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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

, cointegration and forecasting with Dynamic Stochastic General Equilibrium (DSGE) models. We group the lessons into three themes. The …Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight into … examples, such as accounting identities, disaggregation and spatial restrictions when forecasting aggregate variables …

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

Recent developments in nonlinear cointegration with applications to macroeconomics and finance

Dufrénot, Gilles; Mignon, Valérie - 2002

Persistent link: https://www.econbiz.de/10001665206

Bayesian VARs : a survey of the recent literature with an application to the European Monetary System

Ciccarelli, Matteo; Rebucci, Alessandro - 2003

Persistent link: https://www.econbiz.de/10001777991

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...