Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models

Micro‐founded dynamic stochastic general equilibrium (DSGE) models appear to be particularly suited to evaluating the consequences of alternative macroeconomic policies. Recently, increasing efforts have been undertaken by policymakers to use these models for forecasting, although this proved to be...

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Bibliographic details
Volume: 35
Main Author: Bekiros, Stelios D
Paccagnini, Alessia
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: HOBOKEN WILEY 01.11.2016
John Wiley & Sons, Inc
Wiley
published in: Journal of forecasting Vol. 35; no. 7; pp. 613 - 632
ORCID: 0000-0002-2421-7242
Data of publication: November 2016
ISSN: 0277-6693
1099-131X
EISSN: 1099-131X
Classification Codes:


Discipline: Economics
Social Sciences (General)
Business
Subjects:
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2016
Web of Knowledge
Web of Science
Gale General OneFile (A&I only)
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