vector can be recovered from the BVAR posterior estimates: a new 'quasi-Bayesian' DSGE estimation. An empirical application … stochastic general equilibrium (DSGE) model. We use the DSGE model priors to determine the moments of an independent Normal …-Wishart prior for the VAR parameters. Two hyper-parameters control the tightness of the DSGE-implied priors on the autoregressive …

mixed-frequency data in DSGE models. The first existing approach estimates the DSGE model in a quarterly frequency and uses … information from monthly auxiliary variables to inform in-between quarter DSGE estimates and forecasts. We compare our new method …

inference method to map from this TV VAR to time variation in implied Dynamic Stochastic General Equilibrium (DSGE) parameters …

This paper examines whether the presence of parameter instabilities in dynamic stochastic general equilibrium (DSGE …) models affects their forecasting performance. We apply this analysis to medium-scale DSGE models with and without financial …

In this paper we review the methodology of forecasting with log-linearised DSGE models using Bayesian methods. We focus … BVAR can outperform the NAWM …

Die vorliegende Dissertation mit dem Titel Monetary DSGE Models of Two Countries: Set-Up, Estimation, and Forecasting … Performance beinhaltet neben einem einleitenden noch drei weitere Kapitel. In Kapitel 2 entwickeln wir ein Zwei-Länder-DSGE … Zwei-Länder-DSGE-Modell aus Kapitel 2, sowie ein VAR-Modell, indem wir US-amerikanische und Euroraum-Daten verwenden. Das …