Forecast evaluation of DSGE models : linear and nonlinear likelihood
Kuo-Hsuan Chin
| Year of publication: |
2022
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|---|---|
| Authors: | Chin, Kuo-Hsuan |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 6, p. 1099-1130
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| Subject: | Bayesian approach | nonlinearized DSGE model | particle filter | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2850 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465683