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There are 5691 results for: content related to: A comparison of forecast performance between federal reserve staff forecasts, simple reduced-form models, and a DSGE model

  1. Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 315–338, Massimiliano Marcellino and Yuliya Rychalovska

    Version of Record online : 28 JUL 2014, DOI: 10.1002/for.2306

  2. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 705–740, Cheng Hsiao, H. Steve Ching and Shui Ki Wan

    Version of Record online : 4 JAN 2011, DOI: 10.1002/jae.1230

  3. Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

    Journal of Applied Econometrics

    Volume 30, Issue 4, June/July 2015, Pages: 551–575, Todd E. Clark and Francesco Ravazzolo

    Version of Record online : 21 JAN 2014, DOI: 10.1002/jae.2379

  4. Economic theory and forecasting: lessons from the literature

    The Econometrics Journal

    Volume 18, Issue 2, June 2015, Pages: C22–C41, Raffaella Giacomini

    Version of Record online : 24 JUN 2015, DOI: 10.1111/ectj.12038

  5. Multivariate Forecasting with BVARs and DSGE Models

    Journal of Forecasting

    Volume 35, Issue 8, December 2016, Pages: 718–740, Tim Oliver Berg

    Version of Record online : 10 AUG 2016, DOI: 10.1002/for.2406

  6. You have free access to this content
    Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test

    Journal of Applied Econometrics

    Volume 30, Issue 6, September/October 2015, Pages: 924–947, Efrem Castelnuovo and Luca Fanelli

    Version of Record online : 12 OCT 2014, DOI: 10.1002/jae.2423

  7. Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models

    Journal of Forecasting

    Volume 35, Issue 7, November 2016, Pages: 613–632, Stelios D. Bekiros and Alessia Paccagnini

    Version of Record online : 28 FEB 2016, DOI: 10.1002/for.2401

  8. You have free access to this content
    Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models

    Journal of Applied Econometrics

    Volume 32, Issue 1, January/February 2017, Pages: 103–119, Anders Warne, Günter Coenen and Kai Christoffel

    Version of Record online : 28 FEB 2016, DOI: 10.1002/jae.2514

  9. Evaluating Point and Density Forecasts of DSGE Models

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 74–96, Maik H. Wolters

    Version of Record online : 27 NOV 2013, DOI: 10.1002/jae.2363

  10. Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test

    Journal of Money, Credit and Banking

    Volume 44, Issue 7, October 2012, Pages: 1301–1324, MARCIN KOLASA, MICHAŁ RUBASZEK and PAWEŁ SKRZYPCZYŃSKI

    Version of Record online : 19 SEP 2012, DOI: 10.1111/j.1538-4616.2012.00533.x

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    Sources of macroeconomic fluctuations: A regime-switching DSGE approach

    Quantitative Economics

    Volume 2, Issue 2, July 2011, Pages: 251–301, Zheng Liu, Daniel F. Waggoner and Tao Zha

    Version of Record online : 19 JUL 2011, DOI: 10.3982/QE71

  12. Predicting Major Economic Events with Accuracy: A New Framework for Scientific Macroeconomic Models

    American Journal of Economics and Sociology

    Volume 74, Issue 2, March 2015, Pages: 419–456, James J. Wayne

    Version of Record online : 19 MAR 2015, DOI: 10.1111/ajes.12096

  13. Monetary Policy and Asset Prices: A Markov-Switching DSGE Approach

    Journal of Applied Econometrics

    Joonyoung Hur

    Version of Record online : 11 JAN 2017, DOI: 10.1002/jae.2560

  14. Purchasing Power Parity and the Taylor Rule

    Journal of Applied Econometrics

    Volume 30, Issue 6, September/October 2015, Pages: 874–903, Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki

    Version of Record online : 3 APR 2014, DOI: 10.1002/jae.2391

  15. Mismatch Shocks and Unemployment During the Great Recession

    Journal of Applied Econometrics

    Volume 31, Issue 7, November/December 2016, Pages: 1197–1214, Francesco Furlanetto and Nicolas Groshenny

    Version of Record online : 8 JAN 2016, DOI: 10.1002/jae.2498

  16. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?

    Journal of Money, Credit and Banking

    Volume 43, Issue 8, December 2011, Pages: 1663–1684, LUIGI PACIELLO

    Version of Record online : 28 NOV 2011, DOI: 10.1111/j.1538-4616.2011.00462.x

  17. Investment-Specific News Shocks and U.S. Business Cycles

    Journal of Money, Credit and Banking

    Volume 47, Issue 7, October 2015, Pages: 1443–1464, Nadav Ben Zeev and Hashmat Khan

    Version of Record online : 29 SEP 2015, DOI: 10.1111/jmcb.12250

  18. Non-Fundamentalness in Structural Econometric Models: A Review

    International Statistical Review

    Volume 79, Issue 1, April 2011, Pages: 16–47, Lucia Alessi, Matteo Barigozzi and Marco Capasso

    Version of Record online : 3 APR 2011, DOI: 10.1111/j.1751-5823.2011.00131.x

  19. FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY

    South African Journal of Economics

    Volume 79, Issue 1, March 2011, Pages: 50–67, Sami Alpanda, Kevin Kotzé and Geoffrey Woglom

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1813-6982.2011.01260.x

  20. What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?

    Journal of Money, Credit and Banking

    Volume 44, Issue 2-3, March-April 2012, Pages: 469–486, TAEYOUNG DOH

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1538-4616.2011.00496.x