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Details about Edward Herbst

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Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Edward Herbst.

Last updated 2020-09-09. Update your information in the RePEc Author Service.

Short-id: phe363


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Working Papers

2020

  1. Bias in Local Projections
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. How Robust Are Makeup Strategies to Key Alternative Assumptions?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  3. Online Estimation of DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) Downloads
    Staff Reports, Federal Reserve Bank of New York (2019)
    Liberty Street Economics, Federal Reserve Bank of New York (2019) Downloads
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) Downloads
  4. Short-term Planning, Monetary Policy, and Macroeconomic Persistence
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2018

  1. Forward Guidance with Bayesian Learning and Estimation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads

2017

  1. Tempered Particle Filtering
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016) Downloads View citations (1)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) Downloads

    See also Journal Article in Journal of Econometrics (2019)

2016

  1. Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)
    See also Journal Article in American Economic Journal: Macroeconomics (2019)
  2. The Empirical Implications of the Interest-Rate Lower Bound
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (78)
    See also Journal Article in American Economic Review (2017)

2015

  1. Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2014) Downloads View citations (5)
  2. Monetary Policy, Credit Spreads, and Business Cycle Fluctuations
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2014

  1. Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Chapter (2014)
    Journal Article in NBER Macroeconomics Annual (2015)

2013

  1. Sequential Monte Carlo Sampling for DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (4)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (2014)

2012

  1. Evaluating DSGE model forecasts of comovements
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (53)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2012)
  2. Using the \\"Chandrasekhar Recursions\\" for likelihood evaluation of DSGE models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

Journal Articles

2019

  1. Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
    American Economic Journal: Macroeconomics, 2019, 11, (1), 157-92 Downloads View citations (25)
    See also Working Paper (2016)
  2. Tempered particle filtering
    Journal of Econometrics, 2019, 210, (1), 26-44 Downloads View citations (2)
    See also Working Paper (2017)

2018

  1. A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models
    Journal of Applied Econometrics, 2018, 33, (1), 126-140 Downloads View citations (4)

2017

  1. The Empirical Implications of the Interest-Rate Lower Bound
    American Economic Review, 2017, 107, (7), 1971-2006 Downloads View citations (51)
    See also Working Paper (2016)

2015

  1. Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination
    NBER Macroeconomics Annual, 2015, 29, (1), 289 - 344 Downloads View citations (15)
    See also Working Paper (2014)
    Chapter (2014)
  2. Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models
    Computational Economics, 2015, 45, (4), 693-705 Downloads

2014

  1. SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1073-1098 Downloads View citations (52)
    See also Working Paper (2013)

2012

  1. Evaluating DSGE model forecasts of comovements
    Journal of Econometrics, 2012, 171, (2), 152-166 Downloads View citations (49)
    See also Working Paper (2012)

Books

2016

  1. Bayesian Estimation of DSGE Models
    Economics Books, Princeton University Press View citations (40)

Chapters

2014

  1. Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination
    A chapter in NBER Macroeconomics Annual 2014, Volume 29, 2014, pp 289-344 Downloads View citations (5)
    See also Working Paper (2014)
    Journal Article in NBER Macroeconomics Annual (2015)
 
Page updated 2020-09-22