Putting the New Keynesian DSGE model to the real-time forecasting test

Putting the New Keynesian DSGE model to the real-time forecasting test
Author: Marcin Kolasa
Publisher:
Total Pages:
Release: 2009
Genre:
ISBN:

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Putting the New Keynesian DSGE model to the real-time forecasting test
Language: en
Pages:
Authors: Marcin Kolasa
Categories:
Type: BOOK - Published: 2009 - Publisher:

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Putting the New Keynesian Model to a Test
Language: en
Pages: 36
Authors: Roland Straub
Categories: Business & Economics
Type: BOOK - Published: 2006-05 - Publisher: International Monetary Fund

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In recent years, New Keynesian dynamic stochastic general equilibrium (NK DSGE) models have become increasingly popular in the academic literature and in policy
Professional Forecasters and the Real-time Forecasting Performance of an Estimated New Keynesian Model for the Euro Area
Language: en
Pages:
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Vs. Simple Linear Econometric Models
Language: en
Pages: 0
Authors: Oleg Korenok
Categories:
Type: BOOK - Published: 2006 - Publisher:

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In this paper we construct output gap and inflation predictions using a variety of dynamic stochastic general equilibrium (DSGE) sticky price models. Predictive
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus - Simple Linear Econometric Models
Language: en
Pages: 0
Authors: Oleg Korenok
Categories:
Type: BOOK - Published: 2005 - Publisher:

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In this paper we construct output gap and inflation predictions using a variety of DSGE sticky price models. Predictive density accuracy tests related to the te