Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
Year of publication: |
2008
|
---|---|
Authors: | Wang, Mu-Chun |
Institutions: | Deutsche Bundesbank |
Subject: | DSGE models | factor models | forecasting | forecastevaluation |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2008,04 |
Classification: | C2 - Econometric Methods: Single Equation Models ; E37 - Forecasting and Simulation ; C53 - Forecasting and Other Model Applications ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
-
Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
Wang, Mu-Chun, (2008)
-
Comparing the DSGE modelwith the factor model:an out-of-sample forecasting experiment
Wang, Mu-Chun, (2008)
-
How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
Ziegler, Christina, (2006)
- More ...
-
Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
Wang, Mu-Chun, (2008)
-
Amir-Ahmadi, Pooyan, (2016)
-
Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models
Wang, Mu-Chun, (2018)
- More ...