Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378)
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scientific article; zbMATH DE number 6803385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.89758307
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0.88303363
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0.87864465
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0.87302995
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0.87041104
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0.8697896
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