Concepedia

Frank Schorfheide

FS

91

Publications

10.4K

Citations

49

H-Index

1994

Active since

Affiliations

University of Pennsylvania(Current)

National Bureau of Economic Research

Centre for Economic Policy Research

Penn Center for AIDS Research

Federal Reserve Bank of New York

Frank Schorfheide is an author at University of Pennsylvania specializing in economics, business, and macroeconomics.

Top concepts

BusinessEconomicsStatisticsMacroeconomicsEngineeringEconometricsFinanceEconomic AnalysisForecastingMonetary Policy

Publications per year

1994–2024

91

Publications

91

Bayesian Analysis of DSGE Models

Sungbae An, Frank Schorfheide · Econometric Reviews · 2007 · 1.3K citations

Bayesian Statistic, Engineering, Macroeconomic Forecasting +17

Testing for Indeterminacy: An Application to U.S. Monetary Policy

Thomas A. Lubik, Frank Schorfheide · American Economic Review · 2004 · 832 citations

Dynamic Equilibrium Models, Monetary Policy, Economics +13

Loss function‐based evaluation of DSGE models

Frank Schorfheide · Journal of Applied Econometrics · 2000 · 671 citations

Bayesian Econometric Procedure, Engineering, Applied Econometrics +21

Do central banks respond to exchange rate movements? A structural investigation

Thomas A. Lubik, Frank Schorfheide · Journal of Monetary Economics · 2007 · 581 citations

Monetary Policy, Economics, International Finance +11

Priors from General Equilibrium Models for VARS*

Marco Del Negro, Frank Schorfheide · International Economic Review · 2004 · 546 citations

Macroeconomic Forecasting, Standard Benchmarks, Policy Analysis +16

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