Real-time forecast evaluation of DSGE models with stochastic volatility
Year of publication: |
September 2016
|
---|---|
Authors: | Diebold, Francis X. ; Schorfheide, Frank ; Shin, Minchul |
Publisher: |
Cambridge, MA : National Bureau of Economic Research |
Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | Stochastische Volatilität | Stochastic volatility | Theorie | Theory |
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