How good are out of sample forecasting tests on DSGE models?
Patrick Minford, Yongdeng Xu, Peng Zhou
| Year of publication: |
2015
|
|---|---|
| Authors: | Minford, Patrick ; Xu, Yongdeng ; Zhou, Peng |
| Published in: |
Italian economic journal. - Cham : Springer, ISSN 2199-322X, ZDB-ID 2779243-2. - Vol. 1.2015, 3, p. 333-351
|
| Subject: | Out of sample forecasts | DSGE | VAR | Specification tests | Indirect inference | Forecast performance | DSGE-Modell | DSGE model | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Statistischer Test | Statistical test | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544832