Comparing the DSGE model with the factor model: An out-of-sample forecasting experiment

Journal of Forecasting

Volumn 28, Issue 2, 2009, Pages 167-182

  Wang, Mu Chun ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

DSGE models; Factor models; Forecast evaluation; Forecasting

Indexed keywords

PHILOSOPHICAL ASPECTS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

DATA DRIVEN; DSGE MODELS; FACTOR MODEL; FACTORS ANALYSIS; FORECAST EVALUATION; GENERAL EQUILIBRIUM; INFORMATION SET; PREDICTIVE ABILITIES; SIMPLE++; STOCHASTICS;

FORECASTING;

EID: 61649119427     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1081     Document Type: Article

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