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 5 15 66
A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information 0 0 0 24 1 7 17 65
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 53 1 3 15 58
Assessing Point Forecast Accuracy by Stochastic Error Distance 0 0 0 77 1 3 19 65
Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models 0 0 0 29 0 1 18 136
Bayesian Estimation and Comparison of Conditional Moment Models 1 1 1 2 2 4 8 12
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 4 0 5 16 21
Bayesian Estimation and Comparison of Conditional Moment Models 0 0 0 32 0 5 14 39
Bayesian Estimation and Comparison of Moment Condition Models 0 0 0 0 1 4 9 12
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 26 0 1 11 62
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 5 0 2 8 25
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 2 2 19 2 17 29 72
Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 0 0 0 9 0 2 14 37
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts 0 0 0 72 2 2 12 78
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 0 0 2 4 12 33
Does Realized Volatility Help Bond Yield Density Prediction? 0 0 0 23 0 1 6 47
Does realized volatility help bond yield density prediction? 0 1 1 27 0 4 19 131
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ 0 0 0 17 1 2 15 38
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 0 2 14 26
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 16 0 5 18 48
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 1 2 2 2 2 3 5 9
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives 0 0 0 39 1 3 19 151
Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives 0 1 1 73 0 3 13 126
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models 0 0 0 62 0 1 25 138
Measuring International Uncertainty: The Case of Korea 0 0 0 39 1 7 16 97
Measuring disagreement in probabilistic and density forecasts 0 0 0 0 0 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 0 3 10 32
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 0 0 0 0 3 7 43
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates 0 1 1 12 0 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 0 4 9 36
On the Comparison of Interval Forecasts 0 0 0 46 2 3 18 109
Probability Forecast Combination via Entropy Regularized Wasserstein Distance 0 0 0 17 0 1 11 40
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 105 0 2 25 170
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility 0 0 0 2 2 3 9 41
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 0 74 2 5 19 104
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 6 0 1 5 19
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 6 21 74
Total Working Papers 2 9 12 1,018 23 135 512 2,294


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 3 8 62
A statistical learning approach to land valuation: Optimizing the use of external information 0 0 1 2 0 6 16 26
Assessing point forecast accuracy by stochastic error distance 1 1 1 3 1 2 8 23
Assessing point forecast accuracy by stochastic loss distance 0 0 0 10 2 4 9 55
Bayesian Estimation and Comparison of Moment Condition Models 0 1 1 5 2 11 18 32
Bayesian estimation and comparison of conditional moment models 0 0 0 2 0 3 24 34
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors 0 0 1 6 0 6 19 30
Does realized volatility help bond yield density prediction? 0 0 0 4 1 2 7 41
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 2 4 1 4 21 26
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives 0 7 17 49 2 21 54 173
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models 1 2 3 6 3 9 18 33
Measuring international uncertainty: The case of Korea 0 0 1 20 1 6 16 87
Metropolitan Land Values 0 0 5 147 1 9 35 407
On the Comparison of Interval Forecasts 0 0 0 3 0 2 18 48
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates 0 2 5 7 0 8 17 27
Real-time forecast evaluation of DSGE models with stochastic volatility 0 0 0 14 1 4 15 95
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes 0 0 0 18 0 3 14 53
Tracking U.S. Real GDP Growth During the Pandemic 0 0 0 18 0 2 13 89
Total Journal Articles 2 13 38 328 15 105 330 1,341


Statistics updated 2026-06-04