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 1 1 64 0 1 1 52
A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information 0 0 1 24 1 2 35 50
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 77 0 0 0 46
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 53 1 1 3 44
Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models 0 0 1 29 2 3 12 121
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 32 0 0 1 25
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 4 1 1 2 6
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 1 0 0 1 4
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 0 0 0 0 3
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 5 0 0 2 17
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 17 2 3 3 46
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 1 1 5 52
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 2 2 5 25
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts 0 0 2 72 0 1 4 67
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 0 0 0 0 2 21
Does Realized Volatility Help Bond Yield Density Prediction? 0 0 0 23 1 1 2 42
Does realized volatility help bond yield density prediction? 0 0 0 26 0 1 2 113
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ 0 0 0 17 0 0 0 23
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 1 2 4 1 2 8 14
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 15 0 1 11 31
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 0 0 0 4 4
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives 0 0 0 39 0 0 40 132
Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives 0 0 0 72 0 1 2 114
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 1 2 4 115
Measuring International Uncertainty: The Case of Korea 0 0 0 39 0 0 1 81
Measuring disagreement in probabilistic and density forecasts 0 0 0 0 0 0 0 8
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates 0 0 0 7 1 1 1 23
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 11 1 1 2 16
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 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 Comparison of Interval Forecasts 0 0 1 46 0 1 8 92
Probability Forecast Combination via Entropy Regularized Wasserstein Distance 0 0 0 17 1 2 2 31
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 2 1 2 5 34
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 105 0 0 1 145
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 1 74 0 0 3 85
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 0 4 14
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 1 2 3 55
Total Working Papers 0 2 10 1,008 18 32 182 1,814

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 1 2 10 0 2 5 56
A statistical learning approach to land valuation: Optimizing the use of external information 0 1 2 2 1 4 6 14
Assessing point forecast accuracy by stochastic error distance 0 0 0 2 2 3 3 18
Assessing point forecast accuracy by stochastic loss distance 0 0 0 10 0 0 2 46
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 4 0 1 2 15
Bayesian estimation and comparison of conditional moment models 0 0 0 2 0 0 2 10
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 1 5 3 4 7 15
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 0 1 2 6
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives 0 3 8 35 0 4 24 123
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 1 1 2 4 1 2 8 17
Measuring international uncertainty: The case of Korea 0 1 1 20 0 3 4 74
Metropolitan Land Values 0 2 7 144 1 4 20 376
On the Comparison of Interval Forecasts 0 0 0 3 0 0 1 30
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates 0 1 3 3 0 1 9 11
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 0 14 0 2 3 82
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 6 18 2 3 16 42
Tracking U.S. Real GDP Growth During the Pandemic 0 0 0 18 0 0 4 76
Total Journal Articles 1 10 33 300 10 34 119 1,045

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Statistics updated 2025-09-05