Information content of DSGE forecasts
This paper examines the question whether information is contained in forecasts from dynamic stochastic general equilibrium (DSGE) models beyond that contained in lagged values, which are extensively used in the models. Four sets of forecasts are examined. The results are encouraging for DSGE forecas...
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| Format: | Article |
| Language: | English |
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John Wiley and Sons Ltd
2019
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| Online Access: | View Fulltext in Publisher |