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 performance of BVAR and DSGE models with the Riksbank's official, more …

policy. We apply this evidence to calibrate free parameters of an otherwise estimated DSGE model in order to dampen the FG …

In this paper, I examine the forecasting performance of a Bayesian Vector Autoregression (BVAR) model with steady … period 2016q1-2020q1. My findings suggest that inflation forecasts produced by the BVAR model are more accurate than those of … the QPM model two quarters ahead and are competitive for the longer horizon. For GDP growth, the forecasts of the BVAR …

with the help thereof - their external demand, relying on BVAR models and using monthly time series (confidence indices … accurate BVAR model used to forecast external demand provides an unbiased forecast and also yields a better forecast of turning … points than the models used for comparison. Compared to the forecasts of international institutions, the BVAR forecast …

shows better forecasting accuracy than the Lee-Carter and Bayesian vector autoregressive (BVAR) models without regime …-switching and while retaining the advantages of BVAR. MSBVAR provides more reliable estimates for parameter uncertainty and more … flexibility in the shapes of point-forecast curves and shapes of confidence intervals than BVAR. Through regime-switching, MSBVAR …