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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS

Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592

Persistent link: https://www.econbiz.de/10011515386

High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction

Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2020

Persistent link: https://www.econbiz.de/10012373015

Forecasting using a nonlinear DSGE model

Ivashchenko, Sergey; Gupta, Rangan - In: Journal of central banking theory and practice 7 (2018) 2, pp. 73-98

Persistent link: https://www.econbiz.de/10011895436

Nowcasting GDP growth for small open economies with a mixed-frequency structural model

Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198

Persistent link: https://www.econbiz.de/10012134110

On the predictability of time-varying VAR and DSGE models

Bekiros, Stelios; Paccagnini, Alessia - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 635-664

Persistent link: https://www.econbiz.de/10009780022

Time-varying parameter four-equation DSGE model

Gupta, Rangan; Sun, Xiaojin - 2022

Persistent link: https://www.econbiz.de/10013341328

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of...

Persistent link: https://www.econbiz.de/10011518833

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - In: Journal of financial stability 26 (2016), pp. 216-227

Persistent link: https://www.econbiz.de/10011705507

Analyzing data revisions with a dynamic stochastic general equilibrium model

Croushore, Dean Darrell; Sill, D. Keith - 2014

Persistent link: https://www.econbiz.de/10010413292

Chapter 2. DSGE Model-Based Forecasting

Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013

Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements of aggregate time series over the business cycle and to perform policy analysis. We explain how to use DSGE models for all three purposes – forecasting, story-telling, and...

Persistent link: https://www.econbiz.de/10014025547