DGSE Model Evaluation and Hybrid Models: A Comparison

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dc.contributor.author PACCAGNINI, Alessia
dc.date.accessioned 2011-07-14T10:41:37Z
dc.date.available 2011-07-14T10:41:37Z
dc.date.issued 2011-01-01
dc.identifier.issn 1830-7728
dc.identifier.uri http://hdl.handle.net/1814/18136
dc.description.abstract This 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.language.iso en en
dc.relation.ispartofseries EUI MWP en
dc.relation.ispartofseries 2011/11 en
dc.subject Model Estimation en
dc.subject Bayesian Analysis en
dc.subject DSGE Models en
dc.subject Vector Autoregressions en
dc.title DGSE Model Evaluation and Hybrid Models: A Comparison en
dc.type Working Paper en
dc.neeo.contributor PACCAGNINI|Alessia|aut|
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