Combining VAR and DSGE forecast densities

Journal of Economic Dynamics and Control

Volumn 35, Issue 10, 2011, Pages 1659-1670

  Wolden Bache, Ida ^a   Sofie Jore, Anne ^a   Mitchell, James ^b   Vahey, Shaun P ^c  

^a NORGES BANK   (Norway)

^b NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

^c AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

DSGE models; Ensemble modeling; Forecast densities; Forecast evaluation; VAR models

Indexed keywords

EID: 80052079323     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2011.04.006     Document Type: Article

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