Korenok, Oleg; Swanson, Norman R. - In: Oxford Bulletin of Economics and Statistics 67 (2005) s1, pp. 905-930
In this paper we construct output gap and inflation predictions using a variety of dynamic stochastic general equilibrium (DSGE) sticky price models. Predictive density accuracy tests related to the test discussed in Corradi and Swanson ["Journal of Econometrics" (2005a), forthcoming] as well as...