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ArticleDSGE model-based forecasting of non-modelled variables

Frank Schorfheide2010

Article2010

DSGE model-based forecasting of non-modelled variables

Frank Schorfheide · Keith Sill · Maxym Kryshko

52 citations·0/0 files stored·International Journal of Forecasting

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

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References

1993Discretion versus policy rules in practice 1983Staggered prices in a utility-maximizing framework 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 1996Staggered Prices in a Utility-Maximizing Framework 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area

Cited by

2013Forecasting and Policy Making 2017Prediction Using Several Macroeconomic Models 2011Combining VAR and DSGE forecast densities 2011Estimation and Evaluation of DSGE Models: Progress and Challenges 2011Estimation and Evaluation of DSGE Models: Progress and Challenges 2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models

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2008DSGE Model-Based Forecasting of Non-Modelled Variablespreprint · 18 shared references 2012Forecasting With DSGE Modelschapter · 12 shared references 2009Monetary Policy Analysis with Potentially Misspecified Modelsarticle · 11 shared references 2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE modelsarticle · 11 shared references 2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)article · 10 shared references 2016Forecast Combinations in a DSGE‐VAR Labarticle · 10 shared references

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Year2010

Typearticle

Published2010-02-11

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations52

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2009.12.010

openalex_workW2889712270

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