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Forecasting with a Bayesian DSGE model: an application to the euro area
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Cited by:
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008. "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 944, European Central Bank.
- Wieland, Volker & Wolters, Maik, 2013.
"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
Elsevier.
- Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ozge Senay, 2008.
"Interest Rate Rules And Welfare In Open Economies,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(3), pages 300-329, July.
- Ozge Senay, 2007. "Interest Rate Rules and Welfare in Open Economies," CDMA Working Paper Series 200715, Centre for Dynamic Macroeconomic Analysis.
- Milani, Fabio, 2008.
"Learning, monetary policy rules, and macroeconomic stability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
- Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, University Library of Munich, Germany.
- Monti, Francesca, 2015.
"Can a data-rich environment help identify the sources of model misspecification?,"
LSE Research Online Documents on Economics
86320, London School of Economics and Political Science, LSE Library.
- Francesca Monti, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers 1505, Centre for Macroeconomics (CFM).
- Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
- Maik H. Wolters, 2015.
"Evaluating Point and Density Forecasts of DSGE Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
- Rubaszek, Michal & Skrzypczynski, Pawel, 2008. "On the forecasting performance of a small-scale DSGE model," International Journal of Forecasting, Elsevier, vol. 24(3), pages 498-512.
- Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009.
"A New-Keynesian DSGE model for forecasting the South African economy,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 387-404.
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
- Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
- Kitlinski, Tobias & Schmidt, Torsten, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 301, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Pavasuthipaisit, Robert, 2010. "Should inflation-targeting central banks respond to exchange rate movements?," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 460-485, April.
- Kristoffer P. Nimark, 2009.
"A Structural Model of Australia as a Small Open Economy,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 24-41, March.
- Kristoffer Nimark, 2007. "A Structural Model of Australia as a Small Open Economy," RBA Research Discussion Papers rdp2007-01, Reserve Bank of Australia.
- Kristoffer Nimark, 2009. "A structural model of Australia as a small open economy," Economics Working Papers 1211, Department of Economics and Business, Universitat Pompeu Fabra.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Lombardi, Marco J. & Sgherri, Silvia, 2007.
"(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate,"
Working Paper Series
794, European Central Bank.
- Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department.
- Gonzalo Fernández-de-Córdoba & José Torres, 2011.
"Forecasting the Spanish economy with an augmented VAR–DSGE model,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 379-399, September.
- Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
- Michal Rubaszek & Pawel Skrzypczynski, 2007.
"Can a simple DSGE model outperform Professional Forecasters?,"
Working Papers
5, Department of Applied Econometrics, Warsaw School of Economics.
- Michal Rubaszek & Pawel Skrzypczynski, 2007. "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers 43, Narodowy Bank Polski.
- Frank Smets & Rafael Wouters, 2005. "Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 422-433, 04/05.
- Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021. "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-23, February.
- Pär Österholm, 2009.
"Incorporating Judgement in Fan Charts,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
- Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.).
- Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
- Bekiros Stelios & Paccagnini Alessia, 2015.
"Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
- Malin Adolfson & Jesper Linde & Mattias Villani, 2007. "Forecasting Performance of an Open Economy DSGE Model," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 289-328.
- Mauro Costantini & Ulrich Gunter & Robert M. Kunst, 2017.
"Forecast Combinations in a DSGE‐VAR Lab,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(3), pages 305-324, April.
- Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2014. "Forecast combinations in a DSGE-VAR lab," Economics Series 309, Institute for Advanced Studies.
- Sánchez, Marcelo, 2008. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," Working Paper Series 860, European Central Bank.
- Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio, 2016.
"Market reforms in the time of imbalance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 69-93.
- Ghironi, Fabio & Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe, 2016. "Market Reforms in the Time of Imbalance," CEPR Discussion Papers 11247, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Romain Duval & Giuseppe Fiori & Fabio Ghironi, 2016. "Market Reforms in the Time of Imbalance," NBER Working Papers 22128, National Bureau of Economic Research, Inc.
- Bekiros, Stelios D. & Paccagnini, Alessia, 2014.
"Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models,"
Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
- Stelios Bekiros & Alessia Paccagnini, 2013.
"On the predictability of time-varying VAR and DSGE models,"
Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7329, School of Economics, University College Dublin.
- Nandi, Aurodeep, 2019. "Fiscal deficit targeting alongside flexible inflation targeting: India’s fiscal policy transmission," Journal of Asian Economics, Elsevier, vol. 63(C), pages 1-18.
- Sin, Hui Lok & Gaglianone, Wagner Piazza, 2006. "Stochastic simulation of a DSGE model for Brazil," MPRA Paper 20853, University Library of Munich, Germany.
- Tobias Kitlinski & Torsten Schmidt, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 0301, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Wing Leong Teo, 2009.
