How good are out of sample forecasting Tests on DSGE models?
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- Patrick Minford & Yongdeng Xu & Peng Zhou, 2015. "How Good are Out of Sample Forecasting Tests on DSGE Models?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 333-351, November.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers E2014/11, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Zhou, Peng & Xu, Yongdeng, 2014. "How good are out of sample forecasting Tests on DSGE models?," CEPR Discussion Papers 10239, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Patrick Minford & Yi Wang & Peng Zhou, 2020.
"Resolving the public-sector wage premium puzzle by indirect inference,"
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- Minford, Patrick & Wang, Yi & Zhou, Peng, 2017. "Resolving the Public Sector Wage Premium Puzzle by Indirect Inference," Cardiff Economics Working Papers E2017/13, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
"Testing DSGE Models by Indirect Inference: a Survey of Recent Findings,"
Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023.
"Does inattentiveness matter for DSGE modeling? An empirical investigation,"
Economic Modelling, Elsevier, vol. 118(C).
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021. "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers E2021/35, Cardiff University, Cardiff Business School, Economics Section.
- Loberto, Michele & Perricone, Chiara, 2017.
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Economic Modelling, Elsevier, vol. 61(C), pages 351-375.
- Michele Loberto & Chiara Perricone, 2015. "Does trend inflation make a difference?," Temi di discussione (Economic working papers) 1033, Bank of Italy, Economic Research and International Relations Area.
- Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021.
"Estimating macro models and the potentially misleading nature of Bayesian estimation,"
CEPR Discussion Papers
15684, C.E.P.R. Discussion Papers.
- Meenagh, David & Minford, Patrick & Wickens, Michael, 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers E2021/22, Cardiff University, Cardiff Business School, Economics Section.
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More about this item
Keywords
Dsge; Forecast performance; indirect inference; Out of sample forecasts; Specification tests; Var;All these keywords.
JEL classification:
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
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