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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
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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
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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
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What cycles? : data detrending in DSGE models
Sun, Xiaojin; Tsang, Kwok Ping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10012054895
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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
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Time-varying parameter four-equation DSGE model
Gupta, Rangan; Sun, Xiaojin - 2022
Persistent link: https://www.econbiz.de/10013341328
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan - In: Journal of forecasting 41 (2022) 6, pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
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Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015
Persistent link: https://www.econbiz.de/10011372826