Edward Herbst

Names

Identifer

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• The Empirical Implications of the Interest-Rate Lower Bound (repec:aea:aecrev:v:107:y:2017:i:7:p:1971-2006)
  by Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith
• Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs (repec:aea:aejmac:v:11:y:2019:i:1:p:157-92)
  by Dario Caldara & Edward Herbst
• Short-Term Planning, Monetary Policy, and Macroeconomic Persistence (repec:aea:aejmac:v:14:y:2022:i:4:p:174-209)
  by Christopher Gust & Edward Herbst & David López-Salido
• Short-term Planning, Monetary Policy, and Macroeconomic Persistence (repec:cpr:ceprdp:16141)
  by López-Salido, J David & Gust, Christopher & Herbst, Edward
• Evaluating DSGE model forecasts of comovements (repec:eee:econom:v:171:y:2012:i:2:p:152-166)
  by Herbst, Edward & Schorfheide, Frank
• Tempered particle filtering (repec:eee:econom:v:210:y:2019:i:1:p:26-44)
  by Herbst, Edward & Schorfheide, Frank
• Forecasting with DSGE models (repec:elg:eechap:22222_6)
  by Edward Herbst
• Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach (repec:fip:fedcwp:1427)
  by Mark Bognanni & Edward P. Herbst
• Evaluating DSGE model forecasts of comovements (repec:fip:fedgfe:2012-11)
  by Edward P. Herbst & Frank Schorfheide
• Using the \"Chandrasekhar Recursions\" for likelihood evaluation of DSGE models (repec:fip:fedgfe:2012-35)
  by Edward P. Herbst
• The Empirical Implications of the Interest-Rate Lower Bound (repec:fip:fedgfe:2012-83)
  by Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith
• Sequential Monte Carlo sampling for DSGE models (repec:fip:fedgfe:2013-43)
  by Edward P. Herbst & Frank Schorfheide
• Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach (repec:fip:fedgfe:2015-116)
  by Mark Bognanni & Edward P. Herbst
• Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs (repec:fip:fedgfe:2016-49)
  by Dario Caldara & Edward P. Herbst
• Tempered Particle Filtering (repec:fip:fedgfe:2016-72)
  by Edward P. Herbst & Frank Schorfheide
• Forward Guidance with Bayesian Learning and Estimation (repec:fip:fedgfe:2018-72)
  by Christopher J. Gust & Edward P. Herbst & J. David López-Salido
• Short-term Planning, Monetary Policy, and Macroeconomic Persistence (repec:fip:fedgfe:2020-03)
  by Christopher J. Gust & Edward P. Herbst & J. David López-Salido
• Bias in Local Projections (repec:fip:fedgfe:2020-10)
  by Edward P. Herbst & Benjamin K. Johannsen
• Online Estimation of DSGE Models (repec:fip:fedgfe:2020-23)
  by Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide
• The Factor Structure of Disagreement (repec:fip:fedgfe:2021-46)
  by Edward P. Herbst & Fabian Winkler
• Inflation Expectations with Finite Horizon Planning (RePEc:fip:fedgfe:2024-63)
  by Christopher J. Gust & Edward P. Herbst & J. David López-Salido
• How Robust Are Makeup Strategies to Key Alternative Assumptions? (repec:fip:fedgfe:88725)
  by James Hebden & Edward P. Herbst & Jenny Tang & Giorgio Topa & Fabian Winkler
• Online Estimation of DSGE Models (repec:fip:fednls:87349)
  by Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide
• Online Estimation of DSGE Models (repec:fip:fednsr:893)
  by Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide
• Evaluating DSGE model forecasts of comovements (repec:fip:fedpwp:11-5)
  by Edward P. Herbst & Frank Schorfheide
• Sequential Monte Carlo sampling for DSGE models (repec:fip:fedpwp:12-27)
  by Edward P. Herbst & Frank Schorfheide
• Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models (repec:kap:compec:v:45:y:2015:i:4:p:693-705)
  by Edward Herbst
• Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination (repec:nbr:nberch:13411)
  by Hess Chung & Edward Herbst & Michael T. Kiley
• Sequential Monte Carlo Sampling for DSGE Models (repec:nbr:nberwo:19152)
  by Edward P. Herbst & Frank Schorfheide
• Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination (repec:nbr:nberwo:20611)
  by Hess Chung & Edward Herbst & Michael T. Kiley
• Tempered Particle Filtering (repec:nbr:nberwo:23448)
  by Edward Herbst & Frank Schorfheide
• Online Estimation of DSGE Models (repec:nbr:nberwo:26826)
  by Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide
• Online estimation of DSGE models (repec:oup:emjrnl:v:24:y:2021:i:1:p:c33-c58.)
  by Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide
• Tempered Particle Filtering (repec:pen:papers:16-017)
  by Edward Herbst & Frank Schorfheide
• Online Estimation of DSGE Models (repec:pen:papers:19-014)
  by Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide
• Bayesian Estimation of DSGE Models (repec:pup:pbooks:10612)
  by Edward P. Herbst & Frank Schorfheide
• Monetary Policy, Credit Spreads, and Business Cycle Fluctuations (repec:red:sed015:899)
  by Edward Herbst & Dario Caldara
• Forward Guidance with Bayesian Learning and Estimation (repec:red:sed017:1189)
  by Edward Herbst & David Lopez-Salido & Christopher Gust
• Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination (repec:ucp:macann:doi:10.1086/680629)
  by Hess Chung & Edward Herbst & Michael T. Kiley
• Sequential Monte Carlo Sampling For Dsge Models (repec:wly:japmet:v:29:y:2014:i:7:p:1073-1098)
  by Edward Herbst & Frank Schorfheide
• A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models (repec:wly:japmet:v:33:y:2018:i:1:p:126-140)
  by Mark Bognanni & Edward Herbst