Faculty

Institution

Unit

Venue

Frank Schorfheide

Professor of Economics

University of Pennsylvania

Affiliations

School of Arts & Sciences

Economics

Frank Schorfheide is currently serving as an Economics Professor of Economics at University of Pennsylvania.

Honors

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Experiences

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Education

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Frank Schorfheide

University of Pennsylvania

Professor of Economics

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economics econometrics macroeconomics statistics dsge models forecasting applied mathematics data science economic research economic analysis financial econometrics monetary economics estimation theory monetary policy economic forecasting machine learning bayesian analysis keynesian economics economic modelling great recession decision science bayesian inference empirical finance general equilibrium models applied economics applied statistics social science research economic dynamics central banking sequential monte carlo macroeconomic forecasting particle technology nominal rigidities real-time forecasting mixed-frequency var inequality moment conditions labor-market heterogeneity occasionally-binding constraints laboratory investigation policy modeling data privacy scientific data finance research financial studies theoretical economics mobility general equilibrium theory business forecasting econodynamics bayesian econometrics learning theory learning-by-doing open economy macroeconomics partially ordered set mathematical economics curve modeling panel data dynamic economics trend analysis constraint programming nonlinear time series state estimation testability data access data ecosystem data infrastructures data repository novel data source model theory loss function-based evaluation structural investigation sunspot equilibria dsge model-based forecasting monetary policy shifts forecasting performance long-run risks

Video Presentations

Notable Scholarly Works

Notable Federal Grants

Collaborators

Optimal Estimation of Two-Way Effects Under Limited Mobility. National Bureau of Economic Research (2025)

economic researcheconometricsmobilitysocial mobilityeconomicseconomic analysis

Replication Data for: Uncertainty in Empirical Economics. Harvard Dataverse (2025)

high uncertaintyuncertainty analysiseconomic dynamicseconometricseconomicsreplication

Uncertainty in Empirical Economics. National Bureau of Economic Research (2025)

uncertainty managementhigh uncertaintyeconometricseconomicseconomic analysis

Heterogeneity and Aggregate Fluctuations. Journal of Political Economy (2024)

Minsu ChangXiaohong ChenFrank Schorfheide

political economyjournalismeconomicsaggregate fluctuations

On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity. National Bureau of Economic Research (2024)

Minsu ChangFrank Schorfheide

monetary policymacroeconomicseconomicsconsumption heterogeneitymonetary policy shocks

Bayesian Estimation of Panel Models Under Potentially Sparse Heterogeneity. arXiv (Cornell University) (2023)

Moon, Hyungsik RogerSchorfheide, FrankZhang, Boyuan

econometricsbayesian estimationsparse heterogeneitydata sciencepanel models

Forecasting With a Panel Tobit Model. Quantitative Economics (2023)

Laura LiuHyungsik Roger MoonFrank Schorfheide

panel tobit modelforecastingeconomicseconomic forecasting

Sequential Monte Carlo With Model Tempering. Studies in Nonlinear Dynamics and Econometrics (2023)

Marko MlikotaFrank Schorfheide

sequential monte carloapplied mathematicseconometrics

Optimal Decision Rules When Payoffs Are Partially Identified. arXiv (Cornell University) (2022)

Christensen, TimothyMoon, Hyungsik RogerSchorfheide, Frank

decision theoryeconomicsoptimal decision rulesdecision science

Online Appendix to"Piecewise-Linear Approximations and Filtering for Dsge Models With Occasionally Binding Constraints". Online Appendices (2021)

S. Bogan AruobaPablo Cuba-BordaKenji Higa-FloresFrank SchorfheideSergio Villalvazo

dsge modelspiecewise-linear approximationsonline appendixapplied mathematicsmachine learning

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Frank Schorfheide

Professor of Economics

University of Pennsylvania

Affiliations

School of Arts & Sciences

Economics

Frank Schorfheide is currently serving as an Economics Professor of Economics at University of Pennsylvania.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Frank Schorfheide

University of Pennsylvania

Professor of Economics

You can click a keyword to filter the displayed items

Video Presentations

Notable Scholarly Works

Notable Federal Grants

Collaborators

Optimal Estimation of Two-Way Effects Under Limited Mobility. National Bureau of Economic Research (2025)

economic researcheconometricsmobilitysocial mobilityeconomicseconomic analysis

Replication Data for: Uncertainty in Empirical Economics. Harvard Dataverse (2025)

high uncertaintyuncertainty analysiseconomic dynamicseconometricseconomicsreplication

Uncertainty in Empirical Economics. National Bureau of Economic Research (2025)

uncertainty managementhigh uncertaintyeconometricseconomicseconomic analysis

Heterogeneity and Aggregate Fluctuations. Journal of Political Economy (2024)

Minsu ChangXiaohong ChenFrank Schorfheide

political economyjournalismeconomicsaggregate fluctuations

On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity. National Bureau of Economic Research (2024)

Minsu ChangFrank Schorfheide

monetary policymacroeconomicseconomicsconsumption heterogeneitymonetary policy shocks

Bayesian Estimation of Panel Models Under Potentially Sparse Heterogeneity. arXiv (Cornell University) (2023)

Moon, Hyungsik RogerSchorfheide, FrankZhang, Boyuan

econometricsbayesian estimationsparse heterogeneitydata sciencepanel models

Forecasting With a Panel Tobit Model. Quantitative Economics (2023)

Laura LiuHyungsik Roger MoonFrank Schorfheide

panel tobit modelforecastingeconomicseconomic forecasting

Sequential Monte Carlo With Model Tempering. Studies in Nonlinear Dynamics and Econometrics (2023)

Marko MlikotaFrank Schorfheide

sequential monte carloapplied mathematicseconometrics

Optimal Decision Rules When Payoffs Are Partially Identified. arXiv (Cornell University) (2022)

Christensen, TimothyMoon, Hyungsik RogerSchorfheide, Frank

decision theoryeconomicsoptimal decision rulesdecision science

Online Appendix to"Piecewise-Linear Approximations and Filtering for Dsge Models With Occasionally Binding Constraints". Online Appendices (2021)

S. Bogan AruobaPablo Cuba-BordaKenji Higa-FloresFrank SchorfheideSergio Villalvazo

dsge modelspiecewise-linear approximationsonline appendixapplied mathematicsmachine learning

1
2
3
4
5
11
10 / page

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