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Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility

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NBER2016-09-01 更新2025-01-04 收录
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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

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2016-09-01
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