| Bayesian Estimation of DSGE Models EP Herbst, F Schorfheide Princeton University Press, 2015 | 493 | 2015 |
| Monetary policy, real activity, and credit spreads: Evidence from bayesian proxy svars D Caldara, E Herbst American Economic Journal: Macroeconomics 11 (1), 157-92, 2019 | 393 | 2019 |
| The empirical implications of the interest-rate lower bound C Gust, E Herbst, D López-Salido, ME Smith American Economic Review 107 (7), 1971-2006, 2017 | 286 | 2017 |
| Sequential Monte Carlo Sampling for DSGE Models E Herbst, F Schorfheide, N CEPR | 206 | 2012 |
| Bias in Local Projections EP Herbst, BK Johannsen | 114* | 2020 |
| Evaluating DSGE model forecasts of comovements E Herbst, F Schorfheide Journal of Econometrics 171 (2), 152-166, 2012 | 86 | 2012 |
| Tempered particle filtering E Herbst, F Schorfheide Journal of Econometrics 210 (1), 26-44, 2019 | 59 | 2019 |
| Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination H Chung, E Herbst, MT Kiley NBER Macroeconomics Annual 29 (1), 289-344, 2015 | 49 | 2015 |
| Gradient and Hessian-based MCMC for DSGE models,(2010) E Herbst Unpublished manuscript, 0 | 43* | |
| How Robust Are Makeup Strategies to Key Alternative Assumptions? J Hebden, EP Herbst, J Tang, G Topa, F Winkler | 38 | 2020 |
| Gradient and Hessian-based MCMC for DSGE Models E Herbst Unpublished Manuscript, Federal Reserve Board, 2012 | 34 | 2012 |
| Online Estimation of DSGE Models M Del Negro, F Schorfheide, M Cai, E Herbst, E Matlin, R Sarfati Liberty Street Economics, 0 | 33* | |
| A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models M Bognanni, E Herbst Journal of Applied Econometrics 33 (1), 126-140, 2018 | 30* | 2018 |
| Short-term Planning, Monetary Policy, and Macroeconomic Persistence C Gust, E Herbst, D López-Salido | 27 | 2019 |
| Forward Guidance with Bayesian Learning and Estimation C Gust, E Herbst, JD Lopez-Salido FEDS Working Paper, 2018 | 16 | 2018 |
| Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models E Herbst Computational Economics 45 (4), 693-705, 2012 | 14 | 2012 |
| The Factor Structure of Disagreement E Herbst, F Winkler Available at SSRN 3872757, 2021 | 12 | 2021 |
| Monetary Policy, Credit Spreads, and Business Cycle Fluctuations D Caldara, E Herbst mimeo, Board of Governors of the Federal Reserve System (US), 2015 | 2 | 2015 |
| Short-term Planning, Monetary Policy, and Macroeconomic Persistence JD López-Salido, C Gust, E Herbst | | 2021 |
| Online Estimation of DSGE Models M Cai, M Del Negro, E Herbst, E Matlin, R Sarfati, F Schorfheide PIER Working Paper Archive, 2019 | | 2019 |
Frank SchorfheideProfessor of Economics, University of PennsylvaniaVerified email at ssc.upenn.edu
