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Dynamic prediction pools: An investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10011340986
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Learning and monetary policy shifts
Schorfheide, Frank - 2003
This paper estimates a dynamic stochastic equilibrium model in which agents use a Bayesian rule to learn about the state of monetary policy. Monetary policy follows a nominal interest rate rule that is subject to regime shifts. The following results are obtained. First, the author's policy...
Persistent link: https://www.econbiz.de/10010397384
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Priors from general equilibrium models for VARs
Del Negro, Marco; Schorfheide, Frank - 2002
resulting model is competitive with standard benchmarks in terms of forecasting and can be used for policy analysis. …
Persistent link: https://www.econbiz.de/10010397509
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DSGE model-based forecasting
del Negro, Marco; Schorfheide, Frank - 2012
all three purposes - forecasting, story telling, and policy experiments - and review their forecasting record. We also … provide our own real-time assessment of the forecasting performance of the Smets and Wouters (2007) model data up to 2011 …
Persistent link: https://www.econbiz.de/10010287108
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10010414783
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Robust forecasting
Christensen, Timothy; Moon, Hyungsik Roger; … - 2020 - This version: November 23, 2020
Persistent link: https://www.econbiz.de/10013206021
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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Forecasting with dynamic panel data models
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011705384
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Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
Negro, Marco Del; Hasegawa, Raiden B.; Schorfheide, Frank - Department of Economics, University of Pennsylvania - 2014
Pools, and use it to investigate the relative forecasting performance of DSGE models with and without financial frictions …
Persistent link: https://www.econbiz.de/10010936514
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Dynamic prediction pools: an investigation of financial frictions and forecasting performance
Del Negro, Marco; Schorfheide, Frank; Hasegawa, Raiden B. - Federal Reserve Bank of New York - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10010938565