Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
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https://www.nber.org/papers/w22615
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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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美国国家经济研究局创建时间：
2016-09-01
