Evaluating DSGE model forecasts of comovements

DOI10.1016/j.jeconom.2012.06.008zbMath1443.62459OpenAlexW1608486416MaRDI QIDQ528090

Edward Herbst, Frank Schorfheide

Publication date: 12 May 2017

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

Full work available at URL: http://www.federalreserve.gov/pubs/feds/2012/201211/201211pap.pdf

zbMATH Keywords

Bayesian methodsforecast evaluationDSGE modelsmacroeconomic forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Dynamic stochastic general equilibrium theory (91B51)

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