Priors from General Equilibrium Models for Vars

This article uses a simple New Keynesian dynamic stochastic general equilibrium model as a prior for a vector autoregression, and shows that the resulting model is competitive with standard benchmarks in terms of forecasting, and can be used for policy analysis

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Year of publication:	2004
Authors:	Del Negro, Marco ; Schorfheide, Frank
Publisher:	[S.l.] : SSRN
Subject:	VAR-Modell \| VAR model \| Theorie \| Theory \| Bayes-Statistik \| Bayesian inference \| Allgemeines Gleichgewicht \| General equilibrium \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Prognoseverfahren \| Forecasting model

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Extent:	1 Online-Ressource (31 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Economic Review, Vol. 45, No. 2, pp. 643-673, May 2004
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014072236