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Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - 2012

Persistent link: https://www.econbiz.de/10009548780

Real-time forecast evaluation of DSGE models with stochastic volatility

Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - 2016

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Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011

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Improving GDP measurement : a measurement-error perspective

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Estimation and evaluation of DSGE models : progress and challenges

Schorfheide, Frank - 2011

"Estimated dynamic stochastic equilibrium (DSGE) models are now widely used for empirical research in macroeconomics as well as for quantitative policy analysis and forecasting at central banks around the world. This paper reviews recent advances in the estimation and evaluation of DSGE models,...

Persistent link: https://www.econbiz.de/10008859591