Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
收藏NBER2014-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20575
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资源简介：
We provide a novel methodology for estimating time-varying weights in linear prediction pools, which we call Dynamic Pools, and use it to investigate the relative forecasting performance of DSGE models with and without financial frictions for output growth and inflation from 1992 to 2011. We find
提供机构：
美国国家经济研究局
创建时间：
2014-10-01
