Do DSGE models forecast more accurately out-of-sample than VAR models? :: Refet S. Gurkaynak :: Centre for Economic Policy Research 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Do DSGE models forecast more accurately out-of-sample than VAR models?
Author Refet S. Gurkaynak
Contributors Burçin Kısacıkoğlu, Barbara Rossi, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2013
Publication location London, UK
Language English

Descriptive Notes

"July 2013."

Topics

Economic forecasting :: Econometric models
Macroeconomics :: Econometric models

Catalogue Data

OBNB ID GBB384182
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0112

ISBD

P1053 59 pages
P1042 Includes bibliographical references (pages 29-32).

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Do DSGE models forecast more accurately out-of-sample than VAR models? by Refet S. Gurkaynak. Published by Centre for Economic Policy Research in 2013. Publication and catalogue information, links to buy online and reader comments.