Priors from General Equilibrium Models for Vars

This paper uses a simple New-Keynesian monetary DSGE model as a prior for a VAR, shows that the resulting model is competitive with standard benchmarks in terms of forecasting, and can be used for policy analysis

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Year of publication:	2002
Authors:	Del Negro, Marco ; Schorfheide, Frank
Publisher:	[S.l.] : SSRN
Subject:	VAR-Modell \| VAR model \| Theorie \| Theory \| Bayes-Statistik \| Bayesian inference \| Allgemeines Gleichgewicht \| General equilibrium \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Prognoseverfahren \| Forecasting model

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Extent:	1 Online-Ressource (45 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2002 erstellt
Other identifiers:	10.2139/ssrn.322222 [DOI]
Classification:	C11 - Bayesian Analysis ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014112365