Data revisions and DSGE models
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Recommendations
- Modeling data revisions: measurement error and dynamics of ``true values
- Revisions in official data and forecasting
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
- Estimating DSGE models using seasonally adjusted and unadjusted data
- Forecasting data revisions of GDP: a mixed frequency approach
Cites work
- A method for taking models to the data
- Adaptive proposal distribution for random walk Metropolis algorithm
- Bayesian estimation of DSGE models
- Evaluating DSGE model forecasts of comovements
- Methods to estimate dynamic stochastic general equilibrium models
- Modeling data revisions: measurement error and dynamics of ``true values
- Tests of Conditional Predictive Ability
- Time series analysis by state space methods.
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