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Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
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Cited by:
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008. "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 944, European Central Bank.
- Wieland, Volker & Wolters, Maik, 2013.
"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,
Elsevier.
- 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).
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
- Louzis Dimitrios P., 2016.
"Steady-state priors and Bayesian variable selection in VAR forecasting,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 495-527, December.
- Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
- Stefan Laséen & Andrea Pescatori, 2020.
"Financial stability and interest‐rate policy: A quantitative assessment of costs and benefit,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(3), pages 1246-1273, August.
- Mr. Andrea Pescatori & Stefan Laseen, 2016. "Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits," IMF Working Papers 2016/073, International Monetary Fund.
- Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.
- Maik H. Wolters, 2015.
"Evaluating Point and Density Forecasts of DSGE Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009.
"Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future,"
Borradores de Economia
559, Banco de la Republica de Colombia.
- Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.
- Karlsson, Sune, 2013.
"Forecasting with Bayesian Vector Autoregression,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897,
Elsevier.
- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016.
"Assessing the economic value of probabilistic forecasts in the presence of an inflation target,"
CAMA Working Papers
2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," Reserve Bank of New Zealand Discussion Paper Series DP2016/10, Reserve Bank of New Zealand.
- Jesús Botero García & Humberto Franco González & Álvaro Hurtado Rendón & Manuel Mesa, 2012. "Una aplicación de un modelo neoclásico DSGE con política fiscal," Documentos de Trabajo de Valor Público 10567, Universidad EAFIT.
- Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019.
"DSGE forecasts of the lost recovery,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018. "DSGE forecasts of the lost recovery," Staff Reports 844, Federal Reserve Bank of New York.
- 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).
- Helge Berger & Pär Österholm, 2011.
"Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs,"
The Economic Record, The Economic Society of Australia, vol. 87(276), pages 45-60, March.
- Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers 2008/053, International Monetary Fund.
- Papavangjeli, Meri & Rama, Arlind, 2018. "A statistical evaluation of GAP's forecasting performance for the Albanian economy," MPRA Paper 116104, University Library of Munich, Germany.
- Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models," Questioni di Economia e Finanza (Occasional Papers) 257, Bank of Italy, Economic Research and International Relations Area.
- Todd E. Clark & Michael W. McCracken, 2010.
"Averaging forecasts from VARs with uncertain instabilities,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29, January.
- Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
- Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2008. "Averaging forecasts from VARs with uncertain instabilities," Working Papers 2008-030, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.).
- Maik H. Wolters, 2018.
"How the baby boomers' retirement wave distorts model‐based output gap estimates,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
- Wolters, Maik Hendrik, 2016. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change 145812, Verein für Socialpolitik / German Economic Association.
- Wolters, Maik Hendrik, 2018. "How the baby boomers' retirement wave distorts model-based output gap estimates," IMFS Working Paper Series 121, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Maik Wolters, 2017. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," Jena Economics Research Papers 2017-008, Friedrich-Schiller-University Jena.
- Wolters, Maik H., 2016. "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers 2031, Kiel Institute for the World Economy (IfW Kiel).
- Söderström, Ulf & Iversen, Jens & LASEEN, PER & Lundvall, Henrik, 2016.
"Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank,"
CEPR Discussion Papers
11203, C.E.P.R. Discussion Papers.
- Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," Working Paper Series 318, Sveriges Riksbank (Central Bank of Sweden).
- Ulf Söderström, 2008.
"Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model,"
NBER Working Papers
14519, National Bureau of Economic Research, Inc.
- Söderström, Ulf, 2008. "Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model," CEPR Discussion Papers 7062, C.E.P.R. Discussion Papers.
- Söderström, Ulf, 2008. "Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model," Working Paper Series 227, Sveriges Riksbank (Central Bank of Sweden).
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
- Pär Stockhammar & Pär Österholm, 2018.
"Do inflation expectations granger cause inflation?,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 403-431, August.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 145, National Institute of Economic Research.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015.
"A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models,"
Working Papers
770, Queen Mary University of London, School of Economics and Finance.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"Forecasting Inflation Using Constant Gain Least Squares,"
Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
- Pär Österholm, 2009.
