Combining VAR and DSGE forecast densities (Q647655)

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Combining VAR and DSGE forecast densities
scientific article

    Statements

    title
    Combining VAR and DSGE forecast densities (English)
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    author
    Juan-Miguel Gracia
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    publication date
    24 November 2011
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    zbMATH Keywords
    ensemble modeling
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    forecast densities
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    forecast evaluation
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    VAR models
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    DSGE models
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    describes a project that uses
    R
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    Dynare
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    Identifiers

    zbMATH DE Number
    5978516
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