Combining VAR and DSGE forecast densities
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Publication:647655
DOI10.1016/j.jedc.2011.04.006zbMath1283.91116OpenAlexW2087624949MaRDI QIDQ647655
Publication date: 24 November 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2497618
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamic stochastic general equilibrium theory (91B51)
Related Items
Construction of multi-step forecast regions of VAR processes using ordered block bootstrap ⋮ Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series ⋮ Real-time forecast evaluation of DSGE models with stochastic volatility
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Cites Work
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