Narrow search
Showing 1 - 10 of 22,970
Cover Image
Forecasting with a Bayesian DSGE model : an application to the euro area
Smets, Frank; Wouters, Rafael - 2004
Persistent link: https://www.econbiz.de/10002231231
Cover Image
Forecasting with a Bayesian DSGE model : an application to the euro area
Smets, Frank; Wouters, Rafael - In: Journal of common market studies : JCMS 42 (2004) 4, pp. 841-867
Persistent link: https://www.econbiz.de/10002377070
Cover Image
Forecasting with a Bayesian DSGE model : an application to the euro area
Smets, Frank; Wouters, Rafael - 2004
In monetary policy strategies geared towards maintaining price stability conditional and unconditional forecasts of inflation and output play an important role. In this paper we illustrate how modern sticky-price dynamic stochastic general equilibrium (DSGE) models, estimated using Bayesian...
Persistent link: https://www.econbiz.de/10003285769
Cover Image
Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013434736
Cover Image
Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013424534
Cover Image
Real-time information content of macroeconomic data and uncertainty : an application to the Euro area
Glass, Katharina; Fritsche, Ulrich - 2014
three methods: descriptive error statistics, signal-to-noise ratios and entropy measures. Our results document a trend of …, Euro area signal-noise-ratios and entropy measures are correlated with popular uncertainty proxies, Euro area news …
Persistent link: https://www.econbiz.de/10010425751
Cover Image
Impact of monetary policy on financial markets efficiency under speculative bubbles : a non-normal and non-linear entropy-based approach
Alonso-Rivera, Angélica; Cruz-Aké, Salvador; … - In: Análisis económico 34 (2019) 86, pp. 157-178
Persistent link: https://www.econbiz.de/10012229558
Cover Image
Forecasting with a Bayesian DSGE Model : An Application to the Euro Area
Smets, Frank; Wouters, Rafael - 2005
In monetary policy strategies geared towards maintaining price stability, conditional and unconditional forecasts of inflation and output play an important role. In this article we illustrate how modern sticky-price dynamic stochastic general equilibrium (DSGE) models, estimated using Bayesian...
Persistent link: https://www.econbiz.de/10014068969
Cover Image
Forecasting with a Bayesian DSGE Model : An Application to the Euro Area
Smets, Frank; Wouters, Rafael - 2021
In monetary policy strategies geared towards maintaining price stability conditional and unconditional forecasts of inflation and output play an important role. This paper illustrates how modern sticky-price dynamic stochastic general equilibrium models, estimated using Bayesian techniques, can...
Persistent link: https://www.econbiz.de/10013319107
Cover Image
Forecasting with a Bayesian DSGE Model : An Application to the Euro Area
Smets, Frank - 2010
In monetary policy strategies geared towards maintaining price stability conditional and unconditional forecasts of inflation and output play an important role. In this paper we illustrate how modern sticky-price dynamic stochastic general equilibrium (DSGE) models, estimated using Bayesian...
Persistent link: https://www.econbiz.de/10013137109