Minchul Shin

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

7

DOWNLOADS

107

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

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 61 (474,507)

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

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CESifo Working Paper No. 8977
Number of pages: 59 Posted: 05 Apr 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 11 (797,941)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CEPR Discussion Paper No. DP15951
Number of pages: 60 Posted: 01 Apr 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1 (913,224)
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3.

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

FRB of Philadelphia Working Paper No. 21-18
Number of pages: 62 Posted: 14 May 2021 Last Revised: 17 May 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 13 (750,996)

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Bayesian estimation, Epidemiological models, Causality, policy interventions

4.

Probability Forecast Combination Via Entropy Regularized Wasserstein Distance

FRB of Philadelphia Working Paper No. 20-31/R
Number of pages: 26 Posted: 12 Aug 2020
Ryan Cumings-Menon and Minchul Shin
U.S. Census Bureau and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 12 (760,042)

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Entropy regularization, Wasserstein distance, optimal transport, density forecasting, model combination

5.

High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗

FRB of Philadelphia Working Paper No. 20-35
Number of pages: 53 Posted: 23 Sep 2020
Siddhartha Chib, Minchul Shin and Tan Fei
Washington University in St. Louis - John M. Olin Business School, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Zhejiang University - College of Economics
Downloads 9 (787,526)

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Bayesian inference, MCMC, Metropolis-Hastings, Marginal likelihood, Tailored

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

7.

Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models

FRB of Philadelphia Working Paper No. 21-21
Posted: 14 Jun 2021
Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

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Vector Autoregressions, Time-Varying Parameters, Stochastic Volatility, Variable Ordering, Cholesky Decomposition, Wishart Process, Dynamic Conditional Correlation, Out-of-sample Forecasting Evaluation