Evaluating DSGE model forecasts of comovements (Q528090)

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Evaluating DSGE model forecasts of comovements
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    Statements

    title
    Evaluating DSGE model forecasts of comovements (English)
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    author
    Edward Herbst
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    Frank Schorfheide
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    publication date
    12 May 2017
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    zbMATH Keywords
    Bayesian methods
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    DSGE models
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    forecast evaluation
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    macroeconomic forecasting
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62F15
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    91B51
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    zbMATH DE Number
    6714786
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