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Forecasting the South African economy: a hybrid‐DSGE approach
16 references·0 citing·42 second hop
Forecasting the South African economy: a hybrid‐DSGE approach (2010)Forecasting the South African economy: a …Priors from General Equilibrium Models for VARS* (2004)Priors from General Equilibri…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Vector Autoregressions (2001)Vector AutoregressionsLoss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyProduction, growth and business cycles (1988)Production, growth and busine…Indivisible labor, lotteries and equilibrium (1988)Indivisible labor, lotteries …Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Indivisible labor and the business cycle (1985)Indivisible labor and the bus…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Real Business Cycles (1983)Real Business CyclesForecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric policy evaluation: A critique (1976)Econometric policy evaluation…A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Understanding business cycles (1977)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Technical Change and the Aggregate Production Function (1957)Recursive Methods in Economic Dynamics (1989)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Unified Framework for Monetary Theory and Policy Analysis (2005)Aggregate Dynamics and Staggered Contracts (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1983Real Business Cycles2,076 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1988Indivisible labor, lotteries and equilibrium1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2001Vector Autoregressions1,168 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited

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