Minchul Shin : Citation Profile

Are you Minchul Shin?

Federal Reserve Bank of Philadelphia

8

H index

7

i10 index

338

Citations

RESEARCH PRODUCTION:

16

Articles

31

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 33
   Journals where Minchul Shin has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 12 (3.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh947
   Updated: 2024-04-18    RAS profile: 2023-09-01    
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Relations with other researchers

Works with:

Diebold, Francis (5)

Fernandez-Villaverde, Jesus (5)

ZHANG, BOYUAN (4)

Simoni, Anna (3)

Rubio-Ramirez, Juan F (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Minchul Shin.

Is cited by:

Clark, Todd (13)

Marcellino, Massimiliano (9)

Schorfheide, Frank (8)

Carriero, Andrea (8)

Mertens, Elmar (8)

Chan, Joshua (8)

Wasmer, Etienne (8)

Trannoy, Alain (8)

Duranton, Gilles (7)

Gobillon, Laurent (7)

Combes, Pierre-Philippe (7)

Cites to:

Diebold, Francis (30)

Giannone, Domenico (13)

Clark, Todd (12)

Primiceri, Giorgio (11)

Schorfheide, Frank (10)

Timmermann, Allan (9)

Zha, Tao (8)

amisano, gianni (7)

Rubio-Ramirez, Juan F (7)

Simoni, Anna (7)

Acemoglu, Daron (7)

Main data

Where Minchul Shin has published?

Journals with more than one article published# docs
Journal of Econometrics2
Economics Letters2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia8
NBER Working Papers / National Bureau of Economic Research, Inc4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Papers / arXiv.org2
Post-Print / HAL2

Recent works citing Minchul Shin (2024 and 2023)

YearTitle of citing document
2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries. (2023). Yang, Cynthia Fan ; Pesaran, Hashem M ; Johnsson, Ida. In: Papers. RePEc:arx:papers:2309.08619.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2023.

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2023For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Where is the opportunity in opportunity zones?. (2023). van De, Alex ; Langen, Mike ; Sage, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:338-371.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries. (2023). Yang, Cynthia Fan ; Pesaran, Mohammad ; Johnsson, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10659.

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2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720.

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2023Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023An accurate and fully-automated ensemble model for weekly time series forecasting. (2023). Montero-Manso, Pablo ; Webb, Geoffrey I ; Bergmeir, Christoph ; Godahewa, Rakshitha. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:641-658.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852.

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2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

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2023JUE Insight: COVID-19 and household preference for urban density in China. (2023). Yang, Yanmin ; Pang, Jindong ; Huang, Naqun. In: Journal of Urban Economics. RePEc:eee:juecon:v:133:y:2023:i:c:s009411902200064x.

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2023Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693.

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2023Semiparametric Bayesian doubly robust causal estimation. (2022). McCoy, Emma J ; Graham, Daniel J ; Luo, YU. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117944.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598.

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2023The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854.

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2023Carbon Price Combination Forecasting Model Based on Lasso Regression and Optimal Integration. (2023). Song, Nan ; Zhu, Jiaming ; Wang, Xiaoman ; Yang, Ruiqi ; Li, Yumin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9354-:d:1167773.

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2023Are Estimates of Rapid Growth in Urban Land Values an Artifact of the Land Residual Model?. (2023). Lindenthal, Thies ; Cohen, Jeffrey P ; Clapp, John M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09834-4.

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2023Variable selection for categorical response: a comparative study. (2023). Das, Kiranmoy ; Kundu, Damitri ; Sen, Sweata. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01260-1.

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2023An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching. (2023). Marçal, Emerson ; Maral, Emerson Fernandes ; Pinto, Jeronymo Marcondes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02389-8.

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2023Impact of financial constraints and financial distress on cash holdings. (2023). Anna, Maziarczyk ; Elbieta, Bukalska. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:59:y:2023:i:1:p:13-31:n:1.

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2023HETEROGENEITY, FRICTIONAL ASSIGNMENT, AND HOME?OWNERSHIP. (2023). Stacey, Derek ; Lloydellis, Huw ; Head, Allen. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1265-1308.

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2023Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622.

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2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

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2023Forecasting with a panel Tobit model. (2023). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:117-159.

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2023.

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Works by Minchul Shin:

YearTitleTypeCited
2023The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes In: American Economic Journal: Macroeconomics.
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2022The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates In: Papers.
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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates.(2021) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 6		paper
2021Bayesian Estimation and Comparison of Conditional Moment Models In: Papers.
[Full Text][Citation analysis]		paper4
2022Bayesian estimation and comparison of conditional moment models.(2022) In: Journal of the Royal Statistical Society Series B.
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This paper has nother version. Agregated cites: 4		article
2019Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2022Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
2018On the Comparison of Interval Forecasts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article14
2018On the Comparison of Interval Forecasts.(2018) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 14		paper
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs In: CESifo Working Paper Series.
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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2016Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers.
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2015Assessing point forecast accuracy by stochastic loss distance In: Economics Letters.
[Full Text][Citation analysis]		article6
2018Measuring international uncertainty: The case of Korea In: Economics Letters.
[Full Text][Citation analysis]		article20
2017Measuring International Uncertainty : The Case of Korea.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 20		paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 48		paper
2015Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility.(2015) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 48		paper
2017Real-time forecast evaluation of DSGE models with stochastic volatility.(2017) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 48		paper
2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models In: Journal of Econometrics.
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2021Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2017Does realized volatility help bond yield density prediction? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2015Does Realized Volatility Help Bond Yield Density Prediction?.(2015) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 4		paper
2013Does realized volatility help bond yield density prediction?.(2013) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 4		paper
2019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives In: International Journal of Forecasting.
[Full Text][Citation analysis]		article64
2018Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2018Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives.(2018) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 64		paper
2022A statistical learning approach to land valuation: Optimizing the use of external information In: Journal of Housing Economics.
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2022A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2016A New Approach to Identifying the Real Effects of Uncertainty Shocks In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper40
2020A New Approach to Identifying the Real Effects of Uncertainty Shocks.(2020) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 40		article
2020Tracking U.S. Real GDP Growth During the Pandemic In: Economic Insights.
[Full Text][Citation analysis]		article0
2020Probability Forecast Combination via Entropy Regularized Wasserstein Distance In: Working Papers.
[Full Text][Citation analysis]		paper0
2021DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors In: Working Papers.
[Citation analysis]		paper4
2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors.(2023) In: Computational Economics.
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This paper has nother version. Agregated cites: 4		article
2020Measuring disagreement in probabilistic and density forecasts In: Working Papers.
[Citation analysis]		paper0
2018Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print.
[Citation analysis]		paper16
2018Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 16		article
2016Assessing Point Forecast Accuracy by Stochastic Error Distance In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2014Assessing Point Forecast Accuracy by Stochastic Error Distance.(2014) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 6		paper
2017Assessing point forecast accuracy by stochastic error distance.(2017) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 6		article
2017Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts In: PIER Working Paper Archive.
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2018Metropolitan Land Values In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article76

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