On the predictability of time-varying VAR and DSGE models

Over the last few years, there has been a growing interest in DSGE modelling for predicting macroeconomic fluctuations and conducting quantitative policy analysis. Hybrid DSGE models have become popular for dealing with some of the DSGE misspecifications as they are able to solve the trade-off betwe...

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Bibliographic details
Volume: 45
Main Author: Bekiros, Stelios
Paccagnini, Alessia
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2013
PHYSICA-VERLAG GMBH & CO
Springer
published in: Empirical economics Vol. 45; no. 1; pp. 635 - 664
ORCID: 0000-0002-2421-7242
Data of publication: 20130800
ISSN: 0377-7332
1435-8921
EISSN: 1435-8921
Discipline: Economics
Subjects:
C11
C32
C15
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Knowledge
Web of Science - Social Sciences Citation Index - 2013
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