10
H index
10
i10 index
381
Citations
Minchul Shin : Citation Profile
Federal Reserve Bank of Philadelphia | RESEARCH PRODUCTION: 18 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2013 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Minchul Shin. | Is cited by:
| Cites to:
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Main data
Where Minchul Shin has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| International Journal of Forecasting | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Federal Reserve Bank of Philadelphia | 11 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 3 |
| Post-Print / HAL | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Minchul Shin (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Land, Wealth, and Taxation. (2024). Gaigne, Carl ; Brunetti, Roberto ; Moizeau, Fabien. In: Working Papers. RePEc:ags:inrasl:348477. Full description at Econpapers || Download paper |
| 2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper |
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Solving 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Classical 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. Full description at Econpapers || Download paper |
| 2024 | Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788. Full description at Econpapers || Download paper |
| 2024 | Forecasting 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. Full description at Econpapers || Download paper |
| 2024 | Real-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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Irreversible 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. Full description at Econpapers || Download paper |
| 2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Measuring 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. Full description at Econpapers || Download paper |
| 2024 | Foreign 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Fast 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. Full description at Econpapers || Download paper |
Works by Minchul Shin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 14 |
| 2022 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | On 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 | |
| 2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2021 | Bayesian Estimation and Comparison of Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Bayesian estimation and comparison of conditional moment models.(2022) In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | On the Comparison of Interval Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 14 |
| 2018 | On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Assessing point forecast accuracy by stochastic loss distance In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2018 | Measuring international uncertainty: The case of Korea In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2017 | Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2017 | Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 53 |
| 2016 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2015 | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2017 | Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2021 | Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2017 | Does realized volatility help bond yield density prediction? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2015 | Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 72 |
| 2018 | Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2018 | Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives.(2018) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2022 | A statistical learning approach to land valuation: Optimizing the use of external information In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Inference Based On Time-Varying SVARs Identified with Time Restrictions In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A New Approach to Identifying the Real Effects of Uncertainty Shocks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 40 |
| 2020 | A New Approach to Identifying the Real Effects of Uncertainty Shocks.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2023 | Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | Tracking U.S. Real GDP Growth During the Pandemic In: Economic Insights. [Full Text][Citation analysis] | article | 0 |
| 2020 | Probability Forecast Combination via Entropy Regularized Wasserstein Distance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors In: Working Papers. [Citation analysis] | paper | 4 |
| 2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors.(2023) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Measuring disagreement in probabilistic and density forecasts In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Inference Based on Time-Varying SVARs Identified with Sign Restrictions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print. [Citation analysis] | paper | 18 |
| 2018 | Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2016 | Assessing Point Forecast Accuracy by Stochastic Error Distance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Assessing Point Forecast Accuracy by Stochastic Error Distance.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Assessing point forecast accuracy by stochastic error distance.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2021 | The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Metropolitan Land Values In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 84 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team