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Model uncertainty in macroeconomics : on the implications of financial frictions

Lieberknecht, Philipp; Binder, Michael; Quintana, Jorge; … - In: Essays on macroeconomic policies and financial frictions, (pp. 7-71). 2019

Persistent link: https://www.econbiz.de/10013190541

Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS

Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592

Persistent link: https://www.econbiz.de/10011515386

News versus surprise in structural forecasting models: central bankers’ practical perspective

Musil, Karel; Tvrz, Stanislav; Vlček, Jan - 2021

Persistent link: https://www.econbiz.de/10012792209

Chapter 2. DSGE Model-Based Forecasting

Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013

Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements …

Persistent link: https://www.econbiz.de/10014025547

Estimating and forecasting with a two-country DSGE model of the Euro area and the USA : the merits of diverging interest-rate rules

Gunter, Ulrich - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1283-1323

Persistent link: https://www.econbiz.de/10012052189

Implementing yield curve control measures into the CNB core forecasting model

Brázdik, František; Musil, Karel; Tvrz, Stanislav - 2023

Persistent link: https://www.econbiz.de/10014339953

Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars

Marcellino, Massimiliano; Sivec, Vasja - 2015

Persistent link: https://www.econbiz.de/10011289242

Combining multivariate density forecasts using predictive criteria

Gerard, Hugo; Nimark, Kristoffer P. - 2008

Persistent link: https://www.econbiz.de/10003718548

Combining multivariate density forecasts using predictive criteria

Gerard, Hugo; Nimark, Kristoffer P. - 2008

Persistent link: https://www.econbiz.de/10008663219

Combining Multivariate Density Forecasts Using Predictive Criteria

Nimark, Kristoffer P. - 2009

This paper combines multivariate density forecasts of output growth, inflation and interest rates from a suite of models. An out-of-sample weighting scheme based on the predictive likelihood as proposed by Eklund and Karlsson (2005) and Andersson and Karlsson (2007) is used to combine the...

Persistent link: https://www.econbiz.de/10012718175

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