The diversity of forecasts from macroeconomic models of the US economy
DOI10.1007/S00199-010-0549-7zbMATH Open1214.91089OpenAlexW2118246290MaRDI QIDQ540415FDOQ540415
Authors: Volker Wieland, Maik H. Wolters 
Publication date: 3 June 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://publikationen.ub.uni-frankfurt.de/files/7902/10_08.pdf
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forecastingBayesian estimationmodel uncertaintybusiness cyclesheterogeneous beliefsforecast distribution
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Heterogeneous agent models (91B69)
Cites Work
- Title not available (Why is that?)
- Forecasting and conditional projection using realistic prior distributions
- Bayesian Analysis of DSGE Models
- Inflation Persistence
- On the structure and diversity of rational beliefs
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- On rational belief equilibria
- Endogenous economic fluctuations. Studies in the theory of rational beliefs
- Rational beliefs and endogenous uncertainty
- Monetary policy and heterogeneous expectations
- Business cycle amplification with heterogeneous expectations
- Animal spirits and monetary policy
- Financial leverage and market volatility with diverse beliefs
- Estimation and Control of a Macroeconomic Model with Rational Expectations
- Diverse beliefs and time variability of risk premia
- Title not available (Why is that?)
- Price stabilizing, Pareto improving policies
- Natural rate measures in an estimated DSGE model of the U.S. Economy
- The role of expectations in economic fluctuations and the efficacy of monetary policy
Cited In (6)
- Are the representative agent's beliefs based on efficient econometric models?
- Business cycle amplification with heterogeneous expectations
- Monetary policy and heterogeneous expectations
- Forecast combination, non-linear dynamics, and the macroeconomy
- Forecasting macroeconomic fundamentals in economic crises
- Diverse beliefs and time variability of risk premia
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