Forecasting with instabilities: An application to DSGE models with financial frictions
Year of publication: |
2015
|
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Authors: | Cardani, Roberta ; Paccagnini, Alessia ; Villa, Stefania |
Publisher: |
Dublin : University College Dublin, UCD School of Economics |
Subject: | Bayesian estimation | Forecasting | Financial frictions | Parameter instabilities |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837693500 [GVK] hdl:10419/129338 [Handle] RePEc:ucn:wpaper:201523 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C32 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: |
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta, (2015)
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Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
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Bekiros, Stelios, (2016)
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Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
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Forecasting in a DSGE Model with Banking Intermediation : Evidence from the US
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