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Evaluating point and density forecasts of DSGE models
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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.
- Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016.
"A time varying DSGE model with financial frictions,"
Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
- Jonas Dovern & Hans Manner, 2020.
"Order‐invariant tests for proper calibration of multivariate density forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
- Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
- Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
- 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.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017.
"Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach,"
Working Papers
201748, University of Pretoria, Department of Economics.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach," School of Economics Macroeconomic Discussion Paper Series 2017-05, School of Economics, University of Cape Town.
- 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.
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona School of Economics.
- Anders Warne & Günter Coenen & Kai Christoffel, 2017.
"Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
- Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
- Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
- Berg, Tim O. & Henzel, Steffen R., 2015.
"Point and density forecasts for the euro area using Bayesian VARs,"
International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
- Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
- Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Tim Oliver Berg & Steffen Henzel, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo.
- Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
- 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.
- Ray C. Fair, 2019. "Inflation in the Great Recession and New Keynesian Models: Comment," Cowles Foundation Discussion Papers 2166, Cowles Foundation for Research in Economics, Yale University.
- Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023.
"Macroeconomic forecasting in the euro area using predictive combinations of DSGE models,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
- Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
- Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
- Knotek, Edward S. & Zaman, Saeed, 2019.
"Financial nowcasts and their usefulness in macroeconomic forecasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1708-1724.
- Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
- 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.
- Tim Oliver Berg, 2016.
"Multivariate Forecasting with BVARs and DSGE Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
- Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021.
"Online estimation of DSGE models,"
The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
- Schwarzmüller, Tim, 2015. "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers 1982, Kiel Institute for the World Economy (IfW Kiel).
- Tomáš Jeřábek & Jakub Trojan & Radka Šperková, 2013. "Predictive performance of DSGE model for small open economy - the case study of Czech Republic," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2229-2238.
- Gern, Klaus-Jürgen & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Potjagailo, Galina & Wolters, Maik H., 2015. "Weltkonjunktur im Herbst 2015 - Schwäche in den Schwellenländern bremst Weltkonjunktur [Weakness in emerging markets weighs on global growth]," Kieler Konjunkturberichte 9, Kiel Institute for the World Economy (IfW Kiel).
- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017.
"Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
- Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series) 1439, Federal Reserve Bank of Cleveland.
- Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
- 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).
- Ray Fair, 2018. "Information Content of DSGE Forecasts," Papers 1808.02910, arXiv.org.
- Polito, Vito & Wickens, Mike, 2012. "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, vol. 56(3), pages 526-551.
- Kolasa, Marcin & Rubaszek, Michał, 2015.
"Forecasting using DSGE models with financial frictions,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
- Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
- Kolasa, Marcin & Rubaszek, Michał, 2014. "Forecasting with DSGE models with financial frictions," Dynare Working Papers 40, CEPREMAP.
- Galvão, Ana Beatriz, 2017.
"Data revisions and DSGE models,"
Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- Galvao, Ana Beatriz, 2016. "Data Revisions and DSGE Models," EMF Research Papers 11, Economic Modelling and Forecasting Group.
- Nalban, Valeriu, 2018. "Forecasting with DSGE models: What frictions are important?," Economic Modelling, Elsevier, vol. 68(C), pages 190-204.
- 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.
- Herbst, Edward & Schorfheide, Frank, 2012.
"Evaluating DSGE model forecasts of comovements,"
Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.
- Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
- Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
- 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.
- Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019.
"A comprehensive evaluation of macroeconomic forecasting methods,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
- Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016. "A comprehensive evaluation of macroeconomic forecasting methods," EMF Research Papers 10, Economic Modelling and Forecasting Group.
- 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.
- Ray C. Fair, 2018. "Information Content of DSGE Forecasts," Cowles Foundation Discussion Papers 2140, Cowles Foundation for Research in Economics, Yale University.
- Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
- Tomáš Jeřábek & Radka Šperková, 2015. "A Predictive Likelihood Approach to Bayesian Averaging," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(4), pages 1269-1276.
- Kuo‐Hsuan Chin, 2022. "Forecast evaluation of DSGE models: Linear and nonlinear likelihood," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1099-1130, September.
- 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.
- Pirschel, Inske & Wolters, Maik H., 2014.
"Forecasting German key macroeconomic variables using large dataset methods,"
Kiel Working Papers
1925, Kiel Institute for the World Economy (IfW Kiel).
- Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
- Anna Sznajderska & Alfred A. Haug, 2023. "Bayesian VARs of the U.S. economy before and during the pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 211-236, June.
- João Valle e Azevedo & Inês Maria Gonçalves, 2015. "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers w201502, Banco de Portugal, Economics and Research Department.
- Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016.
"A time varying DSGE model with financial frictions,"
Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017.
"Real-time forecast evaluation of DSGE models with stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 322-332.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2015. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," PIER Working Paper Archive 15-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 May 2015.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017. "Real-time forecast evaluation of DSGE models with stochastic volatility," CFS Working Paper Series 577, Center for Financial Studies (CFS).
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2016. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," NBER Working Papers 22615, National Bureau of Economic Research, Inc.
- Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
- Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
- Michael Wickens, 2014.
"How Useful are DSGE Macroeconomic Models for Forecasting?,"
Open Economies Review, Springer, vol. 25(1), pages 171-193, February.
- Wickens, Michael R., 2012. "How Useful are DSGE Macroeconomic Models for Forecasting?," CEPR Discussion Papers 9049, C.E.P.R. Discussion Papers.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
- Reif Magnus, 2021.
"Macroeconomic uncertainty and forecasting macroeconomic aggregates,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
- Magnus Reif, 2018. "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series 265, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Roberto Duncan & Enrique Martínez‐García, 2023. "Forecasting inflation in open economies: What can a NOEM model do?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 481-513, April.
- 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.
- repec:bny:wpaper:0045 is not listed on IDEAS
- Fair, Ray C., 2020. "Variable mismeasurement in a class of DSGE models: Comment," Journal of Macroeconomics, Elsevier, vol. 66(C).
- E. Balatskiy V. & M. Yurevich A. & Е. Балацкий В. & М. Юревич А., 2018. "Прогнозирование инфляции: практика использования синтетических процедур // Inflation Forecasting: The Practice of Using Synthetic Procedures," Мир новой экономики // The world of new economy, Финансовый университет при Правительстве Российской Федерации // Financial University under The Governtment оf The Russian Federation, vol. 12(4), pages 20-31.
- Ohnsorge,Franziska Lieselotte & Stocker,Marc & Some,Modeste Y., 2016. "Quantifying uncertainties in global growth forecasts," Policy Research Working Paper Series 7770, The World Bank.
- Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
- Michael Dotsey, 2013. "DSGE models and their use in monetary policy," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 10-16.
- Ray C. Fair, 2019. "Variable Mismeasurement in a Class of DSGE Models: Comment," Cowles Foundation Discussion Papers 2166R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.