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 0 0 1 52
A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information 0 0 0 24 1 1 35 51
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 77 1 1 1 47
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 53 0 2 5 46
Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models 0 0 1 29 2 5 13 126
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 1 0 0 0 4
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 4 6 7 8 13
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 32 1 4 4 29
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 0 1 1 1 4
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 0 0 3 46
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 2 2 6 54
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 5 2 2 4 19
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 1 4 7 29
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts 0 0 1 72 2 2 5 69
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 0 0 2 2 3 23
Does Realized Volatility Help Bond Yield Density Prediction? 0 0 0 23 1 2 4 44
Does realized volatility help bond yield density prediction? 0 0 0 26 2 3 5 116
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ 0 0 0 17 3 5 5 28
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 1 2 5 2 3 9 17
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 0 0 0 4 4
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 5 6 14 37
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives 0 0 0 39 1 2 41 134
Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives 0 0 0 72 2 3 5 117
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 5 6 10 121
Measuring International Uncertainty: The Case of Korea 0 0 0 39 0 3 4 84
Measuring disagreement in probabilistic and density forecasts 0 0 0 0 1 1 1 9
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates 0 0 0 7 2 2 3 25
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 11 0 0 2 16
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 12 0 0 2 27
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 0 0 0 1 36
On the Comparison of Interval Forecasts 0 0 1 46 3 3 10 95
Probability Forecast Combination via Entropy Regularized Wasserstein Distance 0 0 0 17 1 1 3 32
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 2 1 2 7 36
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 105 5 6 7 151
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 1 74 5 6 9 91
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 2 4 16
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 3 5 8 60
Total Working Papers 0 1 7 1,009 63 94 254 1,908

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 0 1 5 57
A statistical learning approach to land valuation: Optimizing the use of external information 0 0 1 2 0 1 5 15
Assessing point forecast accuracy by stochastic error distance 0 0 0 2 1 1 4 19
Assessing point forecast accuracy by stochastic loss distance 0 0 0 10 0 1 2 47
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 4 1 1 2 16
Bayesian estimation and comparison of conditional moment models 0 0 0 2 6 7 8 17
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 1 5 1 2 8 17
Does realized volatility help bond yield density prediction? 0 0 1 4 0 0 1 34
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 3 4 5 10
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives 2 3 8 38 6 9 28 132
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 0 0 2 4 1 2 10 19
Measuring international uncertainty: The case of Korea 0 0 1 20 0 0 4 74
Metropolitan Land Values 0 1 6 145 5 8 19 384
On the Comparison of Interval Forecasts 0 0 0 3 4 4 4 34
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates 0 0 3 3 2 2 8 13
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 0 14 1 4 7 86
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 3 18 2 2 12 44
Tracking U.S. Real GDP Growth During the Pandemic 0 0 0 18 0 0 3 76
Total Journal Articles 2 4 27 304 33 49 135 1,094

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Statistics updated 2025-12-06