Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Marco Del Negro, Raiden B. Hasegawa, Frank Schorfheide
| Year of publication: |
June 2016
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|---|---|
| Authors: | Del Negro, Marco ; Hasegawa, Raiden B. ; Schorfheide, Frank |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 391-405
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| Subject: | Bayesian estimation | DSGE models | Financial frictions | Forecasting | Great Recession | Linear prediction pools | DSGE-Modell | DSGE model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Finanzkrise | Financial crisis | Theorie | Theory | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Weltwirtschaftskrise | Global economic crisis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704724