variable selection and estimation in one step. We evaluate the forecasting accuracy of these estimators for a large set of …

In this paper we review the methodology of forecasting with log-linearised DSGE models using Bayesian methods. We focus … matrix of h-step ahead forecasts. In the empirical analysis, we examine the forecasting performance of the New Area … scope for improving the NAWM’s forecasting performance. For example, the model is not able to explain the moderation in wage …

This paper presents a parsimonious model for forecasting and analysing euro area house prices and their interrelations …