A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model
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- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2010. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 720-754.
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More about this item
Keywords
Economic forecasting; time series analysis; Macroeconomics;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-03-22 (Central Banking)
- NEP-DGE-2009-03-22 (Dynamic General Equilibrium)
- NEP-FOR-2009-03-22 (Forecasting)
- NEP-MAC-2009-03-22 (Macroeconomics)
Statistics
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