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Frank Schorfheide

Global rank #717 99%

Institution: University of Pennsylvania

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://sites.sas.upenn.edu/schorf

First Publication: 2000

Most Recent: 2024

RePEc ID: psc19 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.67 1.17 2.41 0.00 7.44
Last 10 Years 3.35 3.92 3.75 0.00 25.00
All Time 7.04 15.12 14.81 0.00 73.20

Publication Statistics

Raw Publications 44
Coauthorship-Adjusted Count 37.12

Publications (44)

Year Article Journal Tier Authors
2024 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic International Journal of Central Banking B 2
2024 Heterogeneity and Aggregate Fluctuations Journal of Political Economy S 3
2023 Forecasting with a panel Tobit model Quantitative Economics B 3
2022 SVARs with occasionally-binding constraints Journal of Econometrics A 4
2021 Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints Review of Economic Dynamics B 5
2021 Online estimation of DSGE models The Econometrics Journal B 6
2021 Panel forecasts of country-level Covid-19 infections Journal of Econometrics A 3
2020 Forecasting With Dynamic Panel Data Models Econometrica S 3
2019 Tempered particle filtering Journal of Econometrics A 2
2018 Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries Review of Economic Studies S 3
2018 Inference for VARs identified with sign restrictions Quantitative Economics B 3
2018 Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach Econometrica S 3
2017 Assessing DSGE model nonlinearities Journal of Economic Dynamics and Control B 3
2017 Real-time forecast evaluation of DSGE models with stochastic volatility Journal of Econometrics A 3
2016 Improving GDP measurement: A measurement-error perspective Journal of Econometrics A 5
2016 Dynamic prediction pools: An investigation of financial frictions and forecasting performance Journal of Econometrics A 3
2016 Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities Review of Economic Studies S 3
2015 Inflation in the Great Recession and New Keynesian Models American Economic Journal: Macroeconomics A 3
2015 Real-Time Forecasting With a Mixed-Frequency VAR Journal of Business & Economic Statistics A 2
2014 INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS Journal of Applied Econometrics B 3
2014 SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS Journal of Applied Econometrics B 2
2013 A Markov-switching multifractal inter-trade duration model, with application to US equities Journal of Econometrics A 3
2012 Methods versus substance: Measuring the effects of technology shocks Journal of Monetary Economics A 5
2012 On the Use of Holdout Samples for Model Selection American Economic Review S 2
2012 Evaluating DSGE model forecasts of comovements Journal of Econometrics A 2
2011 Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs American Economic Journal: Macroeconomics A 2
2010 DSGE model-based forecasting of non-modelled variables International Journal of Forecasting B 3
2009 Monetary Policy Analysis with Potentially Misspecified Models American Economic Review S 2
2009 Estimation with overidentifying inequality moment conditions Journal of Econometrics A 2
2008 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) Journal of Monetary Economics A 2
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 A 1
2007 Non‐stationary Hours in a DSGE Model Journal of Money, Credit, and Banking B 3
2007 Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply American Economic Review S 2
2007 Do central banks respond to exchange rate movements? A structural investigation Journal of Monetary Economics A 2
2006 The econometrics of macroeconomics, finance, and the interface Journal of Econometrics A 5
2005 VAR forecasting under misspecification Journal of Econometrics A 1
2005 Learning and Monetary Policy Shifts Review of Economic Dynamics B 1
2004 Testing for Indeterminacy: An Application to U.S. Monetary Policy American Economic Review S 2
2003 Labor-supply shifts and economic fluctuations Journal of Monetary Economics A 2
2003 Computing sunspot equilibria in linear rational expectations models Journal of Economic Dynamics and Control B 2
2003 FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 Econometric Theory B 1
2002 Learning-by-Doing as a Propagation Mechanism American Economic Review S 3
2002 MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS Econometric Theory B 2
2000 FORECASTING ECONOMIC TIME SERIES Econometric Theory B 1