TheEconomists
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202-452-3369
edward.p.herbst@frb.gov
edward.p.herbst@frb.gov
Education
- Ph.D., Economics, University of Pennsylvania, 2011
- B.A., Mathematics & Economics, Rutgers University, 2006
Current Research Topics
- Estimation of Dynamic Models
- Density Forecast Evaluation
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2011 - present
Publications
- Herbst, Edward (2012). "Using the "Chandrasekhar Recursions" for Likelihood Evaluation of DSGE Models," Finance and Economics Discussion Series 2012-35. Board of Governors of the Federal Reserve System (U.S.).
- Herbst, Edward, and Frank Schorfheide (2012). "Evaluating DSGE Model Forecasts of Comovements," Finance and Economics Discussion Series 2012-11. Board of Governors of the Federal Reserve System (U.S.).
- Herbst, Edward, and Frank Schorfheide (2011). "Evaluating DSGE Model Forecasts of Comovements," Working Papers 11-5. Federal Reserve Bank of Philadelphia.
- Herbst, Edward (2011). "Essays on Bayesian Macroeconometrics," Ph.D. dissertation, University of Pennsylvania.
Presentations
discussion
October 2011
NBER/Federal Reserve Bank of Philadelphia Workshop on DSGE Models
Discussion of Smith: Estimating Nonlinear Economic Models Using Surrogate Transitions
conference
June 2011
Canadian Economic Association Annual Meeting
Evaluating Predictions of Comovements
conference
April 2011
Society for Bayesian Inference in Econometrics and Statistics 2011 Meeting
Gradient and Hessian-based MCMC for Macro Models
seminar
January 2011
Board of Governors of the Federal Reserve System
Gradient and Hessian-based MCMC for Macro Models
Other Activities
Referee
- International Economic Review
- International Journal of Forecasting
- Journal of Money, Credit, and Banking
- Review of Economics and Statistics
Professional Affiliation
- American Economic Association
- International Society for Bayesian Analysis
Last update:
July 2, 2012
