Combining structural and reduced-form models for macroeconomic forecasting and policy analysis

Francesca Monti

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Abstract: Can we fruitfully use the same macroeconomic model to forecast and to perform policy analysis? There is a tension between a model’s ability to forecast accurately and its ability to tell a theoretically consistent story. The aim of this dissertation is to propose ways to soothe this tension, combining structural and reduced-form models in order to have models that can effectively do both.

Keywords: Macroeconomics -- Mathematical models; Macroeconomics -- Forecasting; Macroéconomie -- Modèles mathématiques; Macroéconomie -- Prévision; forecasting judgment; real-time; misspecification; structural models (search for similar items in EconPapers)
Pages: 1 v. (101 p.)
Date: 2011-02-08
Note: Degree: Doctorat en Sciences économiques et de gestion
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