Similar Search Results

Social and structural change - consequences for business cycle surveys : selected papers presented at the 23rd CIRET conference, Helsinki

Oppenländer, Karl Heinrich (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000986896

Marshallian macroeconomic model : a progress report

Zellner, Arnold; Israilevich, Guillemo - In: Macroeconomic dynamics 9 (2005) 2, pp. 220-243

Persistent link: https://www.econbiz.de/10002874849

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Persistent link: https://www.econbiz.de/10010461819

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight into … the question by drawing lessons from the literature. The definition of "economic theory" includes a broad range of … examples of theory-based forecasting that have not proven useful, such as theory-driven variable selection and some popular …

Persistent link: https://www.econbiz.de/10010407425

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...