My bibliography
Save this item
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016.
"Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 216-227.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers 201611, School of Economics, University College Dublin.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications 10197/7323, School of Economics, University College Dublin.
- Rossi, Barbara & Sekhposyan, Tatevik, 2019.
"Alternative tests for correct specification of conditional predictive densities,"
Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
- Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Tatevik Sekhposyan & Barbara Rossi, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona School of Economics.
- Rubaszek, Michał, 2021.
"Forecasting crude oil prices with DSGE models,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 531-546.
- Michał Rubaszek, 2019. "Forecasting crude oil prices with DSGE models," GRU Working Paper Series GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- Gulan, Adam, 2018. "Paradise lost? A brief history of DSGE macroeconomics," Bank of Finland Research Discussion Papers 22/2018, Bank of Finland.
- Gelfer, Sacha, 2021. "Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
- Martinez-Martin Jaime & Morris Richard & Onorante Luca & Piersanti Fabio Massimo, 2024. "Merging Structural and Reduced-Form Models for Forecasting," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 399-437, January.
- Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
- Kolasa, Marcin & Rubaszek, Michał, 2018.
"Does the foreign sector help forecast domestic variables in DSGE models?,"
International Journal of Forecasting, Elsevier, vol. 34(4), pages 809-821.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," EcoMod2016 9393, EcoMod.
- Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," KAE Working Papers 2016-022, Warsaw School of Economics, Collegium of Economic Analysis.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024.
"Averaging impulse responses using prediction pools,"
Journal of Monetary Economics, Elsevier, vol. 146(C).
- Paul Ho & Thomas A. Lubik & Christian Matthes, 2023. "Averaging Impulse Responses Using Prediction Pools," Working Paper 23-04, Federal Reserve Bank of Richmond.
- Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
- Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017.
"Exchange rate forecasting with DSGE models,"
Journal of International Economics, Elsevier, vol. 107(C), pages 127-146.
- Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
- Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017. "Exchange rate forecasting with DSGE models," NBP Working Papers 260, Narodowy Bank Polski.
- Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew, 2015. "Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis," Bank of England working papers 538, Bank of England.
- Ángel Estrada & Luis Guirola & Iván Kataryniuk & Jaime Martínez-Martín, 2020. "The use of BVARs in the analysis of emerging economies," Occasional Papers 2001, Banco de España.
- Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Fakhri J. Hasanov & Noha Razek, 2023. "Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations," Sustainability, MDPI, vol. 15(11), pages 1-39, June.
- 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 & Zhou, Peng & Xu, Yongdeng, 2014. "How good are out of sample forecasting Tests on DSGE models?," CEPR Discussion Papers 10090, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Barbara Rossi, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 510-514, October.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019.
"Forecasting with instabilities: An application to DSGE models with financial frictions,"
Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019. "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers) 1234, Bank of Italy, Economic Research and International Relations Area.
- Pami Dua, 2023.
"Macroeconomic Modelling and Bayesian Methods,"
Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37,
Springer.
- Pami Dua, 2017. "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 209-226, June.
- Wickens, Michael R., 2014.
"How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics,"
CEPR Discussion Papers
10197, C.E.P.R. Discussion Papers.
- Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
- Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- Michael Wickens, 2015. "How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics," Manchester School, University of Manchester, vol. 83, pages 60-82, December.
- Ohnsorge,Franziska Lieselotte & Stocker,Marc & Some,Modeste Y., 2016. "Quantifying uncertainties in global growth forecasts," Policy Research Working Paper Series 7770, The World Bank.
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2019. "Forecasting the UK economy with a medium-scale Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1669-1678.
- Chatterjee, Sidharta, 2014. "Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?," MPRA Paper 53893, University Library of Munich, Germany.
- Eric Jondeau & Michael Rockinger, 2019. "Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2239-2291, December.
- Mihaela Simionescu, 2015. "The Improvement of Unemployment Rate Predictions Accuracy," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(3), pages 274-286.