Confronting model misspecification in macroeconomics
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Publication:528093
DOI10.1016/J.JECONOM.2012.06.013zbMATH Open1443.62512OpenAlexW3126145247MaRDI QIDQ528093FDOQ528093
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Cited in
(14)- Generalised density forecast combinations
- Forecast density combinations of dynamic models and data driven portfolio strategies
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray
- The effects of conventional and unconventional monetary policy on forecasting the yield curve
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
- An application of hybrid MCMC and simulation smoother in estimating a DSGE model with measurement errors
- On the specification and estimation of large scale simultaneous structural macroeconometric models
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- Dealing with misspecification in structural macroeconometric models
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