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Details about Mu-Chun Wang

Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Mu-Chun Wang.

Last updated 2019-07-17. Update your information in the RePEc Author Service.

Short-id: pwa572


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Working Papers

2018

  1. Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads View citations (3)

2017

  1. Estimation of Heterogeneous Agent Models: A Likelihood Approach
    CESifo Working Paper Series, CESifo Downloads View citations (3)
  2. Identification and estimation of heterogeneous agent models: A likelihood approach
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)

2016

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

2015

  1. Measurement Errors and Monetary Policy: Then and Now
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

2014

  1. Drifts, Volatilities and Impulse Responses Over the Last Century
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (2)
    Also in Working Paper, Federal Reserve Bank of Richmond (2014) Downloads

2008

  1. Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (4)
    See also Journal Article in Journal of Forecasting (2009)

Journal Articles

2017

  1. Measurement errors and monetary policy: Then and now
    Journal of Economic Dynamics and Control, 2017, 79, (C), 66-78 Downloads View citations (5)
    See also Working Paper (2015)

2016

  1. Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
    Quantitative Economics, 2016, 7, (2), 591-611 Downloads View citations (13)

2014

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

2012

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

2009

  1. Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
    Journal of Forecasting, 2009, 28, (2), 167-182 Downloads View citations (21)
    See also Working Paper (2008)
 
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