Conditional forecasts in DSGE models
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As found by EconAcademics.org, the blog aggregator for Economics research:- Conditional forecasts in DSGE models
by Christian Zimmermann in NEP-DGE blog on 2010-06-07 07:43:04
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- Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
- Andrew Binning & Junior Maih, 2016.
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"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
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- Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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"Assessing the uncertainty in central banks’ inflation outlooks,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
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"A hitchhiker guide to empirical macro models,"
CEPR Discussion Papers
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- Fabio Canova & Filippo Ferroni, 2021. "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series WP-2021-15, Federal Reserve Bank of Chicago, revised 03 Oct 2021.
- Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012. "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers 2012.06, Bank of Israel.
- Andrew Binning, 2022. "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series 22/02, New Zealand Treasury.
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"Binary Conditional Forecasts,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
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"Joint Prediction Bands for Macroeconomic Risk Management,"
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No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks' Macro Models,"
CEPR Discussion Papers
11405, C.E.P.R. Discussion Papers.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
- Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010. "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series 247, Sveriges Riksbank (Central Bank of Sweden).
- Andrés González & Lavan Mahadeva & Diego Rodríguez & Luis Rojas, 2011.
"Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 246-294, December.
- Andrés González & Lavan Mahadeva & Diego Rodríguez & Luis Rojas, 2011. "Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 246-294, December.
- Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
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More about this item
Keywords
DSGE model; conditional forecast;JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-06-04 (Central Banking)
- NEP-DGE-2010-06-04 (Dynamic General Equilibrium)
- NEP-FOR-2010-06-04 (Forecasting)
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