Showing 1 - 3 of 3
Recession ; fundamental inflation ; DSGE models ; Bayesian estimation …
Persistent link: https://www.econbiz.de/10009744674
We provide a novel methodology for estimating time-varying weights in linear prediction pools, which we call dynamic pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE) models, with and without financial frictions, for output...
Persistent link: https://www.econbiz.de/10010414783
: estimation of parameters that are relevant for policy trade-offs and treatment of estimated deviations from the cross …
Persistent link: https://www.econbiz.de/10003781475