Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501)
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scientific article; zbMATH DE number 5833021
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| English | Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models |
scientific article; zbMATH DE number 5833021 |
Statements
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (English)
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6 January 2011
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small open economy
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New Keynesian dynamic stochastic model
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dynamic factor model
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vector autoregressions
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forecast accuracy
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0.7529170513153076
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0.7494778633117676
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0.7481469511985779
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0.7476716637611389
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