SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the predictability of time-varying VAR and DSGE models · Study

ArticleShelves

ArticleOn the predictability of time-varying VAR and DSGE models

Stelios D. Bekiros2012

OA

Articlegreen2012

On the predictability of time-varying VAR and DSGE models

Stelios D. Bekiros · Alessia Paccagnini

19 citations·0/0 files stored·Empirical Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 19 citations exist upstream.

References

1980Macroeconomics and Reality 1982Time to Build and Aggregate Fluctuations 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1990Forecasting, Structural Time Series Models and the Kalman Filter 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 1994Automatic Lag Selection in Covariance Matrix Estimation

Cited by

2016The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach 2014MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE modelsarticle · 44 shared references 2009RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCEarticle · 21 shared references 2014MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARSarticle · 20 shared references 2010Forecasting the South African economy: a hybrid‐DSGE approacharticle · 18 shared references 2012Forecasting With DSGE Modelschapter · 16 shared references 2010General Equilibrium Restrictions for Dynamic Factor Modelspreprint · 16 shared references

Details

Year2012

Typearticle

Published2012-08-13

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations19

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/s00181-012-0623-z

openalex_workW2102260339

Links

Imported from OpenAlex (CC0) — nothing here is generated.