Density-Conditional Forecasts in Dynamic Multivariate Models
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References listed on IDEAS
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KeywordsCentral Bank; Market Expectation; Restrictions; Uncertainty;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2010-10-30 (Central Banking)
- NEP-ECM-2010-10-30 (Econometrics)
- NEP-FOR-2010-10-30 (Forecasting)
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