Access Statistics for Minchul Shin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Identifying the Real Effects of Uncertainty Shocks 0 0 1 64 5 6 15 66
A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information 0 0 0 24 3 9 16 64
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 77 1 2 18 64
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 53 1 4 14 57
Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models 0 0 0 29 1 2 18 136
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 32 3 5 14 39
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 4 3 5 16 21
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 1 2 4 6 10
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 0 2 4 8 11
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 1 5 11 62
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 5 1 3 8 25
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 2 2 19 10 18 27 70
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 1 3 14 37
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts 0 0 0 72 0 0 10 76
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 0 0 2 2 10 31
Does Realized Volatility Help Bond Yield Density Prediction? 0 0 0 23 1 1 6 47
Does realized volatility help bond yield density prediction? 1 1 1 27 4 4 19 131
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ 0 0 0 17 1 3 14 37
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 2 3 14 26
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 1 1 1 1 1 1 3 7
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 1 1 1 16 5 6 19 48
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives 0 0 0 39 1 5 18 150
Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives 0 1 1 73 1 3 13 126
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 7 25 138
Measuring International Uncertainty: The Case of Korea 0 0 0 39 5 7 15 96
Measuring disagreement in probabilistic and density forecasts 0 0 0 0 1 1 3 11
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates 0 0 0 7 2 3 10 32
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 1 1 1 12 6 7 8 23
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 12 4 4 9 36
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 0 2 3 7 43
On the Comparison of Interval Forecasts 0 0 0 46 1 2 18 107
Probability Forecast Combination via Entropy Regularized Wasserstein Distance 0 0 0 17 1 2 11 40
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 2 0 1 7 39
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 105 1 9 25 170
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 0 74 2 6 17 102
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 1 1 5 19
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 8 21 74
Total Working Papers 4 7 10 1,016 81 159 492 2,271

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Identifying the Real Effects of Uncertainty Shocks 0 0 1 10 1 3 8 62
A statistical learning approach to land valuation: Optimizing the use of external information 0 0 1 2 4 6 16 26
Assessing point forecast accuracy by stochastic error distance 0 0 0 2 0 1 7 22
Assessing point forecast accuracy by stochastic loss distance 0 0 0 10 1 3 7 53
Bayesian Estimation and Comparison of Moment Condition Models 1 1 1 5 7 10 16 30
Bayesian estimation and comparison of conditional moment models 0 0 0 2 2 6 24 34
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 1 6 5 7 19 30
Does realized volatility help bond yield density prediction? 0 0 1 4 1 1 7 40
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 1 2 4 3 5 20 25
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives 0 9 17 49 6 25 55 171
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 1 2 5 2 7 18 30
Measuring international uncertainty: The case of Korea 0 0 1 20 5 7 15 86
Metropolitan Land Values 0 2 5 147 8 14 35 406
On the Comparison of Interval Forecasts 0 0 0 3 2 4 18 48
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates 2 4 5 7 6 12 17 27
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 0 14 2 4 14 94
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 3 14 53
Tracking U.S. Real GDP Growth During the Pandemic 0 0 0 18 1 7 14 89
Total Journal Articles 3 18 37 326 59 125 324 1,326

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Statistics updated 2026-05-06