Minchul Shin
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Minchul |
| last: |
Shin |
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Contact
Affiliations
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Federal Reserve Bank of Philadelphia
/ Research Department
Research profile
author of:
- The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes (RePEc:aea:aejmac:v:15:y:2023:i:3:p:287-319)
by Jonas E. Arias & Jesús Fernández- Villaverde & Juan F. Rubio-Ramírez & Minchul Shin - On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates (RePEc:arx:papers:2012.11649)
by Francis X. Diebold & Minchul Shin & Boyuan Zhang - Bayesian Estimation and Comparison of Conditional Moment Models (RePEc:arx:papers:2110.13531)
by Siddhartha Chib & Minchul Shin & Anna Simoni - Bayesian estimation and comparison of conditional moment models (RePEc:bla:jorssb:v:84:y:2022:i:3:p:740-764)
by Siddhartha Chib & Minchul Shin & Anna Simoni - On the Comparison of Interval Forecasts (RePEc:bla:jtsera:v:39:y:2018:i:6:p:953-965)
by Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs (RePEc:ces:ceswps:_8977)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs (RePEc:cpr:ceprdp:15951)
by Fernández-Villaverde, Jesús & Arias, Jonas & Rubio-RamÃrez, Juan Francisco & Shin, Minchul - Inference Based on Time-Varying SVARs Identified with Sign Restrictions (RePEc:cpr:ceprdp:18837)
by Arias, Jonas & Rubio-RamÃrez, Juan Francisco & Shin, Minchul & Waggoner, Daniel - Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models (RePEc:crs:wpaper:2016-21)
by Siddharta Chib & Minchul Shin & Anna Simoni - Assessing point forecast accuracy by stochastic loss distance (RePEc:eee:ecolet:v:130:y:2015:i:c:p:37-38)
by Diebold, Francis X. & Shin, Minchul - Measuring international uncertainty: The case of Korea (RePEc:eee:ecolet:v:162:y:2018:i:c:p:22-26)
by Shin, Minchul & Zhang, Boyuan & Zhong, Molin & Lee, Dong Jin - Real-time forecast evaluation of DSGE models with stochastic volatility (RePEc:eee:econom:v:201:y:2017:i:2:p:322-332)
by Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul - Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086)
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul - On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464)
by Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan - Does realized volatility help bond yield density prediction? (RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389)
by Shin, Minchul & Zhong, Molin - Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives (RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691)
by Diebold, Francis X. & Shin, Minchul - A statistical learning approach to land valuation: Optimizing the use of external information (RePEc:eee:jhouse:v:58:y:2022:i:pa:s1051137722000456)
by Albouy, David & Shin, Minchul - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs (RePEc:fda:fdaddt:2021-09)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin - Inference Based On Time-Varying SVARs Identified with Time Restrictions (RePEc:fip:fedawp:97982)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner - Does Realized Volatility Help Bond Yield Density Prediction? (RePEc:fip:fedgfe:2015-115)
by Minchul Shin & Molin Zhong - A New Approach to Identifying the Real Effects of Uncertainty Shocks (RePEc:fip:fedgfe:2016-40)
by Minchul Shin & Molin Zhong - Measuring International Uncertainty : The Case of Korea (RePEc:fip:fedgfe:2017-66)
by Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong - Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending (RePEc:fip:fedkeb:96761)
by Edmund Crawley & Taeyoung Doh & Minchul Shin - Tracking U.S. Real GDP Growth During the Pandemic (RePEc:fip:fedpei:88740)
by Jonas E. Arias & Minchul Shin - Bayesian Estimation and Comparison of Conditional Moment Models (RePEc:fip:fedpwp:19-51)
by Siddhartha Chib & Minchul Shin & Anna Simoni - Probability Forecast Combination via Entropy Regularized Wasserstein Distance (RePEc:fip:fedpwp:88545)
by Ryan Cumings-Menon & Minchul Shin - High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ (RePEc:fip:fedpwp:88714)
by Siddhartha Chib & Minchul Shin & Fei Tan - DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors (RePEc:fip:fedpwp:89577)
by Siddhartha Chib & Minchul Shin & Fei Tan - Measuring disagreement in probabilistic and density forecasts (RePEc:fip:fedpwp:89578)
by Ryan Cumings-Menon & Minchul Shin & Keith Sill - On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates (RePEc:fip:fedpwp:89897)
by Francis X. Diebold & Minchul Shin & Boyuan Zhang - Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs (RePEc:fip:fedpwp:91527)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin - Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models (RePEc:fip:fedpwp:92355)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin - The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes (RePEc:fip:fedpwp:94590)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin - A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information (RePEc:fip:fedpwp:95084)
by David Albouy & Minchul Shin - Inference Based on Time-Varying SVARs Identified with Sign Restrictions (RePEc:fip:fedpwp:97853)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner - Bayesian Estimation and Comparison of Moment Condition Models (RePEc:hal:journl:hal-03089882)
by Siddhartha Chib & Minchul Shin & Anna Simoni - Bayesian Estimation and Comparison of Conditional Moment Models (RePEc:hal:journl:hal-03504122)
by Siddhartha Chib & Minchul Shin & Anna Simoni - DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors (RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y)
by Siddhartha Chib & Minchul Shin & Fei Tan - Assessing Point Forecast Accuracy by Stochastic Error Distance (RePEc:nbr:nberwo:22516)
by Francis X. Diebold & Minchul Shin - Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility (RePEc:nbr:nberwo:22615)
by Francis X. Diebold & Frank Schorfheide & Minchul Shin - Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives (RePEc:nbr:nberwo:24967)
by Francis X. Diebold & Minchul Shin - The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes (RePEc:nbr:nberwo:28617)
by Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin - On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates (RePEc:nbr:nberwo:29635)
by Francis X. Diebold & Minchul Shin & Boyuan Zhang - Does realized volatility help bond yield density prediction? (RePEc:pen:papers:13-064)
by Minchul Shin & Molin Zhong - Assessing Point Forecast Accuracy by Stochastic Error Distance (RePEc:pen:papers:14-038)
by Francis X. Diebold & Minchul Shin - Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility (RePEc:pen:papers:15-018)
by Francis X. Diebold & Frank Schorfheide & Minchul Shin - Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts (RePEc:pen:papers:17-017)
by Francis X. Diebold & Minchul Shin - On the Comparison of Interval Forecasts (RePEc:pen:papers:18-013)
by Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin - Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives (RePEc:pen:papers:18-014)
by Francis X. Diebold & Minchul Shin - On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates (RePEc:pen:papers:21-002)
by Francis X. Diebold & Minchul Shin & Boyuan Zhang - Assessing point forecast accuracy by stochastic error distance (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:588-598)
by Francis X. Diebold & Minchul Shin - Bayesian Estimation and Comparison of Moment Condition Models (RePEc:taf:jnlasa:v:113:y:2018:i:524:p:1656-1668)
by Siddhartha Chib & Minchul Shin & Anna Simoni - A New Approach to Identifying the Real Effects of Uncertainty Shocks (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:367-379)
by Minchul Shin & Molin Zhong - Metropolitan Land Values (RePEc:tpr:restat:v:100:y:2018:i:3:p:454-466)
by David Albouy & Gabriel Ehrlich & Minchul Shin - Real-time forecast evaluation of DSGE models with stochastic volatility (RePEc:zbw:cfswop:577)
by Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul