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Minchul Shin

Federal Reserve Bank of Philadelphia (from arXiv:2603.07458, 2026) · ORCID · OpenAlex

25 papers in scope · 18 published · 7 on the econ.EM arXiv · 526 citations · h-index 10 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

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  2. Nathan Schor
  3. Jani Luoto
  4. Adam Rybarczyk
  5. Markku Lanne
  6. Xie Tian
  7. James Mitchell
  8. Tony Chernis
  9. Niko Hauzenberger
  10. Dalibor Stevanović
  11. Philippe Goulet Coulombe
  12. Jonas E. Arias
  13. Juan Francisco Rubio-Ramírez
  14. Florian Huber
  15. Gary Koop
  16. Maxime Leroux
  17. Christopher D. Walker
  18. Massimiliano Marcellino
  19. Liangjun Su
  20. Zhentao Shi

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(9 of 25)

An Auditable AI Agent Loop for Empirical Economics: A Case Study in Forecast Combination
working paper2026 · arXiv
Paper profile arXiv arXiv:2603.17381
At-Risk Transformation for U.S. Recession Prediction
working paper2026 · arXiv · first circulated 2025
with Rahul Billakanti
Paper profile arXiv arXiv:2603.07813
ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
working paper2026 · arXiv
with Nathan Schor
Paper profile arXiv arXiv:2603.07458
A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs
working paper2025 · arXiv
with Jonas Aries, Juan Francisco Rubio-Ramírez
Paper profile arXiv arXiv:2505.23542
Large SVARs
working paper2025 · arXiv
with Jonas E. Arias, Juan Francisco Rubio-Ramírez, Daniel Rudolf, Juan F. Rubio-Ramírez
Paper profile arXiv arXiv:2505.23542
On the Wisdom of Crowds (of Economists)
working paper2025 · arXiv
with Francis X. Diebold, Aaron Mora
Paper profile arXiv arXiv:2503.09287
Testing for Endogeneity: A Moment-Based Bayesian Approach
working paper2024 · arXiv · 1 citations
with Siddhartha Chib, Anna Simoni
Paper profile arXiv arXiv:2603.07780
The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
published2023 · American Economic Journal Macroeconomics · 16 citations · first circulated 2021
with Jonas E. Arias, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez, Jonas Arias, Arias Jonas, Jesus Fernández Villaverde
American Economic Journal Macroeconomics
Effective Neurofeedback Training of Large Electroencephalogram Signals Using Serious Video Games
published2023 · IEEE Access · 9 citations
with Haitao Huang, Jieun Lee, Seung-Hyun Yoon
IEEE Access
A statistical learning approach to land valuation: Optimizing the use of external information
published2022 · Journal of Housing Economics · 2 citations
with David Albouy
Journal of Housing Economics
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
published2022 · Journal of Econometrics · 39 citations · first circulated 2021
with Jonas E. Arias, Juan Francisco Rubio-Ramírez, Jonas Arias, Juan Rubio Ram�rez
Journal of Econometrics
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates
published2022 · Journal of Econometrics · 13 citations · first circulated 2020
with Francis X. Diebold, Boyuan Zhang, Francis X. Diebld
Paper profile Journal of Econometrics arXiv:2012.11649
Bayesian Estimation and Comparison of Conditional Moment Models
published2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 4 citations · first circulated 2019
with Siddhartha Chib, Anna Simoni, Anna E. C. Simoni
Paper profile Journal of the Royal Statistical Society Series B (Statistical Methodology) arXiv:2110.13531
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
published2021 · Computational Economics · 8 citations · first circulated 2020
with Siddhartha Chib, Fei Tan
Computational Economics
Probability Forecast Combination via Entropy Regularized Wasserstein Distance
published2020 · Entropy · 4 citations
with Ryan Cumings-Menon
Entropy
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives
published2018 · International Journal of Forecasting · 153 citations
with Francis X. Diebold
International Journal of Forecasting
On the Comparison of Interval Forecasts
published2018 · Journal of Time Series Analysis · 52 citations
with Ross Askanazi, Francis X. Diebold, Frank Schorfheide, Min-Chul Shin
Journal of Time Series Analysis
Measuring international uncertainty: The case of Korea
published2017 · Economics Letters · 31 citations
with Boyuan Zhang, Molin Zhong, Dong Jin Lee
Economics Letters
Metropolitan Land Values
published2017 · The Review of Economics and Statistics · 88 citations
with David Albouy, Gabriel Ehrlich
The Review of Economics and Statistics
Real-time forecast evaluation of DSGE models with stochastic volatility
published2017 · Journal of Econometrics · 51 citations · first circulated 2015
with Francis X. Diebold, Frank Schorfheide
Journal of Econometrics
Bayesian Estimation and Comparison of Moment Condition Models
published2017 · Journal of the American Statistical Association · 10 citations · first circulated 2016
with Siddhartha Chib, Anna Simoni
Journal of the American Statistical Association
Assessing point forecast accuracy by stochastic error distance
published2017 · Econometric Reviews · 14 citations · first circulated 2014
with Francis X. Diebold
Econometric Reviews
Does realized volatility help bond yield density prediction?
published2017 · International Journal of Forecasting · 7 citations · first circulated 2013
with Molin Zhong
International Journal of Forecasting
A New Approach to Identifying the Real Effects of Uncertainty Shocks
published2016 · Finance and Economics Discussion Series · 10 citations
with Molin Zhong
Finance and Economics Discussion Series
Assessing point forecast accuracy by stochastic loss distance
published2015 · Economics Letters · 14 citations
with Francis X. Diebold
Economics Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.