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On the application and use of DSGE models

Álvarez Lois, Pedro Pablo; Harrison, Richard T.; … - In: Journal of economic dynamics & control 32 (2008) 8, pp. 2428-2452

Persistent link: https://www.econbiz.de/10003745406

Combining VAR and DSGE forecast densities

Wolden Bache, Ida (contributor) - 2010

Persistent link: https://www.econbiz.de/10003920194

Incorporating conjunctural analysis in structural models

Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - In: The science and practice of monetary policy today : the …, (pp. 41-57). 2010

Persistent link: https://www.econbiz.de/10003920587

Combining multivariate density forecasts using predictive criteria

Gerard, Hugo; Nimark, Kristoffer P. - 2008

Persistent link: https://www.econbiz.de/10008663219

Short-term forecasting GDP with a DSGE model augmented by monthly indicators

Červená, Marianna; Schneider, Martin - 2010

Persistent link: https://www.econbiz.de/10008669647

The virtues of VAR forecast pooling : a DSGE model based Monte Carlo study

Henzel, Steffen; Mayr, Johannes - 2009

Since the seminal article of Bates and Granger (1969), a large number of theoretical and empirical studies have shown that pooling different forecasts of the same event tends to outperform individual forecasts in terms of forecast accuracy. However, the results remain heterogenous regarding the...

Persistent link: https://www.econbiz.de/10008859482