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~isPartOf:"ECB Working Paper"
~isPartOf:"European journal of operational research : EJOR"
~person:"Christoffel, Kai"
~person:"Laeven, Luc"
~source:"econstor"
~subject:"Kalman filter"
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Predictive likelihood comparisons with DSGE and DSGE-VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
-
2013
distribution. As an empirical illustration, we use euro area data and compare the
forecasting
performance of the New Area …
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