Comparing DSGE-VAR forecasting models: how big are the differences?

DOI10.1016/j.jedc.2008.10.004zbMath1170.91450OpenAlexW3125049614MaRDI QIDQ2271676

Andra C. Ghent

Publication date: 7 August 2009

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.10.004

zbMATH Keywords

business cyclesmodel evaluationeconomic fluctuationshours debatepriors from DSGE models

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models ⋮ Fiscal policy interventions at the zero lower bound ⋮ Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model

Cites Work

• Unnamed Item
• Handbook of economic forecasting. Volume 1
• What do interest rates reveal about the functioning of real business cycle models ?
• Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
• DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
• Forecasting and conditional projection using realistic prior distributions
• Bayesian Analysis of DSGE Models
• Tests of Conditional Predictive Ability

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