Merging structural and reduced-form models for forecasting
Year of publication: |
2024
|
---|---|
Authors: | Martínez-Martín, Jaime ; Morris, Richard ; Onorante, Luca ; Piersanti, Fabio Massimo |
Subject: | Bayesian VARs | DSGE models | macroeconomic forecasting | multivariate time series | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Dynamisches Gleichgewicht | Dynamic equilibrium | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Bayes-Statistik | Bayesian inference | DSGE-Modell | DSGE model |
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