Details about Minchul Shin

Access statistics for papers by Minchul Shin.

Last updated 2023-09-01. Update your information in the RePEc Author Service.

Short-id: psh947

Working Papers

2024

1. Inference Based On Time-Varying SVARs Identified with Time Restrictions
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
2. Inference Based on Time-Varying SVARs Identified with Sign Restrictions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2024)

2022

3. A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
   See also Journal Article A statistical learning approach to land valuation: Optimizing the use of external information, Journal of Housing Economics, Elsevier (2022) View citations (3) (2022)
4. Bayesian Estimation and Comparison of Conditional Moment Models
   Post-Print, HAL View citations (1)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2019) View citations (3)
   Papers, arXiv.org (2021)
   See also Journal Article Bayesian estimation and comparison of conditional moment models, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2022) View citations (1) (2022)
5. On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
   Papers, arXiv.org View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (4)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2021) View citations (3)
   Working Papers, Federal Reserve Bank of Philadelphia (2021) View citations (4)
   See also Journal Article On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates, Journal of Econometrics, Elsevier (2023) View citations (3) (2023)
6. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
   Working Papers, Federal Reserve Bank of Philadelphia
   See also Journal Article The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes, American Economic Journal: Macroeconomics, American Economic Association (2023) View citations (14) (2023)

2021

7. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Working Papers, FEDEA (2021) View citations (3)
   CESifo Working Paper Series, CESifo (2021) View citations (3)
8. Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
9. DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
   Working Papers, Federal Reserve Bank of Philadelphia View citations (4)
   See also Journal Article DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors, Computational Economics, Springer (2023) (2023)
10. Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
    Working Papers, Federal Reserve Bank of Philadelphia View citations (7)
    See also Journal Article Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models, Journal of Econometrics, Elsevier (2023) View citations (6) (2023)
11. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
    NBER Working Papers, National Bureau of Economic Research, Inc

2020

12. High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗
    Working Papers, Federal Reserve Bank of Philadelphia
13. Measuring disagreement in probabilistic and density forecasts
    Working Papers, Federal Reserve Bank of Philadelphia
14. Probability Forecast Combination via Entropy Regularized Wasserstein Distance
    Working Papers, Federal Reserve Bank of Philadelphia

2018

15. Bayesian Estimation and Comparison of Moment Condition Models
    Post-Print, HAL View citations (17)
    See also Journal Article Bayesian Estimation and Comparison of Moment Condition Models, Journal of the American Statistical Association, Taylor & Francis Journals (2018) View citations (21) (2018)
16. Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (18)
    See also Journal Article Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives, International Journal of Forecasting, Elsevier (2019) View citations (65) (2019)
17. On the Comparison of Interval Forecasts
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (18)
    See also Journal Article On the Comparison of Interval Forecasts, Journal of Time Series Analysis, Wiley Blackwell (2018) View citations (17) (2018)

2017

18. Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (5)
19. 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)
20. Real-time forecast evaluation of DSGE models with stochastic volatility
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (47)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (11)
    See also Journal Article Real-time forecast evaluation of DSGE models with stochastic volatility, Journal of Econometrics, Elsevier (2017) View citations (40) (2017)

2016

21. 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)
22. Assessing Point Forecast Accuracy by Stochastic Error Distance
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014) View citations (2)
    See also Journal Article Assessing point forecast accuracy by stochastic error distance, Econometric Reviews, Taylor & Francis Journals (2017) View citations (7) (2017)
23. Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models
    Working Papers, Center for Research in Economics and Statistics View citations (1)

2015

24. 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. DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
   Computational Economics, 2023, 61, (1), 69-111
   See also Working Paper DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors, Working Papers (2021) View citations (4) (2021)
2. Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending
   Economic Bulletin, 2023, 4
3. Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
   Journal of Econometrics, 2023, 235, (2), 1054-1086 View citations (6)
   See also Working Paper Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models, Working Papers (2021) View citations (7) (2021)
4. On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates
   Journal of Econometrics, 2023, 237, (2) View citations (3)
   See also Working Paper On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates, Papers (2022) View citations (3) (2022)
5. The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
   American Economic Journal: Macroeconomics, 2023, 15, (3), 287-319 View citations (14)
   See also Working Paper The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes, Working Papers (2022) (2022)

2022

6. A statistical learning approach to land valuation: Optimizing the use of external information
   Journal of Housing Economics, 2022, 58, (PA) View citations (3)
   See also Working Paper A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information, Working Papers (2022) View citations (3) (2022)
7. Bayesian estimation and comparison of conditional moment models
   Journal of the Royal Statistical Society Series B, 2022, 84, (3), 740-764 View citations (1)
   See also Working Paper Bayesian Estimation and Comparison of Conditional Moment Models, Post-Print (2022) View citations (1) (2022)

2020

8. 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)
9. Tracking U.S. Real GDP Growth During the Pandemic
   Economic Insights, 2020, 5, (3), 9-14

2019

10. Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives
    International Journal of Forecasting, 2019, 35, (4), 1679-1691 View citations (65)
    See also Working Paper Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives, PIER Working Paper Archive (2018) View citations (9) (2018)

2018

11. Bayesian Estimation and Comparison of Moment Condition Models
    Journal of the American Statistical Association, 2018, 113, (524), 1656-1668 View citations (21)
    See also Working Paper Bayesian Estimation and Comparison of Moment Condition Models, Post-Print (2018) View citations (17) (2018)
12. 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)
13. Metropolitan Land Values
    The Review of Economics and Statistics, 2018, 100, (3), 454-466 View citations (84)
14. On the Comparison of Interval Forecasts
    Journal of Time Series Analysis, 2018, 39, (6), 953-965 View citations (17)
    See also Working Paper On the Comparison of Interval Forecasts, PIER Working Paper Archive (2018) View citations (18) (2018)

2017

15. Assessing point forecast accuracy by stochastic error distance
    Econometric Reviews, 2017, 36, (6-9), 588-598 View citations (7)
    See also Working Paper Assessing Point Forecast Accuracy by Stochastic Error Distance, NBER Working Papers (2016) (2016)
16. 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)
17. Real-time forecast evaluation of DSGE models with stochastic volatility
    Journal of Econometrics, 2017, 201, (2), 322-332 View citations (40)
    See also Working Paper Real-time forecast evaluation of DSGE models with stochastic volatility, CFS Working Paper Series (2017) View citations (47) (2017)

2015

18. Assessing point forecast accuracy by stochastic loss distance
    Economics Letters, 2015, 130, (C), 37-38 View citations (6)