Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment
Year of publication: |
2021
|
---|---|
Authors: | Gelfer, Sacha |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 129.2021, p. 1-52
|
Subject: | DSGE-DFM | Forecasting | Open-economy macroeconomics | Exchange rates | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Offene Volkswirtschaft | Open economy | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium |
-
Exchange rate forecasting with DSGE models
Ca'Zorzi, Michele, (2017)
-
An estimated two-country EA-US model with limited exchange rate pass-through
De Walque, Gregory, (2017)
-
Gunter, Ulrich, (2019)
- More ...
-
Gelfer, Sacha, (2022)
-
Data-rich DSGE model forecasts of the great recession and its recovery
Gelfer, Sacha, (2019)
-
The effects of professional forecast dissemination on macroeconomic volatility
Gelfer, Sacha, (2020)
- More ...