Edward Herbst - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2012 | 2011

Title Other author(s)

Tempered Particle Filtering

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016072, 07.09.2016)

JEL: C11, C15, E10

Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-049, 09.05.2016)

Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

Cleveland Fed Working papers [View] (Paper: 1427, 11.11.2014)

JEL: C11, C15, C32, C52, E3, E4, E5

Evaluating DSGE Model Forecasts of Comovements

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-11, 01.05.2012)

JEL: C11, C32, C53, E27, E47

Evaluating DSGE Model Forecasts of Comovements

Philadelphia Fed Working Papers [View] (Paper: 11-5, 29.03.2011)

Papers by year: All | 2016 | 2014 | 2012 | 2011