Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
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https://www.nber.org/papers/w22615
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资源简介：
Recent work has analyzed the forecasting performance of standard dynamic stochastic general equilibrium (DSGE) models, but little attention has been given to DSGE models that incorporate nonlinearities in exogenous driving processes. Against that background, we explore whether incorporating
提供机构：
美国国家经济研究局
创建时间：
2016-09-01