"Estimated Dynamic Stochastic General Equilibrium Model Of The Taiwanese Economy,"
Pacific Economic Review, Wiley Blackwell, vol. 14(2), pages 194-231, May.
- Wing Leong Teo, 2006. "An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy," Computing in Economics and Finance 2006 334, Society for Computational Economics.
- Franz Hamann & Juan Manuel Julio & Paulina Restrepo & Alvaro Jose Riascos Villegas, 2004.
"Inflation Targeting In A Small Open Economy: The Colombian Case,"
Borradores de Economia
2855, Banco de la Republica.
- Franz Hamann Salcedo & Juan Manuel Julio & Paulina Restrepo & Alvaro Riascos, 2004. "Inflation Targeting in a Samll Open Economy: The Colombian Case," Borradores de Economia 308, Banco de la Republica de Colombia.
- Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
- repec:zbw:rwirep:0301 is not listed on IDEAS
- Guangling (dave Liu & Rangan Gupta, 2007.
"A Small‐Scale Dsge Model For Forecasting The South African Economy,"
South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 179-193, June.
- Guangling (Dave) Liu & Rangan Gupta, 2006. "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers 200621, University of Pretoria, Department of Economics.
- Ivashchenko, S., 2013.
"Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms,"
Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
- Sergey Ivashchenko, 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," EUSP Department of Economics Working Paper Series 2013/02, European University at St. Petersburg, Department of Economics.
- Carla Soares, 2008. "Impact on Welfare of Country Heterogeneity in a Currency Union," Working Papers w200814, Banco de Portugal, Economics and Research Department.
- Hongru Zhang & Yang Yang, 2019. "Prescribing for the tourism-induced Dutch disease: A DSGE analysis of subsidy policies," Tourism Economics, , vol. 25(6), pages 942-963, September.
- Balfoussia, Hiona & Brissimis, Sophocles & Delis, Manthos D, 2011.
"The theoretical framework of monetary policy revisited,"
MPRA Paper
32236, University Library of Munich, Germany.
- Hiona Balfoussia & Sophocles N. Brissimis & Manthos D. Delis, 2011. "The theoretical framework of monetary policy revisited," Working Papers 138, Bank of Greece.
- Jan Filacek & Jakub Mateju, 2014. "Adverse Effects of Monetary Policy Signalling," Working Papers 2014/13, Czech National Bank.
- Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.
- Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Energy Business Cycles," Cardiff Economics Working Papers E2015/19, Cardiff University, Cardiff Business School, Economics Section.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008.
"Evaluating an estimated new Keynesian small open economy model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers.
- Copaciu, Mihai & Nalban, Valeriu & Bulete, Cristian, 2015. "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers 48, CEPREMAP.
- Paul Hubert, 2015.
"Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(4), pages 771-789, June.
- Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2011. "Do central banks forecast influence private agents ? Forecasting performance vs. signals," Documents de Travail de l'OFCE 2011-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2021. "Are household consumption decisions affected by past due unsecured debt? Theory and evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3040-3053, April.
- Reicher, Christopher Phillip, 2009. "What can a New Keynesian labor matching model match?," Kiel Working Papers 1496, Kiel Institute for the World Economy (IfW Kiel).
- Fabio Milani, 2006.
"A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
- Fabio Milani, 2005. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," Working Papers 060703, University of California-Irvine, Department of Economics.
- Milani, Fabio, 2006. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," MPRA Paper 809, University Library of Munich, Germany.
- Volker Wieland & Maik Wolters, 2011.
"The diversity of forecasts from macroeconomic models of the US economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
- Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
- Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
- Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
- Siok Kun, Sek, 2009. "The impacts of economic structures on the performance of simple policy rules in a small open economy," MPRA Paper 25065, University Library of Munich, Germany.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series 180, Sveriges Riksbank (Central Bank of Sweden).
- Ohnsorge,Franziska Lieselotte & Stocker,Marc & Some,Modeste Y., 2016. "Quantifying uncertainties in global growth forecasts," Policy Research Working Paper Series 7770, The World Bank.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Post-Print halshs-00511979, HAL.
- Mu-Chun Wang, 2009.
"Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 167-182.
- Wang, Mu-Chun, 2008. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies 2008,04, Deutsche Bundesbank.
- Stelios D. Bekiros & Alessia Paccagnini, 2016.
"Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 613-632, November.
- Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 2014-426, Department of Research, Ipag Business School.
- Francesca Monti, 2010.
"Combining Judgment and Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1641-1662, December.
- Francesca Monti, 2010. "Combining Judgment and Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1641-1662, December.
- Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014.
"Financial Frictions and Inflation Differentials in a Monetary Union,"
Manchester School, University of Manchester, vol. 82(5), pages 549-595, September.
- Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series 3235, CESifo.
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
- Paul Hubert, 2011.
