Forecasting using a nonlinear DSGE model
Sergey Ivashchenko and Rangan Gupta
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Ivashchenko, Sergey ; Gupta, Rangan |
| Published in: |
Journal of central banking theory and practice. - Podgorica, ISSN 1800-9581, ZDB-ID 2673361-4. - Vol. 7.2018, 2, p. 73-98
|
| Subject: | Nonlinear DSGE | Quadratic Kalman Filter | Out-of-sample forecasts | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | DSGE-Modell | DSGE model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2478/jcbtp-2018-0013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895436