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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
16 references·4 citing·33 second hop
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  • 2011

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Risk Matters: The Real Effects of Volatility Shocks
765 cited

Cited by

  • 2017The Performance of ARIMAX Model and Vector Autoregressive (VAR) Model in Forecasting Strategic Commodity Price in Indonesia56 cited
  • 2021Inflation forecasting in an emerging economy: selecting variables with machine learning algorithms35 cited
  • 2017Forecasting with DSGE models: What frictions are important?16 cited
  • 2018Monetary Policy and Inflation Dynamics in ASEAN Economies14 cited