Details about Molin Zhong

Access statistics for papers by Molin Zhong.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pzh1011

Working Papers

2023

1. Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2021

2. Macroeconomic and Financial Risks: A Tale of Mean and Volatility
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
3. Understanding bank and non-bank credit cycles: a structural exploration
   BIS Working Papers, Bank for International Settlements View citations (1)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019) View citations (1)
   See also Journal Article Understanding Bank and Nonbank Credit Cycles: A Structural Exploration, Journal of Money, Credit and Banking, Blackwell Publishing (2023) View citations (2) (2023)

2019

4. Likelihood Evaluation of Models with Occasionally Binding Constraints
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (19)
   See also Journal Article Likelihood evaluation of models with occasionally binding constraints, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (26) (2019)

2018

5. Macroeconomic implications of shadow banks: A DSGE analysis
   2018 Meeting Papers, Society for Economic Dynamics

2017

6. Macroeconomic Forecasting in Times of Crises
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
   See also Journal Article Macroeconomic forecasting in times of crises, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (1) (2023)
7. Measuring International Uncertainty: The Case of Korea
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   See also Journal Article Measuring international uncertainty: The case of Korea, Economics Letters, Elsevier (2018) View citations (21) (2018)

2016

8. A New Approach to Identifying the Real Effects of Uncertainty Shocks
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (20)
   See also Journal Article A New Approach to Identifying the Real Effects of Uncertainty Shocks, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (22) (2020)

2015

9. Does Realized Volatility Help Bond Yield Density Prediction?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
   See also Journal Article Does realized volatility help bond yield density prediction?, International Journal of Forecasting, Elsevier (2017) View citations (4) (2017)

Journal Articles

2023

1. Macroeconomic forecasting in times of crises
   Journal of Applied Econometrics, 2023, 38, (3), 295-320 View citations (1)
   See also Working Paper Macroeconomic Forecasting in Times of Crises, Finance and Economics Discussion Series (2017) View citations (7) (2017)
2. Understanding Bank and Nonbank Credit Cycles: A Structural Exploration
   Journal of Money, Credit and Banking, 2023, 55, (1), 103-142 View citations (2)
   See also Working Paper Understanding bank and non-bank credit cycles: a structural exploration, BIS Working Papers (2021) View citations (1) (2021)

2020

3. A New Approach to Identifying the Real Effects of Uncertainty Shocks
   Journal of Business & Economic Statistics, 2020, 38, (2), 367-379 View citations (22)
   See also Working Paper A New Approach to Identifying the Real Effects of Uncertainty Shocks, Finance and Economics Discussion Series (2016) View citations (20) (2016)

2019

4. Likelihood evaluation of models with occasionally binding constraints
   Journal of Applied Econometrics, 2019, 34, (7), 1073-1085 View citations (26)
   See also Working Paper Likelihood Evaluation of Models with Occasionally Binding Constraints, Finance and Economics Discussion Series (2019) View citations (19) (2019)

2018

5. Measuring international uncertainty: The case of Korea
   Economics Letters, 2018, 162, (C), 22-26 View citations (21)
   See also Working Paper Measuring International Uncertainty: The Case of Korea, Finance and Economics Discussion Series (2017) View citations (3) (2017)

2017

6. Does realized volatility help bond yield density prediction?
   International Journal of Forecasting, 2017, 33, (2), 373-389 View citations (4)
   See also Working Paper Does Realized Volatility Help Bond Yield Density Prediction?, Finance and Economics Discussion Series (2015) (2015)