Blar i Arbeidsnotater / Working Papers på emneord "DSGE model"
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Conditional Forecasting with DSGE Models - a Conditional Copula Approach
(Working Papers;4/2017, Working paper, 2017)DSGE models may be misspecified in many dimensions, which can affect their forecasting performance. To correct for these misspecifications we can apply conditional information from other models or judgment. Conditional ... -
Conditional Forecasts in DSGE Models
(Working Papers;7/2010, Working paper, 2010)New-generation DSGE models are sometimes misspecified in dimensions that matter for their forecasting performance. The paper suggests one way to improve the forecasts of a DSGE model using a conditioning information that ... -
State Space Models with Endogenous Regime Switching (currently unavailable)
(Working Paper;12/2018, Working paper, 2018)