Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis
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Keywords
; ; ;JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian; Modern Monetary Theory
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2015-08-19 (Dynamic General Equilibrium)
- NEP-FOR-2015-08-19 (Forecasting)
- NEP-MAC-2015-08-19 (Macroeconomics)
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