Evaluating DSGE model forecasts of comovements
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Cites work
- An introduction to modern Bayesian econometrics.
- Bayesian Analysis of DSGE Models
- Contemporary Bayesian Econometrics and Statistics
- Forecasting Performance of an Open Economy DSGE Model
- Handbook of economic forecasting. Volume 1
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Probabilistic Forecasts, Calibration and Sharpness
- Remarks on a Multivariate Transformation
- The interplay of Bayesian and frequentist analysis
- The Well-Calibrated Bayesian
- Time to Build and Aggregate Fluctuations
Cited in
(16)- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Assessing DSGE model nonlinearities
- A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
- Real-time forecast evaluation of DSGE models with stochastic volatility
- Comparing DSGE-VAR forecasting models: how big are the differences?
- How useful are DSGE macroeconomic models for forecasting?
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- Do DSGE models forecast more accurately out-of-sample than VAR models?
- Data revisions and DSGE models
- Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
- Forecasting Performance of an Open Economy DSGE Model
- A structural approach to combining external and DSGE model forecasts
- On the application and use of DSGE models
- Natural rate measures in an estimated DSGE model of the U.S. Economy
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