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Access Statistics for Minchul Shin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Identifying the Real Effects of Uncertainty Shocks 0 0 0 63 0 0 0 51
A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information 0 1 2 24 0 1 5 16
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 53 0 0 0 41
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 77 0 0 0 46
Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models 0 0 1 28 0 4 9 113
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 4 1 1 2 5
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 1 0 1 1 4
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 32 0 1 1 25
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 0 0 0 0 3
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 5 0 0 0 15
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 2 17 0 0 4 43
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 1 26 0 1 4 48
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 2 3 22
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts 0 1 1 71 0 1 3 64
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 0 0 0 1 1 20
Does Realized Volatility Help Bond Yield Density Prediction? 0 0 0 23 0 0 1 40
Does realized volatility help bond yield density prediction? 0 0 0 26 0 0 1 111
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ 0 0 1 17 0 0 3 23
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 1 3 3 0 2 8 8
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 0 0 0 0 0
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 15 15 0 3 23 23
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives 0 0 0 39 0 1 5 93
Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives 0 0 1 72 0 0 3 112
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 0 2 111
Measuring International Uncertainty: The Case of Korea 0 0 0 39 0 0 1 80
Measuring disagreement in probabilistic and density forecasts 0 0 0 0 0 0 1 8
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates 0 0 0 7 0 0 1 22
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 0 0 0 2 35
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 12 0 0 0 25
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 11 0 0 2 14
On the Comparison of Interval Forecasts 0 0 0 45 0 1 5 85
Probability Forecast Combination via Entropy Regularized Wasserstein Distance 0 0 0 17 0 0 0 29
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 105 0 0 2 144
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 1 2 0 0 3 29
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 1 73 0 0 5 82
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 2 2 12
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 0 1 52
Total Working Papers 0 4 29 1,002 1 22 104 1,654


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Identifying the Real Effects of Uncertainty Shocks 0 1 1 9 0 1 2 52
A statistical learning approach to land valuation: Optimizing the use of external information 0 1 1 1 0 2 5 10
Assessing point forecast accuracy by stochastic error distance 0 0 0 2 0 0 0 15
Assessing point forecast accuracy by stochastic loss distance 0 0 0 10 0 1 1 45
Bayesian Estimation and Comparison of Moment Condition Models 0 0 1 4 0 1 3 14
Bayesian estimation and comparison of conditional moment models 0 0 1 2 0 1 2 9
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 4 4 1 1 6 9
Does realized volatility help bond yield density prediction? 0 0 0 3 0 0 0 33
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 0 1 2 5
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives 1 3 12 30 1 5 25 104
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 2 0 0 6 9
Measuring international uncertainty: The case of Korea 0 0 0 19 0 0 0 70
Metropolitan Land Values 0 2 19 139 2 9 39 365
On the Comparison of Interval Forecasts 0 0 0 3 0 1 4 30
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates 0 0 0 0 1 3 5 5
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 1 14 0 0 4 79
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 3 8 15 0 6 16 32
Tracking U.S. Real GDP Growth During the Pandemic 0 0 1 18 0 1 4 73
Total Journal Articles 1 10 51 277 5 33 124 959


Statistics updated 2024-12-04