Frank Schorfheide

University of Pennsylvania and CEPR

http://www.ssc.upenn.edu/~schorf/research.htm

Frank Schorfheide a Professor of Economics at the University of Pennsylvania. He is also a Research Fellow at the Centre for Economic Policy Research (CEPR), a Research Associate at the National Bureau of Economic Research (NBER), and has been a Visiting Scholar at several central banks. He currently serves as a Co-Editor of Quantitative Economics. Professor Schorfheide conducts research in econometrics and macroeconomics. Much of his econometric works has focused on the problem of model evaluation and selection in situations in which some or all models under consideration are potentially misspecified. This research is motivated by the need for econometric methods that are suitable to analyze modern macroeconomic models, such as dynamic stochastic general equilibrium (DSGE) models. His research provides a set of tools that are useful for empirical work with modern macroeconomic models, including forecasting and policy analysis. He applied these methods to analyze the sources of business cycle fluctuations and to study the effects of monetary policy. Detailed information about the research is available at http://www.ssc.upenn.edu/~schorf/research.htm.

Articles by Frank Schorfheide: