Molin Zhong

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS

436

SSRN CITATIONS
Rank 26,707

SSRN RANKINGS

Top 26,707

in Total Papers Citations

29

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.
Downloads 130 (301,718)
Citation 2

Macroeconomic Forecasting in Times of Crises

FEDS Working Paper No. 2017-18
Number of pages: 45 Posted: 21 Feb 2017
Pablo GuerrĂ³n-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 87 (398,884)
Citation 1

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Macroeconomic Forecasting in Times of Crises

Number of pages: 29 Posted: 25 Sep 2016
Pablo GuerrĂ³n-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 43 (568,387)
Citation 1

Abstract:

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Nonparametric forecasting, Great Recession, Nearest neighbor

Does Realized Volatility Help Bond Yield Density Prediction?

PIER Working Paper No. 13-064
Number of pages: 46 Posted: 07 Nov 2013
Minchul Shin and Molin Zhong
University of Illinois and Board of Governors of the Federal Reserve System
Downloads 87 (398,884)

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Dynamic factor model, forecasting, stochastic volatility, term structure of interest rates

Does Realized Volatility Help Bond Yield Density Prediction?

FEDS Working Paper No. 2015-115
Number of pages: 44 Posted: 22 Dec 2015
Minchul Shin and Molin Zhong
University of Illinois and Board of Governors of the Federal Reserve System
Downloads 32 (632,478)
Citation 2

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Dynamic factor model, forecasting, stochastic volatility, term structure of interest rates, dynamic Nelson-Siegel model

3.

A New Approach to Identifying the Real Effects of Uncertainty Shocks

FEDS Working Paper No. 2016-40
Number of pages: 55 Posted: 04 May 2016 Last Revised: 21 Sep 2016
Minchul Shin and Molin Zhong
University of Illinois and Board of Governors of the Federal Reserve System
Downloads 62 (475,386)
Citation 8

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Multivariate stochastic volatility, Uncertainty, Vector autoregression, Volatility-in-mean, Wishart process

4.

Macroeconomic and Financial Risks: A Tale of Mean and Volatility

International Finance Discussion Paper No. 1326
Number of pages: 56 Posted: 23 Aug 2021
Dario Caldara, Chiara Scotti and Molin Zhong
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 61 (479,229)

Abstract:

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5.

Likelihood Evaluation of Models with Occasionally Binding Constraints

FEDS Working Paper No. 2019-28
Number of pages: 40 Posted: 22 Apr 2019
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 32 (616,950)
Citation 12

Abstract:

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6.

Measuring International Uncertainty: The Case of Korea

FEDS Working Paper No. 2017-66
Number of pages: 25 Posted: 26 Jun 2017
University of Illinois, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System and The Bank of Korea
Downloads 32 (616,950)

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Business cycle, Data rich environment, Korean economy, Stochastic volatility, Uncertainty

7.

Understanding Bank and Nonbank Credit Cycles: A Structural Exploration

FEDS Working Paper No. 2019-31
Posted: 09 May 2019
Ceyhun Bora Durdu and Molin Zhong
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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