Real-time forecast of DSGE models with time-varying volatility in GARCH form
Semih Emre Çekin, Sergey Ivashchenko, Rangan Gupta, Chien-Chiang Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Çekin, Semih Emre ; Ivashchenko, Sergey ; Gupta, Rangan ; Lee, Chien-Chiang |
| Subject: | Conditional correlations | DSGE | Forecasting | GARCH | Stochastic volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | DSGE-Modell | DSGE model | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103175 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014543555