DSGE model-based forecasting of non-modelled variables

International Journal of Forecasting

Volumn 26, Issue 2, 2010, Pages 348-373

  Schorfheide, Frank ^a,b,c   Sill, Keith ^b   Kryshko, Maxym ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b CEPR ^*  (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Bayesian methods; DSGE models; Econometric models; Evaluating forecasts; Macroeconomic forecasting

Indexed keywords

EID: 77649271895     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2009.12.010     Document Type: Article

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