Frank Schorfheide

Affiliations: 
Economics University of Pennsylvania, Philadelphia, PA, United States 
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"Frank Schorfheide"

Parents

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Christopher A. Sims grad student Yale
Peter C.B. Phillips grad student 1994-1998 Yale

Children

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Sungbae An grad student 2006 Penn
Cristina Fuentes-Albero grad student 2010 Penn
Maxym Kryshko grad student 2010 Penn
Leonardo Melosi grad student 2010 Penn
Edward P. Herbst grad student 2011 Penn
Mark J. Bognanni grad student 2013 Penn
Han Chen grad student 2013 Penn
Luigi Bocola grad student 2014 Penn
Paul Sangrey grad student 2013-2019
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Publications

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Liu L, Moon HR, Schorfheide F. (2020) Panel forecasts of country-level Covid-19 infections. Journal of Econometrics
Liu L, Moon HR, Schorfheide F. (2020) Forecasting With Dynamic Panel Data Models Econometrica. 88: 171-201
Aruoba SB, Cuba-Borda P, Higa-Flores K, et al. (2020) Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints Social Science Research Network. 2020
Cai MD, Negro MD, Herbst EP, et al. (2020) Online Estimation of DSGE Models National Bureau of Economic Research. 1-55
Cai M, Negro MD, Herbst E, et al. (2020) Online Estimation of DSGE Models Social Science Research Network. 2020
Liu L, Moon HR, Schorfheide F. (2019) Forecasting with a Panel Tobit Model National Bureau of Economic Research
Herbst E, Schorfheide F. (2019) Tempered particle filtering Journal of Econometrics. 210: 26-44
Granziera E, Moon HR, Schorfheide F. (2018) Inference for VARs identified with sign restrictions Quantitative Economics. 9: 1087-1121
Askanazi R, Diebold FX, Schorfheide F, et al. (2018) On the Comparison of Interval Forecasts Journal of Time Series Analysis. 39: 953-965
Aruoba SB, Bocola L, Schorfheide F. (2017) Assessing DSGE model nonlinearities Journal of Economic Dynamics and Control. 83: 34-54
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