A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
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References listed on IDEAS
- Faust, Jon & Gupta, Abhishek, 2010.
"Posterior Predictive Analysis for Evaluating DSGE Models,"
26721, University Library of Munich, Germany.
- Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
- Francis, Neville & Ramey, Valerie A., 2005.
"Is the technology-driven real business cycle hypothesis dead? Shocks and aggregate fluctuations revisited,"
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Elsevier, vol. 52(8), pages 1379-1399, November.
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More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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