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Combining VAR and DSGE forecast densities

Wolden Bache, Ida; Sofie Jore, Anne; Mitchell, James; … - In: Journal of Economic Dynamics and Control 35 (2011) 10, pp. 1659-1670

A popular macroeconomic forecasting strategy utilizes many models to hedge against instabilities of unknown timing; see (among others) Stock and Watson (2004), Clark and McCracken (2010), and Jore et al. (2010). Existing studies of this forecasting strategy exclude dynamic stochastic general...

Persistent link: https://www.econbiz.de/10009274909

Time inconsistency and optimal policy formulation in the presence of rational expectations

Hall, S. G. - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 323-326

Persistent link: https://www.econbiz.de/10005107057

A dynamic econometric model of the UK with rational expectations

Hall, S. G.; Henry, S. G. B. - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 219-223

Persistent link: https://www.econbiz.de/10005107201

Robust optimal decisions with stochastic nonlinear economic systems

Becker, R.; Hall, S.; Rustem, B. - In: Journal of Economic Dynamics and Control 18 (1994) 1, pp. 125-147

Persistent link: https://www.econbiz.de/10005107101

On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

Greenslade, Jennifer V.; Hall, Stephen G.; Henry, S. G. … - In: Journal of Economic Dynamics and Control 26 (2002) 9-10, pp. 1517-1537

Persistent link: https://www.econbiz.de/10005229210

E-equilibria and adaptive expectations: Output and inflation in the LBS model

Garratt, Anthony; Hall, Stephen G. - In: Journal of Economic Dynamics and Control 21 (1997) 7, pp. 1149-1171

Persistent link: https://www.econbiz.de/10005229849