan Francisco & Shin, Minchul & Waggoner, Daniel, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," CEPR Discussion Papers 18837, C.E.P.R. Discussion Papers.
  2. Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper 2024-4, Federal Reserve Bank of Atlanta.
  3. David Albouy & Minchul Shin, 2022. "A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information," Working Papers 22-38, Federal Reserve Bank of Philadelphia.
  4. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2022. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," Working Papers 22-18, Federal Reserve Bank of Philadelphia.
  5. Siddhartha Chib & Minchul Shin & Fei Tan, 2021. "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers 21-02, Federal Reserve Bank of Philadelphia.
  6. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CESifo Working Paper Series 8977, CESifo.
  7. Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers 21-21, Federal Reserve Bank of Philadelphia.
  8. Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin, 2021. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," NBER Working Papers 28617, National Bureau of Economic Research, Inc.
  9. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 21-18, Federal Reserve Bank of Philadelphia.
  10. Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
  11. Ryan Cumings-Menon & Minchul Shin & Keith Sill, 2020. "Measuring disagreement in probabilistic and density forecasts," Working Papers 21-03, Federal Reserve Bank of Philadelphia.
  12. Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers 2012.11649, arXiv.org, revised Jun 2022.
  13. Siddhartha Chib & Minchul Shin & Fei Tan, 2020. "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers 20-35, Federal Reserve Bank of Philadelphia.
  14. Ryan Cumings-Menon & Minchul Shin, 2020. "Probability Forecast Combination via Entropy Regularized Wasserstein Distance," Working Papers 20-31/R, Federal Reserve Bank of Philadelphia.
  15. Siddhartha Chib & Minchul Shin & Anna Simoni, 2018. "Bayesian Estimation and Comparison of Moment Condition Models," Post-Print hal-03089882, HAL.
  16. Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," PIER Working Paper Archive 18-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2018.
  17. Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
  18. Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017. "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series 2017-066, Board of Governors of the Federal Reserve System (U.S.).
  19. Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
  20. Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2016. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," NBER Working Papers 22615, National Bureau of Economic Research, Inc.
  21. Francis X. Diebold & Minchul Shin, 2016. "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers 22516, National Bureau of Economic Research, Inc.
  22. Siddharta Chib & Minchul Shin & Anna Simoni, 2016. "Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models," Working Papers 2016-21, Center for Research in Economics and Statistics.
  23. Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).
  24. Minchul Shin & Molin Zhong, 2015. "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series 2015-115, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan, 2023. "On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates," Journal of Econometrics, Elsevier, vol. 237(2).
  2. Edmund Crawley & Taeyoung Doh & Minchul Shin, 2023. "Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending," Economic Bulletin, Federal Reserve Bank of Kansas City, pages 1-4, September.
  3. Jonas E. Arias & Jesús Fernández- Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2023. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 287-319, July.
  4. Siddhartha Chib & Minchul Shin & Fei Tan, 2023. "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 69-111, January.
  5. Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023. "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1054-1086.
  6. Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
  7. Albouy, David & Shin, Minchul, 2022. "A statistical learning approach to land valuation: Optimizing the use of external information," Journal of Housing Economics, Elsevier, vol. 58(PA).
  8. Minchul Shin & Molin Zhong, 2020. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 367-379, April.
  9. Jonas E. Arias & Minchul Shin, 2020. "Tracking U.S. Real GDP Growth During the Pandemic," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 5(3), pages 9-14, September.
  10. Diebold, Francis X. & Shin, Minchul, 2019. "Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
  11. Shin, Minchul & Zhang, Boyuan & Zhong, Molin & Lee, Dong Jin, 2018. "Measuring international uncertainty: The case of Korea," Economics Letters, Elsevier, vol. 162(C), pages 22-26.
  12. Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
  13. David Albouy & Gabriel Ehrlich & Minchul Shin, 2018. "Metropolitan Land Values," The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 454-466, July.
  14. Siddhartha Chib & Minchul Shin & Anna Simoni, 2018. "Bayesian Estimation and Comparison of Moment Condition Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(524), pages 1656-1668, October.
  15. Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017. "Real-time forecast evaluation of DSGE models with stochastic volatility," Journal of Econometrics, Elsevier, vol. 201(2), pages 322-332.
  16. Shin, Minchul & Zhong, Molin, 2017. "Does realized volatility help bond yield density prediction?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 373-389.
  17. Francis X. Diebold & Minchul Shin, 2017. "Assessing point forecast accuracy by stochastic error distance," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 588-598, October.
  18. Diebold, Francis X. & Shin, Minchul, 2015. "Assessing point forecast accuracy by stochastic loss distance," Economics Letters, Elsevier, vol. 130(C), pages 37-38.

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 28 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-FOR: Forecasting (13) 2013-11-16 2014-12-08 2016-03-06 2016-08-28 2016-09-18 2018-01-08 2018-09-24 2018-11-19 2018-11-19 2018-11-26 2020-08-31 2021-02-01 2021-06-14. Author is listed
  2. NEP-ORE: Operations Research (13) 2016-08-28 2016-09-18 2018-01-08 2019-12-23 2020-08-31 2020-11-16 2021-04-12 2021-04-19 2021-05-10 2021-05-24 2021-06-14 2021-11-22 2022-03-21. Author is listed
  3. NEP-ECM: Econometrics (12) 2014-12-08 2016-03-06 2016-05-14 2018-09-24 2018-11-19 2018-11-26 2019-12-23 2020-08-31 2021-04-12 2021-06-14 2022-02-07 2024-03-25. Author is listed
  4. NEP-ETS: Econometric Time Series (9) 2014-12-08 2016-08-28 2016-09-18 2018-01-08 2018-09-24 2018-11-26 2021-04-12 2021-06-14 2024-03-25. Author is listed
  5. NEP-MAC: Macroeconomics (7) 2016-03-06 2016-05-14 2016-09-18 2017-07-02 2018-01-08 2020-08-31 2020-11-16. Author is listed
  6. NEP-CWA: Central and Western Asia (3) 2021-04-12 2021-11-22 2022-03-21
  7. NEP-DGE: Dynamic General Equilibrium (3) 2016-09-18 2018-01-08 2020-11-16
  8. NEP-BIG: Big Data (2) 2018-09-24 2018-11-19
  9. NEP-AGR: Agricultural Economics (1) 2023-05-22
  10. NEP-BAN: Banking (1) 2022-03-21
  11. NEP-DES: Economic Design (1) 2023-05-29
  12. NEP-GEO: Economic Geography (1) 2023-05-22
  13. NEP-HEA: Health Economics (1) 2021-04-19
  14. NEP-SOG: Sociology of Economics (1) 2016-09-18
  15. NEP-URE: Urban and Real Estate Economics (1) 2023-05-22

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