Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models? (Q3295724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models? |
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Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models? (English)
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10 July 2020
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forecasting
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DSGE
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Bayesian vector autoregressive (VAR)
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real-time data
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forecast optimality
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