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Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

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

BVARs : a survey of the recent literature with an application to the European monetary system

Ciccarelli, Matteo; Rebucci, Alessandro - In: Rivista di politica economica 93 (2003) 9/10, pp. 47-112

Persistent link: https://www.econbiz.de/10002076933

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...

Persistent link: https://www.econbiz.de/10003770817

Estimation and evaluation of DSGE models : progress and challenges

Schorfheide, Frank - 2010

Persistent link: https://www.econbiz.de/10008823758

Nonlinear panel data analysis

Arellano, Manuel; Bonhomme, Stéphane - In: Annual review of economics 3 (2011), pp. 395-424

Persistent link: https://www.econbiz.de/10009354881

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