Przeglądaj według tematu "DSGE"
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Can a simple DSGE model outperform Professional Forecasters?
(2007-09)DSGE models have recently become one of the most frequently used tools in policy analysis. Nevertheless, their forecasting proprieties are still unexplored. In this article we address this problem by examining the quality ... -
Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties
(2016-12)In this paper we estimate a Smets and Wouters (2007) model with shocks following a closed skew normal distribution (csn) introduced in Gonzalez-Farias et al. (2004), which nests a normal distribution as a special case. In ...




