A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

DOI10.1016/j.econlet.2015.09.034zbMath1396.91412MaRDI QIDQ1667917

Konstantinos Theodoridis, Simon Price, George Kapetanios

Publication date: 31 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.09.034

zbMATH Keywords

forecasting; DSGE models; multi-step errors

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

91B51: Dynamic stochastic general equilibrium theory

Cites Work

• VAR forecasting under misspecification
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