Edit Profile (opens in new tab) Herbst, Edward P. Co-Author Distance Author ID: herbst.edward-p Published as: Herbst, Edward; Herbst, Edward P. Documents Indexed: 6 Publications since 1983, including 1 Book Co-Authors: 6 Co-Authors with 5 Joint Publications 28 Co-Co-Authors all top 5 Co-Authors 1 single-authored 4 Schorfheide, Frank 1 Cai, Michael 1 Del Negro, Marco 1 Johannsen, Benjamin K. 1 Matlin, Ethan 1 Sarfati, Reca Serials 3 Journal of Econometrics 1 Zeitschrift für Analysis und ihre Anwendungen 1 The Econometrics Journal Fields 5 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Potential theory (31-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 20 times in 19 Documents Cited by ▼ Year ▼ Bayesian estimation of DSGE models. Zbl 1362.91001 Herbst, Edward P.; Schorfheide, Frank 13 2016 Evaluating DSGE model forecasts of comovements. Zbl 1443.62459 Herbst, Edward; Schorfheide, Frank 4 2012 Tempered particle filtering. Zbl 1452.62069 Herbst, Edward; Schorfheide, Frank 2 2019 Online estimation of DSGE models. Zbl 07546383 Cai, Michael; Del Negro, Marco; Herbst, Edward; Matlin, Ethan; Sarfati, Reca; Schorfheide, Frank 1 2021 Online estimation of DSGE models. Zbl 07546383 Cai, Michael; Del Negro, Marco; Herbst, Edward; Matlin, Ethan; Sarfati, Reca; Schorfheide, Frank 1 2021 Tempered particle filtering. Zbl 1452.62069 Herbst, Edward; Schorfheide, Frank 2 2019 Bayesian estimation of DSGE models. Zbl 1362.91001 Herbst, Edward P.; Schorfheide, Frank 13 2016 Evaluating DSGE model forecasts of comovements. Zbl 1443.62459 Herbst, Edward; Schorfheide, Frank 4 2012 all cited Publications top 5 cited Publications all top 5 Cited by 37 Authors 2 Bekiros, Stelios D. 2 Kociȩcki, Andrzej 2 Kolasa, Marcin 2 Paccagnini, Alessia 1 Bilokon, Paul Alexander 1 Burda, Martin 1 Chang, Yoosoon 1 Daviet, Remi 1 Diebold, Francis Xavier 1 Faulwasser, Timm 1 Frühwirth-Schnatter, Sylvia 1 Galvão, Ana Beatriz C. 1 Grazzini, Jakob 1 Gross, Marco 1 Gwinnutt, James 1 Ho, Paul K. M. 1 Inoue, Atsushi 1 Jacob, Punnoose 1 Kaufmann, Sylvia 1 Liu, Laura 1 Loungani, Prakash 1 Maih, Junior 1 Picchini, Umberto 1 Plagborg-Møller, Mikkel 1 Richiardi, Matteo G. 1 Richter, Alexander W. 1 Samson, Adeline 1 Schorfheide, Frank 1 Semmler, Willi 1 Shin, Minchul 1 Shintani, Mototsugu 1 Tan, Fei 1 Throckmorton, Nathaniel A. 1 Tsionas, Mike G. 1 Uusküla, Lenno 1 van Dijk, Herman K. 1 Wang, Nianling all top 5 Cited in 8 Serials 6 Journal of Econometrics 3 Journal of Economic Dynamics & Control 3 Quantitative Economics 2 Studies in Nonlinear Dynamics and Econometrics 1 Econometric Reviews 1 Economics Letters 1 Computational Statistics 1 Computational Statistics and Data Analysis all top 5 Cited in 6 Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Statistics (62-XX) 1 General and overarching topics; collections (00-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Citations by Year