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Analyzing data revisions with a dynamic stochastic general equilibrium model

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

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

Do data revisions matter for DSGE estimation?

Givens, Gregory E. - In: Journal of money, credit and banking : JMCB 49 (2017) 6, pp. 1385-1407

Persistent link: https://www.econbiz.de/10011946614

Unusual shocks in our usual models

Ferroni, Filippo; Fisher, Jonas D. M.; Melosi, Leonardo - 2022

and apply it to study the macroeconomic effects of the Covid shock. The initial outbreak is represented as the onset of a … new shock process where the shock loads on wedges associated with the model's usual shocks. Realizations of the Covid … shock come with news about its propagation, allowing us to disentangle the role of beliefs about the future of the pandemic …

Persistent link: https://www.econbiz.de/10013375147

Unusual shocks in our usual models

Ferroni, Filippo; Fisher, Jonas D. M.; Melosi, Leonardo - 2023

Persistent link: https://www.econbiz.de/10013500752

Anchoring long-term var forecasts based on survey data and state-space models

Areosa, Marta Baltar Moreira; Gaglianone, Wagner Piazza - 2023

Persistent link: https://www.econbiz.de/10014286118

Forecasting the South African business cycle using fourier analysis

Thomson, Daniel; Van Vuuren, Gary - In: International business and economics research journal 15 (2016) 4, pp. 175-192

Persistent link: https://www.econbiz.de/10011701288

Real-time US GDP gap properties using Hamilton’s regression-based filter

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314

Persistent link: https://www.econbiz.de/10012253213

The expectational effects of news in business cycles : evidence from forecast data

Miyamoto, Wataru; Nguyen, Thuy Lan - In: Journal of monetary economics 116 (2020), pp. 184-200

Persistent link: https://www.econbiz.de/10012495170

A New-Keynesian DSGE Model for Forecasting the South African Economy

Gupta, Rangan - 2010

This paper develops a New-Keynesian Dynamic Stochastic General Equilibrium (NKDSGE) model for forecasting the growth rate of output, inflation, and the nominal short-term interest rate (91 days Treasury Bill rate) for the South African economy. The model is estimated via maximum likelihood...

Persistent link: https://www.econbiz.de/10013138053

Data revisions and DSGE models

Galvão, Ana Beatriz C. - In: Journal of econometrics 196 (2017) 1, pp. 215-232

Persistent link: https://www.econbiz.de/10011743799