Forecasting Performance of an Open Economy DSGE Model

DOI10.1080/07474930701220543zbMath1112.62133OpenAlexW2042218972MaRDI QIDQ5292351

Mattias Villani, Jesper Lindé, Malin Adolfson

Publication date: 20 June 2007

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930701220543

zbMATH Keywords

tablesvector autoregressive models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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