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Modern forecasting models in action : improving macroeconomic analyses at central banks
Adolfson, Malin; Andersson, Michael K.; Lindé, Jesper; … - 2006 - Revised version
There are many indications that formal methods are not used to their full potential by central banks today. In this paper we demonstrate how BVAR and DSGE models can be used to shed light on questions that policy makers deal with in practice using data from Sweden. We compare the forecast...
Persistent link: https://www.econbiz.de/10011585648
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Price and wage inflation persistence across countries and monetary regimes
Di Bartolomeo, Giovanni; Di Pietro, Marco; Beqiraj, Elton - In: Journal of international money and finance 109 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012404020
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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
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Delayed overshooting puzzle in structural vector autoregression models
Istrefi, Klodiana; Vonnak, Balazs - 2015
Persistent link: https://www.econbiz.de/10011566662
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A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan; Steinbach, Rudi - In: Economic modelling 33 (2013), pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
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Sequential Monte Carlo with model tempering
Mlikota, Marko; Schorfheide, Frank - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
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Sequential monte carlo with model tempering
Mlikota, Marko; Schorfheide, Frank - 2022
Persistent link: https://www.econbiz.de/10012816978
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Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
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Revisiting the great moderation using the method of indirect inference
Minford, Patrick; Ou, Zhirong - 2012
, implying that the Fed's policy in the 1970s was neither inadequate nor a cause of indeterminacy; it was both optimal and …
Persistent link: https://www.econbiz.de/10009532213
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Macroeconomic regimes
Baele, Lieven; Bekaert, Geert; Cho, Seonghoon; … - In: Journal of monetary economics 70 (2015), pp. 51-71
Persistent link: https://www.econbiz.de/10011381147