Evaluating UK point and density forecasts from an estimated DSGE model : the role of off-model information over the financial crisis
Nicholas Fawcett, Lena Körber, Riccardo M. Masolo and Matt Waldron
| Year of publication: |
2015
|
|---|---|
| Authors: | Fawcett, Nicholas ; Körber, Lena ; Masolo, Riccardo M. ; Waldron, Matt |
| Publisher: |
London : Bank of England |
| Subject: | DSGE models | forecasting | financial crisis | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Bayes-Statistik | Bayesian inference |