Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model

Although policymakers and practitioners are particularly interested in dynamic stochastic general equilibrium (DSGE) models, these are typically too stylized to be applied directly to the data and often yield weak prediction results. Very recently, hybrid DSGE models have become popular for dealing...

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Bibliographic details
Volume: 19
Main Author: Bekiros, Stelios
Paccagnini, Alessia
Format: Journal Article
Language: English
Place of publication: BERLIN De Gruyter 01.04.2015
WALTER DE GRUYTER GMBH
published in: Studies in nonlinear dynamics and econometrics Vol. 19; no. 2; pp. 107 - 136
ORCID: 0000-0002-2421-7242
Data of publication: 2015-4-1
ISSN: 1081-1826
1558-3708
EISSN: 1558-3708
Discipline: Economics
Subjects:
C53
C11
C32
C15
D58
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2015
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