Frank Schorfheide

Professor of Economics, University of Pennsylvania; Research Fellow, CEPR; Research Associate, NBER

Frank Schorfheide a Professor of Economics at the University of Pennsylvania. He is also a Research Fellow at the Centre for Economic Policy Research (CEPR), a Research Associate at the National Bureau of Economic Research (NBER), and has been a Visiting Scholar at several central banks. He currently serves as a Co-Editor of Quantitative Economics. Professor Schorfheide conducts research in econometrics and macroeconomics. Much of his econometric works has focused on the problem of model evaluation and selection in situations in which some or all models under consideration are potentially misspecified.

This research is motivated by the need for econometric methods that are suitable to analyse modern macroeconomic models, such as dynamic stochastic general equilibrium (DSGE) models. His research provides a set of tools that are useful for empirical work with modern macroeconomic models, including forecasting and policy analysis. He applied these methods to analyze the sources of business cycle fluctuations and to study the effects of monetary policy. Detailed information about the research is available at http://www.ssc.upenn.edu/~schorf/research.htm.

Content by this Author

Articles by frankschorfheide0

03 December 2013

CEPR Policy Research

Events

  • 17 - 18 August 2019 / Peking University, Beijing / Chinese University of Hong Kong – Tsinghua University Joint Research Center for Chinese Economy, the Institute for Emerging Market Studies at Hong Kong University of Science and Technology, the Guanghua School of Management at Peking University, the Stanford Center on Global Poverty and Development at Stanford University, the School of Economics and Management at Tsinghua University, BREAD, NBER and CEPR
  • 19 - 20 August 2019 / Vienna, Palais Coburg / WU Research Institute for Capital Markets (ISK)
  • 29 - 30 August 2019 / Galatina, Italy /
  • 4 - 5 September 2019 / Roma Eventi, Congress Center, Pontificia Università Gregoriana Piazza della Pilotta, 4, Rome, Italy / European Center of Sustainable Development , CIT University
  • 9 - 14 September 2019 / Guildford, Surrey, UK / The University of Surrey