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Evaluating UK Point and Density Forecasts from an Estimated DSGE Model: The Role of Off-Model Information Over the Financial Crisis

  • Published:2015 Issue: Volume: Page:
  • ISSN:1556-5068
  • Container-title:SSRN Electronic Journal
  • language:en
  • Short-container-title:SSRN Journal

Author:

Fawcett Nicholas,Korber Lena,Masolo Riccardo,Waldron Matthew

Publisher

Elsevier BV

Reference32 articles.

1. Comparing Predictive Accuracy;F X R S Diebold;Journal of Business & Economic Statistics,1995

2. How Useful are Estimated DSGE Model Forecasts?

3. A Comparison of Forecast Performance between Federal Reserve Staff Forecasts, Simple Reduced-form Models, and a DSGE Model;R M Edge;Journal of Applied Econometrics,2010

4. Trend Agnostic One-Step Estimation of DSGE Models;F Ferroni;The BE Journal of Macroeconomics,2011

5. Trend Agnostic One-Step Estimation of DSGE Models;F Filippo;The B.E. Journal of Macroeconomics,2011

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