pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE … react in a timely fashion to changes in the environment, leading to real-time forecast improvements relative to other … methods of density forecast combination, such as Bayesian model averaging, optimal (static) pools, and equal weights. We show …

widely-used income-side version GDPI . We propose and explore a "forecast combination" approach to combining them. We then …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE … react in a timely fashion to changes in the environment, leading to real-time forecast improvements relative to other … methods of density forecast combination, such as Bayesian model averaging, optimal (static) pools, and equal weights. We show …

Pools, and use it to investigate the relative forecasting performance of DSGE models with and without financial frictions … environment, leading to real-time forecast improvements relative to other methods of density forecast combination, such as …