In this paper we review the methodology of forecasting with log-linearised DSGE models using Bayesian methods. We focus … matrix of h-steps ahead forecasts. In the empirical analysis, we examine the forecasting performance of the New Area … scope for improving the NAWM's forecasting performance. For example, the model is not able to explain the moderation in wage …

’s forecasting performance relative to a number of benchmarks, including a Bayesian VAR. We finally consider several applications to … illustrate the potential contributions the NAWM can make to forecasting and policy analysis. …

In this paper we review the methodology of forecasting with log-linearised DSGE models using Bayesian methods. We focus … matrix of h-step ahead forecasts. In the empirical analysis, we examine the forecasting performance of the New Area … scope for improving the NAWM’s forecasting performance. For example, the model is not able to explain the moderation in wage …

distribution. As an empirical illustration, we use euro area data and compare the forecasting performance of the New Area …

We present an accurate and efficient method for Bayesian forecasting of two financial risk measures, Value-at-Risk and …

This paper analyzes the forecasting performance of an open economy dynamic stochastic general equilibrium (DSGE) model … model to various reduced-form forecasting models such as vector autoregressions (VARs) and vector error correction models … forecasting performance. …

that, in this case, adding stochastic volatility can further improve the forecasting performance of a single-factor BVAR …