Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment

DOI10.1016/J.JEDC.2021.104177zbMath1475.91178OpenAlexW3173442547MaRDI QIDQ2246632

Sacha Gelfer

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104177

zbMATH Keywords

forecastingexchange ratesopen-economy macroeconomicsDSGE-DFM

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Uses Software

• Gensys

Cites Work

• Evaluating an estimated New Keynesian small open economy model
• Solving linear rational expectations models
• Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?
• Bayesian Analysis of DSGE Models
• Forecasting Performance of an Open Economy DSGE Model

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