mixed-frequency data in DSGE models. The first existing approach estimates the DSGE model in a quarterly frequency and uses … information from monthly auxiliary variables to inform in-between quarter DSGE estimates and forecasts. We compare our new method …

inference method to map from this TV VAR to time variation in implied Dynamic Stochastic General Equilibrium (DSGE) parameters …

several combinations of a large-scale DSGE structural model with standard reduced-form methods such as (B)VAR (i.e. DSGE … that: (i) the DSGE model underestimates growth of real variables due to its mean reverting properties in the context of a … with (B)VAR methods does not give rise to any relevant gain in terms of forecasting accuracy. …

solution methods suitable for standard DSGE estimation and analysis procedures. This approach generalizes the time …