Boyuan Zhang

University of Pennsylvania - Department of Economics

Ronald O. Perelman Center for Political Science

133 South 36th Street

Philadelphia, PA 19104-6297

United States

http://economics.sas.upenn.edu/

SCHOLARLY PAPERS

6

DOWNLOADS

370

TOTAL CITATIONS

5

Scholarly Papers (6)

1.

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 128 (473,353)
Citation 4

Abstract:

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

2.

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates

PIER Working Paper No. 21-002
Number of pages: 36 Posted: 08 Jan 2021
Francis X. Diebold, Minchul Shin and Boyuan Zhang
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Pennsylvania - Department of Economics
Downloads 87 (622,609)

Abstract:

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Density forecasts, forecast combination, survey forecasts, shrinkage, model selection, regularization, partially egalitarian LASSO, model averaging, subset averaging

3.

Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach

PIER Working Paper No. 20-012
Number of pages: 22 Posted: 02 Apr 2020
University of Pennsylvania - Department of Economics, Brain, Université du Québec à Montréal - Département des Sciences Économiques, Federal Reserve Bank of San Francisco and University of Pennsylvania - Department of Economics
Downloads 67 (721,466)
Citation 1

Abstract:

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Climate modeling, nowcasting, model averaging, ensemble averaging

4.

Forecasting with Bayesian Grouped Random Effects in Panel Data

Number of pages: 88 Posted: 15 Oct 2020 Last Revised: 19 Oct 2020
Boyuan Zhang
University of Pennsylvania - Department of Economics
Downloads 45 (875,227)

Abstract:

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Panel Data; Group Heterogeneity, Random Effects, Dirichlet Process, Set Forecast, Density forecast, Investment

5.

Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models

Number of pages: 112 Posted: 07 Dec 2022 Last Revised: 17 Apr 2023
Boyuan Zhang
University of Pennsylvania - Department of Economics
Downloads 43 (901,558)

Abstract:

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Grouped Heterogeneity, Bayesian Nonparametrics, Dirichlet Process Prior, Density Forecast, Inflation Rate Forecasting, Democracy and Development

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates

FRB of Philadelphia Working Paper No. 21-6
Posted: 14 May 2021 Last Revised: 12 Oct 2021
Francis X. Diebold, Minchul Shin and Boyuan Zhang
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Pennsylvania - Department of Economics

Abstract:

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Density forecasts, forecast combinations, survey forecasts, shrinkage, model selection, regularization, partially egalitarian LASSO, model averaging, subset averaging