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Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-Chun (contributor) - 2008
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10003650023
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Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-Chun - In: Journal of forecasting 28 (2009) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10003814284
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Incorporating asymmetric preferences into fan charts and path forecasts
Demetrescu, Matei; Wang, Mu-Chun - In: Oxford bulletin of economics and statistics 76 (2014) 2, pp. 287-297
Persistent link: https://www.econbiz.de/10010474995
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On the forecasting of economic time series : structural versus data-based approaches
Wang, Mu-Chun - 2009 - 1. ed.
Persistent link: https://www.econbiz.de/10003868101
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Comparing the DSGE Model with the Factor Model : An Out-of-Sample Forecasting Experiment
Wang, Mu-Chun - 2016
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10012991248