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A DSGE-VAR model for forecasting key South African macroeconomic variables

Gupta, Rangan; Steinbach, Rudi - In: Economic modelling 33 (2013), pp. 19-33

Persistent link: https://www.econbiz.de/10010192067

Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model

Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228

Persistent link: https://www.econbiz.de/10011326254

Robust control and central banking behaviour

García Olalla, Myriam; Ruiz Gómez, Alejandro - In: Economic modelling 28 (2011) 3, pp. 1265-1278

Persistent link: https://www.econbiz.de/10009272180

The EAGLE : a model for policy analysis of macroeconomic interdependence in the euro area

Gomes, Sandra; Jacquinot, Pascal; Pisani, Massimiliano - In: Economic modelling 29 (2012) 5, pp. 1686-1714

Persistent link: https://www.econbiz.de/10009667126

How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?

Kortelainen, Mika; Paloviita, Maritta; Virén, Matti E. E. - In: Economic modelling 52 (2016), pp. 540-550

Persistent link: https://www.econbiz.de/10011642907

DSGE Model-Based Forecasting of Non-Modelled Variables

Schorfheide, Frank - 2010

This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables). We use auxiliary regressions that resemble measurement equations in a dynamic factor model to link the non-core variables to...

Persistent link: https://www.econbiz.de/10012757579