A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

DOI10.1016/j.econlet.2015.09.034zbMath1396.91412OpenAlexW1784722500MaRDI QIDQ1667917

Konstantinos Theodoridis, Simon Price, George Kapetanios

Publication date: 31 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.09.034

zbMATH Keywords

forecastingDSGE modelsmulti-step errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• VAR forecasting under misspecification
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