Comparing DSGE-VAR forecasting models: how big are the differences?
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Cites work
- Bayesian Analysis of DSGE Models
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- Forecasting and conditional projection using realistic prior distributions
- Handbook of economic forecasting. Volume 1
- scientific article; zbMATH DE number 1631958 (Why is no real title available?)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
- Tests of Conditional Predictive Ability
- What do interest rates reveal about the functioning of real business cycle models ?
Cited in
(7)- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Fiscal policy interventions at the zero lower bound
- How useful are DSGE macroeconomic models for forecasting?
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
- Do DSGE models forecast more accurately out-of-sample than VAR models?
- Combining VAR and DSGE forecast densities
- A method for taking models to the data
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