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Tests of Equal Forecast Accuracy for Overlapping Models

Clark, Todd E.; McCracken, Michael W. - 2011

This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong (1989). Two models are overlapping when the true model con- tains just a subset of variables common to the larger sets of...

Persistent link: https://www.econbiz.de/10009310965

Short-term forecasting GDP with a DSGE model augmented by monthly indicators

Červená, Marianna; Schneider, Martin - 2010

Persistent link: https://www.econbiz.de/10008669647

Inflation forecast targeting in an overlapping generations model

Sorger, Gerhard (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867290

Is the Fed's news perception different from the private sector's?

Best, Gabriela; Kapinos, Pavel - In: Applied economics 51 (2019) 16, pp. 1694-1710

Persistent link: https://www.econbiz.de/10012196590

DSGE priors for BVAR models

Filippeli, Thomai; Theodoridis, Konstantinos - 2014

comparable - if not better - to the one obtained using theory free "Minnesota" priors (Doan et al., 1984). Additionally, the … marginal-likelihood of the time-series model with theory founded priors - derived from the output of the Gibbs sampler - can be …

Persistent link: https://www.econbiz.de/10010339762