"Incorporating Judgement in Fan Charts,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
- Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.).
- Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
- Bekiros Stelios & Paccagnini Alessia, 2015.
"Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
- Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011.
"Introducing financial frictions and unemployment into a small open economy model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2007. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," Working Paper Series 214, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2011.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers 423, Society for Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
- P�r Österholm & P�r Stockhammar, 2014.
"The euro crisis and Swedish GDP growth - a study of spillovers,"
Applied Economics Letters, Taylor & Francis Journals, vol. 21(16), pages 1105-1110, November.
- Österholm, Pär & Stockhammar, Pär, 2014. "The Euro Crisis and Swedish GDP Growth — A Study of Spillovers," Working Papers 134, National Institute of Economic Research.
- Oana Simona HUDEA, 2016. "The New Keynesian Theory And Its Associated Model," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 151-159, December.
- Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Bekiros, Stelios D. & Paccagnini, Alessia, 2014.
"Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models,"
Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
- Helge Berger & Pär Österholm, 2011.
"Does Money matter for U.S. Inflation? Evidence from Bayesian VARs,"
CESifo Economic Studies, CESifo Group, vol. 57(3), pages 531-550, September.
- Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 2008/076, International Monetary Fund.
- Lisandro Abrego & Pär Österholm, 2010.
"External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model,"
The World Economy, Wiley Blackwell, vol. 33(12), pages 1788-1810, December.
- Pär Österholm & Mr. Lisandro Abrego, 2008. "External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model," IMF Working Papers 2008/046, International Monetary Fund.
- Rochelle M. Edge & Refet S. Gurkaynak, 2010.
"How Useful Are Estimated DSGE Model Forecasts for Central Bankers?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 209-259.
- Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
- Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8, Bank for International Settlements.
- Abhishek Gupta, 2016. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 33-65, March.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparision of forecast, simple reduced-form models, and a DSGE model," CAMA Working Papers 2009-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Acocella, Nicola & Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Felici, Francesco & Alleva, Giorgio & Di Dio, Fabio & Liseo, Brunero, 2020. "A stochastic estimated version of the Italian dynamic General Equilibrium Model," Economic Modelling, Elsevier, vol. 92(C), pages 339-357.
- P&aauml;r Österholm & Jeromin Zettelmeyer, 2008.
"The Effect of External Conditions on Growth in Latin America,"
IMF Staff Papers, Palgrave Macmillan, vol. 55(4), pages 595-623, December.
- Mr. Jeromin Zettelmeyer & Pär Österholm, 2007. "The Effect of External Conditions on Growth in Latin America," IMF Working Papers 2007/176, International Monetary Fund.
- Pär Österholm, 2010.
"Improving Unemployment Rate Forecasts Using Survey Data,"
Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
- Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Papers 112, National Institute of Economic Research.
- Fontana, Giuseppe & Veronese Passarella, Marco, 2020. "Unconventional monetary policies from conventional theories: Modern lessons for central bankers," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 503-519.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008.
"Evaluating an estimated new Keynesian small open economy model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers.
- repec:hal:wpspec:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg is not listed on IDEAS
- Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
- Paul Hubert, 2015.
"Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(4), pages 771-789, June.
- Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2011. "Do central banks forecast influence private agents ? Forecasting performance vs. signals," Documents de Travail de l'OFCE 2011-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- repec:hal:spmain:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg is not listed on IDEAS
- Volker Wieland & Maik Wolters, 2011.
"The diversity of forecasts from macroeconomic models of the US economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
- Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
- Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
- Nicola Acocella & Giorgio Alleva & Elton Beqiraj & Giovanni Di Bartolomeo & Fabio Di Dio & Marco Di Pietro & Francesco Felici & Brunero Liseo, 2018. "A stochastic estimated version of the Italian dynamic General Equilibrium Model (IGEM)," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
- K. Istrefi & B. Vonnak, 2015. "Delayed Overshooting Puzzle in Structural Vector Autoregression Models," Working papers 576, Banque de France.
- Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019.
