INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS
Year of publication: |
2009
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Authors: | Hall, Alastair ; Atsushi ; Nason, James M ; Rossi, Barbara |
Institutions: | Duke University, Department of Economics |
Subject: | Output Growth Forecasts | Inflation Forecasts | Model Selection | Structural Change | Forecast Evaluation | Real-time data. Evaluation |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 09-09 39 pages longPages |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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Sekhposyan, Tatevik, (2009)
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Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
Sekhposyan, Tatevik, (2008)
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Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
Rossi, Barbara, (2010)
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Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Hall, Alastair, (2007)
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Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Hall, Alastair, (2010)
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Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
Rossi, Barbara, (2003)
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