Forecasting with instabilities : an application to DSGE models with financial frictions
Roberta Cardani, Alessia Paccagnini, Stefania Villa
| Year of publication: |
2019
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|---|---|
| Authors: | Cardani, Roberta ; Paccagnini, Alessia ; Villa, Stefania |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 61.2019, p. 1-13
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| Subject: | Financial frictions | Bayesian estimation | Forecasting | Parameter instabilities | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätzung | Estimation | Finanzmarkt | Financial market | VAR-Modell | VAR model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2019.103133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243230