Publications

Export 56 results:
Sort by: Author Title Type [ Year  (Desc)]
2006
How Good is What You've Got? DGSE-VAR as a Toolkit for Evaluating DSGE Models, Del Negro, Marco, and Schorfheide Frank , FRB Atlanta Economic Review, Volume 91, Number 2, p.21–37, (2006) Local CopyLink to Document
2005
Learning and Monetary Policy Shifts, Schorfheide, Frank , Review of Economic Dynamics, Volume 8, Number 2, p.392–419, (2005) GAUSS ProgramsLink to Document
Policy Predictions if the Model Does Not Fit, Del Negro, Marco, and Schorfheide Frank , Journal of the European Economic Association, Volume 3, Number 2-3, p.434–443, (2005) GAUSS ProgramsLink to Document
VAR Forecasting under Misspecification, Schorfheide, Frank , Journal of Econometrics, Volume 128, Number 1, p.99–136, (2005) GAUSS ProgramsLink to Document
2004
Priors from General Equilibrium Models for VARS, Del Negro, Marco, and Schorfheide Frank , International Economic Review, Volume 45, Number 2, p.643–673, (2004) GAUSS ProgramsLink to Document
Testing for Indeterminacy: An Application to US Monetary Policy, Lubik, Thomas A., and Schorfheide Frank , American Economic Review, Volume 94, Number 1, p.190–217, (2004) Technical AppendixGAUSS ProgramsLink to Document
2003
Computing Sunspot Equilibria in Linear Rational Expectations Models, Lubik, Thomas A., and Schorfheide Frank , Journal of Economic Dynamics and Control, Volume 28, Number 2, p.273–285, (2003) Technical AppendixGAUSS ProgramsLink to Document
Financial Econometrics by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001, Schorfheide, Frank , Econometric Theory, Volume 19, Number 2, p.401–409, (2003) Link to Document
Labor-Supply Shifts and Economic Fluctuations, Chang, Yongsung, and Schorfheide Frank , Journal of Monetary Economics, Volume 50, Number 8, p.1751–1768, (2003) Technical AppendixGAUSS ProgramsLink to Document
Take Your Model Bowling: Forecasting with General Equilibrium Models, Del Negro, Marco, and Schorfheide Frank , FRB Atlanta Economic Review, Volume 88, Number 4, p.35–50, (2003) Local Copy