Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models

Advanced Bayesian methods are employed in estimating dynamic stochastic general equilibrium (DSGE) models. Although policymakers and practitioners are particularly interested in DSGE models, these are typically too stylized to be taken directly to the data and often yield weak prediction results. Hy...

Full description

Saved in:
Bibliographic details
Volume: 71
Main Author: Bekiros, Stelios D
Paccagnini, Alessia
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier B.V 01.03.2014
ELSEVIER SCIENCE BV
published in: Computational statistics & data analysis Vol. 71; pp. 298 - 323
ORCID: 0000-0002-2421-7242
Data of publication: March 2014
ISSN: 0167-9473
1872-7352
EISSN: 1872-7352
Discipline: Mathematics
Computer Science
Subjects:
Online Access: Fulltext
Database: Web of Science - Science Citation Index Expanded - 2014
Web of Knowledge
Science Citation Index Expanded
Web of Science
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS