Combining VAR and DSGE forecast densities
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Publication:647655
DOI10.1016/J.JEDC.2011.04.006zbMATH Open1283.91116OpenAlexW2087624949MaRDI QIDQ647655FDOQ647655
Authors: Juan-Miguel Gracia 
Publication date: 24 November 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2497618
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Cites Work
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- Forecast Combination and Model Averaging Using Predictive Measures
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- Complete and incomplete econometric models.
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- Combining Probability Distributions from Dependent Information Sources
- Combining inflation density forecasts
- Evaluating an estimated New Keynesian small open economy model
- Decision Analysis Expert Use
- Reconciliation of Probability Distributions
- Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
- Non-linear models: where do we go next - time varying parameter models?
- Combining Expert Judgments: A Bayesian Approach
Cited In (9)
- Forecast combinations in a DSGE-VAR lab
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- A structural approach to combining external and DSGE model forecasts
- Combining inflation density forecasts
- Comparing DSGE-VAR forecasting models: how big are the differences?
- Real-time forecast evaluation of DSGE models with stochastic volatility
- Construction of multi-step forecast regions of VAR processes using ordered block bootstrap
- Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series
- Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
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