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Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts
16 references·3 citing·45 second hop
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References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1983Simulation Run Length Control in the Presence of an Initial Transient1,296 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
  • 2003Optimal monetary policy in a currency area565 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 2010Monetary policy and uncertainty in an empirical small open‐economy model334 cited
  • 2000A Bayesian approach to dynamic macroeconomics221 cited
  • 2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment221 cited
  • 1994Supplanting the ‘Minnesota’ prior160 cited
  • 2006ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS42 cited
  • 2005Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model35 cited

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  • 2003Take your model bowling: forecasting with general equilibrium models32 cited
  • Cited by

    • 2016A small-scale DSGE-VAR model for the Romanian economy19 cited
    • 2014Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union15 cited
    • 2008A SMALL BVAR-DSGE MODEL FOR FORECASTING THE AUSTRALIAN ECONOMY15 cited