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Combining multivariate density forecasts using predictive criteria

Gerard, Hugo; Nimark, Kristoffer P. - 2008

Persistent link: https://www.econbiz.de/10003718548

Un regard bayésien sur les modèles dynamiques de la macroéconomie

Adjemian, Stéphane; Pelgrin, Florian - In: Economie & prévision : EP 183/184 (2008) 2/3, pp. 127-152

Persistent link: https://www.econbiz.de/10003738994

The price puzzle and indeterminacy in an estimated DSGE model

Belaygorod, Anatoliy (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003739744

Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models

Kriwoluzky, Alexander (contributor) - 2008

This paper shows how to identify the structural shocks of a Vector Autore-gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data generating process. It proposes a framework to estimate the parameters of the...