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Forecast with judgment and models

Monti, Francesca - 2008

Persistent link: https://www.econbiz.de/10003785535

Take your model bowling : forecasting with general equilibrium models

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Understanding predictability

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Supplanting the "Minnesota" prior : forecasting macroeconomic time series using real business cycle model priors

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Forecast with judgment and models

Monti, Francesca - 2008

This paper proposes a simple and model-consistent method for combining forecasts generated by structural micro-founded models and judgmental forecasts. The method also enables the judgmental forecasts to be interpreted through the lens of the model. We illustrate the proposed methodology with a...

Persistent link: https://www.econbiz.de/10011599088