Molin Zhong

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

304

CITATIONS

7

Scholarly Papers (6)

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 85 (295,221)
Citation 1

Abstract:

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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 30 (477,286)

Abstract:

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

Macroeconomic Forecasting in Times of Crises

FEDS Working Paper No. 2017-018
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 60 (359,742)

Abstract:

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Forecasting, Great Recession, Nearest neighbor, Semiparametric methods

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 31 (472,153)

Abstract:

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Nonparametric forecasting, Great Recession, Nearest neighbor

3.

A New Approach to Identifying the Real Effects of Uncertainty Shocks

FEDS Working Paper No. 2016-040
Number of pages: 55 Posted: 04 May 2016
Minchul Shin and Molin Zhong
University of Illinois and Board of Governors of the Federal Reserve System
Downloads 58 (360,784)
Citation 1

Abstract:

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

4.

Measuring International Uncertainty: The Case of Korea

FEDS Working Paper No. 2017-066
Number of pages: 25 Posted: 26 Jun 2017
University of Illinois, University of Illinois at Urbana-Champaign, Board of Governors of the Federal Reserve System and The Bank of Korea
Downloads 28 (474,840)

Abstract:

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

5.

Likelihood Evaluation of Models with Occasionally Binding Constraints

FEDS Working Paper No. 2019-028
Number of pages: 40 Posted: 22 Apr 2019
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 12 (566,781)

Abstract:

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Measurement error, Solution error, Occasionally binding constraints, Particle filter

6.

Understanding Bank and Nonbank Credit Cycles: A Structural Exploration

FEDS Working Paper No. 2019-031
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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Banks, Capital Requirements, Credit Cycles, DSGE Models, Leverage, Nonbanks