Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models
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Abstract
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DOI: 10.32468/Espe.6607
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Other versions of this item:
- Andrés González & Lavan Mahadeva & Diego Rodríguez & Luis Rojas, 2011. "Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 29(66), pages 246-294, December.
References listed on IDEAS
- Coenen, Gunter & Levin, Andrew & Wieland, Volker, 2005.
"Data uncertainty and the role of money as an information variable for monetary policy,"
European Economic Review, Elsevier, vol. 49(4), pages 975-1006, May.
- Günter Coenen & Andrew T. Levin & Volker W. Wieland, 2001. "Data uncertainty and the role of money as an information variable for monetary policy," Finance and Economics Discussion Series 2001-54, Board of Governors of the Federal Reserve System (U.S.).
- Coenen, Günter & Levin, Andrew & Wieland, Volker, 2003. "Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy," CEPR Discussion Papers 3812, C.E.P.R. Discussion Papers.
- Coenen, Guenter & Levin, Andrew & Wieland, Volker, 2003. "Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy," CFS Working Paper Series 2003/07, Center for Financial Studies (CFS).
- Levin, Andrew T. & Wieland, Volker & Coenen, Günter, 2001. "Data uncertainty and the role of money as an information variable for monetary policy," Working Paper Series 84, European Central Bank.
- Guenter Coenen & Andrew Levin & Volker Wieland, 2003. "Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy," CFS Working Paper Series 2003/07, Center for Financial Studies.
- Junior Maih, 2010. "Conditional forecasts in DSGE models," Working Paper 2010/07, Norges Bank.
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Keywords
Conditional forecast; DSGE; Kalman filter;JEL classification:
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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