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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - 2009
Persistent link: https://www.econbiz.de/10003827739
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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
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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A.; Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10000800670
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Forecasting aggregate period birth rates : the time series properties of a microdynamic neoclassical model of fertility
Heckman, James J.; Walker, James R. - 1989
Persistent link: https://www.econbiz.de/10000774916
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Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112
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Money, output, and prices : evidence from a new monetary aggregate
Rotemberg, Julio; Driscoll, John C.; Poterba, James M. - 1991
Persistent link: https://www.econbiz.de/10000822387
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A probability model of the coincident economic indicators
Stock, James H.; Watson, Mark W. - 1988
Persistent link: https://www.econbiz.de/10000757939
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096