DSGE Model-Based Forecasting of Non-modelled Variables
收藏NBER2009-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w14872
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资源简介：
This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables). We use auxiliary regressions that resemble measurement equations in a dynamic factor model to link the non-core variables to the
提供机构：
美国国家经济研究局创建时间：
2009-04-01
