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Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
16 references·3 citing·51 second hop
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model (2005)Forecasting Performance of an Open Econom…Price Stability with Imperfect Financial Integration (2009)Price Stability with Imperfec…Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Bayesian estimation of an ope…On the Fit and Forecasting Performance of New Keynesian Models (2005)On the Fit and Forecasting Pe…Priors from General Equilibrium Models for VARS* (2004)Priors from General Equilibri…Monetary Policy in Real Time (2004)Monetary Policy in Real TimeForecasting with a Bayesian DSGE Model: An Application to the Euro Area (2004)Forecasting with a Bayesian D…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Openness, imperfect exchange rate pass-through and monetary policy (2002)Openness, imperfect exchange …Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsForecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…A linear algebraic procedure for solving linear perfect foresight models (1985)A linear algebraic procedure …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…SOEPL 2009 - An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis and Forecasting (2011)SOEPL 2009 - An Estimated Dyn…Evaluating DSGE Model Forecasts of Comovements (2011)Evaluating DSGE Model Forecas…DSGE Model-Based Forecasting of Non-Modelled Variables (2008)DSGE Model-Based Forecasting …Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The General Theory of Employment, Interest, and Money (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CAViaR (2004)CoVaR (2016)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Macroeconomics and Reality (1980)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1998Forecasting Economic Time Series863 cited
  • 2007Bayesian estimation of an open economy DSGE model with incomplete pass-through852 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 1985A linear algebraic procedure for solving linear perfect foresight models362 cited
  • 2009Price Stability with Imperfect Financial Integration361 cited
  • 2004Monetary Policy in Real Time339 cited
  • 2002Openness, imperfect exchange rate pass-through and monetary policy334 cited
  • 2005On the Fit and Forecasting Performance of New Keynesian Models236 cited
  • 2004

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Forecasting with a Bayesian DSGE Model: An Application to the Euro Area
124 cited

Cited by

  • 2011SOEPL 2009 - An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis and Forecasting16 cited
  • 2008DSGE Model-Based Forecasting of Non-Modelled Variables15 cited
  • 2011Evaluating DSGE Model Forecasts of Comovements11 cited