Edward P. Herbst, Ph.D.
Affiliations: | 2011 | University of Pennsylvania, Philadelphia, PA, United States |
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"Edward Herbst"Parents
Sign in to add mentor| Frank Schorfheide | grad student | 2011 | Penn | |
| (Essays on Bayesian macroeconometrics.) | ||||
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Publications
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| Cai MD, Negro MD, Herbst EP, et al. (2020) Online Estimation of DSGE Models National Bureau of Economic Research. 1-55 |
| Cai M, Negro MD, Herbst E, et al. (2020) Online Estimation of DSGE Models Social Science Research Network. 2020 |
| Gust CJ, Herbst E, Lopez-Salido JD. (2020) Short-term Planning, Monetary Policy, and Macroeconomic Persistence Social Science Research Network. 2020: 1-46 |
| Caldara D, Herbst E. (2019) Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy Svars American Economic Journal: Macroeconomics. 11: 157-192 |
| Herbst E, Schorfheide F. (2019) Tempered particle filtering Journal of Econometrics. 210: 26-44 |
| Gust C, Herbst E, Lopez-Salido D. (2018) Forward Guidance with Bayesian Learning and Estimation Social Science Research Network. 2018 |
| Bognanni M, Herbst E. (2018) A sequential Monte Carlo approach to inference in multiple-equation Markov-switching models Journal of Applied Econometrics. 33: 126-140 |
| Gust CJ, Herbst E, Lopez-Salido DD, et al. (2017) The Empirical Implications of the Interest-Rate Lower Bound The American Economic Review. 107: 1971-2006 |
| Caldara D, Herbst E. (2016) Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs Social Science Research Network. 2016: 1-51 |
| Herbst E. (2015) Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models Computational Economics. 45: 693-705 |