Real-time forecast evaluation of DSGE models with stochastic volatility

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Publication:1676378

DOI10.1016/j.jeconom.2017.08.011zbMath1377.62210OpenAlexW3123137325MaRDI QIDQ1676378

Francis X. Diebold, Frank Schorfheide, Minchul Shin

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w22615.pdf




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