"A time-varying parameter structural model of the UK economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
- Rusnák, Marek, 2016.
"Nowcasting Czech GDP in real time,"
Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
- Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank.
- repec:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg is not listed on IDEAS
- Jesper Lindé, 2018. "DSGE models: still useful in policy analysis?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 269-286.
- Bårdsen, Gunnar & den Reijer, Ard & Jonasson, Patrik & Nymoen, Ragnar, 2012. "MOSES: Model for studying the economy of Sweden," Economic Modelling, Elsevier, vol. 29(6), pages 2566-2582.
- Paul Hubert, 2011.
"Do central banks forecast influence private agents ? Forecasting performance vs. signals,"
Documents de Travail de l'OFCE
2011-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," Post-Print hal-03399242, HAL.
- Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," SciencePo Working papers Main hal-03399242, HAL.
- Barbara Annicchiarico & Fabio Di Dio & Francesco Felici & Francesco Nucci, 2014.
"Assessing Policy Reforms for Italy Using ITEM and QUEST III,"
Rivista di Politica Economica, SIPI Spa, issue 3, pages 211-244, July-Sept.
- Barbara Annicchiarico & Fabio Di Dio & Francesco Felici & Francesco Nucci, 2013. "Assessing policy reforms for Italy using ITEM and QUESTIII," CEIS Research Paper 280, Tor Vergata University, CEIS, revised 17 May 2013.
- Goodhart, Charles & Bin Lim, Wen, 2008. "Do errors in forecasting inflation lead to errors in forecasting interest rates?," LSE Research Online Documents on Economics 24432, London School of Economics and Political Science, LSE Library.
- Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010.
"DSGE model-based forecasting of non-modelled variables,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
- International Monetary Fund, 2010. "Panama: Selected Issues Paper," IMF Staff Country Reports 2010/315, International Monetary Fund.
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
- Meri Papavangjeli, 2019. "Forecasting the Albanian short-term inflation through a Bayesian VAR model," IHEID Working Papers 16-2019, Economics Section, The Graduate Institute of International Studies, revised 09 Oct 2019.
- Meredith Beechey & Pär Österholm, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 449-465, December.
- Majuca, Ruperto P., 2011. "An Estimated (Closed Economy) Dynamic Stochastic General Equilibrium Model for the Philippines: Are There Credibility Gains from Committing to an Inflation Targeting Rule?," Discussion Papers DP 2011-04, Philippine Institute for Development Studies.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2010.
"A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 720-754.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series 2009-10, Board of Governors of the Federal Reserve System (U.S.).
- Par Osterholm, 2010.
"The effect on the Swedish real economy of the financial crisis,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(4), pages 265-274.
- Österholm, Pär, 2009. "The Effect on the Swedish Real Economy of the Financial Crisis," Working Papers 110, National Institute of Economic Research.
- Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
- repec:ehl:lserod:56407 is not listed on IDEAS
- Ashwin Madhou & Tayushma Sewak & Imad Moosa & Vikash Ramiah, 2017. "GDP nowcasting: application and constraints in a small open developing economy," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3880-3890, August.
- Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
- Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.
- 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.
- Beechey, Meredith & Österholm, Pär, 2010. "Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors," International Journal of Forecasting, Elsevier, vol. 26(2), pages 248-264, April.
- Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008. "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series DP2008/10, Reserve Bank of New Zealand.
- Dimitrios P. Louzis, 2019. "Steady‐state modeling and macroeconomic forecasting quality," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 285-314, March.
- Fabio DI DIO & Barbara ANNICCHIARICO & Francesco FELICI & Francesco NUCCI, 2010. "Macroeconomic Modelling and Policy Implications: an Assessment for Italy using ITEM and QUEST," EcoMod2010 259600045, EcoMod.
- Lavan Mahadeva & Juan Carlos parra, 2008.
"Testing a DSGE model and its partner database,"
Borradores de Economia
4507, Banco de la Republica.
- Lavan Mahadeva & Juan Carlos Parra Alvarez, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 479, Banco de la Republica de Colombia.
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