Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models
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Publication:3065501
DOI10.1002/for.1143zbMath1205.91129MaRDI QIDQ3065501
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2263/17164
small open economy; vector autoregressions; forecast accuracy; dynamic factor model; New Keynesian dynamic stochastic model
91B82: Statistical methods; economic indices and measures
Cites Work
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Inference in Linear Time Series Models with some Unit Roots
- Forecasting and conditional projection using realistic prior distributions
- Efficient Tests for an Autoregressive Unit Root
- Determining the Number of Factors in Approximate Factor Models
- The Generalized Dynamic Factor Model