DSGE Model-Based Forecasting

Author:

Negro Marco Del,Schorfheide Frank

Publisher

Elsevier

Reference100 articles.

1. Forecasting performance of an open economy dynamic stochastic general equilibrium model;Adolfson;Econometric Reviews,2007

2. Modern forecasting models in action: improving macroeconomic analyses at central banks;Adolfson;International Journal of Central Banking,2007

3. Amisano,G.,Geweke, J., 2011. Prediction with Macroeconomic Models. Manuscript.

4. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations;Amisano;Journal of Economic Dynamics and Control,2011

5. Bayesian Analysis of DSGE Models;An;Econometric Reviews,2007

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