Evaluating point and density forecasts of DSGE models
Maik H. Wolters
| Year of publication: |
2015
|
|---|---|
| Authors: | Wolters, Maik H. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 30.2015, 1, p. 74-96
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| Subject: | DSGE models | forecasting | model uncertainty | forecast combination | density forecasts | real-time data | Greenbook | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling | DSGE-Modell | DSGE model | VAR-Modell | VAR model | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast |