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Real-time forecast evaluation of DSGE models with stochastic volatility - MaRDI portal

Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378)

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scientific article; zbMATH DE number 6803385
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Real-time forecast evaluation of DSGE models with stochastic volatility
scientific article; zbMATH DE number 6803385

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    Real-time forecast evaluation of DSGE models with stochastic volatility (English)
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    7 November 2017
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    dynamic stochastic general equilibrium model
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    prediction
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    stochastic volatility
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