Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model

Stelios Bekiros and Alessia Paccagnini

No 2014-183, Working Papers from Department of Research, Ipag Business School

Abstract: Although policymakers and practitioners are particularly interested in DSGE models, these are typically too stylized to be applied directly to the data and often yield weak prediction re- sults. Very recently, hybrid DSGE model

Keywords: Forecasting; Marginal data density; DSGE-FAVAR (search for similar items in EconPapers)
JEL-codes: C11 C15 C32 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-dge and nep-for
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15)

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