Tourism Stock Prices, Systemic Risk and Tourism Growth: A Kalman Filter with Prior Update DSGE-VAR Model
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-23480-4_14
Reference13 articles.
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2. Martínez-Martín, J., Morris, R., Onorante, L., Piersanti, F.M.: Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box. ECB Working Papers, No 2335 (2019)
3. Martín-Moreno, J.M., Pérez, R., Ruiz, J.: Exploring the sources of Spanish macroeconomic fluctuations: an estimation of a small open economy DSGE model. Int. Rev. Econ. Financ. 45, 417–437 (2016)
4. Herbst, E., Schorfheide, F.: Tempered particle filtering. Journal of Econometrics 210(1), 26–44 (2019)
5. Ivashchenko, S., Gupta, R.: Forecasting using a nonlinear DSGE model. J. Central Banking Theory and Practice 2, 73–98 (2018)
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