Evaluating Point and Density Forecasts of DSGE Models

Author:

Wolters Maik H.1

Affiliation:

1. University of Kiel and Kiel Institute for the World Economy; Germany

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference52 articles.

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

2. Bayesian estimation of an open economy DSGE model with incomplete pass-through;Adolfson;Journal of International Economics,2007b

3. Bayesian analysis of DSGE models;An;Econometric Reviews,2007

4. Andersson MK Karlsson S 2007 Bayesian forecast combination for VAR models

5. Combining VAR and DSGE forecast densities;Bache;Journal of Economic Dynamics and Control,2011

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