Stochastic Simulation of the FR-BDF Model and an Assessment of Uncertainty around Conditional Forecasts
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More about this item
Keywords
Semi-Structural Modelling; Stochastic Simulation; Unobserved Component Model;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2023-09-11 (Computational Economics)
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