Real-time forecast evaluation of DSGE models with stochastic volatility
Year of publication: |
December 2017
|
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Authors: | Diebold, Francis X. ; Schorfheide, Frank ; Shin, Minchul |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 322-332
|
Subject: | Dynamic stochastic general equilibrium model | Prediction | Stochastic volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Stochastische Volatilität | Wirtschaftsprognose | Economic forecast |
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