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dc.contributor.authorPACCAGNINI, Alessia
dc.date.accessioned2011-07-14T10:41:37Z
dc.date.available2011-07-14T10:41:37Z
dc.date.issued2011-01-01
dc.identifier.issn1830-7728
dc.identifier.urihttp://hdl.handle.net/1814/18136
dc.description.abstractThis paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical features of the DSGE model. A review of hybrid models presents the main aspects of these tools and why they are needed in the recent macroeconometric literature. Some of these models are compared to classical econometrics models (such as Vector Autoregressive (VAR), Factor Augmented VAR and Bayesian VAR) in a forecasting exercise.en
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.relation.ispartofseriesEUI MWPen
dc.relation.ispartofseries2011/11en
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectModel Estimationen
dc.subjectBayesian Analysisen
dc.subjectDSGE Modelsen
dc.subjectVector Autoregressionsen
dc.titleDGSE Model Evaluation and Hybrid Models: A Comparisonen
dc.typeWorking Paperen
dc.neeo.contributorPACCAGNINI|Alessia|aut|
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