Merging structural and reduced-form models for forecasting
Jaime Martinez-Martin, Richard Morris, Luca Onorante and Fabio Massimo Piersanti
| Year of publication: |
2024
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|---|---|
| Authors: | Martínez-Martín, Jaime ; Morris, Richard ; Onorante, Luca ; Piersanti, Fabio Massimo |
| Published in: |
The B.E. journal of macroeconomics. - Berlin : De Gruyter, ISSN 1935-1690, ZDB-ID 2266677-1. - Vol. 24.2024, 1, p. 399-437
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/bejm-2022-0170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580528