"Do central banks forecast influence private agents ? Forecasting performance vs. signals,"
Documents de Travail de l'OFCE
2011-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," Post-Print hal-03399242, HAL.
- Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," SciencePo Working papers Main hal-03399242, HAL.
- Zimmermann, Tobias, 2007. "Reale Konjunkturzyklen, Effizienzlöhne und die Rolle von Ölpreisschocks: Eine theoretische und empirische Analyse für Deutschland," RWI Schriften, RWI - Leibniz-Institut für Wirtschaftsforschung, volume 81, number 81.
- Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010.
"DSGE model-based forecasting of non-modelled variables,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
- Avouyi-Dovi, S. & Matheron, J. & Fève, P., 2007.
"DSGE models and their importance to central banks,"
Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 09, pages 25-46, Autumn.
- Avouyi-Dovi, S. & Matheron, J. & Fève, P., 2007. "Les modèles DSGE – leur intérêt pour les banques centrales," Bulletin de la Banque de France, Banque de France, issue 161, pages 41-54.
- Welz, Peter, 2006. "Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach," Working Paper Series 621, European Central Bank.
- Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series 2014/02, European University at St. Petersburg, Department of Economics.
- Michael R. Greenberg & Michael Lahr & Nancy Mantell, 2007. "Understanding the Economic Costs and Benefits of Catastrophes and Their Aftermath: A Review and Suggestions for the U.S. Federal Government," Risk Analysis, John Wiley & Sons, vol. 27(1), pages 83-96, February.
- Hugo Gerard & Kristoffer Nimark, 2008.
"Combining multivariate density forecasts using predictive criteria,"
Economics Working Papers
1117, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
- Hugo Gerard & Kristoffer Nimark, 2008. "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers rdp2008-02, Reserve Bank of Australia.
- Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
- Francesca Monti, 2008. "Forecast with judgment and models," Working Paper Research 153, National Bank of Belgium.
- Nigel Grimwade & David G. Mayes & Jiao Wang, 2011. "Estimating the Effects of Integration," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume III, chapter 13, Edward Elgar Publishing.
- Milani, Fabio, 2007.
"Expectations, learning and macroeconomic persistence,"
Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2065-2082, October.
- Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics.
- Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Macroeconomics 0510022, University Library of Munich, Germany.
- Marcelo Sánchez, 2011. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," International Economics and Economic Policy, Springer, vol. 8(3), pages 247-273, September.
- Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005.
"Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model,"
Working Paper Series
190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Mattias Villani & Malin Adolfson & Jesper Linde, 2005. "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Money Macro and Finance (MMF) Research Group Conference 2005 32, Money Macro and Finance Research Group.
- Emil Stavrev & Helge Berger, 2012.
"The information content of money in forecasting euro area inflation,"
Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4055-4072, November.
- Berger, Helge & Stavrev, Emil, 2008. "The information content of money in forecasting Euro area inflation," Discussion Papers 2008/15, Free University Berlin, School of Business & Economics.
- Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
- Marco Del Negro & Frank Schorfheide, 2004.
"A DSGE-VAR for the Euro Area,"
2004 Meeting Papers
43, Society for Economic Dynamics.
- Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004 79, Society for Computational Economics.
- Basto, R. & Gomes, S. & Lima, D., 2019.
"Exploring the implications of different loan-to-value macroprudential policy designs,"
Journal of Policy Modeling, Elsevier, vol. 41(1), pages 66-83.
- Sandra Gomes & Rita Basto, 2018. "Exploring the implications of different loan-to-value macroprudential policy designs," Working Papers w201823, Banco de Portugal, Economics and Research Department.
- Rita Basto & Sandra Gomes & Diana Lima, 2018. "Exploring the implications of di erent loan-to-value macroprudential policy designs," GEE Papers 0113, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2018.
- Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013.
"Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach,"
Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
- Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach," Working Paper series 04_13, Rimini Centre for Economic Analysis.
- Chang, Chia-ling & Chen, Shu-heng, 2011. "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers 2011-25, Kiel Institute for the World Economy (IfW Kiel).
- Malin Adolfson & Stefan Laséen & Jesper Lindé & Mattias Villani, 2005. "Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model," International Finance, Wiley Blackwell, vol. 8(3), pages 509-544, December.
- Fritz Breuss & Katrin Rabitsch, 2009. "An estimated two-country DSGE model of Austria and the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 123-158, February.
- Günter Coenen & Anders Warne, 2014.
"Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 7-54, June.
- Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: a real-time assessment," Working Paper Series 1582, European Central Bank.
- Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: A real-time assessment," CFS Working Paper Series 2013/06, Center for Financial Studies (CFS).
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," PSE-Ecole d'économie de Paris (Postprint) halshs-00511979, HAL.
- Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007. "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper 76759, University Library of Munich, Germany.
- Ivashchenko, S., 2013.
"Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms,"
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