Estimation and forecasting using mixed-frequency DSGE models
Year of publication: |
[2022]
|
---|---|
Authors: | Meyer-Gohde, Alexander ; Shabalina, Ekaterina |
Publisher: |
Frankfurt am Main : Institute for Monetary and Financial Stability, Goethe University Frankfurt |
Subject: | Mixed-frequency data | DSGE models | Forecasting | Estimation | Temporal aggregation | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | Aggregation | VAR-Modell | VAR model | DSGE-Modell | DSGE model | Zeitreihenanalyse | Time series analysis | Schätzung | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
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