Details about Mu-Chun Wang

Access statistics for papers by Mu-Chun Wang.

Last updated 2024-10-12. Update your information in the RePEc Author Service.

Short-id: pwa572

Working Papers

2021

1. Economic theories and macroeconomic reality
   Discussion Papers, Deutsche Bundesbank View citations (2)
   See also Journal Article Economic theories and macroeconomic reality, Journal of Monetary Economics, Elsevier (2022) View citations (6) (2022)

2020

2. Estimation of heterogeneous agent models: A likelihood approach
   Discussion Papers, Deutsche Bundesbank View citations (4)
   Also in CESifo Working Paper Series, CESifo (2017) View citations (6)
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020) View citations (6)

2018

3. Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models
   VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (16)
   See also Journal Article Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (18) (2020)

2017

4. Identification and estimation of heterogeneous agent models: A likelihood approach
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)

2016

5. Choosing Prior Hyperparameters
   Working Paper, Federal Reserve Bank of Richmond View citations (14)

2015

6. Measurement Errors and Monetary Policy: Then and Now
   Working Paper, Federal Reserve Bank of Richmond View citations (4)
   See also Journal Article Measurement errors and monetary policy: Then and now, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (8) (2017)

2014

7. Drifts, Volatilities and Impulse Responses Over the Last Century
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (3)
   Also in Working Paper, Federal Reserve Bank of Richmond (2014)

2008

8. Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (4)
   See also Journal Article Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (24) (2009)

Journal Articles

2022

1. Economic theories and macroeconomic reality
   Journal of Monetary Economics, 2022, 126, (C), 105-117 View citations (6)
   See also Working Paper Economic theories and macroeconomic reality, Discussion Papers (2021) View citations (2) (2021)

2020

2. Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models
   Journal of Business & Economic Statistics, 2020, 38, (1), 124-136 View citations (18)
   See also Working Paper Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) View citations (16) (2018)

2017

3. Measurement errors and monetary policy: Then and now
   Journal of Economic Dynamics and Control, 2017, 79, (C), 66-78 View citations (8)
   See also Working Paper Measurement Errors and Monetary Policy: Then and Now, Working Paper (2015) View citations (4) (2015)

2016

4. Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
   Quantitative Economics, 2016, 7, (2), 591-611 View citations (23)

2014

5. Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts
   Oxford Bulletin of Economics and Statistics, 2014, 76, (2), 287-297 View citations (6)

2012

6. What drives inflation in New Keynesian models?
   Economics Letters, 2012, 114, (3), 338-342 View citations (5)

2009

7. Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
   Journal of Forecasting, 2009, 28, (2), 167-182 View citations (24)
   See also Working Paper Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment, Discussion Paper Series 1: Economic Studies (2008) View citations (4) (2008)