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DSGE model-based forecasting of non-modelled variables

Schorfheide, Frank; Sill, D. Keith - 2008

Persistent link: https://www.econbiz.de/10003754163

DSGE model-based forecasting of non-modelled variables

Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - In: International journal of forecasting 26 (2010) 2, pp. 348-373

Persistent link: https://www.econbiz.de/10003980384

A Markov-switching multi-fractal inter-trade duration model, with application to US equities

Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - 2012

Persistent link: https://www.econbiz.de/10009571706

A Markov-switching multi-fractal inter-trade duration model, with application to US equities

Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - 2012

Persistent link: https://www.econbiz.de/10009548780

DSGE model-based forecasting

Del Negro, Marco; Schorfheide, Frank - 2012

Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements of aggregate time series over the business cycle and to perform policy analysis. We explain how to use DSGE models for all three purposes - forecasting, story telling, and...