Estimating DSGE-Model-Consistent Trends for Use in Forecasting
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- Fabio Canova, 2008. "Bridging DSGE models and the raw data," Economics Working Papers 1320, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
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- Kolasa, Marcin & Rubaszek, Michał, 2015.
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- Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
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More about this item
Keywords
Business fluctuations and cycles; Econometric and statistical methods;JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-01-16 (Central Banking)
- NEP-DGE-2010-01-16 (Dynamic General Equilibrium)
- NEP-ECM-2010-01-16 (Econometrics)
- NEP-ETS-2010-01-16 (Econometric Time Series)
- NEP-FOR-2010-01-16 (Forecasting)
- NEP-MAC-2010-01-16 (Macroeconomics)
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