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46 pages • missing pub info (editions)
ISBN/UID: 9781288697939
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 04 February 2013
Description
This paper develops and applies tools to assess multivariate aspects of Bayesian Dynamic Stochastic General Equilibrium (DSGE) model forecasts and their ability to predict comovements among key macroeconomic variables. We construct posterior predi...
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46 pages • missing pub info (editions)
ISBN/UID: 9781288697939
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 04 February 2013
Description
This paper develops and applies tools to assess multivariate aspects of Bayesian Dynamic Stochastic General Equilibrium (DSGE) model forecasts and their ability to predict comovements among key macroeconomic variables. We construct posterior predi...