Minchul Shin : Citation Profile


Federal Reserve Bank of Philadelphia

10

H index

10

i10 index

381

Citations

RESEARCH PRODUCTION:

18

Articles

36

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 34
   Journals where Minchul Shin has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 13 (3.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh947
   Updated: 2025-03-08    RAS profile: 2023-09-01    
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Relations with other researchers


Works with:

Rubio-Ramirez, Juan F (10)

Fernandez-Villaverde, Jesus (7)

Diebold, Francis (5)

ZHANG, BOYUAN (4)

Simoni, Anna (2)

Tan, Fei (2)

Waggoner, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Minchul Shin.

Is cited by:

Clark, Todd (13)

Marcellino, Massimiliano (10)

Carriero, Andrea (10)

Chan, Joshua (8)

Wasmer, Etienne (8)

Schorfheide, Frank (8)

Fernandez-Villaverde, Jesus (8)

Mertens, Elmar (8)

Trannoy, Alain (8)

Yu, Xuewen (7)

Gobillon, Laurent (7)

Cites to:

Diebold, Francis (33)

Zha, Tao (21)

Pesaran, Mohammad (16)

Schorfheide, Frank (15)

Giannone, Domenico (13)

Clark, Todd (13)

Primiceri, Giorgio (12)

Rubio-Ramirez, Juan F (12)

Watson, Mark (11)

Leeper, Eric (10)

Sims, Christopher (10)

Main data


Where Minchul Shin has published?


Journals with more than one article published# docs
Journal of Econometrics3
International Journal of Forecasting2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia11
NBER Working Papers / National Bureau of Economic Research, Inc5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Post-Print / HAL2
Papers / arXiv.org2

Recent works citing Minchul Shin (2025 and 2024)


YearTitle of citing document
2024Land, Wealth, and Taxation. (2024). Gaigne, Carl ; Brunetti, Roberto ; Moizeau, Fabien. In: Working Papers. RePEc:ags:inrasl:348477.

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2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2024Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true. (2024). Kline, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400023x.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; Gupta, Rangan ; Ivashchenko, Sergey ; Ekin, Semih Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001078.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2024Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming. (2024). Lange, Rutger-Jan ; Teulings, Coen N. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001722.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024The gray zone: How not imposing a strict lockdown at the beginning of a pandemic can cost many lives. (2024). Crudu, Federico ; Tiezzi, Silvia ; di Stefano, Roberta ; Mellace, Giovanni. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000757.

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2024Measuring aggregate land values using individual city land value gradients. (2024). Harris, Nathaniel. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s016604622400019x.

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2024Foreign economic policy uncertainty and U.S. equity returns. (2024). Jahan-Parvar, Mohammad ; Kitsul, Yuriy ; Rahman, Jamil ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1401.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). Gupta, Rangan ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2024A Transcendental LASSO Function for Combining Machine Learning and Statistical Model Forecasts. (2024). Terregrossa, Salvatore Joseph ; Ener, Uaur. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241262695.

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2024Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320.

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Works by Minchul Shin:


YearTitleTypeCited
2023The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: American Economic Journal: Macroeconomics.
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article14
2022The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers.
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paper10
2023On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10
article
2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 10
paper
2021Bayesian Estimation and Comparison of Conditional Moment Models In: Papers.
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paper4
2022Bayesian estimation and comparison of conditional moment models.(2022) In: Journal of the Royal Statistical Society Series B.
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This paper has nother version. Agregated cites: 4
article
2019Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2022Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 4
paper
2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
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article14
2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 14
paper
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series.
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paper5
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 5
paper
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2016Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers.
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paper1
2015Assessing point forecast accuracy by stochastic loss distance In: Economics Letters.
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article6
2018Measuring international uncertainty: The case of Korea In: Economics Letters.
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article22
2017Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 22
paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
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article53
2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 53
paper
2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 53
paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 53
paper
2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models In: Journal of Econometrics.
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article13
2021Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2017Does realized volatility help bond yield density prediction? In: International Journal of Forecasting.
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article4
2015Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 4
paper
2013Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 4
paper
2019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting.
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article72
2018Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 72
paper
2018Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives.(2018) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 72
paper
2022A statistical learning approach to land valuation: Optimizing the use of external information In: Journal of Housing Economics.
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article3
2022A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2024Inference Based On Time-Varying SVARs Identified with Time Restrictions In: FRB Atlanta Working Paper.
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paper0
2016A New Approach to Identifying the Real Effects of Uncertainty Shocks In: Finance and Economics Discussion Series.
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paper40
2020A New Approach to Identifying the Real Effects of Uncertainty Shocks.(2020) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 40
article
2023Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending In: Economic Bulletin.
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article0
2020Tracking U.S. Real GDP Growth During the Pandemic In: Economic Insights.
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article0
2020Probability Forecast Combination via Entropy Regularized Wasserstein Distance In: Working Papers.
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paper0
2020High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ In: Working Papers.
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paper0
2021DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors In: Working Papers.
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paper4
2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors.(2023) In: Computational Economics.
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This paper has nother version. Agregated cites: 4
article
2020Measuring disagreement in probabilistic and density forecasts In: Working Papers.
[Citation analysis]
paper0
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: Working Papers.
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paper3
2024Inference Based on Time-Varying SVARs Identified with Sign Restrictions In: Working Papers.
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paper0
2018Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print.
[Citation analysis]
paper18
2018Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 18
article
2016Assessing Point Forecast Accuracy by Stochastic Error Distance In: NBER Working Papers.
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paper6
2014Assessing Point Forecast Accuracy by Stochastic Error Distance.(2014) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 6
paper
2017Assessing point forecast accuracy by stochastic error distance.(2017) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 6
article
2021The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: NBER Working Papers.
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paper0
2017Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts In: PIER Working Paper Archive.
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paper5
2018Metropolitan Land Values In: The Review of Economics and Statistics.
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article84

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