Mu-Chun Wang

Goethe University Frankfurt

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

68

CITATIONS

4

Scholarly Papers (3)

1.

Measurement Errors and Monetary Policy: Then and Now

FRB Richmond Working Paper No. 15-13
Number of pages: 37 Posted: 30 Nov 2015
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and Goethe University Frankfurt
Downloads 31 (456,546)
Citation 3

Abstract:

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real-time data, time-varying parameters, stochastic volatility, impulse responses

2.

Choosing Prior Hyperparameters

FRB Richmond Working Paper No. 16-9
Number of pages: 40 Posted: 25 Aug 2016
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and Goethe University Frankfurt
Downloads 26 (481,278)
Citation 1

Abstract:

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3.

Comparing the DSGE Model with the Factor Model: An Out-of-Sample Forecasting Experiment

Bundesbank Series 1 Discussion Paper No. 2008,04
Number of pages: 44 Posted: 08 Jun 2016
Mu-Chun Wang
Goethe University Frankfurt
Downloads 11 (567,912)
Citation 7

Abstract:

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DSGE models, factor models, forecasting, forecastevaluation