Analyzing data revisions with a dynamic stochastic general equilibrium model
Dean Croushore; Keith Sill
| Year of publication: |
2014
|
|---|---|
| Authors: | Croushore, Dean Darrell ; Sill, D. Keith |
| Publisher: |
Philadelphia, Pa. : Federal Reserve Bank of Philadelphia, Research Dep. |
| Subject: | Real-Time Data | DSGE Models | Bayesian Analysis | Data Revisions | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | Frühindikator | Leading indicator | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |